# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-248811
**Filing Date:** 2026-5
**Character Count:** 288424
**Document Hash:** fe235d14ded2c44333ea547bd7d8b697
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248811.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248811

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 261046128

**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

### CORE PLUS FUND (Series ID: S000014384)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000039168 | INVESTOR CLASS | ACCNX           |
| C000039169 | R5 CLASS       | ACCUX           |
| C000039170 | A CLASS        | ACCQX           |
| C000039172 | C CLASS        | ACCKX           |
| C000039173 | R CLASS        | ACCPX           |
| C000189691 | I CLASS        | ACCTX           |
| C000222299 | G CLASS        | ACCYX           |

## 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:** Core Plus Fund

- **b. EDGAR series identifier (if any):** S000014384

- **c. LEI of Series:** 8LFDEWNICHSXV3I4I007

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

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

- **b. Date as of which information is reported:** 2026-03-31

**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:** $398397074.55

**Total Liabilities:** $12427816.88

**Net Assets:** $385969257.67

**Cash Not Reported:** $4246.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 251.000000000000 | **1-Year:** 4624.000000000000 | **5-Year:** 20377.000000000000 | **10-Year:** 41451.000000000000 | **30-Year:** 82332.000000000000

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

- **3-Month:** 2.000000000000 | **1-Year:** 2707.000000000000 | **5-Year:** 14681.000000000000 | **10-Year:** 3718.000000000000 | **30-Year:** 5443.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039168 | 0.39%                | 1.35%                | -1.95%               |
| Class ID C000039169 | 0.41%                | 1.37%                | -1.93%               |
| Class ID C000039170 | 0.37%                | 1.33%                | -1.97%               |
| Class ID C000039172 | 0.31%                | 1.27%                | -2.03%               |
| Class ID C000039173 | 0.35%                | 1.31%                | -1.99%               |
| Class ID C000189691 | 0.40%                | 1.36%                | -1.94%               |
| Class ID C000222299 | 0.44%                | 1.40%                | -1.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $235177.83               | $109586.73                                 |
| Month 2  | $480935.22               | $2135551.19                                |
| Month 3  | $-294432.46              | $-7481834.08                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** Bloomberg US Aggregate

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                                                       | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $41782.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $11850.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $12129.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                                     | SOLD NZD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $20237.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                              | Castlelake Aircraft Securitization Trust 2018-1 4.13                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    132931 | PA      | $132302.08    | 0.03%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                     | Celanese US Holdings LLC 7.00 02/15/2031                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    570000 | PA      | $585708.63    | 0.15%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                 | Centene Corp 4.63 12/15/2029                                                                 | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    410000 | PA      | $389474.33    | 0.10%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc 5.40 03/20/2036                                                           | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |    232000 | PA      | $230927.66    | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 7.75 11/07/2036                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $204790.00    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 6.13 01/21/2031                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   2000000 | PA      | $1970000.00   | 0.51%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT 2024-4 Mortgage Loan Trust                                              | COLT 2024-4 Mortgage Loan Trust 6.20                                                         | CUSIP: 19688WAB4<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |    825745 | PA      | $833032.72    | 0.22%             | 2069-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                              | COLT 2025-8 Mortgage Loan Trust 5.89                                                         | CUSIP: 19689DAC3<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    754201 | PA      | $757418.61    | 0.20%             | 2070-08-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 5.00 05/15/2027                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    650000 | PA      | $647922.86    | 0.17%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 6.25 02/01/2029                                                                    | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    361000 | PA      | $375407.87    | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                            | ITC Holdings Corp 5.50 04/15/2036                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    149000 | PA      | $149496.73    | 0.04%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust 5.50                                                                | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    726006 | PA      | $725471.33    | 0.19%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-7MPR                                    | JP Morgan Mortgage Trust Series 2025-7MPR 5.85                                               | CUSIP: 46594CAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534352 | PA      | $533072.72    | 0.14%             | 2056-02-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-NQX1                                    | JP Morgan Mortgage Trust Series 2026-NQX1 5.81                                               | CUSIP: 46594QAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1324984.90   | 0.34%             | 2066-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2005-S2                                             | JP Morgan Mortgage Trust 2005-S2 7.17                                                        | CUSIP: 466247VM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      7312 | PA      | $7191.08      | 0.00%             | 2032-02-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.26 02/22/2048                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $466397.18    | 0.12%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.77 04/22/2035                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    751000 | PA      | $782481.95    | 0.20%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 5.10 04/22/2031                                                          | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    618000 | PA      | $629336.64    | 0.16%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co 4.35 01/22/2032                                                          | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325412.61    | 0.08%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-6                                       | JP Morgan Mortgage Trust Series 2024-6 6.00                                                  | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53845 | PA      | $53740.79     | 0.01%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564948 | PA      | $565923.81    | 0.15%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297119 | PA      | $297162.54    | 0.08%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                           | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577813 | PA      | $580310.13    | 0.15%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                       | JP Morgan Mortgage Trust Series 2024-5 6.00                                                  | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242665 | PA      | $242599.59    | 0.06%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                             | JP Morgan Mortgage Trust 2024-12 5.50                                                        | CUSIP: 46658TAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    886445 | PA      | $882712.05    | 0.23%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                             | JP Morgan Mortgage Trust 2024-12 6.00                                                        | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276155 | PA      | $1288947.53   | 0.33%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                                    | JP Morgan Mortgage Trust Series 2025-CCM2 6.00                                               | CUSIP: 46659EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395592 | PA      | $1403142.34   | 0.36%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                | Jefferies Financial Group Inc 5.50 02/15/2036                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    322000 | PA      | $309243.19    | 0.08%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                    | JetBlue Airways Corp / JetBlue Loyalty LP 9.88 09/20/2031                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    575000 | PA      | $544190.55    | 0.14%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    352000 | NS      | $350587.74    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| K Hovnanian Enterprises Inc                                                  | K Hovnanian Enterprises Inc 8.38 10/01/2033                                                  | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34652.01     | 0.01%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                        | Kaiser Foundation Hospitals 3.00 06/01/2051                                                  | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    235000 | PA      | $150907.68    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                      | KB Home 4.80 11/15/2029                                                                      | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    308000 | PA      | $300123.67    | 0.08%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                        | Kentucky Utilities Co 5.85 08/15/2055                                                        | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    291000 | PA      | $289561.77    | 0.08%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                      | KeyCorp 6.40 03/06/2035                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $222751.32    | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159609.04    | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 2.50 11/15/2032                                                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    300000 | PA      | $244428.18    | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                         | Kyndryl Holdings Inc 3.15 10/15/2031                                                         | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    460000 | PA      | $383691.48    | 0.10%             | 2031-10-15      | Fixed         | 3.15%                 | 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        |    525000 | PA      | $509161.91    | 0.13%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                          | Arbor Realty SR Inc 8.50 12/15/2028                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    435000 | PA      | $427682.35    | 0.11%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                   | Ares Strategic Income Fund 5.70 03/15/2028                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    259000 | PA      | $258706.44    | 0.07%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                    | Arizona Public Service Co 5.70 08/15/2034                                                    | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    248000 | PA      | $257160.51    | 0.07%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                          | Ashtead Capital Inc 5.95 10/15/2033                                                          | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $618622.54    | 0.16%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                              | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304000 | PA      | $251488.83    | 0.07%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp 4.33 03/15/2050                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    370000 | PA      | $300191.30    | 0.08%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV 3.32 03/13/2037                                                             | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $357194.44    | 0.09%             | 2037-03-13      | Variable      | 3.32%                 | 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        |        24 | PA      | $24.46        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories 4.65 03/15/2036                                                          | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    550000 | PA      | $538033.61    | 0.14%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                          | Abbott Laboratories 5.50 03/15/2056                                                          | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    420000 | PA      | $412119.25    | 0.11%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                     | Acadia Healthcare Co Inc 5.00 04/15/2029                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    785000 | PA      | $764911.85    | 0.20%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                       | Advance Auto Parts Inc 7.00 08/01/2030                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     38000 | PA      | $38521.05     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                       | Advance Auto Parts Inc 7.38 08/01/2033                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $689292.20    | 0.18%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                   | Airbnb Inc 4.65 03/16/2031                                                                   | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239559.96    | 0.06%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                   | Airbnb Inc 5.25 03/16/2036                                                                   | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275386.34    | 0.07%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.00 01/27/2084                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1445000 | PA      | $1513984.30   | 0.39%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                              | BANK 2019-BNK17 3.00                                                                         | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $325087.24    | 0.08%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                              | BANK 2021-BNK36 2.50                                                                         | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387896 | PA      | $290907.69    | 0.08%             | 2064-09-15      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                               | BARC 2026-CES1 4.85                                                                          | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826282 | PA      | $1809815.96   | 0.47%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                                | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   1218000 | NS      | $1260981.73   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                       | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                                  | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990208 | PA      | $1965202.47   | 0.51%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                     | Baxter International Inc 4.90 12/15/2030                                                     | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    340000 | PA      | $335723.25    | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                     | Baxter International Inc 5.65 12/15/2035                                                     | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    207000 | PA      | $202263.03    | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                         | Beignet Investor LLC 6.58 05/30/2049                                                         | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    139000 | PA      | $143021.33    | 0.04%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                             | Benchmark 2018-B5 Mortgage Trust 3.09                                                        | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $421599.83    | 0.11%             | 2051-07-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                            | Dell International LLC / EMC Corp 5.30 04/01/2032                                            | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    186000 | PA      | $188958.33    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 3.95 03/20/2028                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    597000 | PA      | $565621.68    | 0.15%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                            | Benchmark 2020-B16 Mortgage Trust 2.50                                                       | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752000 | PA      | $573005.35    | 0.15%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                            | Benchmark 2021-B31 Mortgage Trust 2.25                                                       | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318000 | PA      | $211850.49    | 0.05%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                  | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    475000 | PA      | $467999.21    | 0.12%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO                                                              | Birch Grove CLO 4 Ltd 5.47                                                                   | CUSIP: 09077CAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1760000 | PA      | $1764126.50   | 0.46%             | 2037-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 2.63 12/15/2026                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    252000 | PA      | $246598.96    | 0.06%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 5.95 07/16/2029                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    553000 | PA      | $545076.79    | 0.14%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 5.00 09/20/2037                                                 | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $362132.50    | 0.09%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 4.13 05/15/2029                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    890000 | PA      | $860118.92    | 0.22%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                          | Dominion Energy Inc (pfd) 4.35% 04/15/2174 Perpetual                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |    570000 | NS      | $561464.19    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                     | Dresdner Funding Trust I 8.15 06/30/2031                                                     | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    877000 | PA      | $940252.99    | 0.24%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                     | Duke Energy Progress LLC 5.35 03/15/2053                                                     | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    165000 | PA      | $154674.73    | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                            | Duke University Health System Inc 3.92 06/01/2047                                            | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    118000 | PA      | $93100.47     | 0.02%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    783000 | PA      | $774275.50    | 0.20%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                | Boeing Co/The 5.71 05/01/2040                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $541102.42    | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                               | Braskem Netherlands Finance BV 4.50 01/31/2030                                               | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $23304.93     | 0.01%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Trust 2025-SR1                                                         | BRAVO Trust 2025-SR1 3.00                                                                    | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154812 | PA      | $1113527.16   | 0.29%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-NQM1                                    | BRAVO Residential Funding Trust 2024-NQM1 6.10                                               | CUSIP: 10570FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236787 | PA      | $237578.00    | 0.06%             | 2063-12-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-CES1                                    | BRAVO Residential Funding Trust 2024-CES1 6.38                                               | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    220951 | PA      | $223028.33    | 0.06%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                      | Bristol-Myers Squibb Co 5.55 02/22/2054                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    385000 | PA      | $370975.63    | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 4.72 01/30/2032                                                   | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    505000 | PA      | $497481.11    | 0.13%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 5.40 01/30/2037                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    394000 | PA      | $386241.97    | 0.10%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 4.00 08/01/2028                                                                | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    563000 | PA      | $549987.82    | 0.14%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 5.13 05/01/2029                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    411000 | PA      | $408207.91    | 0.11%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    127303 | PA      | $120481.44    | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    220156 | PA      | $211811.57    | 0.05%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     94067 | PA      | $90414.69     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    358776 | PA      | $344844.29    | 0.09%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1973168 | PA      | $1755197.22   | 0.45%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC 5.95 11/15/2052                                                      | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    260000 | PA      | $264272.32    | 0.07%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                      | Duke Energy Florida LLC 4.85 12/01/2035                                                      | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166934.60    | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                     | Electricite de France SA 6.95 01/26/2039                                                     | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    604000 | PA      | $673713.36    | 0.17%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                               | EPR Properties 4.95 04/15/2028                                                               | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    142000 | PA      | $141837.84    | 0.04%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1558000 | PA      | $1568127.00   | 0.41%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                          | Eagle Materials Inc 5.00 03/15/2036                                                          | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    394000 | PA      | $377451.96    | 0.10%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2023-1 Ltd                                                          | Eagle RE 2023-1 Ltd 5.66                                                                     | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     59160 | PA      | $59206.09     | 0.02%             | 2033-09-26      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                   | Eaton Corp 4.20 03/06/2031                                                                   | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256332.41    | 0.07%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                   | Eaton Corp 4.80 03/06/2036                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227165.97    | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                         | Emera US Finance LLC 5.20 04/01/2033                                                         | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $148227.21    | 0.04%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    965000 | PA      | $965893.59    | 0.25%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 6.13 12/15/2045                                                           | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317875.16    | 0.08%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1010000 | NS      | $1010901.93   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    620000 | NS      | $619270.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 6.55 12/01/2033                                                           | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    261000 | PA      | $281880.68    | 0.07%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP 5.95 05/15/2054                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    221000 | PA      | $207415.54    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                        | Entergy Louisiana LLC 4.90 04/15/2036                                                        | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129797.70    | 0.03%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC 5.20 01/15/2036                                            | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    143000 | PA      | $143837.78    | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                          | Equinix Europe 2 Financing Corp LLC 4.70 03/15/2033                                          | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462168.01    | 0.12%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAPTIST HOSP INC OBLIG GP                                                    | Escambia County Health Facilities Authority 3.61% 08/15/2040                                 | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $85134.44     | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                             | Essent Group Ltd 6.25 07/01/2029                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    925000 | PA      | $957372.11    | 0.25%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                     | F&G Annuities & Life Inc 6.50 06/04/2029                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $135643.44    | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.50 11/15/2045                                                           | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203595.65    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.75 11/15/2065                                                           | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $292802.92    | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1621819 | PA      | $1442165.33   | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    717422 | PA      | $613956.12    | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.60 11/15/2032                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628984.94    | 0.16%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 4.88 11/15/2035                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407297.37    | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1356197 | PA      | $1255998.79   | 0.33%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    531665 | PA      | $515989.15    | 0.13%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    862191 | PA      | $730437.11    | 0.19%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 6.50 05/06/2034                                                            | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    168000 | PA      | $176402.04    | 0.05%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ3                                 | GS Mortgage-Backed Securities Trust 2025-PJ3 6.00                                            | CUSIP: 36273WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510865 | PA      | $513459.41    | 0.13%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 36296XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    102229 | PA      | $101827.75    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                              | General Motors Financial Co Inc 5.60 06/18/2031                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $317374.00    | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                               | General Motors Financial Co Inc 6.15 07/15/2035                                              | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $191397.91    | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                | GENMAB A/S/GENMAB FINANCE LLC 6.25 12/15/2032                                                | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    500000 | PA      | $512978.50    | 0.13%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                | GENMAB A/S/GENMAB FINANCE LLC 7.25 12/15/2033                                                | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $209529.20    | 0.05%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                        | Gildan Activewear Inc 4.70 10/07/2030                                                        | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $272195.49    | 0.07%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                        | Gildan Activewear Inc 5.40 10/07/2035                                                        | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $439164.81    | 0.11%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                           | Meta Platforms Inc 5.63 11/15/2055                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    605000 | PA      | $567526.25    | 0.15%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding LLC                                                       | FIP Master Funding LLC 4.90                                                                  | CUSIP: 30332YAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1395000 | PA      | $1394897.94   | 0.36%             | 2056-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.50                                                                        | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2405701 | PA      | $2328658.25   | 0.60%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    525273 | PA      | $486483.67    | 0.13%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    292978 | PA      | $271166.02    | 0.07%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    584481 | PA      | $584208.54    | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 5.89 04/04/2054                                                         | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53787.20     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 4.90 07/01/2031                                                         | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234981.09    | 0.06%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                         | Glencore Funding LLC 5.51 04/01/2036                                                         | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    485000 | PA      | $486272.02    | 0.13%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                       | Global Atlantic Fin Co 7.95 06/15/2033                                                       | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1009075.29   | 0.26%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                        | Goldman Sachs BDC Inc 5.10 01/28/2029                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    404000 | PA      | $392561.75    | 0.10%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                            | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    620000 | PA      | $610830.36    | 0.16%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 2.05 02/15/2027                                                        | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    632000 | PA      | $612380.50    | 0.16%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 7.05 12/05/2028                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    465000 | PA      | $475984.22    | 0.12%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                            | Golub Capital Private Credit Fund 5.45 08/15/2028                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    590000 | PA      | $582061.76    | 0.15%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                               | Golub Capital Partners CLO 77 B Ltd 5.27                                                     | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $675104.09    | 0.17%             | 2038-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                               | Golub Capital Partners CLO 79B Ltd 5.17                                                      | CUSIP: 38181JAC3<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1800280.26   | 0.47%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-5                             | GoodLeap Sustainable Home Solutions Trust 2021-5 2.31                                        | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550033 | PA      | $441326.13    | 0.11%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                   | Government National Mortgage Association 3.93                                                | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     70636 | PA      | $70614.22     | 0.02%             | 2037-02-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                  | Grupo Energia Bogota SA ESP 5.75 10/22/2035                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $191647.00    | 0.05%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 6.20 03/01/2055                                                                      | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    132000 | PA      | $130878.02    | 0.03%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                      | HCA Inc 4.90 11/15/2035                                                                      | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    614000 | PA      | $593861.10    | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                           | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   1200000 | NS      | $1199673.84   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    789000 | NS      | $794837.02    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.75% 09/24/2174 Perpetual                                           | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    520000 | NS      | $514592.47    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 6.25 09/30/2029                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136840.31    | 0.04%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.45 01/14/2028                                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158872.03    | 0.04%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $321691.33    | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.15 04/02/2029                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262469.05    | 0.07%             | 2029-04-02      | Fixed         | 5.15%                 | 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        |    197519 | NS      | $197519.34    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US Long Bond Future                                                     | US LONG BOND(CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       140 | NC      | $-316202.88   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                              | US ULTRA BOND CBT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       178 | NC      | $-684716.25   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                | US 10YR NOTE (CBT)Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        50 | NC      | $-31019.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                              | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    800000 | NS      | $798545.28    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   2233000 | NS      | $2229908.86   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp 5.51 01/24/2036                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    660000 | PA      | $673288.80    | 0.17%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal 7.70 05/26/2084                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    784000 | PA      | $805681.52    | 0.21%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                 | Broadcom Inc 4.60 01/15/2033                                                                 | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $280769.69    | 0.07%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                     | Builders FirstSource Inc 4.25 02/01/2032                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1032474.69   | 0.27%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 5.00 02/01/2028                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $416806.07    | 0.11%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $792835.98    | 0.21%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                            | CBRE Services Inc 4.90 01/15/2033                                                            | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    675000 | PA      | $665927.84    | 0.17%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                      | Capital Automotive REIT 5.25                                                                 | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808156 | PA      | $808694.49    | 0.21%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-NQM1                                               | CHNGE Mortgage Trust 2022-NQM1 5.82                                                          | CUSIP: 12569CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    615561 | PA      | $613975.44    | 0.16%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                           | CNA Financial Corp 5.20 08/15/2035                                                           | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    539000 | PA      | $527758.61    | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                      | CNO Financial Group Inc 5.25 05/30/2029                                                      | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    565000 | PA      | $566370.22    | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                               | CSMC 2021-BHAR 5.29                                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469000 | PA      | $464751.70    | 0.12%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 6.00 06/01/2044                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $408865.55    | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 7.00 03/10/2055                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    332000 | PA      | $342380.98    | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                              | CVS Health Corp 5.45 09/15/2035                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    194000 | PA      | $194824.19    | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                                      | CHL Mortgage Pass-Through Trust 2005-17 5.50                                                 | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1484 | PA      | $1458.86      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 Mortgage Loan Trust                                              | COLT 2025-3 Mortgage Loan Trust 5.56                                                         | CUSIP: 12674LAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982586 | PA      | $983572.78    | 0.25%             | 2070-03-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                    | Caesars Entertainment Inc 4.63 10/15/2029                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    733000 | PA      | $705387.89    | 0.18%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                          | State of California 7.60% 11/01/2040                                                         | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     25000 | PA      | $30018.32     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| California State University                                                  | California State University 2.98% 11/01/2051                                                 | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $262239.60    | 0.07%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC 4.00 07/15/2028                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1047953.65   | 0.27%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                     | Snam SpA 6.50 05/28/2055                                                                     | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    417000 | PA      | $429894.81    | 0.11%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                                         | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    205000 | NS      | $204342.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1560000 | NS      | $1631961.24   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                   | Capital One Financial Corp 2.36 07/29/2032                                                   | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    460000 | PA      | $396722.86    | 0.10%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                     | Corebridge Financial Inc 6.38 09/15/2054                                                     | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    288000 | PA      | $283202.58    | 0.07%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    467000 | PA      | $454210.92    | 0.12%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                   | G2SF 5 4/26 MBS 30yr                                                                         | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1938000 | PA      | $1919660.16   | 0.50%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC         | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $547282.00    | 0.14%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                       | Cox Communications Inc 5.70 06/15/2033                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257906.75    | 0.07%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                          | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |    556000 | NS      | $529706.93    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                     | CSAIL 2019-C15 Commercial Mortgage Trust 3.00                                                | CUSIP: 22945DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $516748.81    | 0.13%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                           | CyrusOne Data Centers Issuer I LLC 4.76                                                      | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1471765.35   | 0.38%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                           | CyrusOne Data Centers Issuer I LLC 0.00                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $729932.63    | 0.19%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                | DI Issuer LLC 3.72                                                                           | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462092 | PA      | $2354382.84   | 0.61%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                              | DTE Electric Co 5.55 03/01/2056                                                              | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    145000 | PA      | $140305.63    | 0.04%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                              | DTE Electric Co 4.85 03/01/2036                                                              | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    136000 | PA      | $133508.31    | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1789297 | PA      | $1657697.45   | 0.43%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.50                                                                        | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    743578 | PA      | $721124.29    | 0.19%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.00                                                                        | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    890352 | PA      | $848952.87    | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.50                                                                        | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    959132 | PA      | $888743.20    | 0.23%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3133C6BC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3112755 | PA      | $3087689.28   | 0.80%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1432770 | PA      | $1210312.23   | 0.31%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1978184 | PA      | $1688142.46   | 0.44%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1289277 | PA      | $1143691.16   | 0.30%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.00                                                                        | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1676874 | PA      | $1364067.36   | 0.35%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1835441 | PA      | $1635864.98   | 0.42%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 2.50                                                                        | CUSIP: 3133KNSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1951828 | PA      | $1665734.19   | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.00                                                                        | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    523256 | PA      | $494998.67    | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    995254 | PA      | $988720.89    | 0.26%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 4.00                                                                        | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2283208 | PA      | $2172745.45   | 0.56%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.50                                                                        | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    530337 | PA      | $537785.95    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3133KRJB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1783151 | PA      | $1767211.51   | 0.46%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                            | Fannie Mae REMICS 2.00                                                                       | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8127973 | PA      | $1022869.66   | 0.27%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362224 | PA      | $350041.50    | 0.09%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.50                                                                         | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     34652 | PA      | $36303.22     | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1474373 | PA      | $1399255.25   | 0.36%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    594488 | PA      | $546642.77    | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1167298 | PA      | $1045291.25   | 0.27%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    463086 | PA      | $439958.37    | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                     | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                    | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $526922.06    | 0.14%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 6.48 10/24/2029                                                  | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    355000 | PA      | $371434.26    | 0.10%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.73 01/28/2056                                                  | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    295000 | PA      | $288217.04    | 0.07%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.07 01/21/2037                                                  | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273852.52    | 0.07%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                      | Honeywell Aerospace Inc 4.60 03/16/2033                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155244.60    | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                      | Honeywell Aerospace Inc 4.95 03/16/2036                                                      | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $436739.09    | 0.11%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                           | City of Houston TX 3.96% 03/01/2047                                                          | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    255000 | PA      | $215591.56    | 0.06%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                   | Humana Inc 6.63 09/15/2056                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    406000 | PA      | $390305.91    | 0.10%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                 | Huntington Bancshares Inc/OH 4.62 01/28/2032                                                 | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $862496.78    | 0.22%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                     | Icon Investments Six DAC 5.81 05/08/2027                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $226201.57    | 0.06%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 4.90 08/05/2052                                                                   | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    165000 | PA      | $134902.39    | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                   | Intel Corp 5.15 02/21/2034                                                                   | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    305000 | PA      | $304275.84    | 0.08%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                         | International Business Machines Corp 5.80 02/03/2056                                         | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    275000 | PA      | $263107.37    | 0.07%             | 2056-02-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC                                                       | Brightstar Lottery PLC 5.25 01/15/2029                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    875000 | PA      | $868462.79    | 0.23%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 4.20 06/01/2032                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    229000 | PA      | $214309.86    | 0.06%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                           | JP Morgan Mortgage Trust 2026-CES1 4.91                                                      | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110562 | PA      | $2095254.96   | 0.54%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES7                                    | JP Morgan Mortgage Trust Series 2025-CES7 5.06                                               | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736913 | PA      | $734017.43    | 0.19%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-11                                      | JP Morgan Mortgage Trust Series 2025-11 5.50                                                 | CUSIP: 46662QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1453872 | PA      | $1456408.78   | 0.38%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-ACES1                                   | JP Morgan Mortgage Trust Series 2026-ACES1 4.89                                              | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969191 | PA      | $1959351.92   | 0.51%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                    | Los Angeles Community College District/CA 6.75% 08/01/2049                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $144908.89    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                       | Louisiana-Pacific Corp 3.63 03/15/2029                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    394000 | PA      | $378175.95    | 0.10%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                               | Louisville Gas and Electric Co 5.85 08/15/2055                                               | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     86000 | PA      | $85416.14     | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                        | Novartis Capital Corp 5.70 03/18/2056                                                        | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156217.07    | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                      | O'Reilly Automotive Inc 5.10 03/12/2036                                                      | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207331.01    | 0.05%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                      | OAK-Eagle Acquireco Inc 7.25 07/01/2033                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176246.55    | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                      | OAK-Eagle Acquireco Inc 8.75 07/01/2034                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |    113000 | PA      | $118372.77    | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J3 Trust                                                            | OBX 2025-J3 Trust 5.00                                                                       | CUSIP: 67449KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860623 | PA      | $854349.89    | 0.22%             | 2055-10-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 4.10 02/15/2047                                                    | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    220000 | PA      | $158097.02    | 0.04%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 4.20 03/15/2048                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150474.88    | 0.04%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                    | Occidental Petroleum Corp 6.20 03/15/2040                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    205000 | PA      | $209522.10    | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                    | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                   | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $334643.26    | 0.09%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                            | Omnicom Group Inc 5.00 06/02/2033                                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    345000 | PA      | $337091.18    | 0.09%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                         | OneMain Finance Corp 6.13 05/15/2030                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $161456.77    | 0.04%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.35 05/04/2033                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462571.92    | 0.12%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.70 02/04/2036                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    222000 | PA      | $213546.62    | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                  | Ovintiv Inc 7.10 07/15/2053                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    335000 | PA      | $363646.83    | 0.09%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 09/16/2027                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    585000 | PA      | $593453.60    | 0.15%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 01/15/2029                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    605000 | PA      | $619657.12    | 0.16%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 Trust                                                       | PRKCM 2024-HOME1 Trust 6.43                                                                  | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    578557 | PA      | $584183.06    | 0.15%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J5                                                       | PMT Loan Trust 2025-J5 5.50                                                                  | CUSIP: 69392KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1490471 | PA      | $1493103.22   | 0.39%             | 2057-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J3                                                       | PMT Loan Trust 2025-J3 5.50                                                                  | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885596 | PA      | $887030.83    | 0.23%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                     | Palomino Funding Trust I 7.23 05/17/2028                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $292655.66    | 0.08%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 7.13 11/15/2030                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    758000 | PA      | $753849.80    | 0.20%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                              | PennyMac Financial Services Inc 6.88 02/15/2033                                              | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    178000 | PA      | $170461.15    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1702000 | PA      | $1628555.33   | 0.42%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 6.88 07/15/2029                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42968.69     | 0.01%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 5.63 01/15/2033                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    820000 | PA      | $797292.49    | 0.21%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                           | Plains All American Pipeline LP / PAA Finance Corp 5.60 01/15/2036                           | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $258944.08    | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                      | Port Authority of New York & New Jersey 4.93% 10/01/2051                                     | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $139682.01    | 0.04%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                 | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    299000 | PA      | $291226.00    | 0.08%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                                        | PRKCM 2026-AFC1 Trust 4.68                                                                   | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492645 | PA      | $1478068.99   | 0.38%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                                      | Provident Funding Mortgage Trust 2025-4 5.50                                                 | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    950828 | PA      | $952514.42    | 0.25%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                          | Purchasing Power Funding 2026-A LLC 4.37                                                     | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418000 | PA      | $1410726.94   | 0.37%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | Quikrete Holdings Inc 6.38 03/01/2032                                                        | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253688.25    | 0.07%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                        | Quikrete Holdings Inc 6.75 03/01/2033                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    598000 | PA      | $607816.17    | 0.16%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES2                                                | RCKT Mortgage Trust 2026-CES2 4.76                                                           | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |   1752911 | PA      | $1734973.23   | 0.45%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| RLI Corp old                                                                 | RLI Corp 5.38 06/01/2036                                                                     | CUSIP: 749607AD9<br>LEI: 529900AMTJE5ECN9PS55 | Long             | DBT              | CORP              | US        |    505000 | PA      | $486410.10    | 0.13%             | 2036-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RNL PH Owner LLC                                                             | RNL PH Owner LLC 4.91                                                                        | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    901173 | PA      | $888341.56    | 0.23%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                                  | RKTL 2026-1 4.07                                                                             | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1192094 | PA      | $1191022.05   | 0.31%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                                   | Rate Mortgage Trust 205-J1 6.00                                                              | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605088 | PA      | $608223.89    | 0.16%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Co LLC                                                       | Regatta Funding Co LLC 0.00 04/01/2026                                                       | CUSIP: 75888XD11<br>LEI: 549300WUYTMY4HKCQ621 | Long             | STIV             | CORP              | US        |   3300000 | PA      | $3299659.77   | 0.85%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                    | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                    | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $220638.76    | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.13 08/01/2030                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $313052.57    | 0.08%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   1000000 | NS      | $983598.79    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                                | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   1050000 | NS      | $1074280.48   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                                 | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |   1600000 | NS      | $1646074.77   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 4.25 05/15/2036                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   5100000 | PA      | $2822871.61   | 0.73%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 7.50% 04/09/2174 Perpetual                                              | CUSIP: D1706CKE3<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |    600000 | NS      | $608656.78    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                                | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   2145000 | NS      | $2023202.63   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   1000000 | NS      | $1006301.44   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                                  | New Zealand Government Bond 4.50 05/15/2035                                                  | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   4100000 | PA      | $2334768.43   | 0.60%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                   | Allianz SE 6.35 09/06/2053                                                                   | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    600000 | PA      | $624949.80    | 0.16%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                     | Allison Transmission Inc 5.88 12/01/2033                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    810000 | PA      | $805475.66    | 0.21%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                        | FNCL 5 4/26 MBS 30yr                                                                         | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5174000 | PA      | $5103431.92   | 1.32%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 4.40 02/15/2033                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    690000 | PA      | $681606.01    | 0.18%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 4.80 02/15/2036                                                                 | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $478129.97    | 0.12%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 5.65 02/15/2056                                                                 | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433911.60    | 0.11%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.55 03/13/2033                                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495333.62    | 0.13%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.88 03/13/2036                                                               | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    405000 | PA      | $401465.40    | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                                 | Amcor Flexibles North America Inc 5.13 03/12/2036                                            | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    441000 | PA      | $428948.97    | 0.11%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc 7.25 02/15/2028                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    415000 | PA      | $417682.29    | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                     | American Assets Trust LP 3.38 02/01/2031                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    705000 | PA      | $635844.65    | 0.16%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                    | Amgen Inc 5.65 03/02/2053                                                                    | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426447.19    | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2024-3                                              | Angel Oak Mortgage Trust 2024-3 4.80                                                         | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    373318 | PA      | $371377.89    | 0.10%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                          | Antares Holdings LP 6.35 10/23/2029                                                          | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    815000 | PA      | $807163.72    | 0.21%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                        | Antero Resources Corp 5.40 02/01/2036                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    414000 | PA      | $407399.57    | 0.11%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.13 12/01/2029                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94567.02     | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.38 12/01/2031                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    437000 | PA      | $441445.99    | 0.11%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.50 12/01/2034                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    360000 | PA      | $357163.05    | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.14                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    449524 | PA      | $449534.04    | 0.12%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                               | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    234000 | PA      | $226094.45    | 0.06%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                           | Asurion LLC/ Asurion Co-Issuer Inc 8.00 12/31/2032                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    265000 | PA      | $275146.32    | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                           | Asurion LLC/ Asurion Co-Issuer Inc 8.38 02/01/2034                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    420000 | PA      | $408060.42    | 0.11%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                        | Athene Global Funding 5.53 07/11/2031                                                        | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    255000 | PA      | $255259.53    | 0.07%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                                | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    751000 | PA      | $772682.17    | 0.20%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 4.95 11/15/2030                                                | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    525000 | PA      | $515530.07    | 0.13%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 5.25 01/15/2033                                                | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    515000 | PA      | $499044.25    | 0.13%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                          | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $374456.00    | 0.10%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd                                                         | Avilease Capital Ltd 4.75 11/12/2030                                                         | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |    730000 | PA      | $711122.24    | 0.18%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                                  | Avolon Holdings Funding Ltd 4.85 04/01/2033                                                  | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $431306.98    | 0.11%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                   | Barclays Commercial Mortgage Trust 2019-C5 2.50                                              | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415246 | PA      | $331155.32    | 0.09%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                     | Azule Energy Finance Plc 8.25 01/22/2031                                                     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    218000 | PA      | $220398.02    | 0.06%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    690000 | PA      | $671069.85    | 0.17%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                               | BBCMS Mortgage Trust 2024-5C27 6.41                                                          | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337000 | PA      | $1389468.96   | 0.36%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   2010000 | NS      | $2095619.97   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                      | BPCE SA 3.65 01/14/2037                                                                      | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $645323.26    | 0.17%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                          | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    400000 | NS      | $399360.08    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    200000 | NS      | $216228.20    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                          | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   1800000 | NS      | $1781361.54   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                 | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    640000 | PA      | $646844.47    | 0.17%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                               | EFMT 2024-CES1 5.80                                                                          | CUSIP: 281907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $912450.00    | 0.24%             | 2060-01-26      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                    | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1024000 | PA      | $1026114.56   | 0.27%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                         | Emera US Finance LLC 6.65 10/01/2056                                                         | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    384000 | PA      | $384148.99    | 0.10%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                       | FS Commercial Mortgage Trust 2023-4SZN 7.07                                                  | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $868475.82    | 0.23%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                        | Freddie Mac Gold Pool 6.00                                                                   | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    100970 | PA      | $104717.44    | 0.03%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                        | Freddie Mac Gold Pool 6.00                                                                   | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     51669 | PA      | $54288.51     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 3.00                                                                        | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    413254 | PA      | $364658.86    | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    400000 | NS      | $431076.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2174 Perpetual                   | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    200000 | NS      | $200112.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2175 Perpetual                   | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    431000 | NS      | $426014.84    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple             | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25 01/31/2041             | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    396203 | PA      | $397292.51    | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                    | Carpenter Technology Corp 5.63 03/01/2034                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148805.84    | 0.04%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                         | Chart Industries Inc 7.50 01/01/2030                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    850000 | PA      | $884133.45    | 0.23%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467084 | PA      | $467718.65    | 0.12%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84703 | PA      | $84562.67     | 0.02%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                                     | Chase Home Lending Mortgage Trust 2025-8 6.00                                                | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   1783718 | PA      | $1794030.55   | 0.46%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                          | Cheniere Energy Inc 5.20 07/30/2036                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    199000 | PA      | $197044.94    | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                          | Cheniere Energy Inc 6.00 07/30/2056                                                          | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    273000 | PA      | $272220.99    | 0.07%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 5.90 02/10/2030                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    944000 | PA      | $949034.88    | 0.25%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 5.15 02/14/2031                                                          | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    350000 | PA      | $341952.35    | 0.09%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 4.41 03/31/2031                                                                | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    480000 | PA      | $474626.64    | 0.12%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1746000 | NS      | $1806601.91   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.17 09/11/2036                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312372.36    | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc 5.61 03/04/2056                                                                | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192218.97    | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                         | Citigroup Mortgage Loan Trust 2024-1 6.00                                                    | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574564 | PA      | $577034.05    | 0.15%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                      | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                                 | CUSIP: 17332DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211463 | PA      | $211230.76    | 0.05%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                      | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                                 | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784241 | PA      | $785388.82    | 0.20%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                          | Coinbase Global Inc 3.38 10/01/2028                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    446000 | PA      | $417843.35    | 0.11%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC 5.88 07/01/2029                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    242000 | PA      | $242418.90    | 0.06%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                    | University of California College of the Law San Francisco 5.99% 08/01/2050                   | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $80374.44     | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                    | University of California College of the Law San Francisco 6.09% 08/01/2055                   | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     90000 | PA      | $90778.82     | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                                | Columbia Pipelines Holding Co LLC 5.00 11/17/2032                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    402000 | PA      | $399510.50    | 0.10%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                          | Fifth Third Bank NA 5.33 08/25/2033                                                          | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    752000 | PA      | $754610.49    | 0.20%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                             | Comision Federal de Electricidad 6.05 01/28/2034                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    258000 | PA      | $250350.30    | 0.06%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                         | Commercial Metals Co 5.75 11/15/2033                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554636.04    | 0.14%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                       | Commonwealth Edison Co 5.95 06/01/2055                                                       | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    443000 | PA      | $449330.58    | 0.12%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                     | CompoSecure Holdings LLC 5.63 02/01/2033                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $537718.50    | 0.14%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                              | Concentrix Corp 6.60 08/02/2028                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    940000 | PA      | $934535.02    | 0.24%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                 | Connecticut Avenue Securities Trust 2023-R05 5.56                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188181 | PA      | $189051.19    | 0.05%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    860000 | PA      | $804859.47    | 0.21%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.50                                                                      | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344950 | PA      | $327141.22    | 0.08%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463011 | PA      | $414975.53    | 0.11%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    886594 | PA      | $794181.37    | 0.21%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.50                                                                      | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    903081 | PA      | $842778.28    | 0.22%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 3.00                                                                      | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1942604 | PA      | $1737612.69   | 0.45%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.00                                                                      | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3265241 | PA      | $3091385.79   | 0.80%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                  | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    290000 | PA      | $292968.77    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                              | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214000 | PA      | $1236681.16   | 0.32%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                                   | Sofi Mortgage Trust 2016-1 3.00                                                              | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66401 | PA      | $59828.01     | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                                  | SVC ABS LLC 5.16                                                                             | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921218 | PA      | $921201.34    | 0.24%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual                                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    380000 | NS      | $410649.13    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                              | Southern Co/The 6.00 04/01/2058                                                              | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    590000 | PA      | $593160.58    | 0.15%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                 | Southern Co Gas Capital Corp 5.10 09/15/2035                                                 | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    378000 | PA      | $373255.59    | 0.10%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                           | Expand Energy Corp 5.38 03/15/2030                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    837000 | PA      | $844339.98    | 0.22%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                              | Stack Infrastructure Issuer LLC 5.00                                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |   1403397 | PA      | $1353252.92   | 0.35%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                              | Standard Building Solutions Inc 6.50 08/15/2032                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80112.16     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.75% 02/15/2175 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    280000 | NS      | $286567.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                   | Standard Industries Inc/NY 4.38 07/15/2030                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    574000 | PA      | $541382.39    | 0.14%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                      | Leland Stanford Junior University/The 4.68 03/01/2035                                        | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19966.14     | 0.01%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                          | Sumitomo Mitsui Financial Group Inc 5.33 03/03/2041                                          | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $397795.17    | 0.10%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.57% 10/01/2040                               | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $66558.46     | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.74% 10/01/2045                               | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100959.59    | 0.03%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                                | Sumter Landing Community Development District 5.82% 10/01/2054                               | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $187423.00    | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 7.00 05/01/2029                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    289000 | PA      | $296978.71    | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 5.88 03/15/2034                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203870.76    | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                  | Surgery Center Holdings Inc 7.25 04/15/2032                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    178000 | PA      | $175049.35    | 0.05%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                        | Switch ABS Issuer LLC 5.44                                                                   | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $564584.16    | 0.15%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                 | Synopsys Inc 5.00 04/01/2032                                                                 | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    770000 | PA      | $776940.29    | 0.20%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                   | Pinnacle Bank/Nashville TN 5.96 01/15/2036                                                   | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    705000 | PA      | $698474.39    | 0.18%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                       | Takeoff Merger Sub Inc 4.85 03/24/2031                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    570000 | PA      | $563092.10    | 0.15%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                              | Taylor Morrison Communities Inc 5.75 11/15/2032                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202417.13    | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                               | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $466326.89    | 0.12%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                  | Textron Inc 4.95 03/15/2036                                                                  | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    256000 | PA      | $249007.09    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                     | University of California 3.07% 05/15/2051                                                    | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $147157.69    | 0.04%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                 | Univision Communications Inc 7.38 06/30/2030                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $392237.92    | 0.10%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                     | VB-S1 Issuer LLC - VBTEL 8.87                                                                | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026706.60   | 0.27%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                           | Valero Energy Corp 5.15 03/10/2036                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    402000 | PA      | $396432.59    | 0.10%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2677410 | PA      | $2705469.50   | 0.70%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     80036 | PA      | $84003.48     | 0.02%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 31413YQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     76554 | PA      | $80358.32     | 0.02%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 6.00                                                                         | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     50429 | PA      | $51432.19     | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    544006 | PA      | $463259.36    | 0.12%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1318652 | PA      | $1331127.40   | 0.34%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 31427QF49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1248076 | PA      | $1234567.64   | 0.32%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust 2025-1                                                       | FinBe USA Trust 2025-1 5.70                                                                  | CUSIP: 317967AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    810371 | PA      | $810520.45    | 0.21%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                        | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1775000 | PA      | $1766858.61   | 0.46%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                     | Flex Ltd 5.38 11/13/2035                                                                     | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437490.75    | 0.11%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                            | Flowers Foods Inc 5.75 03/15/2035                                                            | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    185000 | PA      | $176847.04    | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                              | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                             | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    387000 | PA      | $314300.19    | 0.08%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 7.20 06/10/2030                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $579703.89    | 0.15%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 6.05 11/05/2031                                                     | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $45220.80     | 0.01%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 5.42 04/09/2031                                                     | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196469.86    | 0.05%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.25 01/25/2035                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    475000 | PA      | $498002.38    | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.10 01/25/2036                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309371.95    | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                        | Foundry JV Holdco LLC 6.30 01/25/2039                                                        | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    597000 | PA      | $622647.88    | 0.16%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    975000 | PA      | $988937.63    | 0.26%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.50                                                                        | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2240808 | PA      | $2253623.41   | 0.58%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.00                                                                        | CUSIP: 3142GTK70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1256419 | PA      | $1240963.28   | 0.32%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                             | Freddie Mac Pool 5.50                                                                        | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2200484 | PA      | $2217105.08   | 0.57%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                 | Fedex Freight Holding Co Inc 5.25 03/15/2036                                                 | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    572000 | PA      | $553618.92    | 0.14%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                        | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $277454.11    | 0.07%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                           | Ally Financial Inc 8.00 11/01/2031                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    742000 | PA      | $824058.14    | 0.21%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 36200MTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26928 | PA      | $26766.91     | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 6.00                                                                      | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     29847 | PA      | $31642.66     | 0.01%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 6.00                                                                      | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6671 | PA      | $7013.64      | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 6.50                                                                       | CUSIP: 36208RXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       258 | PA      | $266.03       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620A2MJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     42610 | PA      | $42050.92     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79114 | PA      | $78729.92     | 0.02%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124444 | PA      | $123393.05    | 0.03%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 4.50                                                                       | CUSIP: 3620AQ6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     65810 | PA      | $64931.51     | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 5.50                                                                       | CUSIP: 36213TF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18914 | PA      | $19296.11     | 0.00%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 7.50                                                                       | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         5 | PA      | $5.19         | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                            | Ginnie Mae I Pool 7.00                                                                       | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       428 | PA      | $443.37       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 5.00                                                                      | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1735829 | PA      | $1727665.53   | 0.45%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 6.25 05/06/2029                                                            | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    755000 | PA      | $783292.21    | 0.20%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.50 10/15/2032                                                               | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    395000 | PA      | $388341.60    | 0.10%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                               | Lowe's Cos Inc 4.85 10/15/2035                                                               | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    645000 | PA      | $628359.47    | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP 5.76                                                           | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   1394653 | PA      | $1403499.44   | 0.36%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                               | Discovery Global Holdings Inc 3.76 03/15/2027                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390161.25    | 0.10%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                   | Maple Parent Holdings Corp 5.05 03/26/2031                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259006.92    | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                   | Maple Parent Holdings Corp 5.70 03/26/2036                                                   | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    632000 | PA      | $628219.39    | 0.16%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.65 05/01/2045                                                                     | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311247.08    | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                     | Mars Inc 5.70 05/01/2055                                                                     | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175635.45    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                | Marriott International Inc/MD 5.10 05/01/2038                                                | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    255000 | PA      | $242533.17    | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                        | Massachusetts Institute of Technology 5.62 06/01/2055                                        | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45655.77     | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                         | Matador Resources Co 6.50 04/15/2032                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278195.51    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                    | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1132458.50   | 0.29%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                               | Merck & Co Inc 5.70 09/15/2055                                                               | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    267000 | PA      | $265342.89    | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 6.40 12/15/2066                                                                  | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    970000 | PA      | $990756.06    | 0.26%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                  | MetLife Inc 10.75 08/01/2069                                                                 | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    380000 | PA      | $492681.02    | 0.13%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                         | Metropolitan St Louis Sewer District 3.26% 05/01/2045                                        | CUSIP: 592481LV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $194012.83    | 0.05%             | 2045-05-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                    | Michigan Strategic Fund 3.23% 09/01/2047                                                     | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $440342.90    | 0.11%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                        | Micron Technology Inc 5.30 01/15/2031                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1083704.83   | 0.28%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                        | MidAmerican Energy Co 5.85 09/15/2054                                                        | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $1077022.26   | 0.28%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                 | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51399.00     | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 6.63 11/01/2034                                                               | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1034095.69   | 0.27%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 5.83 04/19/2035                                                               | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160970.67    | 0.04%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA 6.82 11/19/2035                                                             | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $837604.90    | 0.22%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                     | Hawaiian Electric Co Inc 6.00 10/01/2033                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1036000 | PA      | $1035374.57   | 0.27%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                            | Herc Holdings Inc 7.25 06/15/2033                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    348000 | PA      | $356906.02    | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                                  | Hologic Inc 3.25 02/15/2029                                                                  | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    351000 | PA      | $350609.51    | 0.09%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                        | HOMES 2025-AFC3 Trust 4.93                                                                   | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919997 | PA      | $917478.45    | 0.24%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                        | Lincoln National Corp 7.00 06/15/2040                                                        | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    225000 | PA      | $244164.32    | 0.06%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    960000 | NS      | $1008528.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                                   | Loews Corp 4.94 04/01/2036                                                                   | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    360000 | PA      | $352540.10    | 0.09%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1463677.42   | 0.38%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                             | Lamar Media Corp 3.75 02/15/2028                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $540134.81    | 0.14%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                      | Latam Airlines Group SA 7.88 04/15/2030                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    300000 | PA      | $303375.00    | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc 4.13 12/15/2051                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    882000 | PA      | $861804.96    | 0.22%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.50                                                                      | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3100826 | PA      | $3021294.36   | 0.78%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.50                                                                      | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3058634 | PA      | $2981598.47   | 0.77%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                     | Ginnie Mae II Pool 4.00                                                                      | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4385553 | PA      | $4122043.66   | 1.07%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                        | GLP Capital LP / GLP Financing II Inc 5.25 02/15/2033                                        | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    409000 | PA      | $401287.41    | 0.10%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP 5.60                                                           | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |    738152 | PA      | $743270.05    | 0.19%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                          | MFA 2023-NQM3 Trust 6.62                                                                     | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    963593 | PA      | $966257.11    | 0.25%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                                  | MP 2023 LLC 5.55                                                                             | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409995 | PA      | $1400991.12   | 0.36%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                    | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                   | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |    651000 | NS      | $655491.90    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 5.52 11/19/2055                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $144424.54    | 0.04%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 4.89 10/22/2036                                                               | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $246608.84    | 0.06%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                       | Morgan Stanley Capital I Trust 2018-H3 3.00                                                  | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289000 | PA      | $239427.43    | 0.06%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                       | Morgan Stanley Capital I Trust 2020-L4 2.50                                                  | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628000 | PA      | $480958.26    | 0.12%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.38 08/01/2033                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    345000 | PA      | $349137.93    | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                       | Romanian Government International Bond 5.75 07/04/2036                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   1700000 | PA      | $1580757.60   | 0.41%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 4.90 09/15/2031                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    595000 | PA      | $594298.03    | 0.15%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 5.20 03/15/2033                                                               | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $439375.42    | 0.11%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 6.55 03/15/2056                                                               | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    320000 | PA      | $321325.35    | 0.08%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-Ces1                          | Santander Mortgage Asset Receivable Trust 2025-Ces1 5.04                                     | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |   1863189 | PA      | $1856095.27   | 0.48%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                          | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                                     | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   1548331 | PA      | $1537675.00   | 0.40%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                          | Santander Mortgage Asset Receivable Trust 2026-CES1 4.98                                     | CUSIP: 802932AB9<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |    480720 | PA      | $476864.17    | 0.12%             | 2056-01-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                          | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                                     | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |   1128873 | PA      | $1117357.94   | 0.29%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                          | Saudi Government International Bond 4.88 01/12/2036                                          | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |   2100000 | PA      | $2049319.88   | 0.53%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                      | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   1638000 | NS      | $1627921.39   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                             | Light & Wonder International Inc 7.25 11/15/2029                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    555000 | PA      | $566030.63    | 0.15%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                       | Sempra 3.25 06/15/2027                                                                       | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    332000 | PA      | $327418.00    | 0.08%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                       | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $995013.68    | 0.26%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-11                                               | Sequoia Mortgage Trust 2025-11 5.00                                                          | CUSIP: 816950AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1655558 | PA      | $1643169.15   | 0.43%             | 2055-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-6                                                | Sequoia Mortgage Trust 2024-6 6.00                                                           | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    528783 | PA      | $529114.89    | 0.14%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                                | Sequoia Mortgage Trust 2024-2 5.98                                                           | CUSIP: 81749HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753859 | PA      | $756687.01    | 0.20%             | 2054-03-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295027 | PA      | $295515.48    | 0.08%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141157 | PA      | $141091.89    | 0.04%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                         | Shell Finance US Inc 4.38 05/11/2045                                                         | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $123396.10    | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                      | Sierra Pacific Power Co 6.38 09/15/2056                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    255000 | PA      | $252992.69    | 0.07%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    602000 | PA      | $621427.14    | 0.16%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                          | Towd Point Mortgage Trust 2024-CES1 5.85                                                     | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617604 | PA      | $619086.68    | 0.16%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Trackside Rail LLC                                                           | Trackside Rail LLC 4.89                                                                      | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1466000 | PA      | $1450860.03   | 0.38%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.63 01/15/2029                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    195000 | PA      | $191716.01    | 0.05%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.88 05/01/2029                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    635000 | PA      | $626058.31    | 0.16%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    808000 | PA      | $865117.52    | 0.22%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   1550000 | NS      | $1653005.59   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                       | UBS Commercial Mortgage Trust 2018-C15 5.14                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $219084.34    | 0.06%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC 6.25 03/15/2031                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $317210.87    | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                          | United Airlines Inc 4.63 04/15/2029                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309260.35    | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                 | United Airlines Holdings Inc 5.38 03/01/2031                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    680000 | PA      | $666785.36    | 0.17%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                              | United Nations Development Corp 6.54% 08/01/2055                                             | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73933.38     | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                             | United Rentals North America Inc 6.00 12/15/2029                                             | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    325000 | PA      | $330640.70    | 0.09%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.25 08/31/2030                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2116488.28   | 0.55%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.25 02/28/2031                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2634074.22   | 0.68%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.05 04/15/2053                                                       | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    545000 | PA      | $479901.16    | 0.12%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.50 07/15/2044                                                       | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    429000 | PA      | $414280.49    | 0.11%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                       | UnitedHealth Group Inc 5.30 06/15/2035                                                       | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    161000 | PA      | $164320.65    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue        | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060       | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $143087.02    | 0.04%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    477000 | PA      | $505525.55    | 0.13%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.50 06/15/2034                                           | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       961 | PA      | $1000.96      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                   | Verizon Communications Inc 5.88 11/30/2055                                                   | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111939.05    | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-2                                            | Verus Securitization Trust 2026-2 5.05                                                       | CUSIP: 92490GAM0<br>LEI: 213800OKSLL73WD2H386 | Long             | ABS-MBS          | CORP              | US        |   2309302 | PA      | $2285243.77   | 0.59%             | 2071-02-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                       | VERTICAL BRIDGE CC LLC 5.16                                                                  | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   1508826 | PA      | $1503799.35   | 0.39%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                            | Verus Securitization Trust 2024-4 6.22                                                       | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    436646 | PA      | $440492.22    | 0.11%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 4.38 03/15/2043                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    182000 | PA      | $110172.27    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 6.25 02/28/2057                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    394000 | PA      | $265950.00    | 0.07%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                            | Vornado Realty LP 5.75 02/01/2033                                                            | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    660000 | PA      | $647607.10    | 0.17%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                       | Webster Financial Corp 5.78 09/11/2035                                                       | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    455000 | PA      | $462237.23    | 0.12%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    278068 | PA      | $267241.94    | 0.07%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    530050 | PA      | $491443.83    | 0.13%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                               | Weir Group Inc 5.35 05/06/2030                                                               | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    428000 | PA      | $433953.45    | 0.11%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3138YGYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192393 | PA      | $180762.82    | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                           | Freddie Mac REMICS 4.29                                                                      | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     48596 | PA      | $48432.45     | 0.01%             | 2037-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.01 04/04/2051                                                             | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $313032.56    | 0.08%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.61 04/23/2036                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    530000 | PA      | $542555.29    | 0.14%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 5.43 01/23/2047                                                             | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241807.96    | 0.06%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                       | WESCO Distribution Inc 5.50 04/15/2034                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    143000 | PA      | $141190.91    | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                                                        | Western Alliance Bank 6.54 11/15/2035                                                        | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    850000 | PA      | $833327.25    | 0.22%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                  | Workday Inc 3.80 04/01/2032                                                                  | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    431000 | PA      | $400257.80    | 0.10%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.17                                                                         | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     11977 | PA      | $12157.28     | 0.00%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1121981 | PA      | $999191.89    | 0.26%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    508607 | PA      | $484957.84    | 0.13%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    727022 | PA      | $709296.72    | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                              | Xcel Energy Inc 5.75 12/03/2056                                                              | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    508000 | PA      | $496050.74    | 0.13%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.00                                                                         | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    926740 | PA      | $925032.65    | 0.24%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.00                                                                         | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1452482 | PA      | $1372078.91   | 0.36%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.00                                                                         | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1286014 | PA      | $1143943.24   | 0.30%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 3.50                                                                         | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1195900 | PA      | $1100243.86   | 0.29%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    423713 | PA      | $410874.42    | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    604863 | PA      | $614282.98    | 0.16%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 5.50                                                                         | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3148914 | PA      | $3173418.44   | 0.82%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3937274 | PA      | $3812862.35   | 0.99%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 4.50                                                                         | CUSIP: 3140W5AT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    744079 | PA      | $721302.87    | 0.19%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.50                                                                         | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1361903 | PA      | $1165513.48   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                              | Fannie Mae Pool 2.00                                                                         | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2908701 | PA      | $2384121.73   | 0.62%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-2                        | Morgan Stanley Residential Mortgage Loan Trust 2023-2 6.00                                   | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188520 | PA      | $1192157.81   | 0.31%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.73 07/18/2031                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269215.47    | 0.07%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2                     | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 4.73                                | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085185 | PA      | $1075556.91   | 0.28%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                               | Mosaic Solar Loan Trust 2023-2 5.36                                                          | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520166 | PA      | $497718.45    | 0.13%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                             | NMI Holdings Inc 6.00 08/15/2029                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    925000 | PA      | $946756.05    | 0.25%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society 4.13 10/18/2032                                                  | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246857.79    | 0.06%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NatWest Group PLC 3.03 11/28/2035                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    597000 | PA      | $543752.44    | 0.14%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                     | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1095446.68   | 0.28%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                          | New Jersey Turnpike Authority 7.10% 01/01/2041                                               | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $46189.41     | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                          | City of New York NY 5.83% 10/01/2053                                                         | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $761983.65    | 0.20%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 4.75 11/01/2028                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1038136.43   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 7.25 04/15/2034                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    552000 | PA      | $554228.25    | 0.14%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 6.50 09/15/2033                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    466000 | PA      | $469832.38    | 0.12%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                      | ONNI Commerical Mortgage Trust 2024-APT 5.20                                                 | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1372750.50   | 0.36%             | 2039-07-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.38 07/15/2040                                                                  | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13143.48     | 0.00%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                                    | Niagara Mohawk Power Corp 4.65 10/03/2030                                                    | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144485.92    | 0.04%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                                      | Northern Natural Gas Co 5.63 02/01/2054                                                      | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90658.79     | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                          | Northern Trust Corp 3.38 05/08/2032                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    661000 | PA      | $651982.29    | 0.17%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                            | Novant Health Inc 3.17 11/01/2051                                                            | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    210000 | PA      | $137900.46    | 0.04%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    870000 | PA      | $828801.03    | 0.21%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 5.20 09/26/2035                                                                  | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    487000 | PA      | $457049.13    | 0.12%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                        | Novartis Capital Corp 4.60 03/18/2033                                                        | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308773.71    | 0.08%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL Mortgage Trust                                                 | THPT 2023-THL Mortgage Trust 7.67                                                            | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $977155.11    | 0.25%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                                      | Provident Funding Mortgage Trust 2024-1 5.50                                                 | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1104566 | PA      | $1106057.29   | 0.29%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                                      | Provident Funding Mortgage Trust 2025-2 5.50                                                 | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840317 | PA      | $841288.49    | 0.22%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                             | Puget Energy Inc 7.00 09/15/2056                                                             | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    492000 | PA      | $488406.16    | 0.13%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                             | Puget Energy Inc 7.25 09/15/2056                                                             | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    492000 | PA      | $490152.44    | 0.13%             | 2056-09-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       246 | NC      | $97536.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                          | US 10yr Ultra Fut Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -77 | NC      | $15052.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                               | SWAP 12.98 01/02/31                                                                          | CUSIP: SLA5CB4A9<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | BR        |  15000000 | OU      | $-91076.93    | -0.02%            | 2031-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                | MARKIT CDX.NA.HY.45 12/30                                                                    | CUSIP: SPDX0BBS2<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  11088000 | OU      | $602391.38    | 0.16%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer