# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001145549-23-008280
**Filing Date:** 2023-2
**Character Count:** 236012
**Document Hash:** bb912a02230fe14b2793660bed6256e1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008280.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008280

**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:** 23653808

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Short Duration Strategic Income Fund**

**December 31, 2022**

------

---

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

---

---

| | | |
|:---|:---|:---|
| | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **CORPORATE BONDS — 43.8%** | | |
| **Aerospace and Defense — 0.2%** | | |
| Boeing Co., 1.43%, 2/4/24 | 1410000 | 1351806 |
| **Air Freight and Logistics — 0.3%** |  |  |
| GXO Logistics, Inc., 1.65%, 7/15/26 | 3000000 | 2572223 |
| **Airlines — 1.0%** |  |  |
| American Airlines, Inc., 11.75%, 7/15/25<sup>(1)</sup> | 2040000 | 2192652 |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 955231 | 920271 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | 973000 | 916089 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(1)</sup> | 1155274 | 1151117 |
| Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd., 8.00%, 9/20/25<sup>(1)</sup> | 2620000 | 2636912 |
|  |  | 7817041 |
| **Automobiles — 1.7%** |  |  |
| Ford Motor Credit Co. LLC, 2.30%, 2/10/25 | 2500000 | 2286450 |
| Ford Motor Credit Co. LLC, 4.95%, 5/28/27 | 1540000 | 1439546 |
| General Motors Financial Co., Inc., 1.20%, 10/15/24 | 2000000 | 1852862 |
| General Motors Financial Co., Inc., 3.80%, 4/7/25 | 3000000 | 2898456 |
| Mercedes-Benz Finance North America LLC, 5.375%, 11/26/25 | 1600000 | 1610441 |
| Toyota Motor Credit Corp., 3.95%, 6/30/25 | 3000000 | 2939742 |
|  |  | 13027497 |
| **Banks — 8.8%** |  |  |
| Australia & New Zealand Banking Group Ltd., 5.09%, 12/8/25 | 1306000 | 1312717 |
| Banco Santander SA, VRN, 1.72%, 9/14/27 | 1400000 | 1197571 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 985000 | 941547 |
| Bank of America Corp., VRN, 1.32%, 6/19/26 | 1425000 | 1284471 |
| Bank of America Corp., VRN, 1.73%, 7/22/27 | 417000 | 365853 |
| Bank of America Corp., VRN, 4.95%, 7/22/28 | 1125000 | 1100587 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 1214000 | 1255602 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(1)</sup> | 973000 | 822833 |
| Bank of Nova Scotia, 5.25%, 12/6/24 | 1579000 | 1583110 |
| BNP Paribas SA, VRN, 2.22%, 6/9/26<sup>(1)</sup> | 2600000 | 2389465 |
| BPCE SA, 1.625%, 1/14/25<sup>(1)</sup> | 1500000 | 1397167 |
| BPCE SA, 4.50%, 3/15/25<sup>(1)</sup> | 1574000 | 1513149 |
| Canadian Imperial Bank of Commerce, 3.45%, 4/7/27 | 2340000 | 2203631 |
| Citigroup, Inc., VRN, 2.01%, 1/25/26 | 2106000 | 1953378 |
| Citigroup, Inc., VRN, 3.11%, 4/8/26 | 800000 | 757944 |
| Citigroup, Inc., VRN, 5.61%, 9/29/26 | 775000 | 779130 |
| Discover Bank, VRN, 4.68%, 8/9/28 | 3830000 | 3676826 |
| DNB Bank ASA, VRN, 2.97%, 3/28/25<sup>(1)</sup> | 2265000 | 2185793 |
| Fifth Third Bancorp, VRN, 6.36%, 10/27/28 | 1850000 | 1906729 |
| First-Citizens Bank & Trust Co., VRN, 2.97%, 9/27/25 | 2525000 | 2388817 |
| FNB Corp., 2.20%, 2/24/23 | 1062000 | 1056730 |
| HSBC Holdings PLC, VRN, 0.73%, 8/17/24 | 1935000 | 1865064 |
| Intesa Sanpaolo SpA, 3.375%, 1/12/23<sup>(1)</sup> | 1015000 | 1014510 |
| JPMorgan Chase & Co., VRN, 5.55%, 12/15/25 | 915000 | 915714 |
| JPMorgan Chase & Co., VRN, 1.04%, 2/4/27 | 715000 | 622724 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 895000 | 787434 |
| JPMorgan Chase & Co., VRN, 1.47%, 9/22/27 | 781000 | 677158 |
| Lloyds Banking Group PLC, VRN, 4.72%, 8/11/26 | 1955000 | 1914765 |
| Manufacturers & Traders Trust Co., 5.40%, 11/21/25 | 1805000 | 1816412 |

---

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| | | |
|:---|:---|:---|
| National Australia Bank Ltd., 5.13%, 11/22/24 | 2200000 | 2210496 |
| NatWest Group PLC, 4.80%, 4/5/26 | 1000000 | 979143 |
| NatWest Group PLC, VRN, 5.52%, 9/30/28 | 2735000 | 2705955 |
| Nordea Bank Abp, 4.75%, 9/22/25<sup>(1)</sup> | 1870000 | 1860145 |
| Royal Bank of Canada, 4.24%, 8/3/27 | 2630000 | 2566203 |
| Royal Bank of Canada, 6.00%, 11/1/27 | 1080000 | 1127800 |
| Skandinaviska Enskilda Banken AB, 3.70%, 6/9/25<sup>(1)</sup> | 1160000 | 1121918 |
| Societe Generale SA, 4.35%, 6/13/25<sup>(1)</sup> | 1040000 | 1017000 |
| Societe Generale SA, VRN, 2.23%, 1/21/26<sup>(1)</sup> | 2200000 | 2024973 |
| Toronto-Dominion Bank, 4.11%, 6/8/27 | 1790000 | 1733190 |
| U.S. Bancorp, VRN, 5.73%, 10/21/26 | 2185000 | 2227825 |
| UniCredit SpA, 7.83%, 12/4/23<sup>(1)</sup> | 2660000 | 2688153 |
| UniCredit SpA, VRN, 2.57%, 9/22/26<sup>(1)</sup> | 2545000 | 2256057 |
|  |  | 66205689 |
| **Beverages — 0.2%** |  |  |
| PepsiCo, Inc., 3.60%, 2/18/28 | 1363000 | 1307483 |
| **Biotechnology — 0.2%** |  |  |
| CSL Finance PLC, 3.85%, 4/27/27<sup>(1)</sup> | 1667000 | 1597306 |
| **Capital Markets — 3.5%** |  |  |
| Bank of New York Mellon Corp., VRN, 5.22%, 11/21/25 | 2185000 | 2192363 |
| Bank of New York Mellon Corp., VRN, 5.80%, 10/25/28 | 2470000 | 2558546 |
| Deutsche Bank AG, 5.37%, 9/9/27 | 1235000 | 1239872 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 3199000 | 3009989 |
| FS KKR Capital Corp., 4.25%, 2/14/25<sup>(1)</sup> | 1406000 | 1319015 |
| Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/25 | 1257000 | 1203655 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 1472000 | 1289015 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 1455000 | 1297584 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 | 1976000 | 1679977 |
| Morgan Stanley, VRN, 0.79%, 5/30/25 | 875000 | 813945 |
| Morgan Stanley, VRN, 1.16%, 10/21/25 | 1560000 | 1437039 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 1132000 | 1063833 |
| Morgan Stanley, VRN, 6.14%, 10/16/26 | 3570000 | 3650035 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 | 1380000 | 1206578 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 | 438000 | 373309 |
| State Street Corp., VRN, 5.75%, 11/4/26 | 723000 | 740880 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(1)</sup> | 1404000 | 1209668 |
|  |  | 26285303 |
| **Chemicals — 0.2%** |  |  |
| Celanese US Holdings LLC, 5.90%, 7/5/24 | 1600000 | 1600434 |
| **Consumer Finance — 1.6%** |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 610000 | 563074 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 6.50%, 7/15/25 | 1374000 | 1393545 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/26 | 1950000 | 1707689 |
| American Express Co., 3.95%, 8/1/25 | 3123000 | 3062497 |
| BOC Aviation USA Corp., 1.625%, 4/29/24<sup>(1)</sup> | 1774000 | 1684732 |
| Navient Corp., 6.125%, 3/25/24 | 1725000 | 1692655 |
| OneMain Finance Corp., 8.25%, 10/1/23 | 2195000 | 2215771 |
|  |  | 12319963 |
| **Containers and Packaging — 1.1%** |  |  |
| Amcor Flexibles North America, Inc., 4.00%, 5/17/25 | 2690000 | 2620989 |
| Owens-Brockway Glass Container, Inc., 5.375%, 1/15/25<sup>(1)</sup> | 2750000 | 2642613 |
| Sealed Air Corp., 1.57%, 10/15/26<sup>(1)</sup> | 3500000 | 3026768 |
|  |  | 8290370 |
| **Diversified Financial Services — 0.5%** |  |  |
| Antares Holdings LP, 6.00%, 8/15/23<sup>(1)</sup> | 1840000 | 1814310 |

---

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| | | |
|:---|:---|:---|
| Antares Holdings LP, 3.95%, 7/15/26<sup>(1)</sup> | 1200000 | 1039328 |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(1)</sup> | 1531000 | 1228357 |
|  |  | 4081995 |
| **Diversified Telecommunication Services — 1.3%** |  |  |
| AT&T, Inc., 7.30%, 8/15/26 | 1725000 | 1800409 |
| Cogent Communications Group, Inc., 7.00%, 6/15/27<sup>(1)</sup> | 1500000 | 1471767 |
| Level 3 Financing, Inc., 3.40%, 3/1/27<sup>(1)</sup> | 3460000 | 2929705 |
| Level 3 Financing, Inc., 4.625%, 9/15/27<sup>(1)</sup> | 1072000 | 894316 |
| Telecom Italia SpA, 5.30%, 5/30/24<sup>(1)</sup> | 2828000 | 2685186 |
|  |  | 9781383 |
| **Electric Utilities — 2.4%** |  |  |
| American Electric Power Co., Inc., 2.03%, 3/15/24 | 2000000 | 1929303 |
| American Electric Power Co., Inc., VRN, 3.875%, 2/15/62 | 2600000 | 2028731 |
| Duke Energy Corp., VRN, 3.25%, 1/15/82 | 1580000 | 1155650 |
| FEL Energy VI Sarl, 5.75%, 12/1/40<sup>(1)</sup> | 2032690 | 1742432 |
| Jersey Central Power & Light Co., 4.30%, 1/15/26<sup>(1)</sup> | 2500000 | 2417460 |
| NextEra Energy Capital Holdings, Inc., 4.26%, 9/1/24 | 2000000 | 1974157 |
| NextEra Energy Capital Holdings, Inc., 4.45%, 6/20/25 | 2720000 | 2688921 |
| NextEra Energy Operating Partners LP, 4.25%, 7/15/24<sup>(1)</sup> | 1643000 | 1596390 |
| Vistra Operations Co. LLC, 5.125%, 5/13/25<sup>(1)</sup> | 2500000 | 2449213 |
|  |  | 17982257 |
| **Entertainment — 0.5%** |  |  |
| Warnermedia Holdings, Inc., 3.79%, 3/15/25<sup>(1)</sup> | 1950000 | 1864147 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> | 1838000 | 1657790 |
|  |  | 3521937 |
| **Equity Real Estate Investment Trusts (REITs) — 2.8%** |  |  |
| American Tower Corp., 3.65%, 3/15/27 | 780000 | 729667 |
| EPR Properties, 4.75%, 12/15/26 | 1060000 | 953818 |
| Equinix, Inc., 2.90%, 11/18/26 | 3135000 | 2869673 |
| Federal Realty Investment Trust, 2.75%, 6/1/23 | 2250000 | 2225308 |
| GLP Capital LP / GLP Financing II, Inc., 5.375%, 4/15/26 | 2740000 | 2692590 |
| iStar, Inc., 4.75%, 10/1/24 | 340000 | 338031 |
| iStar, Inc., 4.25%, 8/1/25 | 1870000 | 1835675 |
| Sabra Health Care LP, 5.125%, 8/15/26 | 1100000 | 1047945 |
| SITE Centers Corp., 3.625%, 2/1/25 | 1500000 | 1416927 |
| VICI Properties LP, 4.375%, 5/15/25 | 1890000 | 1838267 |
| VICI Properties LP / VICI Note Co., Inc., 3.50%, 2/15/25<sup>(1)</sup> | 3000000 | 2833380 |
| Welltower, Inc., 4.25%, 4/15/28 | 2020000 | 1896782 |
|  |  | 20678063 |
| **Food Products — 0.2%** |  |  |
| General Mills, Inc., 5.24%, 11/18/25 | 1426000 | 1430055 |
| **Gas Utilities — 0.3%** |  |  |
| Southwest Gas Corp., 5.80%, 12/1/27 | 2160000 | 2191324 |
| **Health Care Equipment and Supplies — 0.5%** |  |  |
| GE HealthCare Technologies, Inc., 5.55%, 11/15/24<sup>(1)</sup> | 3600000 | 3615603 |
| **Health Care Providers and Services — 0.2%** |  |  |
| HCA, Inc., 3.125%, 3/15/27<sup>(1)</sup> | 1395000 | 1270342 |
| **Hotels, Restaurants and Leisure — 0.3%** |  |  |
| Hyatt Hotels Corp., 1.80%, 10/1/24 | 2000000 | 1875333 |
| **Household Durables — 0.4%** |  |  |
| Meritage Homes Corp., 6.00%, 6/1/25 | 3014000 | 3004681 |
| **Insurance — 1.1%** |  |  |
| Athene Global Funding, 2.51%, 3/8/24<sup>(1)</sup> | 2600000 | 2492401 |
| GA Global Funding Trust, 3.85%, 4/11/25<sup>(1)</sup> | 1966000 | 1883290 |
| Jackson National Life Global Funding, 1.75%, 1/12/25<sup>(1)</sup> | 712000 | 661345 |

---

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| | | |
|:---|:---|:---|
| Met Tower Global Funding, 1.25%, 9/14/26<sup>(1)</sup> | 885000 | 771575 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(1)</sup> | 769000 | 674785 |
| SBL Holdings, Inc., VRN, 6.50%<sup>(1)(2)</sup> | 1935000 | 1499625 |
|  |  | 7983021 |
| **Internet and Direct Marketing Retail — 0.5%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 | 1435000 | 1437083 |
| Amazon.com, Inc., 4.60%, 12/1/25 | 1435000 | 1433079 |
| Amazon.com, Inc., 4.55%, 12/1/27 | 1075000 | 1073386 |
|  |  | 3943548 |
| **IT Services — 1.0%** |  |  |
| Fidelity National Information Services, Inc., 4.70%, 7/15/27 | 2500000 | 2443092 |
| Global Payments, Inc., 3.75%, 6/1/23 | 890000 | 884478 |
| Global Payments, Inc., 4.45%, 6/1/28 | 1955000 | 1822680 |
| International Business Machines Corp., 3.30%, 5/15/26 | 2185000 | 2081681 |
|  |  | 7231931 |
| **Leisure Products — 0.1%** |  |  |
| Brunswick Corp., 0.85%, 8/18/24 | 750000 | 693373 |
| **Life Sciences Tools and Services — 0.5%** |  |  |
| Illumina, Inc., 5.80%, 12/12/25 | 3590000 | 3618326 |
| **Machinery — 0.6%** |  |  |
| CNH Industrial Capital LLC, 3.95%, 5/23/25 | 2207000 | 2142853 |
| John Deere Capital Corp., 3.40%, 6/6/25 | 2340000 | 2272249 |
|  |  | 4415102 |
| **Media — 2.3%** |  |  |
| AMC Networks, Inc., 4.75%, 8/1/25 | 1550000 | 1180713 |
| CCO Holdings LLC / CCO Holdings Capital Corp., 6.375%, 9/1/29<sup>(1)</sup> | 1200000 | 1129998 |
| Cox Communications, Inc., 3.15%, 8/15/24<sup>(1)</sup> | 2075000 | 1998195 |
| DISH DBS Corp., 7.75%, 7/1/26 | 1500000 | 1212675 |
| DISH DBS Corp., 5.25%, 12/1/26<sup>(1)</sup> | 2635000 | 2224493 |
| iHeartCommunications, Inc., 8.375%, 5/1/27 | 1365000 | 1163645 |
| Paramount Global, VRN, 6.25%, 2/28/57 | 2095000 | 1692327 |
| Paramount Global, VRN, 6.375%, 3/30/62 | 1735000 | 1420929 |
| Univision Communications, Inc., 1.65%, 9/1/26 | 2333000 | 2002658 |
| WPP Finance 2010, 3.75%, 9/19/24 | 3425000 | 3318923 |
|  |  | 17344556 |
| **Metals and Mining — 0.9%** |  |  |
| First Quantum Minerals Ltd., 6.50%, 3/1/24<sup>(1)</sup> | 700000 | 685825 |
| GUSAP III LP, 4.25%, 1/21/30<sup>(1)</sup> | 1500000 | 1389905 |
| Novelis Corp., 3.25%, 11/15/26<sup>(1)</sup> | 1000000 | 897755 |
| Nucor Corp., 3.95%, 5/23/25 | 984000 | 963621 |
| Steel Dynamics, Inc., 2.80%, 12/15/24 | 3000000 | 2851879 |
|  |  | 6788985 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.6%** |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, 10/1/25<sup>(1)</sup> | 3459000 | 3255924 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> | 1072000 | 867066 |
|  |  | 4122990 |
| **Multiline Retail — 0.1%** |  |  |
| Nordstrom, Inc., 2.30%, 4/8/24 | 1000000 | 938815 |
| **Multi-Utilities — 0.6%** |  |  |
| Ameren Corp., 1.75%, 3/15/28 | 1500000 | 1269379 |
| DTE Energy Co., 4.22%, 11/1/24 | 1556000 | 1530587 |
| Sempra Energy, VRN, 4.125%, 4/1/52 | 2560000 | 1994866 |
|  |  | 4794832 |
| **Oil, Gas and Consumable Fuels — 2.6%** |  |  |
| Ecopetrol SA, 5.875%, 9/18/23 | 1900000 | 1891900 |

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| | | |
|:---|:---|:---|
| Enbridge, Inc., VRN, 4.78%, (SOFR plus 0.63%), 2/16/24 | 2000000 | 1989880 |
| Energy Transfer LP, 4.25%, 4/1/24 | 1500000 | 1473736 |
| Enterprise Products Operating LLC, 3.70%, 2/15/26 | 3000000 | 2894853 |
| EQT Corp., 5.68%, 10/1/25 | 2000000 | 1993009 |
| Geopark Ltd., 5.50%, 1/17/27<sup>(1)</sup> | 800000 | 689060 |
| Hess Corp., 3.50%, 7/15/24 | 2200000 | 2137237 |
| HF Sinclair Corp., 2.625%, 10/1/23 | 1750000 | 1714150 |
| Holly Energy Partners LP / Holly Energy Finance Corp., 6.375%, 4/15/27<sup>(1)</sup> | 1315000 | 1293686 |
| Petroleos Mexicanos, 3.50%, 1/30/23 | 2100000 | 2094183 |
| Petroleos Mexicanos, 6.70%, 2/16/32 | 1200000 | 944642 |
|  |  | 19116336 |
| **Pharmaceuticals — 0.2%** |  |  |
| Horizon Therapeutics USA, Inc., 5.50%, 8/1/27<sup>(1)</sup> | 1700000 | 1747575 |
| **Road and Rail — 0.9%** |  |  |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(1)</sup> | 875000 | 813670 |
| DAE Funding LLC, 2.625%, 3/20/25<sup>(1)</sup> | 1910000 | 1789479 |
| SMBC Aviation Capital Finance DAC, 4.125%, 7/15/23<sup>(1)</sup> | 2000000 | 1979324 |
| Triton Container International Ltd., 1.15%, 6/7/24<sup>(1)</sup> | 2250000 | 2082026 |
|  |  | 6664499 |
| **Semiconductors and Semiconductor Equipment — 0.3%** |  |  |
| Broadcom, Inc., 4.15%, 11/15/30 | 2115000 | 1900535 |
| **Software — 0.3%** |  |  |
| Gen Digital, Inc., 6.75%, 9/30/27<sup>(1)</sup> | 1860000 | 1825218 |
| Gen Digital, Inc., 7.125%, 9/30/30<sup>(1)</sup> | 795000 | 782161 |
|  |  | 2607379 |
| **Technology Hardware, Storage and Peripherals — 0.3%** |  |  |
| Condor Merger Sub, Inc., 7.375%, 2/15/30<sup>(1)</sup> | 2470000 | 1990365 |
| **Thrifts and Mortgage Finance — 0.4%** |  |  |
| Nationwide Building Society, 1.00%, 8/28/25<sup>(1)</sup> | 1690000 | 1515490 |
| Nationwide Building Society, 4.85%, 7/27/27<sup>(1)</sup> | 1594000 | 1556038 |
|  |  | 3071528 |
| **Trading Companies and Distributors — 0.7%** |  |  |
| Air Lease Corp., 2.75%, 1/15/23 | 3565000 | 3560853 |
| Air Lease Corp., 2.875%, 1/15/26 | 852000 | 789253 |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> | 766000 | 737425 |
|  |  | 5087531 |
| **Transportation Infrastructure — 0.2%** |  |  |
| Adani Ports & Special Economic Zone Ltd., 4.00%, 7/30/27 | 2000000 | 1751835 |
| **Wireless Telecommunication Services — 1.4%** |  |  |
| Kenbourne Invest SA, 6.875%, 11/26/24<sup>(1)</sup> | 429000 | 409097 |
| Kenbourne Invest SA, 4.70%, 1/22/28<sup>(1)</sup> | 369000 | 288281 |
| Sprint LLC, 7.875%, 9/15/23 | 2500000 | 2540465 |
| Sprint LLC, 7.125%, 6/15/24 | 3605000 | 3683373 |
| Sprint LLC, 7.625%, 2/15/25 | 3780000 | 3910538 |
|  |  | 10831754 |
| **TOTAL CORPORATE BONDS**<br>(Cost $344,342,866) |  | **328452904** |
| **U.S. TREASURY SECURITIES — 23.5%** |  |  |
| U.S. Treasury Notes, 0.25%, 4/15/23 | 200000 | 197675 |
| U.S. Treasury Notes, 0.375%, 10/31/23 | 11000000 | 10608121 |
| U.S. Treasury Notes, 0.125%, 12/15/23 | 500000 | 478987 |
| U.S. Treasury Notes, 3.00%, 6/30/24 | 5000000 | 4880859 |
| U.S. Treasury Notes, 4.375%, 10/31/24 | 5200000 | 5185578 |
| U.S. Treasury Notes, 4.50%, 11/30/24 | 51000000 | 51005977 |
| U.S. Treasury Notes, 1.00%, 12/15/24 | 10500000 | 9828984 |

---

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| | | | |
|:---|:---|:---|:---|
| U.S. Treasury Notes, 1.75%, 12/31/24 |  | 9000000 | 8544375 |
| U.S. Treasury Notes, 4.25%, 12/31/24<sup>(3)</sup> |  | 9000000 | 8969414 |
| U.S. Treasury Notes, 1.125%, 1/15/25<sup>(4)</sup> |  | 25000000 | 23399414 |
| U.S. Treasury Notes, 1.50%, 2/15/25 |  | 5000000 | 4707031 |
| U.S. Treasury Notes, 1.75%, 3/15/25 |  | 8000000 | 7560625 |
| U.S. Treasury Notes, 2.875%, 6/15/25 |  | 5000000 | 4833203 |
| U.S. Treasury Notes, 3.125%, 8/15/25 |  | 5000000 | 4855078 |
| U.S. Treasury Notes, 4.50%, 11/15/25 |  | 16000000 | 16098750 |
| U.S. Treasury Notes, 3.875%, 11/30/27 |  | 5000000 | 4973438 |
| U.S. Treasury Notes, 3.875%, 11/30/29 |  | 5800000 | 5762391 |
| U.S. Treasury Notes, 4.125%, 11/15/32 |  | 4300000 | 4389024 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $179,717,296) |  |  | **176278924** |
| **ASSET-BACKED SECURITIES — 8.0%** | **ASSET-BACKED SECURITIES — 8.0%** |  |  |
| Aaset Trust, Series 2021-2A, Class B, 3.54%, 1/15/47<sup>(1)</sup> |  | 1513514 | 1107062 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, SEQ, 4.19%, 6/5/49<sup>(1)</sup> |  | 2154240 | 2123508 |
| Avis Budget Rental Car Funding AESOP LLC, Series 2017-2A, Class A, SEQ, 2.97%, 3/20/24<sup>(1)</sup> |  | 387500 | 386220 |
| Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.45%, 7/15/46<sup>(1)</sup> |  | 1642519 | 1241243 |
| Blackbird Capital Aircraft Lease Securitization Ltd., Series 2016-1A, Class AA, SEQ, 2.49%, 12/16/41<sup>(1)</sup> |  | 1247628 | 1137851 |
| CARS-DB4 LP, Series 2020-1A, Class A4, 3.19%, 2/15/50<sup>(1)</sup> |  | 1289979 | 1206569 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A, SEQ, 2.74%, 8/15/41<sup>(1)</sup> |  | 678489 | 593700 |
| Castlelake Aircraft Structured Trust, Series 2021-1A, Class A, SEQ, 3.47%, 1/15/46<sup>(1)</sup> |  | 2135689 | 1797885 |
| Clsec Holdings 22t LLC, Series 2021-1, Class C, 6.17%, 5/11/37<sup>(1)</sup> |  | 1917782 | 1552908 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, SEQ, 4.94%, 1/25/52<sup>(1)</sup> | CAD | 2650000 | 1788613 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class C, 7.74%, 1/25/52<sup>(1)</sup> | CAD | 1850000 | 1250909 |
| Cologix Data Centers US Issuer LLC, Series 2022-LTV1, Class A2, SEQ, 3.30%, 12/26/51<sup>(1)</sup> |  | 2950000 | 2584484 |
| Diamond Issuer, Series 2021-1A, Class C, 3.79%, 11/20/51<sup>(1)</sup> |  | 2875000 | 2266814 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class C, 2.70%, 11/21/33<sup>(1)</sup> |  | 375114 | 342046 |
| Domino's Pizza Master Issuer LLC, Series 2015-1A, Class A2II, SEQ, 4.47%, 10/25/45<sup>(1)</sup> |  | 1269000 | 1210873 |
| Edgeconnex Data Centers Issuer LLC, Series 2022-1, Class A2, SEQ, 4.25%, 3/25/52<sup>(1)</sup> |  | 1698600 | 1533651 |
| Falcon Aerospace Ltd., Series 2019-1, Class A, SEQ, 3.60%, 9/15/39<sup>(1)</sup> |  | 1335268 | 1083628 |
| FirstKey Homes Trust, Series 2020-SFR2, Class E, 2.67%, 10/19/37<sup>(1)</sup> |  | 1500000 | 1324559 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E1, 2.39%, 8/17/38<sup>(1)</sup> |  | 3300000 | 2759528 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38<sup>(1)</sup> |  | 1000000 | 842980 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> |  | 3025000 | 2643920 |
| GAIA Aviation Ltd., Series 2019-1, Class A, 3.97%, 12/15/44<sup>(1)</sup> |  | 469640 | 389682 |
| Lunar Aircarft Ltd., Series 2020-1A, Class A, SEQ, 3.38%, 2/15/45<sup>(1)</sup> |  | 1682767 | 1383558 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B, 3.43%, 10/15/46<sup>(1)</sup> |  | 2570803 | 1976154 |
| MAPS Ltd., Series 2018-1A, Class A, SEQ, 4.21%, 5/15/43<sup>(1)</sup> |  | 774644 | 692515 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(1)</sup> |  | 1471657 | 1223927 |
| NP SPE II LLC, Series 2019-1A, Class A1, SEQ, 2.57%, 9/20/49<sup>(1)</sup> |  | 1426649 | 1324159 |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class A, SEQ, 3.97%, 6/15/44<sup>(1)</sup> |  | 2646461 | 2108796 |
| Progress Residential Trust, Series 2020-SFR2, Class D, 3.87%, 6/17/37<sup>(1)</sup> |  | 1250000 | 1160464 |
| Progress Residential Trust, Series 2021-SFR1, Class D, 1.81%, 4/17/38<sup>(1)</sup> |  | 1500000 | 1273880 |
| Progress Residential Trust, Series 2021-SFR1, Class E, 2.11%, 4/17/38<sup>(1)</sup> |  | 400000 | 337633 |
| SBA Tower Trust, Series 2014-2A, Class C, SEQ, 3.87%, 10/15/49<sup>(1)</sup> |  | 2335000 | 2233028 |
| 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> |  | 127173 | 119019 |
| Slam Ltd., Series 2021-1A, Class B, 3.42%, 6/15/46<sup>(1)</sup> |  | 1585850 | 1293028 |
| Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, SEQ, 4.54%, 2/25/44<sup>(1)</sup> |  | 3752423 | 3663525 |
| Start II Ltd., Series 2019-1, Class A, SEQ, 4.09%, 3/15/44<sup>(1)</sup> |  | 1361658 | 1163719 |
| Start Ltd., Series 2018-1, Class A, SEQ, 4.09%, 5/15/43<sup>(1)</sup> |  | 2645007 | 2118842 |
| Stonepeak ABS, Series 2021-1A, Class AA, 2.30%, 2/28/33<sup>(1)</sup> |  | 2529008 | 2253049 |
| Vantage Data Centers Issuer LLC, Series 2020-1A, Class A2, SEQ, 1.65%, 9/15/45<sup>(1)</sup> |  | 619000 | 546677 |
| Vantage Data Centers LLC, Series 2019-1A, Class A2, SEQ, 3.19%, 7/15/44<sup>(1)</sup> |  | 735633 | 699724 |

---

------

---

| | | |
|:---|:---|:---|
| VB-S1 Issuer LLC, Series 2022-1A, Class D, 4.29%, 2/15/52<sup>(1)</sup> | 2500000 | 2201291 |
| VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36<sup>(1)</sup> | 23549 | 22759 |
| Wingstop Funding LLC, Series 2020-1A, Class A2, SEQ, 2.84%, 12/5/50<sup>(1)</sup> | 868230 | 737211 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $68,560,474) |  | **59883410** |
| **COLLATERALIZED LOAN OBLIGATIONS — 8.0%** |  |  |
| AMMC CLO XIII Ltd., Series 2020-2, Class A3R2, VRN, 6.57%, (3-month LIBOR plus 2.25%), 7/24/29<sup>(1)</sup> | 1500000 | 1445263 |
| AMMC CLO XIV Ltd., Series 2014-14A, Class BL1R, VRN, 7.96%, (3-month LIBOR plus 3.60%), 7/25/29<sup>(1)</sup> | 3000000 | 2822330 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class AS, VRN, 5.90%, (1-month SOFR plus 1.56%), 9/15/34<sup>(1)</sup> | 2803000 | 2762288 |
| Ares XLIX CLO Ltd., Series 2018-49A, Class C, VRN, 6.27%, (3-month LIBOR plus 1.95%), 7/22/30<sup>(1)</sup> | 1600000 | 1515372 |
| ARES XLVII CLO Ltd., Series 2018-47A, Class C, VRN, 5.83%, (3-month LIBOR plus 1.75%), 4/15/30<sup>(1)</sup> | 1550000 | 1457805 |
| BDS Ltd., Series 2020-FL6, Class E, VRN, 7.17%, (30-day average SOFR plus 3.36%), 9/15/35<sup>(1)</sup> | 1425000 | 1358448 |
| 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> | 1050000 | 1006401 |
| CBAM Ltd., Series 2017-1A, Class B, VRN, 6.04%, (3-month LIBOR plus 1.80%), 7/20/30<sup>(1)</sup> | 650000 | 627673 |
| CIFC Funding Ltd., Series 2017-3A, Class C, VRN, 7.89%, (3-month LIBOR plus 3.65%), 7/20/30<sup>(1)</sup> | 1750000 | 1577722 |
| CIFC Funding Ltd., Series 2017-5A, Class B, VRN, 5.93%, (3-month LIBOR plus 1.85%), 11/16/30<sup>(1)</sup> | 1100000 | 1046509 |
| Cook Park CLO Ltd., Series 2018-1A, Class C, VRN, 5.83%, (3-month LIBOR plus 1.75%), 4/17/30<sup>(1)</sup> | 2000000 | 1871065 |
| Dryden 30 Senior Loan Fund, Series 2013-30A, Class CR, VRN, 6.31%, (3-month LIBOR plus 1.70%), 11/15/28<sup>(1)</sup> | 1775000 | 1680853 |
| KKR CLO 10 Ltd., Series 10, Class BR, VRN, 6.47%, (3-month LIBOR plus 1.70%), 9/15/29<sup>(1)</sup> | 2750000 | 2699064 |
| KKR Static CLO I Ltd., Series 2022-1A, Class B, VRN, 5.08%, (3-month SOFR plus 2.60%), 7/20/31<sup>(1)</sup> | 2300000 | 2214239 |
| KVK CLO Ltd., Series 2013-1A, Class DR, VRN, 6.96%, (3-month LIBOR plus 2.95%), 1/14/28<sup>(1)</sup> | 1000000 | 976589 |
| Madison Park Funding XIX Ltd., Series 2015-19A, Class DR, VRN, 8.67%, (3-month LIBOR plus 4.35%), 1/22/28<sup>(1)</sup> | 2500000 | 2254954 |
| Marathon CLO Ltd., Series 2020-15A, Class A1S, VRN, 6.31%, (3-month LIBOR plus 1.70%), 11/15/31 | 975000 | 958036 |
| Marathon CLO V Ltd., Series 2013-5A, Class A1R, VRN, 5.55%, (3-month LIBOR plus 0.87%), 11/21/27<sup>(1)</sup> | 531215 | 530374 |
| MF1 Ltd., Series 2018-2A, Class D, VRN, 8.55%, (1-month SOFR plus 4.21%), 11/15/35<sup>(1)</sup> | 2395000 | 2344450 |
| Nassau Ltd., Series 2019-IA, Class BR, VRN, 5.11%, (3-month LIBOR plus 2.60%), 4/15/31<sup>(1)</sup> | 1500000 | 1410924 |
| Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class BR2, VRN, 6.43%, (3-month LIBOR plus 2.15%), 10/21/30<sup>(1)</sup> | 1725000 | 1634520 |
| 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> | 2500000 | 2396882 |
| Palmer Square Loan Funding Ltd., Series 2022-5A, Class A2, VRN, 6.03%, (3-month SOFR plus 2.65%), 1/15/31<sup>(1)</sup> | 1500000 | 1483900 |
| PFP Ltd., Series 2021-8, Class D, VRN, 6.48%, (1-month LIBOR plus 2.15%), 8/9/37<sup>(1)</sup> | 900000 | 839295 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL5, Class C, VRN, 6.64%, (1-month LIBOR plus 2.25%), 4/25/38<sup>(1)</sup> | 1000000 | 958689 |
| Rockford Tower CLO Ltd., Series 2017-3A, Class A, VRN, 5.43%, (3-month LIBOR plus 1.19%), 10/20/30<sup>(1)</sup> | 1900000 | 1874826 |
| Rockford Tower CLO Ltd., Series 2020-1A, Class C, VRN, 6.59%, (3-month LIBOR plus 2.35%), 1/20/32<sup>(1)</sup> | 700000 | 667724 |
| Shelter Growth Issuer Ltd., Series 2022-FL4, Class A, VRN, 6.62%, (1-month SOFR plus 2.30%), 6/17/37<sup>(1)</sup> | 2099000 | 2053119 |
| Sound Point CLO VII-R Ltd., Series 2014-3RA, Class C, VRN, 6.57%, (3-month LIBOR plus 2.25%), 10/23/31<sup>(1)</sup> | 2000000 | 1845723 |
| Stewart Park CLO Ltd., Series 2015-1A, Class CR, VRN, 5.88%, (3-month LIBOR plus 1.80%), 1/15/30<sup>(1)</sup> | 2970000 | 2794902 |
| Stratus CLO Ltd., Series 2021-2A, Class C, VRN, 6.14%, (3-month LIBOR plus 1.90%), 12/28/29<sup>(1)</sup> | 1775000 | 1673674 |
| Symphony CLO XIV Ltd., Series 2014-14A, Class CR, VRN, 6.11%, (3-month LIBOR plus 2.10%), 7/14/26<sup>(1)</sup> | 2725000 | 2683927 |
| 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> | 2100000 | 2024841 |
| Vibrant CLO VII Ltd., Series 2017-7A, Class B, VRN, 6.64%, (3-month LIBOR plus 2.40%), 9/15/30<sup>(1)</sup> | 3450000 | 3291137 |
| Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 6.21%, (3-month SOFR plus 2.35%), 4/15/34<sup>(1)</sup> | 1100000 | 1048256 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $62,002,497) |  | **59831774** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 7.8%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 6.9%** |  |  |
| Angel Oak Mortgage Trust, Series 2019-4, Class A3, SEQ, VRN, 3.30%, 7/26/49<sup>(1)</sup> | 26683 | 26516 |
| Angel Oak Mortgage Trust, Series 2019-5, Class A3, VRN, 2.92%, 10/25/49<sup>(1)</sup> | 1145127 | 1085246 |
| Angel Oak Mortgage Trust, Series 2019-6, Class M1, VRN, 3.39%, 11/25/59<sup>(1)</sup> | 1750000 | 1532619 |

---

------

---

| | | |
|:---|:---|:---|
| Angel Oak Mortgage Trust, Series 2020-2, Class A2, VRN, 3.86%, 1/26/65<sup>(1)</sup> | 1180063 | 1094361 |
| Angel Oak Mortgage Trust LLC, Series 2019-1, Class B1, SEQ, VRN, 5.40%, 11/25/48<sup>(1)</sup> | 2300000 | 2129617 |
| Arroyo Mortgage Trust, Series 2019-1, Class M1, VRN, 4.53%, 1/25/49<sup>(1)</sup> | 632000 | 544012 |
| Arroyo Mortgage Trust, Series 2019-3, Class M1, VRN, 4.20%, 10/25/48<sup>(1)</sup> | 4390000 | 3462707 |
| Arroyo Mortgage Trust, Series 2020-1, Class M1, 4.28%, 3/25/55<sup>(1)</sup> | 1250000 | 1026955 |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6, SEQ, VRN, 3.59%, 6/25/34 | 11335 | 10784 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 6.80%, (1-year H15T1Y plus 2.25%), 2/25/36 | 5385 | 5164 |
| Bellemeade Re Ltd., Series 2017-1, Class B1, SEQ, VRN, 9.14%, (1-month LIBOR plus 4.75%), 10/25/27<sup>(1)</sup> | 1500000 | 1501435 |
| Bellemeade Re Ltd., Series 2017-1, Class M2, VRN, 7.74%, (1-month LIBOR plus 3.35%), 10/25/27<sup>(1)</sup> | 207971 | 207997 |
| Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 7.29%, (1-month LIBOR plus 2.90%), 4/25/28<sup>(1)</sup> | 2072900 | 2069246 |
| Bellemeade Re Ltd., Series 2018-3A, Class M1B, VRN, 6.24%, (1-month LIBOR plus 1.85%), 10/25/28<sup>(1)</sup> | 555445 | 555045 |
| Bellemeade Re Ltd., Series 2019-3A, Class M1C, VRN, 6.34%, (1-month LIBOR plus 1.95%), 7/25/29<sup>(1)</sup> | 2350000 | 2329808 |
| Bellemeade Re Ltd., Series 2020-4A, Class M2B, VRN, 7.99%, (1-month LIBOR plus 3.60%), 6/25/30<sup>(1)</sup> | 1883869 | 1883159 |
| BRAVO Residential Funding Trust, Series 2021-NQM2, Class M1, VRN, 2.29%, 3/25/60<sup>(1)</sup> | 887000 | 724969 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.09%, 8/25/34 | 25300 | 24238 |
| Credit Suisse Mortgage Trust, Series 2020-AFC1, Class M1, VRN, 2.84%, 2/25/50<sup>(1)</sup> | 3008500 | 2301642 |
| Credit Suisse Mortgage Trust, Series 2021-NQM1, Class M1, VRN, 2.13%, 5/25/65<sup>(1)</sup> | 2475168 | 1734038 |
| Credit Suisse Mortgage Trust, Series 2021-NQM8, Class M1, VRN, 3.26%, 10/25/66<sup>(1)</sup> | 2500000 | 1523820 |
| Farm Mortgage Trust, Series 2021-1, Class B, VRN, 3.24%, 7/25/51<sup>(1)</sup> | 2322175 | 1696738 |
| Flagstar Mortgage Trust, Series 2020-1INV, Class B4, VRN, 4.22%, 3/25/50<sup>(1)</sup> | 2134118 | 1677277 |
| GS Mortgage-Backed Securities Trust, Series 2020-NQM1, Class M1, VRN, 3.29%, 9/27/60<sup>(1)</sup> | 1600000 | 1245292 |
| Home RE Ltd., Series 2020-1, Class B1, VRN, 11.39%, (1-month LIBOR plus 7.00%), 10/25/30<sup>(1)</sup> | 1275000 | 1272127 |
| Home RE Ltd., Series 2022-1, Class M1A, VRN, 6.78%, (30-day average SOFR plus 2.85%), 10/25/34<sup>(1)</sup> | 750000 | 742876 |
| Homeward Opportunities Fund I Trust, Series 2020-2, Class B3, VRN, 5.49%, 5/25/65<sup>(1)</sup> | 2150000 | 1804518 |
| Imperial Fund Mortgage Trust, Series 2021-NQM1, Class M1, VRN, 2.38%, 6/25/56<sup>(1)</sup> | 1000000 | 614324 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M5, VRN, 7.58%, (30-day average SOFR plus 3.65%), 3/25/51<sup>(1)</sup> | 596987 | 502017 |
| JP Morgan Mortgage Trust, Series 2019-INV1, Class B4, VRN, 4.98%, 10/25/49<sup>(1)</sup> | 1865882 | 1568207 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A2, VRN, 3.05%, 2/25/35 | 10451 | 9782 |
| MFA Trust, Series 2020-NQM1, Class A3, SEQ, VRN, 2.30%, 8/25/49<sup>(1)</sup> | 206422 | 190792 |
| Radnor RE Ltd., Series 2019-1, Class M1B, VRN, 6.34%, (1-month LIBOR plus 1.95%), 2/25/29<sup>(1)</sup> | 1947512 | 1926107 |
| Radnor RE Ltd., Series 2021-1, Class M1B, VRN, 5.63%, (30-day average SOFR plus 1.70%), 12/27/33<sup>(1)</sup> | 1500000 | 1468451 |
| Radnor RE Ltd., Series 2021-2, Class M1A, VRN, 5.78%, (30-day average SOFR plus 1.85%), 11/25/31<sup>(1)</sup> | 675601 | 660101 |
| Radnor RE Ltd., Series 2021-2, Class M1B, VRN, 7.63%, (30-day average SOFR plus 3.70%), 11/25/31<sup>(1)</sup> | 1500000 | 1420150 |
| Residential Mortgage Loan Trust, Series 2020-2, Class M1, SEQ, VRN, 3.57%, 5/25/60<sup>(1)</sup> | 1800000 | 1507034 |
| Traingle Re Ltd., Series 2020-1, Class M2, VRN, 9.99%, (1-month LIBOR plus 5.60%), 10/25/30<sup>(1)</sup> | 410996 | 411892 |
| Traingle Re Ltd., Series 2021-1, Class M1C, VRN, 7.79%, (1-month LIBOR plus 3.40%), 8/25/33<sup>(1)</sup> | 399456 | 399479 |
| Traingle Re Ltd., Series 2021-1, Class M2, VRN, 8.29%, (1-month LIBOR plus 3.90%), 8/25/33<sup>(1)</sup> | 850000 | 847936 |
| Triangle Re Ltd., Series 2021-2, Class M1A, VRN, 6.44%, (1-month LIBOR plus 2.05%), 10/25/33<sup>(1)</sup> | 106243 | 106123 |
| Triangle Re Ltd., Series 2021-3, Class M1A, VRN, 5.83%, (30-day average SOFR plus 1.90%), 2/25/34<sup>(1)</sup> | 2097292 | 2088531 |
| Verus Securitization Trust, Series 2020-4, Class A3, SEQ, 2.32%, 5/25/65<sup>(1)</sup> | 296941 | 270451 |
| Verus Securitization Trust, Series 2020-INV1, Class M1, SEQ, VRN, 5.50%, 3/25/60<sup>(1)</sup> | 1450000 | 1346223 |
| Verus Securitization Trust, Series 2021-R1, Class M1, SEQ, 2.34%, 10/25/63<sup>(1)</sup> | 1025000 | 814739 |
| Verus Securitization Trust, Series 2021-R3, Class A3, VRN, 1.38%, 4/25/64<sup>(1)</sup> | 607073 | 528708 |
| Vista Point Securitization Trust, Series 2020-1, Class B1, VRN, 5.375%, 3/25/65<sup>(1)</sup> | 1000000 | 885798 |
|  |  | 51779051 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.9%** |  |  |
| FHLMC, Series 2017-HRP1, Class M2, VRN, 6.84%, (1-month LIBOR plus 2.45%), 12/25/42 | 856754 | 848498 |
| FHLMC, Series 2019-CS03, Class M1, VRN, 4.39%, 10/25/32<sup>(1)</sup> | 907833 | 905327 |
| FHLMC, Series 2021-DNA2, Class M1, VRN, 4.73%, (30-day average SOFR plus 0.80%), 8/25/33<sup>(1)</sup> | 253172 | 252425 |
| FHLMC, Series 2022-DNA3, Class M1A, VRN, 5.93%, (30-day average SOFR plus 2.00%), 4/25/42<sup>(1)</sup> | 1379126 | 1372875 |
| FHLMC, Series 2022-DNA5, Class M1A, VRN, 6.88%, (30-day average SOFR plus 2.95%), 6/25/42<sup>(1)</sup> | 1551783 | 1570757 |
| FHLMC, Series 2022-DNA6, Class M1A, VRN, 6.08%, (30-day average SOFR plus 2.15%), 9/25/42<sup>(1)</sup> | 837947 | 838784 |
| FNMA, Series 2016-55, Class PI, IO, 4.00%, 8/25/46 | 1607191 | 306527 |

---

------

---

| | | |
|:---|:---|:---|
| FNMA, Series 2017-7, Class AI, IO, 6.00%, 2/25/47 | 1228963 | 231041 |
| FNMA, Series 413, Class C27, IO, 4.00%, 7/25/42 | 1582389 | 237500 |
|  |  | 6563734 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $66,000,692) |  | **58342785** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 3.5%** |  |  |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class D, VRN, 6.48%, (1-month LIBOR plus 2.16%), 11/15/34<sup>(1)</sup> | 1683000 | 1454037 |
| BBCMS Mortgage Trust, Series 2019-BWAY, Class E, VRN, 7.17%, (1-month LIBOR plus 2.85%), 11/15/34<sup>(1)</sup> | 1581000 | 1309616 |
| BXHPP Trust, Series 2021-FILM, Class D, VRN, 5.82%, (1-month LIBOR plus 1.50%), 8/15/36<sup>(1)</sup> | 1700000 | 1513475 |
| BXHPP Trust, Series 2021-FILM, Class E, VRN, 6.32%, (1-month LIBOR plus 2.00%), 8/15/36<sup>(1)</sup> | 1400000 | 1215032 |
| 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> | 2504000 | 2425313 |
| Great Wolf Trust, Series 2020-1INV, Class C, VRN, 5.95%, (1-month LIBOR plus 1.63%), 12/15/36<sup>(1)</sup> | 1615000 | 1544724 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust, Series 2018-AON, Class A, SEQ, 4.13%, 7/5/31<sup>(1)</sup> | 1853000 | 1738374 |
| Life Mortgage Trust, Series 2021-BMR, Class D, VRN, 5.72%, (1-month LIBOR plus 1.40%), 3/15/38<sup>(1)</sup> | 3061952 | 2907131 |
| Life Mortgage Trust, Series 2021-BMR, Class F, VRN, 6.67%, (1-month LIBOR plus 2.35%), 3/15/38<sup>(1)</sup> | 1445949 | 1368324 |
| Med Trust, Series 2021-MDLN, Class F, VRN, 8.32%, (1-month LIBOR plus 4.00%), 11/15/38<sup>(1)</sup> | 1994100 | 1843424 |
| MHP Trust, Series 2022-MHIL, Class D, VRN, 5.95%, (1-month SOFR plus 1.61%), 1/15/27<sup>(1)</sup> | 3102506 | 2893702 |
| One Market Plaza Trust, Series 2017-1MKT, Class E, 4.14%, 2/10/32<sup>(1)</sup> | 2018137 | 1797880 |
| One New York Plaza Trust, Series 2020-1NYP, Class B, VRN, 5.82%, (1-month LIBOR plus 1.50%), 1/15/36<sup>(1)</sup> | 1512000 | 1398534 |
| SMRT, Series 2022-MINI, Class F, VRN, 7.69%, (1-month SOFR plus 3.35%), 1/15/39<sup>(1)</sup> | 3254000 | 2976236 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $28,105,532) |  | **26385802** |
| **BANK LOAN OBLIGATIONS**<sup>(5)</sup> **— 1.8%** |  |  |
| **Food and Staples Retailing — 0.2%** |  |  |
| United Natural Foods, Inc., Term Loan B, 7.69%, (1-month SOFR plus 3.25%), 10/22/25 | 1258844 | 1257516 |
| **Health Care Equipment and Supplies — 0.6%** |  |  |
| Avantor Funding, Inc., 2021 Term Loan B5, 6.63%, (1-month LIBOR plus 2.25%), 11/8/27 | 2551434 | 2543461 |
| Medline Borrower LP, USD Term Loan B, 7.63%, (1-month LIBOR plus 3.25%), 10/23/28 | 1985000 | 1889928 |
|  |  | 4433389 |
| **Health Care Providers and Services — 0.3%** |  |  |
| Surgery Center Holdings, Inc., 2021 Term Loan, 8/31/26<sup>(6)</sup> | 2262000 | 2239131 |
| **Pharmaceuticals — 0.5%** |  |  |
| Horizon Therapeutics USA Inc., 2021 Term Loan B2, 6.19%, (1-month LIBOR plus 1.75%), 3/15/28 | 990360 | 990628 |
| Jazz Financing Lux S.a.r.l., USD Term Loan, 7.88%, (1-month LIBOR plus 3.50%), 5/5/28 | 2936265 | 2914933 |
|  |  | 3905561 |
| **Technology Hardware, Storage and Peripherals — 0.2%** |  |  |
| McAfee, LLC, 2022 USD Term Loan B, 7.97%, (1-month SOFR plus 3.75%), 3/1/29 | 2089500 | 1950695 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $14,025,481) |  | **13786292** |
| **PREFERRED STOCKS — 1.3%** |  |  |
| **Banks — 0.6%** |  |  |
| Barclays PLC, 4.375% | 851000 | 651015 |
| JPMorgan Chase & Co., 4.60% | 2265000 | 2001694 |
| PNC Financial Services Group, Inc., 3.40% | 2199000 | 1748205 |
|  |  | 4400914 |
| **Capital Markets — 0.3%** |  |  |
| Bank of New York Mellon Corp., 3.75% | 2895000 | 2339035 |
| **Insurance — 0.1%** |  |  |
| Allianz SE, 3.20%<sup>(1)</sup> | 1360000 | 1014234 |
| **Oil, Gas and Consumable Fuels — 0.1%** |  |  |
| BP Capital Markets PLC, 4.375% | 600000 | 574500 |
| **Trading Companies and Distributors — 0.2%** |  |  |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 2163000 | 1676325 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $12,141,171) |  | **10005008** |

---

------

---

| | | |
|:---|:---|:---|
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.5%** | | |
| **Mexico — 0.1%** | | |
| Mexico Government International Bond, 4.875%, 5/19/33 | 1000000 | 919942 |
| **Oman — 0.2%** |  |  |
| Oman Government International Bond, 4.125%, 1/17/23 | 1250000 | 1248902 |
| **Trinidad — 0.2%** |  |  |
| Trinidad & Tobago Government International Bond, 4.50%, 8/4/26 | 1400000 | 1382142 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $3,635,900) |  | **3550986** |
| **SHORT-TERM INVESTMENTS — 3.5%** |  |  |
| **Money Market Funds**<sup>†</sup> |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 80196 | **80196** |
| **Repurchase Agreements — 3.5%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $3,774,120), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $3,705,936) |  | 3704207 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.375%, 11/15/31, valued at $23,213,239), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $22,768,772) |  | 22758000 |
|  |  | 26462207 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $26,542,403) |  | **26542403** |
| **TOTAL INVESTMENT SECURITIES—101.7%**<br>(Cost $805,074,312) |  | **763060288** |
| **OTHER ASSETS AND LIABILITIES — (1.7)%** |  | **(12876846)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**750183442** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation<br>(Depreciation)** |
| USD | 3089960 | CAD | 4201008 | Morgan Stanley | 3/15/23 | $(14443) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **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 | 194 | March 2023 | $39785156 | $(118626) |

---

^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 Ultra Notes | 124 | March 2023 | $14666875 | $276601 |
| U.S. Treasury 5-Year Notes | 258 | March 2023 | 27845859 | 162356 |
| U.S. Treasury Long Bonds | 73 | March 2023 | 9150094 | 184563 |
| U.S. Treasury Ultra Bonds | 12 | March 2023 | 1611750 | 48251 |
|  |  |  | $53274578 | $671771 |

---

^Amount represents value and unrealized appreciation (depreciation).

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type** | **Fixed Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | &nbsp;&nbsp;**Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $14201550 | $(13939) | $(303227) | $(317166) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $14620000 | 61710 | (171467) | (109757) |
|  |  |  |  |  | $47771 | $(474694) | $(426923) |

---

§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.

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CAD | Canadian Dollar |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| CDX | Credit Derivatives Indexes |
| 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 $315,531,869, which represented 42.1% of total net assets.

(2)Perpetual maturity with no stated maturity date.

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

(4)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $3,058,773.

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

(6)The interest rate will be determined upon settlement of the bank loan obligation after period end.

------

**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, convertible bonds, bank loan obligations, municipal securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

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. Forward foreign currency exchange contracts are valued at the mean of the appropriate forward exchange rate at the close of the NYSE as provided by an independent pricing service.

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

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

**2. Fair Value Measurements**

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

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

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

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

------

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

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Corporate Bonds |  | $328452904 |  |
| U.S. Treasury Securities |  | 176278924 |  |
| Asset-Backed Securities |  | 59883410 |  |
| Collateralized Loan Obligations |  | 59831774 |  |
| Collateralized Mortgage Obligations |  | 58342785 |  |
| Commercial Mortgage-Backed Securities |  | 26385802 |  |
| Bank Loan Obligations |  | 13786292 |  |
| Preferred Stocks |  | 10005008 |  |
| Sovereign Governments and Agencies |  | 3550986 |  |
| Short-Term Investments | $80196 | 26462207 |  |
|  | $80196 | $762980092 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $671771 |  |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $118626 |  |  |
| Swap Agreements |  | $426923 |  |
| Forward Foreign Currency Exchange Contracts |  | 14443 |  |
|  | $118626 | $441366 |  |

---

*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 Strategic Income Fund

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

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

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

- **a. Date of fiscal year-end:** 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:** $768080639.03

**Total Liabilities:** $22982348.23

**Net Assets:** $745098290.80

**Cash Not Reported:** $0.30

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 168.000000000000 | **1-Year:** 23878.000000000000 | **5-Year:** 50547.000000000000 | **10-Year:** 17927.000000000000 | **30-Year:** 38738.000000000000

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

- **3-Month:** 24.000000000000 | **1-Year:** 7293.000000000000 | **5-Year:** 5603.000000000000 | **10-Year:** 10582.000000000000 | **30-Year:** 12379.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144162 | -0.26%               | 0.88%                | 0.40%                |
| Class ID C000144163 | -0.35%               | 1.01%                | 0.42%                |
| Class ID C000144164 | -0.39%               | 0.98%                | 0.38%                |
| Class ID C000144165 | -0.45%               | 0.91%                | 0.32%                |
| Class ID C000144166 | -0.30%               | 0.84%                | 0.36%                |
| Class ID C000144167 | -0.24%               | 1.02%                | 0.31%                |
| Class ID C000189693 | -0.25%               | 1.01%                | 0.41%                |
| Class ID C000189694 | -0.24%               | 0.90%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6084206.21             | $1767246.54                                |
| Month 2  | $-4381894.87             | $12659578.57                               |
| Month 3  | $-386935.72              | $-375620.07                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                       | SOLD CAD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-14442.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 3.80 04/07/2025                                           | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2898456.45   | 0.39%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                               | Geopark Ltd 5.50 01/17/2027                                                               | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    800000 | PA      | $689060.42    | 0.09%             | 2027-01-17      | Fixed         | 5.50%                 | 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        |   1472000 | PA      | $1289014.97   | 0.17%             | 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        |   1257000 | PA      | $1203654.93   | 0.16%             | 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        |   1455000 | PA      | $1297583.70   | 0.17%             | 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        |   1976000 | PA      | $1679976.61   | 0.23%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust 2019-WOLF                                                | Great Wolf Trust 2019-WOLF 5.95                                                           | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615000 | PA      | $1544724.08   | 0.21%             | 2036-12-15      | Variable      | 5.95%                 | 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        |   1750000 | PA      | $1714149.68   | 0.23%             | 2023-10-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 3.13 03/15/2027                                                                   | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1270342.41   | 0.17%             | 2027-03-15      | Fixed         | 3.12%                 | 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        |   1935000 | PA      | $1865064.22   | 0.25%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                 | Hess Corp 3.50 07/15/2024                                                                 | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2137236.79   | 0.29%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Holly Energy Partners LP / Holly Energy Finance Corp                      | Holly Energy Partners LP / Holly Energy Finance Corp 6.38 04/15/2027                      | CUSIP: 435765AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1293686.35   | 0.17%             | 2027-04-15      | Fixed         | 6.38%                 | 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        |    750000 | PA      | $742875.83    | 0.10%             | 2034-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Home RE 2020-1 Ltd                                                        | Home RE 2020-1 Ltd 11.39                                                                  | CUSIP: 43731WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1275000 | PA      | $1272126.66   | 0.17%             | 2030-10-25      | Variable      | 11.39%                | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                | Homeward Opportunities Fund I Trust 2020-2 5.49                                           | CUSIP: 43789XAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2150000 | PA      | $1804518.01   | 0.24%             | 2065-05-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                              | Horizon Therapeutics USA Inc 5.50 08/01/2027                                              | CUSIP: 44055PAA4<br>LEI: 254900IS87RLPXY88S03 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1747574.50   | 0.23%             | 2027-08-01      | Floating      | 5.50%                 | 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        |    992880 | PA      | $993148.08    | 0.13%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                         | Hyatt Hotels Corp 1.80 10/01/2024                                                         | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1875333.00   | 0.25%             | 2024-10-01      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                                 | iStar Inc 4.75 10/01/2024                                                                 | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    340000 | PA      | $338030.84    | 0.05%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| iStar Inc                                                                 | iStar Inc 4.25 08/01/2025                                                                 | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1835675.31   | 0.25%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| iHeartCommunications Inc                                                  | iHeartCommunications Inc 8.38 05/01/2027                                                  | CUSIP: 45174HBD8<br>LEI: 54930076J6KDZL504O62 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1163645.44   | 0.16%             | 2027-05-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                              | Illumina Inc 5.80 12/12/2025                                                              | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3618325.53   | 0.49%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2021-NQM1                                    | Imperial Fund Mortgage Trust 2021-NQM1 2.38                                               | CUSIP: 452764AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $614323.80    | 0.08%             | 2056-06-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                      | International Business Machines Corp 3.30 05/15/2026                                      | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2081680.75   | 0.28%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 3.38 01/12/2023                                                       | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   1015000 | PA      | $1014509.56   | 0.14%             | 2023-01-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV1                                        | JP Morgan Mortgage Trust 2019-INV1 4.98                                                   | CUSIP: 46591DBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865882 | PA      | $1568206.86   | 0.21%             | 2049-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - JPMWM                                            | JPMorgan Chase Bank NA - JPMWM 7.58                                                       | CUSIP: 46591HBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    596987 | PA      | $502017.40    | 0.07%             | 2051-03-25      | Variable      | 7.58%                 | 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        |    715000 | PA      | $622723.79    | 0.08%             | 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        |    895000 | PA      | $787433.70    | 0.11%             | 2027-04-22      | Variable      | 1.58%                 | 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        |    781000 | PA      | $677157.87    | 0.09%             | 2027-09-22      | Variable      | 1.47%                 | 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        |    915000 | PA      | $915713.65    | 0.12%             | 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        |   1853000 | PA      | $1738374.16   | 0.23%             | 2031-07-05      | Fixed         | 4.13%                 | 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        |    712000 | PA      | $661345.05    | 0.09%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                           | Jersey Central Power & Light Co 4.30 01/15/2026                                           | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2417459.93   | 0.32%             | 2026-01-15      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co (pfd) 4.60% 08/01/2171 Perpetual                                      | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2265000 | NS      | $2001693.75   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                             | KKR CLO 10 Ltd 6.47                                                                       | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2699063.95   | 0.36%             | 2029-09-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Trust                                                      | KKR Static CLO I LTD 5.08                                                                 | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2214239.21   | 0.30%             | 2031-07-20      | Variable      | 5.08%                 | 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        |   1000000 | PA      | $976588.80    | 0.13%             | 2028-01-14      | Variable      | 6.96%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                       | Kenbourne Invest SA 6.88 11/26/2024                                                       | CUSIP: 48855KAA8<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    429000 | PA      | $409096.55    | 0.05%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Kenbourne Invest SA                                                       | Kenbourne Invest SA 4.70 01/22/2028                                                       | CUSIP: 48855KAC4<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |    369000 | PA      | $288281.21    | 0.04%             | 2028-01-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25 10/01/2025        | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3459000 | PA      | $3255924.57   | 0.44%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1072000 | PA      | $867065.76    | 0.12%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                     | Level 3 Financing Inc 4.63 09/15/2027                                                     | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $894316.00    | 0.12%             | 2027-09-15      | Fixed         | 4.62%                 | 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        |   3460000 | PA      | $2929704.62   | 0.39%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                              | Life 2021-BMR Mortgage Trust 5.72                                                         | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3061952 | PA      | $2907130.84   | 0.39%             | 2038-03-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                              | Life 2021-BMR Mortgage Trust 6.67                                                         | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1445949 | PA      | $1368323.59   | 0.18%             | 2038-03-15      | Variable      | 6.67%                 | 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        |   1955000 | PA      | $1914764.99   | 0.26%             | 2026-08-11      | Variable      | 4.72%                 | 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        |   1682767 | PA      | $1383557.73   | 0.19%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MFA 2020-NQM1 Trust                                                       | MFA 2020-NQM1 Trust 2.30                                                                  | CUSIP: 552754AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206422 | PA      | $190791.85    | 0.03%             | 2049-08-25      | Variable      | 2.30%                 | 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        |   1805000 | PA      | $1816411.97   | 0.24%             | 2025-11-21      | Fixed         | 5.40%                 | 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        |   1471657 | PA      | $1223926.97   | 0.16%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL                                                             | MHP 2022-MHIL 5.95                                                                        | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3102506 | PA      | $2893702.42   | 0.39%             | 2027-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                  | Madison Park Funding XIX Ltd 8.67                                                         | CUSIP: 55819RAG0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2254954.00   | 0.30%             | 2028-01-22      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1657789.54   | 0.22%             | 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        |   1950000 | PA      | $1864147.45   | 0.25%             | 2025-03-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| MAPS 2018-1 Ltd                                                           | MAPS 2018-1 Ltd 4.21                                                                      | CUSIP: 56564RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    774644 | PA      | $692515.05    | 0.09%             | 2043-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                          | Marathon CLO V Ltd 5.55                                                                   | CUSIP: 56576QAN8<br>LEI: 635400LRBGQZIPTCBI09 | Long             | ABS-CBDO         | CORP              | US        |    531215 | PA      | $530373.77    | 0.07%             | 2027-11-21      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                          | AMC Networks Inc 4.75 08/01/2025                                                          | CUSIP: 00164VAE3<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1180712.50   | 0.16%             | 2025-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMMC CDO                                                                  | AMMC CLO XIV Ltd 7.96                                                                     | CUSIP: 00175LAN2<br>LEI: 549300LU2QIHE9T9V444 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2822330.40   | 0.38%             | 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        |   1500000 | PA      | $1445263.05   | 0.19%             | 2029-07-24      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 7.30 08/15/2026                                                                  | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1800409.07   | 0.24%             | 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        |    955231 | PA      | $920270.98    | 0.12%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                        | Aaset 2021-2 Trust 3.54                                                                   | CUSIP: 00258BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1513514 | PA      | $1107062.03   | 0.15%             | 2047-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.50 07/15/2025                 | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1374000 | PA      | $1393544.53   | 0.19%             | 2025-07-15      | Fixed         | 6.50%                 | 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        |    610000 | PA      | $563074.34    | 0.08%             | 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        |   1950000 | PA      | $1707689.12   | 0.23%             | 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        |   3565000 | PA      | $3560853.30   | 0.48%             | 2023-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                            | Air Lease Corp 2.88 01/15/2026                                                            | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    852000 | PA      | $789253.00    | 0.11%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd 5.25 08/11/2025                                                             | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    766000 | PA      | $737425.17    | 0.10%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   2163000 | NS      | $1676325.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (pfd) 3.20% 04/30/2171 Perpetual                                               | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |   1360000 | NS      | $1014233.93   | 0.14%             |  |  |  | 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        |   1435000 | PA      | $1437082.87   | 0.19%             | 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        |   1435000 | PA      | $1433079.15   | 0.19%             | 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        |   1075000 | PA      | $1073386.12   | 0.14%             | 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        |   2690000 | PA      | $2620988.72   | 0.35%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                               | Ameren Corp 1.75 03/15/2028                                                               | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1269379.29   | 0.17%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                     | American Airlines Inc 11.75 07/15/2025                                                    | CUSIP: 023771S58<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2192651.67   | 0.29%             | 2025-07-15      | Fixed         | 11.75%                | 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        |   2000000 | PA      | $1929303.10   | 0.26%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                            | American Electric Power Co Inc 3.88 02/15/2062                                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2028731.25   | 0.27%             | 2062-02-15      | Variable      | 3.88%                 | 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        |   3123000 | PA      | $3062496.43   | 0.41%             | 2025-08-01      | Fixed         | 3.95%                 | 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        |    780000 | PA      | $729666.46    | 0.10%             | 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        |     26683 | PA      | $26515.90     | 0.00%             | 2049-07-26      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                           | Angel Oak Mortgage Trust 2019-5 2.92                                                      | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145127 | PA      | $1085245.93   | 0.15%             | 2049-10-25      | Variable      | 2.92%                 | 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        |   2300000 | PA      | $2129616.92   | 0.29%             | 2048-11-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-6                                           | Angel Oak Mortgage Trust 2019-6 3.39                                                      | CUSIP: 03464VAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1532619.20   | 0.21%             | 2059-11-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-2                                           | Angel Oak Mortgage Trust 2020-2 3.86                                                      | CUSIP: 03464XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180063 | PA      | $1094361.07   | 0.15%             | 2065-01-26      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                       | Antares Holdings LP 6.00 08/15/2023                                                       | CUSIP: 03666HAA9<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |   1840000 | PA      | $1814310.42   | 0.24%             | 2023-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                       | Antares Holdings LP 3.95 07/15/2026                                                       | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1039328.18   | 0.14%             | 2026-07-15      | Fixed         | 3.95%                 | 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        |   1531000 | PA      | $1228356.71   | 0.16%             | 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        |   2154240 | PA      | $2123508.04   | 0.28%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                    | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 5.90                               | CUSIP: 03880VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2803000 | PA      | $2762287.83   | 0.37%             | 2034-09-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                  | ARES XLVII CLO Ltd 5.83                                                                   | CUSIP: 04016VAG0<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1457804.61   | 0.20%             | 2030-04-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                  | Ares XLIX CLO Ltd 6.27                                                                    | CUSIP: 04017JAG6<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1515371.68   | 0.20%             | 2030-07-22      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-1                                              | Arroyo Mortgage Trust 2019-1 4.53                                                         | CUSIP: 042859AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632000 | PA      | $544011.89    | 0.07%             | 2049-01-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2019-3                                              | Arroyo Mortgage Trust 2019-3 4.20                                                         | CUSIP: 04285AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4390000 | PA      | $3462707.32   | 0.46%             | 2048-10-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2020-1                                              | Arroyo Mortgage Trust 2020-1 4.28                                                         | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1026955.13   | 0.14%             | 2055-03-25      | Fixed         | 4.28%                 | 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        |   2600000 | PA      | $2492400.92   | 0.33%             | 2024-03-08      | Fixed         | 2.51%                 | 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        |   1306000 | PA      | $1312717.33   | 0.18%             | 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        |   2600017 | PA      | $2591892.32   | 0.35%             | 2027-11-06      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                  | Avis Budget Rental Car Funding AESOP LLC 2.97                                             | CUSIP: 05377RCU6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-MBS          | CORP              | US        |    387500 | PA      | $386220.13    | 0.05%             | 2024-03-20      | Fixed         | 2.97%                 | 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        |   1683000 | PA      | $1454037.11   | 0.20%             | 2034-11-15      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                            | BBCMS 2019-BWAY Mortgage Trust 7.17                                                       | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581000 | PA      | $1309615.66   | 0.18%             | 2034-11-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                   | BDS 2020-FL6 Ltd 7.17                                                                     | CUSIP: 05492XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1425000 | PA      | $1358448.37   | 0.18%             | 2035-09-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                    | BP Capital Markets PLC (pfd) 4.38% 09/22/2171 Perpetual                                   | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |    600000 | NS      | $574500.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 1.63 01/14/2025                                                                   | CUSIP: 05578AAV0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1397167.23   | 0.19%             | 2025-01-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 4.50 03/15/2025                                                                   | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1574000 | PA      | $1513149.46   | 0.20%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                     | BXHPP Trust 2021-FILM 5.82                                                                | CUSIP: 05609JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1513475.49   | 0.20%             | 2036-08-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust 2021-FILM                                                     | BXHPP Trust 2021-FILM 6.32                                                                | CUSIP: 05609JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1215032.28   | 0.16%             | 2036-08-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                     | Banc of America Mortgage 2004-E Trust 3.59                                                | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11335 | PA      | $10784.20     | 0.00%             | 2034-06-25      | Variable      | 3.59%                 | 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        |   1400000 | PA      | $1197570.91   | 0.16%             | 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        |   1425000 | PA      | $1284470.76   | 0.17%             | 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        |    417000 | PA      | $365853.28    | 0.05%             | 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        |    985000 | PA      | $941546.61    | 0.13%             | 2026-04-02      | Variable      | 3.38%                 | 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        |    975000 | PA      | $958036.07    | 0.13%             | 2031-11-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Condor Merger Sub Inc                                                     | Condor Merger Sub Inc 7.38 02/15/2030                                                     | CUSIP: 579063AB4<br>LEI: 254900SAGUYT3MBUU161 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $1990365.27   | 0.27%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                               | MCAFEE LLC 2022 USD TERM LOAN B                                                           | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2094750 | PA      | $1955595.76   | 0.26%             | 2029-03-01      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                            | MF1 2020-FL4 Ltd 8.55                                                                     | CUSIP: 58003UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2395000 | PA      | $2344449.69   | 0.31%             | 2035-11-15      | Variable      | 8.55%                 | No            |                  2 | On Loan: No      |
| Med Trust 2021-MDLN                                                       | Med Trust 2021-MDLN 8.32                                                                  | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1994100 | PA      | $1843423.61   | 0.25%             | 2038-11-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                       | MEDLINE BORROWER, LP USD TERM LOAN B                                                      | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1985000 | PA      | $1889928.43   | 0.25%             | 2028-10-21      | Variable      | 7.64%                 | 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        |   1600000 | PA      | $1610440.50   | 0.22%             | 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        |    885000 | PA      | $771575.78    | 0.10%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                       | Meritage Homes Corp 6.00 06/01/2025                                                       | CUSIP: 59001AAY8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   3014000 | PA      | $3004681.22   | 0.40%             | 2025-06-01      | Fixed         | 6.00%                 | 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: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10451 | PA      | $9782.35      | 0.00%             | 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        |   1155274 | PA      | $1151117.10   | 0.15%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 0.79 05/30/2025                                                            | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    875000 | PA      | $813944.85    | 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        |   1560000 | PA      | $1437039.18   | 0.19%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 2.63 02/18/2026                                                            | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1063832.74   | 0.14%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 6.14 10/16/2026                                                            | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3650035.40   | 0.49%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| NP SPE II LLC                                                             | NP SPE II LLC 2.57                                                                        | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |   1426649 | PA      | $1324158.64   | 0.18%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Nassau 2019-I Ltd                                                         | Nassau 2019-I Ltd 5.11                                                                    | CUSIP: 63171NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1410924.45   | 0.19%             | 2031-04-15      | Variable      | 5.11%                 | 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        |   2200000 | PA      | $2210496.38   | 0.30%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 1.00 08/28/2025                                               | CUSIP: 63859UBF9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1690000 | PA      | $1515490.60   | 0.20%             | 2025-08-28      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 4.85 07/27/2027                                               | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1594000 | PA      | $1556037.84   | 0.21%             | 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        |   2735000 | PA      | $2705955.04   | 0.36%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                  | Neuberger Berman CLO XVIII Ltd 6.43                                                       | CUSIP: 64128QAW5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | US        |   1725000 | PA      | $1634519.78   | 0.22%             | 2030-10-21      | Variable      | 6.43%                 | 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        |   2000000 | PA      | $1974157.46   | 0.26%             | 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        |   2720000 | PA      | $2688920.60   | 0.36%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                      | NextEra Energy Operating Partners LP 4.25 07/15/2024                                      | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1596389.73   | 0.21%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp 4.75 09/22/2025                                                           | CUSIP: 65558RAC3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1870000 | PA      | $1860144.67   | 0.25%             | 2025-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nordstrom Inc                                                             | Nordstrom Inc 2.30 04/08/2024                                                             | CUSIP: 655664AX8<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $938815.00    | 0.13%             | 2024-04-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                           | Gen Digital Inc 6.75 09/30/2027                                                           | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1825218.00   | 0.24%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                           | Gen Digital Inc 7.13 09/30/2030                                                           | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    795000 | PA      | $782160.75    | 0.10%             | 2030-09-30      | Fixed         | 7.12%                 | 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        |   1774000 | PA      | $1684731.79   | 0.23%             | 2024-04-29      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                              | Novelis Corp 3.25 11/15/2026                                                              | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $897755.00    | 0.12%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                | Nucor Corp 3.95 05/23/2025                                                                | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    984000 | PA      | $963620.87    | 0.13%             | 2025-05-23      | Fixed         | 3.95%                 | 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        |   2018137 | PA      | $1797879.55   | 0.24%             | 2032-02-10      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                        | One New York Plaza Trust 2020-1NYP 5.82                                                   | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512000 | PA      | $1398533.62   | 0.19%             | 2036-01-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                        | Owens-Brockway Glass Container Inc 5.38 01/15/2025                                        | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2642613.27   | 0.35%             | 2025-01-15      | Fixed         | 5.38%                 | 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        |    438000 | PA      | $373308.71    | 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        |   1380000 | PA      | $1206577.94   | 0.16%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                      | PNC Financial Services Group Inc/The (pfd) 3.40% 12/15/2171 Perpetual                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |   2199000 | NS      | $1748205.00   | 0.23%             |  |  |  | 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        |    900000 | PA      | $839295.27    | 0.11%             | 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        |   2500000 | PA      | $2396882.50   | 0.32%             | 2028-02-20      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                            | Palmer Square Loan Funding 2022-5 Ltd 6.03                                                | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1483899.90   | 0.20%             | 2031-01-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                               | PepsiCo Inc 3.60 02/18/2028                                                               | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1307483.24   | 0.18%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.70 02/16/2032                                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1200000 | PA      | $944642.40    | 0.13%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 3.50 01/30/2023                                                       | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2100000 | PA      | $2094183.00   | 0.28%             | 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        |   2646461 | PA      | $2108796.49   | 0.28%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR1                                            | Progress Residential 2021-SFR1 1.81                                                       | CUSIP: 74331FAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1273879.50   | 0.17%             | 2038-04-17      | Fixed         | 1.80%                 | 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        |    400000 | PA      | $337632.96    | 0.05%             | 2038-04-17      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2020-SFR2 Trust                                      | Progress Residential 2020-SFR2 Trust 3.87                                                 | CUSIP: 74333LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1160464.13   | 0.16%             | 2037-06-17      | Fixed         | 3.87%                 | 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        |    675601 | PA      | $660100.61    | 0.09%             | 2031-11-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-2 Ltd                                                      | Radnor RE 2021-2 Ltd 7.63                                                                 | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1420150.35   | 0.19%             | 2031-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2019-1 Ltd                                                      | Radnor RE 2019-1 Ltd 6.34                                                                 | CUSIP: 75049SAB9<br>LEI: 254900JBDDKUTX6TX151 | Long             | ABS-MBS          | CORP              | US        |   1947512 | PA      | $1926106.89   | 0.26%             | 2029-02-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-1 Ltd                                                      | Radnor RE 2021-1 Ltd 5.63                                                                 | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1468450.95   | 0.20%             | 2033-12-27      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                        | Ready Capital Mortgage Financing 2021-FL5 LLC 6.64                                        | CUSIP: 75574YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $958689.40    | 0.13%             | 2038-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trust 2020-2                                    | Residential Mortgage Loan Trust 2020-2 3.57                                               | CUSIP: 76123MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1507034.16   | 0.20%             | 2060-05-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                    | Rockford Tower CLO 2017-3 Ltd 5.43                                                        | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1874826.33   | 0.25%             | 2030-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                    | Rockford Tower CLO 2020-1 Ltd 6.59                                                        | CUSIP: 77341EAE5<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $667723.84    | 0.09%             | 2032-01-20      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | Natwest Group PLC 4.80 04/05/2026                                                         | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $979143.18    | 0.13%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada 4.24 08/03/2027                                                      | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2630000 | PA      | $2566202.72   | 0.34%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada 6.00 11/01/2027                                                      | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1080000 | PA      | $1127799.91   | 0.15%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                          | SBL Holdings Inc 6.50                                                                     | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1499625.00   | 0.20%             | 2171-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                           | SBA Tower Trust 3.87                                                                      | CUSIP: 78403DAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335000 | PA      | $2233028.45   | 0.30%             | 2049-10-15      | Floating      | 3.87%                 | 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        |    769000 | PA      | $674784.79    | 0.09%             | 2026-11-13      | Floating      | 5.12%                 | 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        |   2529008 | PA      | $2253049.06   | 0.30%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                              | Navient Corp 6.13 03/25/2024                                                              | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1692654.90   | 0.23%             | 2024-03-25      | Fixed         | 6.12%                 | 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        |   2000000 | PA      | $1979323.60   | 0.27%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                | Cologix Canadian Issuer LP 4.94                                                           | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   2650000 | PA      | $1788613.00   | 0.24%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                | Cologix Canadian Issuer LP 7.74                                                           | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1850000 | PA      | $1250908.79   | 0.17%             | 2052-01-25      | Fixed         | 7.74%                 | 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        |   2950000 | PA      | $2584483.79   | 0.35%             | 2051-12-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                            | Cook Park CLO Ltd 5.83                                                                    | CUSIP: 21623PAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1871064.60   | 0.25%             | 2030-04-17      | Variable      | 5.83%                 | 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        |   2075000 | PA      | $1998194.48   | 0.27%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                         | SITE Centers Corp 3.63 02/01/2025                                                         | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1416927.23   | 0.19%             | 2025-02-01      | Fixed         | 3.62%                 | 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        |   1556000 | PA      | $1530586.93   | 0.21%             | 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        |   1910000 | PA      | $1789479.00   | 0.24%             | 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        |    875000 | PA      | $813669.82    | 0.11%             | 2024-08-01      | Fixed         | 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        |   2340000 | PA      | $2272249.18   | 0.30%             | 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        |   3199000 | PA      | $3009989.20   | 0.40%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                              | Deutsche Bank AG/New York NY 5.37 09/09/2027                                              | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1239871.61   | 0.17%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer                                                            | Diamond Issuer 3.79                                                                       | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2875000 | PA      | $2266814.45   | 0.30%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                        | Diamond Resorts Owner Trust 2021-1 2.70                                                   | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375114 | PA      | $342046.46    | 0.05%             | 2033-11-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                             | Discover Bank 4.68 08/09/2028                                                             | CUSIP: 25466AAN1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3676826.47   | 0.49%             | 2028-08-09      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                             | DISH DBS Corp 7.75 07/01/2026                                                             | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1212675.00   | 0.16%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                             | DISH DBS Corp 5.25 12/01/2026                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2635000 | PA      | $2224493.35   | 0.30%             | 2026-12-01      | Fixed         | 5.25%                 | 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        |   2265000 | PA      | $2185793.22   | 0.29%             | 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        |   1269000 | PA      | $1210873.46   | 0.16%             | 2045-10-25      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                   | Dryden 30 Senior Loan Fund 6.31                                                           | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1680853.29   | 0.23%             | 2028-11-15      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 3.25 01/15/2082                                                          | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1155650.00   | 0.16%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                  | EQT Corp 5.68 10/01/2025                                                                  | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993008.96   | 0.27%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 4.75 12/15/2026                                                            | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $953817.76    | 0.13%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                              | Ecopetrol SA 5.88 09/18/2023                                                              | CUSIP: 279158AC3<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1900000 | PA      | $1891899.75   | 0.25%             | 2023-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer                                            | EdgeConneX Data Centers Issuer LLC 4.25                                                   | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1698600 | PA      | $1533650.65   | 0.21%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                              | Enbridge Inc 3.43 02/16/2024                                                              | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1989879.68   | 0.27%             | 2024-02-16      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                         | Enterprise Products Operating LLC 3.70 02/15/2026                                         | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2894853.21   | 0.39%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                               | Equinix Inc 2.90 11/18/2026                                                               | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $2869673.26   | 0.39%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI Sarl                                                        | FEL Energy VI Sarl 5.75 12/01/2040                                                        | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |   2032690 | PA      | $1742431.91   | 0.23%             | 2040-12-01      | Fixed         | 5.75%                 | 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        |   1062000 | PA      | $1056730.35   | 0.14%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                       | FS KKR Capital Corp 4.25 02/14/2025                                                       | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1319015.53   | 0.18%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Falcon 2019-1 Aerospace Ltd                                               | Falcon 2019-1 Aerospace Ltd 3.60                                                          | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | IE        |   1335268 | PA      | $1083628.41   | 0.15%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FARM 21-1 Mortgage Trust                                                  | FARM 21-1 Mortgage Trust 3.24                                                             | CUSIP: 30768WAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2322175 | PA      | $1696738.01   | 0.23%             | 2051-07-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 4.00                                                                    | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1607191 | PA      | $306527.27    | 0.04%             | 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        |   1228963 | PA      | $231041.18    | 0.03%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                           | Federal Realty Investment Trust 2.75 06/01/2023                                           | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2225308.30   | 0.30%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency                                             | Freddie Mac Structured Agency Credit Risk Debt Notes 6.84                                 | CUSIP: 3137G0SN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    856754 | PA      | $848497.61    | 0.11%             | 2042-12-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency                                             | Freddie Mac Structured Agency Credit Risk Debt Notes 4.39                                 | CUSIP: 3137G0WC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    907833 | PA      | $905327.50    | 0.12%             | 2032-10-25      | Variable      | 4.39%                 | 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        |   1582389 | PA      | $237499.63    | 0.03%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                | Fidelity National Information Services Inc 4.70 07/15/2027                                | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2443091.58   | 0.33%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp 6.36 10/27/2028                                                       | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1906729.25   | 0.26%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                | First Quantum Minerals Ltd 6.50 03/01/2024                                                | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $685825.00    | 0.09%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR2 Trust                                            | FirstKey Homes 2020-SFR2 Trust 2.67                                                       | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1324558.95   | 0.18%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                            | FirstKey Homes 2021-SFR1 Trust 2.39                                                       | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $2759527.65   | 0.37%             | 2038-08-17      | Fixed         | 2.39%                 | 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        |   1000000 | PA      | $842979.70    | 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        |   2134118 | PA      | $1677276.71   | 0.23%             | 2050-03-25      | Variable      | 4.22%                 | 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        |   3025000 | PA      | $2643919.58   | 0.35%             | 2051-11-27      | Fixed         | 3.25%                 | 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        |   2500000 | PA      | $2286450.00   | 0.31%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 4.95 05/28/2027                                                  | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1439545.80   | 0.19%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Structured Agency                                             | Freddie Mac Structured Agency Credit Risk Debt Notes 4.73                                 | CUSIP: 35564KCU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |    253172 | PA      | $252425.36    | 0.03%             | 2033-08-25      | Variable      | 4.73%                 | 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        |    837947 | PA      | $838783.57    | 0.11%             | 2042-09-25      | Variable      | 6.08%                 | 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        |   1379126 | PA      | $1372875.11   | 0.18%             | 2042-04-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                   | Freddie Mac STACR REMIC Trust 2022-DNA5 6.88                                              | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |   1551783 | PA      | $1570756.76   | 0.21%             | 2042-06-25      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                   | GA Global Funding Trust 3.85 04/11/2025                                                   | CUSIP: 36143L2J3<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1883289.79   | 0.25%             | 2025-04-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                     | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                     | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2692590.08   | 0.36%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GUSAP III LP                                                              | GUSAP III LP 4.25 01/21/2030                                                              | CUSIP: 36258GAA5<br>LEI: 549300WY05UJ7WTHIN64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1389904.80   | 0.19%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2020-NQM1                             | GS Mortgage-Backed Securities Trust 2020-NQM1 3.29                                        | CUSIP: 36259WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1245291.84   | 0.17%             | 2060-09-27      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 1.65 07/15/2026                                                         | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2572222.53   | 0.35%             | 2026-07-15      | Fixed         | 1.65%                 | 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        |   3600000 | PA      | $3615603.08   | 0.49%             | 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        |   1426000 | PA      | $1430054.76   | 0.19%             | 2025-11-18      | Fixed         | 5.24%                 | 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        |   2000000 | PA      | $1852862.22   | 0.25%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                           | Slam 2021-1 Ltd 3.42                                                                      | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585850 | PA      | $1293028.35   | 0.17%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                            | SMRT 2022-MINI 7.69                                                                       | CUSIP: 78457JAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3254000 | PA      | $2976235.96   | 0.40%             | 2039-01-15      | Variable      | 7.69%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                           | Sealed Air Corp 1.57 10/15/2026                                                           | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3026767.80   | 0.41%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                             | Sempra Energy 4.13 04/01/2052                                                             | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2560000 | PA      | $1994865.95   | 0.27%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Shelter Growth CRE Issuer Ltd                                             | Shelter Growth CRE 2022-FL4 Issuer Ltd 6.62                                               | CUSIP: 82286DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2099000 | PA      | $2053119.01   | 0.28%             | 2037-06-17      | Variable      | 6.62%                 | 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    | 0.02%             | 2036-05-20      | Fixed         | 4.54%                 | 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        |    127173 | PA      | $119019.17    | 0.02%             | 2036-08-20      | Fixed         | 4.18%                 | 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        |   1160000 | PA      | $1121917.64   | 0.15%             | 2025-06-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                     | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    973000 | PA      | $916088.77    | 0.12%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA 2.23 01/21/2026                                                       | CUSIP: 83368RBG6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2024972.86   | 0.27%             | 2026-01-21      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA 4.35 06/13/2025                                                       | CUSIP: 83368RBN1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1040000 | PA      | $1017000.50   | 0.14%             | 2025-06-13      | Fixed         | 4.35%                 | 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        |   2570803 | PA      | $1976153.62   | 0.27%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                       | SOUND POINT CLO VII-R Ltd 6.57                                                            | CUSIP: 83610HAG5<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1845722.60   | 0.25%             | 2031-10-23      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                        | Southwest Gas Corp 5.80 12/01/2027                                                        | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2191324.36   | 0.29%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd                          | Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd 8.00 09/20/2025                          | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2620000 | PA      | $2636912.10   | 0.35%             | 2025-09-20      | Fixed         | 8.00%                 | 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        |   2195000 | PA      | $2215771.42   | 0.30%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                               | Sprint LLC 7.88 09/15/2023                                                                | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540465.00   | 0.34%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                               | Sprint LLC 7.13 06/15/2024                                                                | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $3683372.70   | 0.49%             | 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        |   3780000 | PA      | $3910538.52   | 0.52%             | 2025-02-15      | Fixed         | 7.62%                 | 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        |   3752423 | PA      | $3663525.34   | 0.49%             | 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        |   2645007 | PA      | $2118842.32   | 0.28%             | 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        |   1361658 | PA      | $1163719.34   | 0.16%             | 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        |    723000 | PA      | $740880.49    | 0.10%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                        | Steel Dynamics Inc 2.80 12/15/2024                                                        | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2851879.68   | 0.38%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stewart Park CLO                                                          | Stewart Park CLO Ltd 5.88                                                                 | CUSIP: 860444AS7<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | US        |   2970000 | PA      | $2794901.57   | 0.38%             | 2030-01-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Stratus CLO LTD                                                           | Stratus CLO 2021-2 Ltd 6.14                                                               | CUSIP: 86315TAE5<br>LEI: 254900QVXP4GJ625LF86 | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1673674.30   | 0.22%             | 2029-12-28      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP 4.25 04/01/2024                                                        | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1473736.02   | 0.20%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                               | SURGERY CENTER HOLDINGS, INC. 2021 TERM LOAN                                              | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |   2262000 | PA      | $2239131.18   | 0.30%             | 2026-08-31      | Variable      | 8.14%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                          | Symphony CLO XIV Ltd 6.11                                                                 | CUSIP: 87159QBZ0<br>LEI: 54930085JMJSZBQ6N270 | Long             | ABS-CBDO         | CORP              | US        |   2725000 | PA      | $2683927.17   | 0.36%             | 2026-07-14      | Variable      | 6.11%                 | 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        |   2100000 | PA      | $2024840.58   | 0.27%             | 2028-04-26      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| GAIA Aviation Ltd                                                         | GAIA Aviation Ltd 3.97                                                                    | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469640 | PA      | $389681.84    | 0.05%             | 2044-12-15      | Variable      | 3.97%                 | 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        |   2828000 | PA      | $2685186.00   | 0.36%             | 2024-05-30      | Fixed         | 5.30%                 | 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        |   1790000 | PA      | $1733189.80   | 0.23%             | 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        |    890000 | PA      | $884478.00    | 0.12%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                       | Global Payments Inc 4.45 06/01/2028                                                       | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1822680.40   | 0.24%             | 2028-06-01      | Fixed         | 4.45%                 | 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   | 0.39%             | 2025-06-30      | Fixed         | 3.95%                 | 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        |    399456 | PA      | $399478.71    | 0.05%             | 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        |    850000 | PA      | $847936.37    | 0.11%             | 2033-08-25      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2021-2 Ltd                                                    | Triangle Re 2021-2 Ltd 6.44                                                               | CUSIP: 89600GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106243 | PA      | $106122.85    | 0.01%             | 2033-10-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2021-3 Ltd                                                    | Triangle Re 2021-3 Ltd 5.83                                                               | CUSIP: 89600HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2097292 | PA      | $2088530.61   | 0.28%             | 2034-02-25      | Variable      | 5.83%                 | 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        |    410996 | PA      | $411891.56    | 0.06%             | 2030-10-25      | Variable      | 9.99%                 | No            |                  2 | On Loan: No      |
| Triton Container International                                            | Triton Container International Ltd 1.15 06/07/2024                                        | CUSIP: 89680YAB1<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2082026.25   | 0.28%             | 2024-06-07      | Fixed         | 1.15%                 | 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        |   1404000 | PA      | $1209668.05   | 0.16%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA 7.83 12/04/2023                                                             | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2660000 | PA      | $2688152.85   | 0.36%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA 2.57 09/22/2026                                                             | CUSIP: 904678AU3<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2545000 | PA      | $2256056.61   | 0.30%             | 2026-09-22      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                      | Mexico Government International Bond 4.88 05/19/2033                                      | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1000000 | PA      | $919941.87    | 0.12%             | 2033-05-19      | Fixed         | 4.88%                 | 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        |   1258844 | PA      | $1257516.22   | 0.17%             | 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        |   2185000 | PA      | $2227824.97   | 0.30%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 1.75 12/31/2024                                          | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8544375.00   | 1.15%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 0.25 04/15/2023                                          | CUSIP: 912828ZH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $197674.61    | 0.03%             | 2023-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 0.13 12/15/2023                                          | CUSIP: 91282CBA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $478987.02    | 0.06%             | 2023-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 0.38 10/31/2023                                          | CUSIP: 91282CDD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10608121.37  | 1.42%             | 2023-10-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 1.00 12/15/2024                                          | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9828984.38   | 1.32%             | 2024-12-15      | Fixed         | 1.00%                 | 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        |  25000000 | PA      | $23399414.00  | 3.14%             | 2025-01-15      | Fixed         | 1.12%                 | 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        |     80196 | NS      | $80195.56     | 0.01%             |  |  |  | No            |                  1 | 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        |   5000000 | PA      | $4707031.25   | 0.63%             | 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        |   8000000 | PA      | $7560624.96   | 1.01%             | 2025-03-15      | Fixed         | 1.62%                 | 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        |   5000000 | PA      | $4833203.10   | 0.65%             | 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        |   5000000 | PA      | $4880859.40   | 0.66%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.13 08/15/2025                                          | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4855078.10   | 0.65%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 11/15/2032                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4300000 | PA      | $4389023.42   | 0.59%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                            | United States Treasury Note/Bond 4.38 11/15/2025                                          | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16098750.08  | 2.16%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                            | United States Treasury Note/Bond 4.38 11/30/2024                                          | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $51005976.69  | 6.85%             | 2024-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                            | United States Treasury Note/Bond 3.88 11/30/2029                                          | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5800000 | PA      | $5762390.60   | 0.77%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.88 11/30/2027                                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4973437.50   | 0.67%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                          | United States Treasury Note/Bond 4.13 12/31/2024                                          | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $8969414.04   | 1.20%             | 2024-12-31      | Fixed         | 4.12%                 | 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        |   2333000 | PA      | $2002658.40   | 0.27%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                  | VB-S1 Issuer LLC - VBTEL 4.29                                                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2201291.00   | 0.30%             | 2052-02-15      | Fixed         | 4.29%                 | 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        |     23549 | PA      | $22758.96     | 0.00%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                           | Vantage Data Centers Issuer LLC 3.19                                                      | CUSIP: 92212KAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735633 | PA      | $699723.80    | 0.09%             | 2044-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Issuer LLC                                           | Vantage Data Centers Issuer LLC 1.65                                                      | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    619000 | PA      | $546676.72    | 0.07%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-INV1                                      | Verus Securitization Trust 2020-INV1 5.50                                                 | CUSIP: 92537TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1346223.07   | 0.18%             | 2060-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                        | Verus Securitization Trust 2021-R1 2.34                                                   | CUSIP: 92538BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025000 | PA      | $814739.39    | 0.11%             | 2063-10-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                        | Verus Securitization Trust 2021-R3 1.38                                                   | CUSIP: 92538EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607073 | PA      | $528707.65    | 0.07%             | 2064-04-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2020-4                                         | Verus Securitization Trust 2020-4 2.32                                                    | CUSIP: 92538LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296941 | PA      | $270450.76    | 0.04%             | 2065-05-25      | Variable      | 2.32%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global 6.25 02/28/2057                                                          | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $1692326.96   | 0.23%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                          | Paramount Global 6.38 03/30/2062                                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1420929.03   | 0.19%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                                           | Vibrant Clo VII Ltd 6.64                                                                  | CUSIP: 92558BAE8<br>LEI: 5493007DQ2IM8HOLV582 | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3291136.82   | 0.44%             | 2030-09-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                     | VICI Properties LP / VICI Note Co Inc 3.50 02/15/2025                                     | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2833380.00   | 0.38%             | 2025-02-15      | Fixed         | 3.50%                 | 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        |   1890000 | PA      | $1838266.83   | 0.25%             | 2025-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-1                                   | Vista Point Securitization Trust 2020-1 5.38                                              | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $885798.00    | 0.12%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                  | Vistra Operations Co LLC 5.13 05/13/2025                                                  | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2449212.50   | 0.33%             | 2025-05-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                          | WPP Finance 2010 3.75 09/19/2024                                                          | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |   3425000 | PA      | $3318922.96   | 0.45%             | 2024-09-19      | Fixed         | 3.75%                 | 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        |   1100000 | PA      | $1048255.78   | 0.14%             | 2034-04-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                             | Welltower Inc 4.25 04/15/2028                                                             | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1896781.33   | 0.25%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Wingstop Funding LLC                                                      | Wingstop Funding LLC 2.84                                                                 | CUSIP: 974153AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    868230 | PA      | $737210.97    | 0.10%             | 2050-12-05      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Adani Ports & Special Economic Zone Ltd                                   | Adani Ports & Special Economic Zone Ltd 4.00 07/30/2027                                   | CUSIP: N/A<br>LEI: 335800QOAXP5TM7OYP69       | Long             | DBT              | CORP              | IN        |   2000000 | PA      | $1751835.46   | 0.24%             | 2027-07-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                        | Oman Government International Bond 4.13 01/17/2023                                        | CUSIP: N/A<br>LEI: 549300SZ20F0QTKNQC75       | Long             | DBT              | NUSS              | OM        |   1250000 | PA      | $1248902.50   | 0.17%             | 2023-01-17      | Fixed         | 4.12%                 | 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        |       -73 | NC      | $184563.57    | 0.02%             |  |  |  | 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        |       -12 | NC      | $48251.15     | 0.01%             |  |  |  | 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        |      -124 | NC      | $276600.85    | 0.04%             |  |  |  | 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        |      -258 | NC      | $162355.67    | 0.02%             |  |  |  | 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        |       218 | NC      | $-118291.41   | -0.02%            |  |  |  | No            |                  1 | 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        |   3704207 | PA      | $3704207.19   | 0.50%             | 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        |  22758000 | PA      | $22758000.00  | 3.05%             | 2023-01-03      | Fixed         | 4.26%                 | 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        |   2936265 | PA      | $2914933.29   | 0.39%             | 2028-05-05      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                           | Trinidad & Tobago Government International Bond 4.50 08/04/2026                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TT        |   1400000 | PA      | $1382142.23   | 0.19%             | 2026-08-04      | Fixed         | 4.50%                 | 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        |   1125000 | PA      | $1100587.12   | 0.15%             | 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        |   1214000 | PA      | $1255601.92   | 0.17%             | 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        |    973000 | PA      | $822832.92    | 0.11%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                          | Bank of New York Mellon Corp/The (pfd) 3.75% 03/20/2171 Perpetual                         | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |   2895000 | NS      | $2339035.11   | 0.31%             |  |  |  | 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        |   2185000 | PA      | $2192363.03   | 0.29%             | 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        |   2470000 | PA      | $2558546.24   | 0.34%             | 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        |   1579000 | PA      | $1583109.68   | 0.21%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC (pfd) 4.38% 12/15/2171 Perpetual                                             | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    851000 | NS      | $651015.00    | 0.09%             |  |  |  | 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        |      5385 | PA      | $5164.23      | 0.00%             | 2036-02-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2017-1 Ltd                                                  | Bellemeade Re 2017-1 Ltd 7.74                                                             | CUSIP: 078767AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    207971 | PA      | $207996.68    | 0.03%             | 2027-10-25      | Variable      | 7.74%                 | 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        |   1500000 | PA      | $1501435.35   | 0.20%             | 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        |   2072900 | PA      | $2069245.78   | 0.28%             | 2028-04-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2020-4 Ltd                                                  | Bellemeade Re 2020-4 Ltd 7.99                                                             | CUSIP: 07876UAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883869 | PA      | $1883159.49   | 0.25%             | 2030-06-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                  | Bellemeade Re 2019-3 Ltd 6.34                                                             | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   2350000 | PA      | $2329808.33   | 0.31%             | 2029-07-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-3 Ltd                                                  | Bellemeade Re 2018-3 Ltd 6.24                                                             | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | US        |    555445 | PA      | $555044.52    | 0.07%             | 2028-10-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                | Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 2.49                           | CUSIP: 09228YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1247628 | PA      | $1137851.00   | 0.15%             | 2041-12-16      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                | Blackbird Capital Aircraft 3.45                                                           | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1642519 | PA      | $1241242.94   | 0.17%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 2.22 06/09/2026                                                            | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2389464.90   | 0.32%             | 2026-06-09      | Variable      | 2.22%                 | 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        |   1410000 | PA      | $1351805.85   | 0.18%             | 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        |    887000 | PA      | $724969.49    | 0.10%             | 2060-03-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                              | Broadcom Inc 4.15 11/15/2030                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1900535.09   | 0.26%             | 2030-11-15      | Fixed         | 4.15%                 | 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        |    750000 | PA      | $693373.04    | 0.09%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd                                                                  | CBAM 2017-1 Ltd 6.04                                                                      | CUSIP: 12480VAG0<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $627673.41    | 0.08%             | 2030-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                              | CCO Holdings LLC / CCO Holdings Capital Corp 6.38 09/01/2029                              | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1129998.00   | 0.15%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CARS-DB4 LP                                                               | CARS-DB4 LP 3.19                                                                          | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289979 | PA      | $1206569.38   | 0.16%             | 2050-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                          | CIFC Funding 2017-III Ltd 7.89                                                            | CUSIP: 12548JAJ1<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1577721.60   | 0.21%             | 2030-07-20      | Variable      | 7.89%                 | 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        |   1100000 | PA      | $1046509.09   | 0.14%             | 2030-11-16      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                            | First-Citizens Bank & Trust Co 2.97 09/27/2025                                            | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2388817.18   | 0.32%             | 2025-09-27      | Variable      | 2.97%                 | 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        |   1917782 | PA      | $1552907.88   | 0.21%             | 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        |   2207000 | PA      | $2142852.60   | 0.29%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 Trust                                                      | CSMC 2020-AFC1 Trust 2.84                                                                 | CUSIP: 12597MAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3008500 | PA      | $2301642.09   | 0.31%             | 2050-02-25      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM1                                                            | CSMC 2021-NQM1 2.13                                                                       | CUSIP: 126407AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475168 | PA      | $1734037.60   | 0.23%             | 2065-05-25      | Variable      | 2.13%                 | 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        |   2504000 | PA      | $2425313.55   | 0.33%             | 2036-05-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM8                                                            | CSMC 2021-NQM8 3.26                                                                       | CUSIP: 12659FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1523820.50   | 0.20%             | 2066-10-25      | Variable      | 3.26%                 | 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        |   1667000 | PA      | $1597305.83   | 0.21%             | 2027-04-27      | Fixed         | 3.85%                 | 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        |   2340000 | PA      | $2203631.52   | 0.30%             | 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        |   1100000 | PA      | $1047945.26   | 0.14%             | 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        |   1050000 | PA      | $1006401.06   | 0.14%             | 2030-08-14      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                               | Castlelake Aircraft Structured Trust 2021-1 3.47                                          | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135689 | PA      | $1797885.26   | 0.24%             | 2046-01-15      | Fixed         | 3.47%                 | 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        |    678489 | PA      | $593699.90    | 0.08%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC 5.90 07/05/2024                                                  | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600433.82   | 0.21%             | 2024-07-05      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 3.11 04/08/2026                                                             | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    800000 | PA      | $757943.80    | 0.10%             | 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        |    775000 | PA      | $779130.34    | 0.10%             | 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        |     25300 | PA      | $24238.34     | 0.00%             | 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        |   2106000 | PA      | $1953377.72   | 0.26%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group Inc                                           | Cogent Communications Group Inc 7.00 06/15/2027                                           | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471767.14   | 0.20%             | 2027-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MARKIT CDX.NA.HY.39 12/27                                                                 | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  14620000 | OU      | $-85390.60    | -0.01%            | 2027-12-20      | 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        |  14201550 | OU      | $-293496.33   | -0.04%            | 2027-06-20      | 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