# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-077833
**Filing Date:** 2026-2
**Character Count:** 281132
**Document Hash:** 295ead26352ba20f05e3bcbd724e36f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-077833.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-077833

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260226

**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:** 26691251

**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

### DIVERSIFIED BOND FUND (Series ID: S000006579)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017955 | INVESTOR CLASS | ADFIX           |
| C000017956 | A CLASS        | ADFAX           |
| C000017957 | I CLASS        | ACBPX           |
| C000017960 | C CLASS        | CDBCX           |
| C000017961 | R CLASS        | ADVRX           |
| C000131613 | R6 CLASS       | ADDVX           |
| C000189684 | Y CLASS        | ADVYX           |
| C000189686 | R5 CLASS       | ADRVX           |
| C000237256 | G CLASS        | ACDOX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Diversified Bond Fund**

**December 31, 2025**

------

---

| |
|:---|
| **<u>Diversified Bond Fund - Schedule of Investments</u>** |
| **DECEMBER 31, 2025 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount ($)/Shares** | **Value ($)** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 29.7%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.0%** |  |  |
| FNMA, VRN, 3.17%, (1-year RFUCC plus 1.61%), 3/1/47 | 738379 | 748313 |
| FNMA, VRN, 3.11%, (1-year RFUCC plus 1.61%), 4/1/47 | 500665 | 506986 |
|  |  | 1255299 |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 29.7%** |  |  |
| FHLMC, 6.00%, 9/1/35 | 722567 | 754002 |
| FHLMC, 6.00%, 2/1/38 | 430484 | 455934 |
| FHLMC, 3.50%, 2/1/49 | 20081722 | 18809130 |
| FHLMC, 3.00%, 1/1/50 | 19128328 | 16942918 |
| FHLMC, 3.50%, 5/1/50 | 4270054 | 3984289 |
| FHLMC, 2.50%, 5/1/51 | 7348150 | 6293000 |
| FHLMC, 3.00%, 7/1/51 | 10555324 | 9402889 |
| FHLMC, 2.00%, 8/1/51 | 23045264 | 18810787 |
| FHLMC, 2.50%, 8/1/51 | 21752332 | 18531918 |
| FHLMC, 3.00%, 12/1/51 | 16598768 | 14745175 |
| FHLMC, 3.00%, 2/1/52 | 14948579 | 13416392 |
| FHLMC, 3.50%, 5/1/52 | 10179682 | 9510321 |
| FHLMC, 4.00%, 5/1/52 | 16308206 | 15576558 |
| FHLMC, 4.00%, 5/1/52 | 13962311 | 13388198 |
| FHLMC, 3.00%, 6/1/52 | 7497262 | 6716783 |
| FHLMC, 4.00%, 6/1/52 | 28478251 | 27307246 |
| FHLMC, 5.00%, 7/1/52 | 7825996 | 7906142 |
| FHLMC, 4.50%, 8/1/52 | 5700816 | 5631028 |
| FHLMC, 4.50%, 10/1/52 | 28712206 | 28195331 |
| FHLMC, 4.50%, 10/1/52 | 11502203 | 11279713 |
| FHLMC, 5.50%, 11/1/52 | 7426226 | 7575765 |
| FHLMC, 6.00%, 11/1/52 | 26914938 | 27852622 |
| FHLMC, 5.50%, 12/1/52 | 5848462 | 5977792 |
| FHLMC, 6.00%, 1/1/53 | 22775015 | 23519558 |
| FHLMC, 6.50%, 11/1/53 | 19969981 | 20811543 |
| FHLMC, 5.50%, 4/1/54 | 20301562 | 20749147 |
| FNMA, 6.00%, 12/1/33 | 330107 | 342034 |
| FNMA, 6.00%, 9/1/37 | 550578 | 582634 |
| FNMA, 6.00%, 11/1/37 | 460274 | 487073 |
| FNMA, 4.50%, 4/1/39 | 563387 | 568565 |
| FNMA, 4.50%, 5/1/39 | 1629466 | 1644441 |
| FNMA, 6.50%, 5/1/39 | 263056 | 279979 |
| FNMA, 4.50%, 9/1/39 | 517586 | 521847 |
| FNMA, 4.50%, 10/1/39 | 2639793 | 2664064 |
| FNMA, 4.50%, 11/1/40 | 359605 | 362856 |
| FNMA, 3.50%, 12/1/40 | 60201 | 58122 |
| FNMA, 4.00%, 8/1/41 | 2463967 | 2413666 |
| FNMA, 4.50%, 9/1/41 | 361856 | 363846 |
| FNMA, 4.00%, 12/1/41 | 1217631 | 1191513 |
| FNMA, 3.50%, 5/1/42 | 539657 | 518511 |
| FNMA, 4.00%, 11/1/45 | 958288 | 927736 |
| FNMA, 4.00%, 11/1/45 | 873142 | 844853 |
| FNMA, 4.00%, 2/1/46 | 1542694 | 1492556 |
| FNMA, 4.00%, 4/1/46 | 2423749 | 2345476 |

---

------

---

| | | |
|:---|:---|:---|
| FNMA, 3.00%, 5/1/50 | 2485364 | 2254670 |
| FNMA, 2.50%, 6/1/50 | 21599776 | 18490341 |
| FNMA, 2.50%, 2/1/51 | 20974358 | 18087022 |
| FNMA, 3.00%, 6/1/51 | 1260118 | 1139768 |
| FNMA, 2.50%, 12/1/51 | 19730999 | 16938801 |
| FNMA, 2.50%, 2/1/52 | 8700489 | 7482865 |
| FNMA, 3.00%, 2/1/52 | 17955072 | 16086387 |
| FNMA, 3.00%, 2/1/52 | 15129451 | 13554759 |
| FNMA, 2.00%, 3/1/52 | 27978628 | 22993627 |
| FNMA, 3.00%, 4/1/52 | 9362376 | 8385116 |
| FNMA, 3.50%, 4/1/52 | 5613142 | 5205145 |
| FNMA, 4.00%, 4/1/52 | 18527736 | 17697961 |
| FNMA, 4.00%, 4/1/52 | 8027840 | 7697747 |
| FNMA, 4.00%, 4/1/52 | 5697935 | 5446136 |
| FNMA, 3.00%, 5/1/52 | 12750246 | 11499545 |
| FNMA, 3.50%, 5/1/52 | 30009195 | 27917958 |
| FNMA, 3.50%, 5/1/52 | 23229613 | 21547580 |
| FNMA, 3.50%, 5/1/52 | 20165769 | 18950817 |
| FNMA, 4.00%, 5/1/52 | 14036577 | 13379931 |
| FNMA, 3.50%, 6/1/52 | 22753596 | 21351096 |
| FNMA, 2.50%, 7/1/52 | 12097762 | 10300562 |
| FNMA, 4.50%, 7/1/52 | 14033195 | 13761749 |
| FNMA, 5.00%, 8/1/52 | 44570495 | 44787546 |
| FNMA, 4.50%, 9/1/52 | 9244634 | 9141149 |
| FNMA, 5.00%, 9/1/52 | 12155602 | 12266500 |
| FNMA, 5.00%, 10/1/52 | 14480215 | 14526096 |
| FNMA, 5.50%, 10/1/52 | 17689093 | 18019857 |
| FNMA, 5.00%, 1/1/53 | 18943695 | 19001764 |
| FNMA, 5.50%, 1/1/53 | 36911712 | 37657605 |
| FNMA, 5.50%, 1/1/53 | 31327709 | 31877251 |
| FNMA, 6.50%, 1/1/53 | 20898604 | 21800531 |
| FNMA, 6.00%, 9/1/53 | 18281301 | 19016378 |
| FNMA, 6.00%, 9/1/53 | 11485538 | 11829191 |
| FNMA, 5.50%, 3/1/54 | 27051113 | 27512464 |
| FNMA, 4.50%, 4/1/54 | 44419896 | 43502597 |
| FNMA, 6.00%, 5/1/54 | 19824172 | 20419335 |
| GNMA, 5.00%, TBA | 12504000 | 12477376 |
| GNMA, 7.00%, 4/20/26 | 9 | 10 |
| GNMA, 7.50%, 8/15/26 | 90 | 90 |
| GNMA, 8.00%, 8/15/26 | 8 | 8 |
| GNMA, 6.50%, 5/15/28 | 2254 | 2325 |
| GNMA, 7.00%, 5/15/31 | 3683 | 3846 |
| GNMA, 6.00%, 7/15/33 | 188091 | 193572 |
| GNMA, 4.50%, 8/15/33 | 329948 | 329791 |
| GNMA, 6.00%, 9/20/38 | 154294 | 164893 |
| GNMA, 6.00%, 1/20/39 | 56136 | 59120 |
| GNMA, 6.00%, 2/20/39 | 58140 | 61230 |
| GNMA, 4.50%, 4/15/39 | 295423 | 293904 |
| GNMA, 4.50%, 6/15/39 | 439900 | 441691 |
| GNMA, 5.00%, 9/15/39 | 14686 | 15116 |
| GNMA, 5.00%, 10/15/39 | 219704 | 226131 |
| GNMA, 4.50%, 1/15/40 | 422540 | 423870 |
| GNMA, 4.00%, 11/20/40 | 564911 | 552610 |
| GNMA, 4.00%, 12/15/40 | 215760 | 208042 |
| GNMA, 4.50%, 12/15/40 | 865608 | 865222 |

---

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| | | |
|:---|:---|:---|
| GNMA, 4.50%, 6/15/41 | 166064 | 165307 |
| GNMA, 3.50%, 6/20/42 | 4241697 | 4013633 |
| GNMA, 3.00%, 5/20/50 | 7332269 | 6605995 |
| GNMA, 3.00%, 7/20/50 | 14289524 | 12885974 |
| GNMA, 3.50%, 2/20/51 | 1785212 | 1647677 |
| GNMA, 3.50%, 6/20/51 | 7411530 | 6854180 |
| GNMA, 3.00%, 7/20/51 | 11535744 | 10385905 |
| GNMA, 4.00%, 9/20/52 | 34757194 | 33128857 |
| GNMA, 4.50%, 9/20/52 | 31251790 | 30688614 |
| GNMA, 4.50%, 10/20/52 | 32704348 | 32109947 |
| GNMA, 4.00%, 4/20/54 | 51649649 | 49065243 |
| GNMA, 5.00%, 12/20/54 | 26865075 | 26898639 |
| UMBS, 5.00%, TBA | 105900000 | 105626977 |
|  |  | 1339677595 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $1,345,551,034) |  | **1340932894** |
| **U.S. TREASURY SECURITIES — 20.0%** |  |  |
| U.S. Treasury Notes, 3.50%, 10/31/27 | 32000000 | 32009375 |
| U.S. Treasury Notes, 3.875%, 6/15/28<sup>(1)</sup> | 22000000 | 22192070 |
| U.S. Treasury Notes, 4.125%, 3/31/29<sup>(1)</sup> | 65000000 | 66089258 |
| U.S. Treasury Notes, 4.00%, 5/31/30 | 100000000 | 101289062 |
| U.S. Treasury Notes, 3.625%, 8/31/30 | 68000000 | 67770234 |
| U.S. Treasury Notes, 4.125%, 8/31/30 | 110000000 | 111955078 |
| U.S. Treasury Notes, 3.625%, 10/31/30 | 10500000 | 10457344 |
| U.S. Treasury Notes, 3.50%, 11/30/30 | 51000000 | 50493984 |
| U.S. Treasury Notes, 4.375%, 11/30/30 | 161000000 | 165653906 |
| U.S. Treasury Notes, 3.75%, 12/31/30 | 27000000 | 27018984 |
| U.S. Treasury Notes, 4.00%, 1/31/31 | 10000000 | 10117383 |
| U.S. Treasury Notes, 4.25%, 2/28/31 | 51000000 | 52180371 |
| U.S. Treasury Notes, 3.875%, 8/31/32 | 50000000 | 49877930 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 30000000 | 30346875 |
| U.S. Treasury Notes, 3.75%, 11/30/32 | 105000000 | 103802344 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $894,367,183) |  | **901254198** |
| **CORPORATE BONDS — 19.7%** |  |  |
| **Aerospace and Defense — 0.2%** |  |  |
| Boeing Co., 5.71%, 5/1/40 | 5970000 | 6099569 |
| Northrop Grumman Corp., 5.15%, 5/1/40 | 2113000 | 2101932 |
| Textron, Inc., 4.95%, 3/15/36 | 2922000 | 2901975 |
|  |  | 11103476 |
| **Air Freight and Logistics — 0.3%** |  |  |
| GXO Logistics, Inc., 6.25%, 5/6/29 | 8953000 | 9441518 |
| GXO Logistics, Inc., 6.50%, 5/6/34 | 2203000 | 2385223 |
|  |  | 11826741 |
| **Automobiles — 0.6%** |  |  |
| American Honda Finance Corp., 4.95%, 1/9/26 | 6230000 | 6231152 |
| Ford Motor Credit Co. LLC, 7.20%, 6/10/30 | 5540000 | 5942383 |
| Ford Motor Credit Co. LLC, 6.05%, 11/5/31 | 5981000 | 6135070 |
| General Motors Financial Co., Inc., 5.60%, 6/18/31 | 3540000 | 3693968 |
| General Motors Financial Co., Inc., 6.15%, 7/15/35 | 2415000 | 2546002 |
| Hyundai Capital America, 6.50%, 1/16/29<sup>(2)</sup> | 1046000 | 1108466 |
|  |  | 25657041 |
| **Banks — 2.3%** |  |  |
| Bank of America Corp., VRN, 5.51%, 1/24/36 | 4280000 | 4464989 |
| Bank of Montreal, VRN, 7.70%, 5/26/84 | 5034000 | 5348392 |

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| | | |
|:---|:---|:---|
| Bank of Nova Scotia, VRN, 8.625%, 10/27/82 | 7022000 | 7462525 |
| Bank of Nova Scotia, VRN, 8.00%, 1/27/84 | 6470000 | 6955192 |
| BPCE SA, VRN, 3.65%, 1/14/37<sup>(2)</sup> | 6120000 | 5597975 |
| Citigroup, Inc., VRN, 5.17%, 9/11/36 | 3675000 | 3710965 |
| Citigroup, Inc., VRN, 5.61%, 3/4/56 | 2385000 | 2376556 |
| Intesa Sanpaolo SpA, VRN, 4.20%, 6/1/32<sup>(2)</sup> | 4231000 | 4038987 |
| Intesa Sanpaolo SpA, VRN, 4.95%, 6/1/42<sup>(2)</sup> | 2640000 | 2253554 |
| JPMorgan Chase & Co., VRN, 5.10%, 4/22/31 | 6795000 | 7018579 |
| JPMorgan Chase & Co., VRN, 5.77%, 4/22/35 | 8108000 | 8644682 |
| JPMorgan Chase & Co., VRN, 5.29%, 7/22/35 | 2644000 | 2728702 |
| Morgan Stanley Private Bank NA, VRN, 4.73%, 7/18/31 | 2370000 | 2402951 |
| Morgan Stanley Private Bank NA, VRN, 4.47%, 11/19/31 | 9102000 | 9127812 |
| NatWest Group PLC, VRN, 3.03%, 11/28/35 | 6606000 | 6078805 |
| Synovus Bank, VRN, 5.96%, 1/15/36 | 7544000 | 7588298 |
| Toronto-Dominion Bank, VRN, 8.125%, 10/31/82 | 6693000 | 7063316 |
| Wells Fargo & Co., VRN, 5.61%, 4/23/36 | 5790000 | 6070989 |
| Wells Fargo & Co., VRN, 5.01%, 4/4/51 | 4020000 | 3676562 |
|  |  | 102609831 |
| **Biotechnology — 0.2%** |  |  |
| Amgen, Inc., 5.65%, 3/2/53 | 5440000 | 5330513 |
| Genmab AS/Genmab Finance LLC, 6.25%, 12/15/32<sup>(2)</sup> | 5600000 | 5743033 |
|  |  | 11073546 |
| **Broadline Retail — 0.2%** |  |  |
| Amazon.com, Inc., 4.65%, 11/20/35 | 7490000 | 7462638 |
| **Building Products — 0.0%** |  |  |
| Carlisle Cos., Inc., 5.55%, 9/15/40 | 1995000 | 2023321 |
| **Capital Markets — 2.1%** |  |  |
| Blackstone Private Credit Fund, 5.95%, 7/16/29 | 5800000 | 5920166 |
| Blue Owl Capital Corp., 5.95%, 3/15/29 | 3376000 | 3407992 |
| Blue Owl Technology Finance Corp., 6.10%, 3/15/28<sup>(2)</sup> | 12035000 | 12116921 |
| Blue Owl Technology Finance Corp., 6.75%, 4/4/29 | 4535000 | 4640199 |
| Citadel Finance LLC, 5.90%, 2/10/30<sup>(2)</sup> | 2546000 | 2600245 |
| Goldman Sachs Group, Inc., VRN, 6.48%, 10/24/29 | 7265000 | 7707374 |
| Goldman Sachs Group, Inc., VRN, 4.37%, 10/21/31 | 5470000 | 5458134 |
| Golub Capital BDC, Inc., 7.05%, 12/5/28 | 3688000 | 3893272 |
| Golub Capital Private Credit Fund, 5.45%, 8/15/28<sup>(2)</sup> | 4470000 | 4502781 |
| HPS Corporate Lending Fund, 5.45%, 1/14/28 | 2015000 | 2037922 |
| HPS Corporate Lending Fund, 4.90%, 9/11/28<sup>(2)</sup> | 3500000 | 3482933 |
| HPS Corporate Lending Fund, 6.25%, 9/30/29 | 2252000 | 2335847 |
| LPL Holdings, Inc., 5.15%, 6/15/30 | 4535000 | 4627192 |
| Morgan Stanley, VRN, 6.41%, 11/1/29 | 2215000 | 2348147 |
| Morgan Stanley, VRN, 6.63%, 11/1/34 | 9445000 | 10564920 |
| Morgan Stanley, VRN, 5.83%, 4/19/35 | 1915000 | 2035772 |
| Morgan Stanley, VRN, 4.89%, 10/22/36 | 2075000 | 2057423 |
| Morgan Stanley, VRN, 5.52%, 11/19/55 | 1680000 | 1661759 |
| Northern Trust Corp., VRN, 3.375%, 5/8/32 | 15401000 | 15193869 |
|  |  | 96592868 |
| **Chemicals — 0.1%** |  |  |
| Solstice Advanced Materials, Inc., 5.625%, 9/30/33<sup>(2)</sup> | 2470000 | 2493253 |
| **Construction Materials — 0.1%** |  |  |
| Eagle Materials, Inc., 5.00%, 3/15/36 | 4872000 | 4775118 |
| **Consumer Finance — 0.3%** |  |  |
| Ally Financial, Inc., 8.00%, 11/1/31 | 8133000 | 9243159 |
| Capital One Financial Corp., VRN, 2.36%, 7/29/32 | 5160000 | 4522893 |
|  |  | 13766052 |

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| | | |
|:---|:---|:---|
| **Diversified Consumer Services — 0.2%** |  |  |
| Duke University, 3.30%, 10/1/46 | 3000000 | 2228472 |
| Leland Stanford Junior University, 4.68%, 3/1/35 | 895000 | 903895 |
| Massachusetts Institute of Technology, 5.62%, 6/1/55 | 1470000 | 1511992 |
| Novant Health, Inc., 3.17%, 11/1/51 | 2485000 | 1661403 |
| Pepperdine University, 3.30%, 12/1/59 | 5873000 | 3733201 |
|  |  | 10038963 |
| **Diversified REITs — 0.3%** |  |  |
| Essex Portfolio LP, 4.875%, 2/15/36 | 5730000 | 5619039 |
| Kilroy Realty LP, 3.05%, 2/15/30 | 2455000 | 2286160 |
| Kilroy Realty LP, 2.50%, 11/15/32 | 3125000 | 2611381 |
| Piedmont Operating Partnership LP, 6.875%, 7/15/29 | 823000 | 874597 |
| Trust 2401, 4.87%, 1/15/30<sup>(2)</sup> | 598000 | 589425 |
| Trust Fibra Uno, 4.87%, 1/15/30<sup>(2)</sup> | 309000 | 302603 |
| Ventas Realty LP, 5.00%, 2/15/36 | 2226000 | 2212406 |
|  |  | 14495611 |
| **Diversified Telecommunication Services — 0.2%** |  |  |
| Sprint Capital Corp., 6.875%, 11/15/28 | 2659000 | 2854374 |
| Verizon Communications, Inc., 4.75%, 1/15/33 | 1714000 | 1713165 |
| Verizon Communications, Inc., 5.875%, 11/30/55 | 2066000 | 2042632 |
|  |  | 6610171 |
| **Electric Utilities — 1.2%** |  |  |
| Arizona Public Service Co., 5.70%, 8/15/34 | 3442000 | 3621441 |
| Commonwealth Edison Co., 5.95%, 6/1/55 | 1482000 | 1542323 |
| Duke Energy Florida LLC, 4.85%, 12/1/35 | 2290000 | 2281013 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 | 2835000 | 2944875 |
| Duke Energy Progress LLC, 4.35%, 3/6/27 | 3806000 | 3832958 |
| Duke Energy Progress LLC, 5.35%, 3/15/53 | 1510000 | 1449420 |
| Electricite de France SA, 6.95%, 1/26/39<sup>(2)</sup> | 7703000 | 8605168 |
| Kentucky Utilities Co., 5.85%, 8/15/55 | 3161000 | 3189661 |
| Louisville Gas & Electric Co., 5.85%, 8/15/55 | 921000 | 928956 |
| MidAmerican Energy Co., 5.85%, 9/15/54 | 12477000 | 12891506 |
| Niagara Mohawk Power Corp., 4.65%, 10/3/30<sup>(2)</sup> | 900000 | 906989 |
| RWE Finance U.S. LLC, 5.125%, 9/18/35<sup>(2)</sup> | 1577000 | 1568749 |
| Southern Co., Series B, VRN, 4.00%, 1/15/51 | 3408000 | 3418958 |
| Southern Co. Gas Capital Corp., 5.10%, 9/15/35 | 4625000 | 4673069 |
|  |  | 51855086 |
| **Electronic Equipment, Instruments and Components — 0.1%** |  |  |
| Amphenol Corp., 4.625%, 2/15/36 | 5250000 | 5145569 |
| **Entertainment — 0.2%** |  |  |
| Beignet Investor LLC, 6.58%, 5/30/49<sup>(2)</sup> | 2166000 | 2290347 |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 | 5959000 | 5891961 |
|  |  | 8182308 |
| **Financial Services — 0.8%** |  |  |
| Antares Holdings LP, 6.35%, 10/23/29<sup>(2)</sup> | 11010000 | 11244443 |
| Atlas Warehouse Lending Co. LP, 6.25%, 1/15/30<sup>(2)</sup> | 12593000 | 13265303 |
| Atlas Warehouse Lending Co. LP, 4.95%, 11/15/30<sup>(2)</sup> | 3105000 | 3116982 |
| Corebridge Financial, Inc., VRN, 6.375%, 9/15/54 | 3312000 | 3339165 |
| Nationwide Building Society, VRN, 4.125%, 10/18/32<sup>(2)</sup> | 5326000 | 5293124 |
|  |  | 36259017 |
| **Food Products — 0.2%** |  |  |
| Flowers Foods, Inc., 5.75%, 3/15/35 | 2270000 | 2280890 |
| Mars, Inc., 5.65%, 5/1/45<sup>(2)</sup> | 3965000 | 3999086 |
| Mars, Inc., 5.70%, 5/1/55<sup>(2)</sup> | 2252000 | 2244884 |
|  |  | 8524860 |

---

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| | | |
|:---|:---|:---|
| **Gas Utilities — 0.1%** |  |  |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/54 | 1884000 | 1824063 |
| Snam SpA, 6.50%, 5/28/55<sup>(2)</sup> | 2555000 | 2748568 |
|  |  | 4572631 |
| **Ground Transportation — 0.1%** |  |  |
| Ashtead Capital, Inc., 5.95%, 10/15/33<sup>(2)</sup> | 4946000 | 5235650 |
| United Rentals North America, Inc., 6.00%, 12/15/29<sup>(2)</sup> | 1280000 | 1315927 |
|  |  | 6551577 |
| **Health Care Equipment and Supplies — 0.3%** |  |  |
| Baxter International, Inc., 4.90%, 12/15/30 | 1700000 | 1713947 |
| Baxter International, Inc., 5.65%, 12/15/35 | 2406000 | 2435819 |
| Hologic, Inc., 3.25%, 2/15/29<sup>(2)</sup> | 2005000 | 1977694 |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/1/29<sup>(2)</sup> | 5775000 | 5977190 |
|  |  | 12104650 |
| **Health Care Providers and Services — 1.1%** |  |  |
| Centene Corp., 4.625%, 12/15/29 | 1475000 | 1431699 |
| CVS Health Corp., 5.45%, 9/15/35 | 1649000 | 1688554 |
| CVS Health Corp., 6.00%, 6/1/44 | 4970000 | 4998894 |
| CVS Health Corp., VRN, 7.00%, 3/10/55 | 3160000 | 3317046 |
| Duke University Health System, Inc., 3.92%, 6/1/47 | 2697000 | 2176784 |
| HCA, Inc., 4.90%, 11/15/35 | 6641000 | 6552851 |
| HCA, Inc., 6.20%, 3/1/55 | 1628000 | 1660276 |
| HCA, Inc., 5.70%, 11/15/55 | 4808000 | 4585400 |
| Icon Investments Six DAC, 6.00%, 5/8/34 | 1886000 | 1995373 |
| IQVIA, Inc., 6.25%, 2/1/29 | 4181000 | 4409777 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 3415000 | 2240930 |
| UnitedHealth Group, Inc., 5.30%, 6/15/35 | 2498000 | 2587300 |
| UnitedHealth Group, Inc., 5.50%, 7/15/44 | 5364000 | 5327469 |
| UnitedHealth Group, Inc., 5.05%, 4/15/53 | 6150000 | 5551048 |
|  |  | 48523401 |
| **Hotels, Restaurants and Leisure — 0.3%** |  |  |
| Carnival Corp., 4.00%, 8/1/28<sup>(2)</sup> | 7366000 | 7261068 |
| Carnival Corp., 5.125%, 5/1/29<sup>(2)</sup> | 2819000 | 2851671 |
| Hyatt Hotels Corp., 5.75%, 3/30/32 | 1365000 | 1430839 |
| Royal Caribbean Cruises Ltd., 6.00%, 2/1/33<sup>(2)</sup> | 2619000 | 2691928 |
|  |  | 14235506 |
| **Industrial Conglomerates — 0.1%** |  |  |
| Siemens Financieringsmaatschappij NV, 1.20%, 3/11/26<sup>(2)</sup> | 4250000 | 4229095 |
| **Insurance — 0.9%** |  |  |
| Athene Global Funding, 5.53%, 7/11/31<sup>(2)</sup> | 3307000 | 3392184 |
| Beacon Funding Trust, 6.27%, 8/15/54<sup>(2)</sup> | 3665000 | 3725567 |
| CNA Financial Corp., 5.20%, 8/15/35 | 6256000 | 6289372 |
| CNO Financial Group, Inc., 6.45%, 6/15/34 | 3076000 | 3256064 |
| Liberty Mutual Group, Inc., VRN, 4.125%, 12/15/51<sup>(2)</sup> | 5905000 | 5823818 |
| Lincoln National Corp., 7.00%, 6/15/40 | 3246000 | 3653413 |
| MetLife, Inc., 6.40%, 12/15/66 | 6347000 | 6662682 |
| MetLife, Inc., 10.75%, 8/1/69 | 4155000 | 5559934 |
| Wynnton Funding Trust II, 5.99%, 8/15/55<sup>(2)</sup> | 4201000 | 4241738 |
|  |  | 42604772 |
| **Interactive Media and Services — 0.6%** |  |  |
| Meta Platforms, Inc., 4.60%, 11/15/32 | 7490000 | 7552373 |
| Meta Platforms, Inc., 4.875%, 11/15/35 | 5290000 | 5284962 |
| Meta Platforms, Inc., 5.50%, 11/15/45 | 2455000 | 2385338 |
| Meta Platforms, Inc., 5.625%, 11/15/55 | 6800000 | 6531593 |

---

------

---

| | | |
|:---|:---|:---|
| Meta Platforms, Inc., 5.75%, 11/15/65 | 3730000 | 3561030 |
|  |  | 25315296 |
| **Machinery — 0.2%** |  |  |
| Allison Transmission, Inc., 5.875%, 12/1/33<sup>(2)</sup> | 4770000 | 4841847 |
| Weir Group, Inc., 5.35%, 5/6/30<sup>(2)</sup> | 3872000 | 3980146 |
|  |  | 8821993 |
| **Media — 0.2%** |  |  |
| Cox Communications, Inc., 5.70%, 6/15/33<sup>(2)</sup> | 3194000 | 3223150 |
| Paramount Global, 4.375%, 3/15/43 | 2950000 | 2052995 |
| Time Warner Cable LLC, 6.55%, 5/1/37 | 5401000 | 5518127 |
|  |  | 10794272 |
| **Metals and Mining — 0.3%** |  |  |
| Commercial Metals Co., 6.00%, 12/15/35<sup>(2)</sup> | 215000 | 220533 |
| Glencore Funding LLC, 5.19%, 4/1/30<sup>(2)</sup> | 4170000 | 4289221 |
| Glencore Funding LLC, 5.89%, 4/4/54<sup>(2)</sup> | 590000 | 587423 |
| Newmont Corp./Newcrest Finance Pty. Ltd., 5.35%, 3/15/34 | 4635000 | 4847495 |
| Rio Tinto Finance USA PLC, 5.75%, 3/14/55 | 2680000 | 2736091 |
|  |  | 12680763 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.3%** |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(2)</sup> | 8560000 | 8471488 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, 7/15/31<sup>(2)</sup> | 6550000 | 6949373 |
|  |  | 15420861 |
| **Multi-Utilities — 0.3%** |  |  |
| NiSource, Inc., 5.35%, 7/15/35 | 4063000 | 4155740 |
| Sempra, 3.25%, 6/15/27 | 1603000 | 1584082 |
| Sempra, VRN, 4.125%, 4/1/52 | 9779000 | 9618448 |
|  |  | 15358270 |
| **Oil, Gas and Consumable Fuels — 2.0%** |  |  |
| Cenovus Energy, Inc., 5.40%, 3/20/36 | 3248000 | 3245264 |
| Cheniere Energy, Inc., 4.625%, 10/15/28 | 4735000 | 4728634 |
| Columbia Pipelines Holding Co. LLC, 5.00%, 11/17/32<sup>(2)</sup> | 4236000 | 4237343 |
| Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/33<sup>(2)</sup> | 4155000 | 4449317 |
| Enbridge, Inc., VRN, 6.00%, 1/15/77 | 10700000 | 10760990 |
| Energy Transfer LP, 6.55%, 12/1/33 | 7091000 | 7775203 |
| Energy Transfer LP, 6.125%, 12/15/45 | 4280000 | 4205582 |
| Eni SpA, 5.95%, 5/15/54<sup>(2)</sup> | 3784000 | 3755912 |
| Enterprise Products Operating LLC, 5.20%, 1/15/36 | 2302000 | 2344756 |
| Expand Energy Corp., 6.75%, 4/15/29<sup>(2)</sup> | 743000 | 747420 |
| Ovintiv, Inc., 7.10%, 7/15/53 | 4220000 | 4508784 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 17745000 | 17185453 |
| Plains All American Pipeline LP/PAA Finance Corp., 5.60%, 1/15/36 | 3364000 | 3404841 |
| Repsol E&P Capital Markets U.S. LLC, 5.20%, 9/16/30<sup>(2)</sup> | 3866000 | 3922617 |
| Repsol E&P Capital Markets U.S. LLC, 5.98%, 9/16/35<sup>(2)</sup> | 1309000 | 1335556 |
| Santos Finance Ltd., 5.75%, 11/13/35<sup>(2)</sup> | 2820000 | 2805930 |
| Shell Finance U.S., Inc., 4.375%, 5/11/45 | 1520000 | 1313315 |
| SM Energy Co., 6.75%, 9/15/26 | 3630000 | 3648669 |
| Sunoco LP, 5.875%, 3/15/34<sup>(2)</sup> | 4191000 | 4192599 |
| Venture Global Plaquemines LNG LLC, 6.75%, 1/15/36<sup>(2)</sup> | 2963000 | 3036365 |
|  |  | 91604550 |
| **Passenger Airlines — 0.2%** |  |  |
| Southwest Airlines Co., 4.375%, 11/15/28 | 6120000 | 6134312 |
| United Airlines, Inc., 4.625%, 4/15/29<sup>(2)</sup> | 3540000 | 3527141 |
|  |  | 9661453 |
| **Personal Care Products — 0.1%** |  |  |
| Coty, Inc./HFC Prestige Products, Inc./HFC Prestige International U.S. LLC, 5.60%, 1/15/31<sup>(2)</sup> | 5605000 | 5661279 |

---

------

---

| | | |
|:---|:---|:---|
| **Pharmaceuticals — 0.3%** |  |  |
| Bristol-Myers Squibb Co., 5.55%, 2/22/54 | 4595000 | 4515797 |
| Merck & Co., Inc., 4.75%, 12/4/35 | 4167000 | 4153051 |
| Merck & Co., Inc., 5.70%, 9/15/55 | 3137000 | 3172324 |
|  |  | 11841172 |
| **Semiconductors and Semiconductor Equipment — 0.8%** |  |  |
| Foundry JV Holdco LLC, 5.50%, 1/25/31<sup>(2)</sup> | 5252000 | 5424609 |
| Foundry JV Holdco LLC, 5.875%, 1/25/34<sup>(2)</sup> | 2535000 | 2605741 |
| Foundry JV Holdco LLC, 6.25%, 1/25/35<sup>(2)</sup> | 5160000 | 5477196 |
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(2)</sup> | 3172000 | 3319800 |
| Foundry JV Holdco LLC, 6.30%, 1/25/39<sup>(2)</sup> | 6257000 | 6609512 |
| Intel Corp., 5.15%, 2/21/34 | 3525000 | 3570480 |
| Intel Corp., 5.60%, 2/21/54 | 2709000 | 2502708 |
| Micron Technology, Inc., 5.30%, 1/15/31 | 7615000 | 7896388 |
|  |  | 37406434 |
| **Software — 1.0%** |  |  |
| AppLovin Corp., 5.125%, 12/1/29 | 548000 | 562284 |
| AppLovin Corp., 5.375%, 12/1/31 | 1924000 | 1997842 |
| AppLovin Corp., 5.50%, 12/1/34 | 4345000 | 4466023 |
| Oracle Corp., 4.80%, 9/26/32 | 15865000 | 15320757 |
| Oracle Corp., 5.20%, 9/26/35 | 10765000 | 10317605 |
| Oracle Corp., 5.50%, 9/27/64 | 2658000 | 2123515 |
| Synopsys, Inc., 5.00%, 4/1/32 | 8436000 | 8627004 |
|  |  | 43415030 |
| **Specialized REITs — 0.2%** |  |  |
| American Tower Corp., 5.35%, 3/15/35 | 3374000 | 3460618 |
| EPR Properties, 4.95%, 4/15/28 | 6545000 | 6598581 |
|  |  | 10059199 |
| **Specialty Retail — 0.3%** |  |  |
| Lowe's Cos., Inc., 4.50%, 10/15/32 | 5035000 | 5009263 |
| Lowe's Cos., Inc., 4.85%, 10/15/35 | 7365000 | 7308101 |
|  |  | 12317364 |
| **Technology Hardware, Storage and Peripherals — 0.1%** |  |  |
| Dell International LLC/EMC Corp., 5.30%, 4/1/32 | 2117000 | 2178035 |
| **Textiles, Apparel and Luxury Goods — 0.2%** |  |  |
| Gildan Activewear, Inc., 4.70%, 10/7/30<sup>(2)</sup> | 3775000 | 3757649 |
| Gildan Activewear, Inc., 5.40%, 10/7/35<sup>(2)</sup> | 5035000 | 5026459 |
|  |  | 8784108 |
| **Wireless Telecommunication Services — 0.1%** |  |  |
| T-Mobile USA, Inc., 6.70%, 12/15/33 | 5718000 | 6412753 |
| **TOTAL CORPORATE BONDS**<br>(Cost $884,225,891) |  | **891049934** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 11.8%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 11.4%** |  |  |
| Bravo Residential Funding Trust, Series 2025-NQM3, Class A1, 5.57%, 3/25/65<sup>(2)</sup> | 7599218 | 7669494 |
| BRAVO Residential Funding Trust, Series 2024-RPL1, Class A1, SEQ, VRN, 3.25%, 10/25/63<sup>(2)</sup> | 15968301 | 14928807 |
| Chase Home Lending Mortgage Trust, Series 2024-10, Class A4, VRN, 6.00%, 10/25/55<sup>(2)</sup> | 10474844 | 10607133 |
| Chase Home Lending Mortgage Trust, Series 2024-2, Class A4A, SEQ, VRN, 6.00%, 2/25/55<sup>(2)</sup> | 5155995 | 5218730 |
| Chase Home Lending Mortgage Trust, Series 2024-8, Class A6A, SEQ, VRN, 5.50%, 8/25/55<sup>(2)</sup> | 5138666 | 5139500 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A4, VRN, 5.50%, 9/25/55<sup>(2)</sup> | 10035999 | 10053781 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 9/25/55<sup>(2)</sup> | 2987003 | 2985332 |
| Chase Home Lending Mortgage Trust, Series 2025-5, Class A4A, VRN, 5.50%, 4/25/56<sup>(2)</sup> | 15391700 | 15503508 |
| Chase Home Lending Mortgage Trust, Series 2025-8, Class A4, VRN, 6.00%, 6/25/56<sup>(2)</sup> | 19146858 | 19418594 |
| Chase Home Lending Mortgage Trust, Series 2025-9, Class A4A, VRN, 5.50%, 6/25/56<sup>(2)</sup> | 23483519 | 23657755 |
| CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | 10520 | 10473 |

---

------

---

| | | |
|:---|:---|:---|
| Citigroup Mortgage Loan Trust, Series 2025-2, Class A10, VRN, 6.00%, 2/25/55<sup>(2)</sup> | 11483201 | 11646426 |
| Citigroup Mortgage Loan Trust, Inc., Series 2025-3, Class A11, VRN, 5.50%, 6/25/55<sup>(2)</sup> | 9852050 | 9917495 |
| Credit Suisse Mortgage Trust, Series 2020-AFC1, Class A3, VRN, 3.51%, 2/25/50<sup>(2)</sup> | 821383 | 789566 |
| EFMT, Series 2024-NQM1, Class A1B, 5.81%, 11/25/69<sup>(2)</sup> | 6632652 | 6686998 |
| EFMT, Series 2025-CES2, Class A1A, 5.66%, 2/25/60<sup>(2)</sup> | 11943270 | 12090979 |
| GCAT Trust, Series 2021-NQM1, Class A3, SEQ, VRN, 1.15%, 1/25/66<sup>(2)</sup> | 1802307 | 1618862 |
| GCAT Trust, Series 2024-INV2, Class A6, SEQ, VRN, 6.00%, 6/25/54<sup>(2)</sup> | 6166318 | 6248578 |
| GS Mortgage-Backed Securities Trust, Series 2023-PJ4, Class A15, SEQ, VRN, 6.00%, 1/25/54<sup>(2)</sup> | 5562540 | 5634387 |
| GS Mortgage-Backed Securities Trust, Series 2023-PJ6, Class A15, SEQ, VRN, 6.00%, 4/25/54<sup>(2)</sup> | 5509796 | 5559641 |
| GS Mortgage-Backed Securities Trust, Series 2024-PJ1, Class A15, VRN, 6.00%, 6/25/54<sup>(2)</sup> | 9178422 | 9233590 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ7, Class A5, VRN, 5.50%, 12/25/55<sup>(2)</sup> | 16711350 | 16809259 |
| JP Morgan Mortgage Trust, Series 2020-3, Class A15, VRN, 3.50%, 8/25/50<sup>(2)</sup> | 1635242 | 1471197 |
| JP Morgan Mortgage Trust, Series 2023-7, Class A4A, SEQ, VRN, 5.50%, 2/25/54<sup>(2)</sup> | 14728069 | 14814536 |
| JP Morgan Mortgage Trust, Series 2023-8, Class A2, VRN, 6.00%, 2/25/54<sup>(2)</sup> | 3923215 | 3999322 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A4, VRN, 5.50%, 3/25/55<sup>(2)</sup> | 10176660 | 10225284 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A6, SEQ, VRN, 5.50%, 3/25/55<sup>(2)</sup> | 6203900 | 6215619 |
| JP Morgan Mortgage Trust, Series 2024-11, Class A4, VRN, 6.00%, 4/25/55<sup>(2)</sup> | 16076472 | 16220462 |
| JP Morgan Mortgage Trust, Series 2024-5, Class A6, SEQ, VRN, 6.00%, 11/25/54<sup>(2)</sup> | 7239494 | 7267538 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, SEQ, VRN, 6.00%, 4/25/55<sup>(2)</sup> | 10455658 | 10621388 |
| JP Morgan Mortgage Trust, Series 2025-2, Class A4, VRN, 6.00%, 7/25/55<sup>(2)</sup> | 13598142 | 13785440 |
| MFA Trust, Series 2024-NQM1, Class A1, SEQ, 6.58%, 3/25/69<sup>(2)</sup> | 8882040 | 9012704 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-1, Class A1, VRN, 6.00%, 3/25/55<sup>(2)</sup> | 9301728 | 9476451 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2025-1, Class A3, VRN, 6.00%, 3/25/55<sup>(2)</sup> | 6987577 | 7075517 |
| OBX Trust, Series 2024-HYB2, Class A1, SEQ, VRN, 3.69%, 4/25/53<sup>(2)</sup> | 5565513 | 5523227 |
| OBX Trust, Series 2024-NQM7, Class A1, 6.24%, 3/25/64<sup>(2)</sup> | 4353628 | 4405997 |
| OBX Trust, Series 2025-J1, Class A4, SEQ, VRN, 6.00%, 5/25/55<sup>(2)</sup> | 7200298 | 7317322 |
| PMT Loan Trust, Series 2025-J2, Class A9, VRN, 5.50%, 8/25/56<sup>(2)</sup> | 26061895 | 26257458 |
| PRKCM Trust, Series 2025-AFC1, Class A1, VRN, 5.10%, 10/25/60<sup>(2)</sup> | 17698852 | 17738705 |
| Provident Funding Mortgage Trust, Series 2025-1, Class A3, VRN, 5.50%, 2/25/55<sup>(2)</sup> | 21086304 | 21204727 |
| Provident Funding Mortgage Trust, Series 2025-3, Class A4, VRN, 5.50%, 8/25/55<sup>(2)</sup> | 17841811 | 17946456 |
| Radian Mortgage Capital Trust, Series 2025-J3, Class A15, VRN, 5.50%, 12/25/55<sup>(2)</sup> | 7768712 | 7815423 |
| Rate Mortgage Trust, Series 2024-J1, Class A7, SEQ, VRN, 6.00%, 7/25/54<sup>(2)</sup> | 3441769 | 3452426 |
| Rate Mortgage Trust, Series 2024-J3, Class A8, SEQ, VRN, 5.50%, 10/25/54<sup>(2)</sup> | 3283058 | 3289868 |
| Rate Mortgage Trust, Series 2025-J1, Class A5, VRN, 5.50%, 3/25/55<sup>(2)</sup> | 4717313 | 4769497 |
| Saluda Grade Alternative Mortgage Trust, Series 2024-CES1, Class A1, SEQ, VRN, 6.31%, 3/25/54<sup>(2)</sup> | 10902922 | 11041753 |
| Sequoia Mortgage Trust, Series 2024-10, Class A11, VRN, 5.50%, 11/25/54<sup>(2)</sup> | 3655470 | 3661019 |
| Sequoia Mortgage Trust, Series 2024-10, Class A5, SEQ, VRN, 5.50%, 11/25/54<sup>(2)</sup> | 6056580 | 6087142 |
| Sequoia Mortgage Trust, Series 2024-6, Class A11, SEQ, VRN, 6.00%, 7/27/54<sup>(2)</sup> | 8082571 | 8127491 |
| Sequoia Mortgage Trust, Series 2024-8, Class A5, SEQ, VRN, 5.50%, 9/25/54<sup>(2)</sup> | 4540858 | 4559840 |
| Sequoia Mortgage Trust, Series 2025-7, Class A5, SEQ, VRN, 5.50%, 8/25/55<sup>(2)</sup> | 19418243 | 19490843 |
| Sequoia Mortgage Trust, Series 2025-8, Class A4, VRN, 5.50%, 9/25/55<sup>(2)</sup> | 13786576 | 13873961 |
| SoFi Mortgage Trust, Series 2016-1A, Class 1A4, SEQ, VRN, 3.00%, 11/25/46<sup>(2)</sup> | 854145 | 770230 |
| Towd Point Mortgage Trust, Series 2024-1, Class A1, SEQ, VRN, 4.86%, 3/25/64<sup>(2)</sup> | 15563208 | 15831901 |
| Verus Securitization Trust, Series 2021-R2, Class A3, VRN, 1.23%, 2/25/64<sup>(2)</sup> | 1529571 | 1439050 |
|  |  | 516218682 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.4%** |  |  |
| FHLMC, Series 3397, Class GF, VRN, 4.60%, (30-day average SOFR plus 0.61%), 12/15/37 | 538167 | 536266 |
| FNMA, Series 2017-C03, Class 1M2C, VRN, 6.99%, (30-day average SOFR plus 3.11%), 10/25/29 | 1489168 | 1523160 |
| FNMA, Series 2023-39, Class AI, IO, 2.00%, 7/25/52 | 127490092 | 16312982 |
| GNMA, Series 2007-5, Class FA, VRN, 3.99%, (1-month SOFR plus 0.25%), 2/20/37 | 502424 | 502257 |
|  |  | 18874665 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $528,477,229) |  | **535093347** |
| **ASSET-BACKED SECURITIES — 6.0%** |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(2)</sup> | 10582000 | 10395037 |

---

------

---

| | | |
|:---|:---|:---|
| Blackbird Capital II Aircraft Lease Ltd., Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(2)</sup> | 9083345 | 8634847 |
| Capital Automotive REIT, Series 2024-2A, Class A1, SEQ, 4.90%, 5/15/54<sup>(2)</sup> | 12731354 | 12730935 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2, SEQ, 4.50%, 5/20/49<sup>(2)</sup> | 11800000 | 11531472 |
| DI Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.72%, 9/15/51<sup>(2)</sup> | 28969852 | 27879290 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(2)</sup> | 8457143 | 8337271 |
| Flexential Issuer LLC, Series 2025-1A, Class A2, SEQ, 6.03%, 10/25/60<sup>(2)</sup> | 11086000 | 11056561 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(2)</sup> | 5410882 | 5035026 |
| Goodgreen Trust, Series 2020-1A, Class A, SEQ, 2.63%, 4/15/55<sup>(2)</sup> | 6398090 | 5339577 |
| GoodLeap Sustainable Home Solutions Trust, Series 2021-4GS, Class A, SEQ, 1.93%, 7/20/48<sup>(2)</sup> | 8088125 | 6661859 |
| Hotwire Funding LLC, Series 2024-1A, Class A2, SEQ, 5.89%, 6/20/54<sup>(2)</sup> | 10375000 | 10560094 |
| Mosaic Solar Loan Trust, Series 2023-2A, Class A, SEQ, 5.36%, 9/22/53<sup>(2)</sup> | 16251988 | 15672512 |
| MP LLC, Series 2025-1A, Class A, SEQ, 5.55%, 11/15/65<sup>(2)</sup> | 15726795 | 15763175 |
| New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(2)</sup> | 22715000 | 14277343 |
| PK Alift Loan Funding 3 LP, Series 2024-1, Class A1, SEQ, 5.84%, 9/15/39<sup>(2)</sup> | 8469870 | 8666438 |
| RCKT Mortgage Trust, Series 2024-CES2, Class A1A, VRN, 6.14%, 4/25/44<sup>(2)</sup> | 5048849 | 5105447 |
| RCKT Mortgage Trust, Series 2024-CES3, Class A1A, VRN, 6.59%, 5/25/44<sup>(2)</sup> | 4733755 | 4808189 |
| RCKT Mortgage Trust, Series 2024-CES4, Class A1A, 6.15%, 6/25/44<sup>(2)</sup> | 11592228 | 11739225 |
| RCKT Mortgage Trust, Series 2024-CES6, Class A1A, 5.34%, 9/25/44<sup>(2)</sup> | 3909883 | 3929841 |
| RCKT Mortgage Trust, Series 2024-CES8, Class A1A, 5.49%, 11/25/44<sup>(2)</sup> | 8853529 | 8924113 |
| SCF Equipment Leasing LLC, Series 2024-1A, Class B, 5.56%, 4/20/32<sup>(2)</sup> | 5425000 | 5599479 |
| SCF Equipment Leasing LLC, Series 2024-1A, Class C, 5.82%, 9/20/32<sup>(2)</sup> | 3150000 | 3258129 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C, 1.79%, 11/20/37<sup>(2)</sup> | 900335 | 898652 |
| Subway Funding LLC, Series 2024-1A, Class A2I, SEQ, 6.03%, 7/30/54<sup>(2)</sup> | 20529630 | 20829420 |
| Switch ABS Issuer LLC, Series 2024-2A, Class A2, SEQ, 5.44%, 6/25/54<sup>(2)</sup> | 9075000 | 9107216 |
| Towd Point Mortgage Trust, Series 2024-CES3, Class A1, VRN, 6.29%, 5/25/64<sup>(2)</sup> | 8252547 | 8356042 |
| Vertical Bridge CC LLC, Series 2025-1A, Class A, SEQ, 5.16%, 8/16/55<sup>(2)</sup> | 16729221 | 16783625 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $279,269,988) |  | **271880815** |
| **CONVERTIBLE PREFERRED SECURITIES — 3.8%** |  |  |
| **Banks — 3.7%** |  |  |
| Banco Bilbao Vizcaya Argentaria SA, 6.125% | 7400000 | 7488896 |
| Banco Santander SA, 4.75% | 12200000 | 12194189 |
| BNP Paribas SA, 8.50%<sup>(2)</sup> | 13356000 | 14209635 |
| Danske Bank AS, 4.375% | 22550000 | 22538054 |
| ING Groep NV, 5.75% | 9385000 | 9436627 |
| ING Groep NV, 7.50% | 12706000 | 13249839 |
| Lloyds Banking Group PLC, 6.75% | 7117000 | 7197187 |
| Macquarie Bank Ltd., 6.125%<sup>(2)</sup> | 12359000 | 12578657 |
| Nordea Bank Abp, 6.625%<sup>(2)</sup> | 18945000 | 19177285 |
| Skandinaviska Enskilda Banken AB, 6.875% | 12800000 | 13142760 |
| Societe Generale SA, 4.75%<sup>(2)</sup> | 1816000 | 1811570 |
| Societe Generale SA, 9.375%<sup>(2)</sup> | 7650000 | 8177559 |
| Svenska Handelsbanken AB, 4.375% | 13200000 | 13090953 |
| Swedbank AB, VRN, 7.625% | 11000000 | 11532184 |
|  |  | 165825395 |
| **Capital Markets — 0.1%** |  |  |
| UBS Group AG, 9.25%<sup>(2)</sup> | 6625000 | 7288819 |
| **TOTAL CONVERTIBLE PREFERRED SECURITIES**<br>(Cost $170,501,297) |  | **173114214** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.8%** |  |  |
| ARZ Trust, Series 2024-BILT, Class A, SEQ, 5.77%, 6/11/39<sup>(2)</sup> | 8788000 | 9042505 |
| Bank5 Trust, Series 2024-5YR6, Class A3, SEQ, 6.23%, 5/15/57 | 11969000 | 12619245 |
| Bank5 Trust, Series 2024-5YR7, Class A3, SEQ, 5.77%, 6/15/57 | 22036000 | 23012796 |
| BBCMS Mortgage Trust, Series 2024-5C27, Class A3, SEQ, 6.01%, 7/15/57 | 5852000 | 6152267 |
| BX Trust, Series 2023-LIFE, Class A, SEQ, 5.05%, 2/15/28<sup>(2)</sup> | 18507000 | 18369128 |

---

------

---

| | | |
|:---|:---|:---|
| DBSG Mortgage Trust, Series 2024-ALTA, Class A, SEQ, VRN, 5.95%, 6/10/37<sup>(2)</sup> | 9714000 | 9867733 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, SEQ, 7.07%, 11/10/39<sup>(2)</sup> | 13050000 | 13290903 |
| MIRA Trust, Series 2023-MILE, Class A, SEQ, 6.75%, 6/10/38<sup>(2)</sup> | 13305000 | 13829936 |
| SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, VRN, 5.19%, (1-month SOFR plus 1.44%), 2/15/42<sup>(2)</sup> | 18520000 | 18376372 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $122,701,488) |  | **124560885** |
| **COLLATERALIZED LOAN OBLIGATIONS — 1.6%** |  |  |
| Elmwood CLO 37 Ltd., Series 2024-13A, Class C, VRN, 5.58%, (3-month SOFR plus 1.70%), 1/17/38<sup>(2)</sup> | 13825000 | 13848836 |
| GoldenTree Loan Management U.S. CLO 23 Ltd., Series 2024-23A, Class C, VRN, 5.63%, (3-month SOFR plus 1.75%), 1/20/39<sup>(2)</sup> | 13825000 | 13861990 |
| Madison Park Funding LXVIII Ltd., Series 2024-68A, Class C, VRN, 5.68%, (3-month SOFR plus 1.80%), 1/20/38<sup>(2)</sup> | 13825000 | 13873155 |
| Magnetite XLI Ltd., Series 2024-41A, Class C, VRN, 5.64%, (3-month SOFR plus 1.78%), 1/25/38<sup>(2)</sup> | 6375000 | 6397236 |
| MF1 Ltd., Series 2021-FL7, Class AS, VRN, 5.30%, (1-month SOFR plus 1.56%), 10/16/36<sup>(2)</sup> | 17817000 | 17736849 |
| Mountain View CLO LLC, Series 2017-2A, Class B, VRN, 5.86%, (3-month SOFR plus 1.96%), 1/16/31<sup>(2)</sup> | 2226572 | 2228120 |
| Shackleton CLO Ltd., Series 2017-11A, Class BR1, VRN, 5.76%, (3-month SOFR plus 1.91%), 8/15/30<sup>(2)</sup> | 4422874 | 4427580 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $72,303,668) |  | **72373766** |
| **PREFERRED SECURITIES — 1.1%** |  |  |
| **Banks — 0.7%** |  |  |
| Citigroup, Inc., 3.875% | 18915000 | 18919303 |
| Wells Fargo & Co., 3.90% | 13975000 | 13940049 |
|  |  | 32859352 |
| **Capital Markets — 0.4%** |  |  |
| Charles Schwab Corp., 4.00% | 18259000 | 18158652 |
| **TOTAL PREFERRED SECURITIES**<br>(Cost $50,168,531) |  | **51018004** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 1.1%** |  |  |
| FHLMC, 6.25%, 7/15/32 | 1000000 | 1133242 |
| FNMA, 0.75%, 10/8/27 | 29724000 | 28341940 |
| FNMA, 0.875%, 8/5/30 | 4300000 | 3795509 |
| FNMA, 6.625%, 11/15/30 | 10000000 | 11280178 |
| Tennessee Valley Authority, 1.50%, 9/15/31 | 4000000 | 3515365 |
| **TOTAL U.S. GOVERNMENT AGENCY SECURITIES**<br>(Cost $49,898,713) |  | **48066234** |
| **MUNICIPAL SECURITIES — 1.0%** |  |  |
| California State University Rev., 2.98%, 11/1/51  | 4000000 | 2675291 |
| Foothill-Eastern Transportation Corridor Agency Rev., 4.09%, 1/15/49  | 6048000 | 4947645 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  | 7005000 | 6233237 |
| Houston GO, 3.96%, 3/1/47  | 2500000 | 2154241 |
| Los Angeles Community College District GO, 6.75%, 8/1/49  | 2400000 | 2664784 |
| Los Angeles Department of Airports Rev., 6.58%, 5/15/39  | 1300000 | 1405719 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  | 5000000 | 3839311 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  | 100000 | 102623 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  | 970000 | 1134524 |
| New York City GO, 6.27%, 12/1/37  | 335000 | 359442 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  | 4000000 | 2952945 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  | 2300000 | 2144924 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  | 4120000 | 2675599 |
| State of California GO, 7.60%, 11/1/40  | 455000 | 557562 |
| Sumter Landing Community Development District Rev., 5.57%, 10/1/40 (AG) | 885000 | 917704 |
| Sumter Landing Community Development District Rev., 5.74%, 10/1/45 (AG) | 1330000 | 1362160 |
| Sumter Landing Community Development District Rev., 5.82%, 10/1/54 (AG) | 2410000 | 2441064 |
| Texas Natural Gas Securitization Finance Corp. Rev., SEQ, 5.17%, 4/1/41  | 3865000 | 3945578 |
| United Nations Development Corp. Rev., (City of New York), Series A, 6.54%, 8/1/55  | 840000 | 896979 |

---

------

---

| | | |
|:---|:---|:---|
| University of California Rev., 3.07%, 5/15/51  | 3480000 | 2364750 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $54,796,586) |  | **45776082** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.5%** |  |  |
| **Brazil — 0.1%** |  |  |
| Brazil Government International Bonds, 6.625%, 3/15/35 | 4874000 | 5029724 |
| **Chile — 0.1%** |  |  |
| Chile Government International Bonds, 5.33%, 1/5/54 | 4940000 | 4779080 |
| **Mexico — 0.3%** |  |  |
| Eagle Funding Luxco SARL, 5.50%, 8/17/30<sup>(2)</sup> | 13401000 | 13666876 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $23,164,540) |  | **23475680** |
| **SHORT-TERM INVESTMENTS — 3.3%** |  |  |
| **Commercial Paper**<sup>(3)</sup> **— 1.0%** |  |  |
| HQLA Funding LLC, 3.91%, 1/2/26<sup>(2)</sup> | 12400000 | 12395153 |
| Overwatch Bravo Funding LLC, 3.84%, 1/2/26<sup>(2)</sup> | 33900000 | 33900000 |
|  |  | 46295153 |
| **Repurchase Agreements — 2.3%** |  |  |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.625%, 10/15/27, valued at $103,794,197), at 3.82%, dated 12/31/25, due 1/2/26 (Delivery value $101,780,596) |  | 101759000 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $148,054,153) |  | **148054153** |
| **TOTAL INVESTMENT SECURITIES — 102.4%**<br>(Cost $4,623,480,301) |  | **4626650206** |
| **OTHER ASSETS AND LIABILITIES — (2.4)%** |  | **(108508909)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**4518141297** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| U.K. Gilt 10-Year Bonds | 188 | March 2026 | $23154501 | $170814 |
| U.S. Treasury 10-Year Notes | 334 | March 2026 | 37554125 | (64183) |
| U.S. Treasury 10-Year Ultra Notes | 1169 | March 2026 | 134453265 | (263848) |
| U.S. Treasury Long Bonds | 741 | March 2026 | 85654969 | (985589) |
| U.S. Treasury Ultra Bonds | 1932 | March 2026 | 227976000 | (3831199) |
|  |  |  | $508792860 | $(4974005) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** | **FUTURES CONTRACTS SOLD** |
| **Reference Entity** | **Contracts** | **Expiration <br>Date** | **Notional <br>Amount** | **Unrealized <br>Appreciation <br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 284 | March 2026 | $59296094 | $(35640) |

---

^Amount represents value and unrealized appreciation (depreciation).

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type**<sup>‡</sup> | **Fixed Rate <br>Received <br>(Paid)<br>Quarterly** | **Termination <br>Date** | **Notional <br>Amount** | **Premiums <br>Paid <br>(Received)** | **Unrealized <br>Appreciation <br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 45 | Sell | 5.00% | 12/20/30 | $35400000 | $2656147 | $90588 | $2746735 |

---

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

‡The maximum potential amount the fund could be required to deliver as a seller of credit protection if a credit event occurs as defined under the terms of the agreement is the notional amount. The maximum potential amount may be partially offset by any recovery values of the reference entities and upfront payments received upon entering into the agreement.

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

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| AG | – | Assured Guaranty, Inc. |
| CDX | – | Credit Derivatives Indexes |
| FHLMC | – | Federal Home Loan Mortgage Corp. |
| FNMA | – | Federal National Mortgage Association |
| GNMA | – | Government National Mortgage Association |
| GO | – | General Obligation |
| IO | – | Interest Only |
| RFUCC | – | FTSE USD IBOR Consumer Cash Fallbacks |
| SEQ | – | Sequential Payer |
| SOFR | – | Secured Overnight Financing Rate |
| TBA | – | To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement. |
| UMBS | – | Uniform Mortgage-Backed Securities |
| USD | – | United States Dollar |
| VRN | – | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

(1)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $20,134,790.

(2)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $1,317,737,896, which represented 29.2% of total net assets.

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

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

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

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

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

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | **Assets** | **Assets** | **Assets** |
| **Investment Securities** | **Investment Securities** | **Investment Securities** | **Investment Securities** |
| U.S. Government Agency Mortgage-Backed Securities |  | $1340932894 |  |
| U.S. Treasury Securities |  | 901254198 |  |
| Corporate Bonds |  | 891049934 |  |
| Collateralized Mortgage Obligations |  | 535093347 |  |
| Asset-Backed Securities |  | 271880815 |  |
| Convertible Preferred Securities |  | 173114214 |  |
| Commercial Mortgage-Backed Securities |  | 124560885 |  |
| Collateralized Loan Obligations |  | 72373766 |  |
| Preferred Securities |  | 51018004 |  |
| U.S. Government Agency Securities |  | 48066234 |  |
| Municipal Securities |  | 45776082 |  |
| Sovereign Governments and Agencies |  | 23475680 |  |
| Short-Term Investments |  | 148054153 |  |
|  |  | $4626650206 |  |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts |  | $170814 |  |
| Swap Agreements |  | 2746735 |  |
|  |  | $2917549 |  |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $5180459 |  |  |

---

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

## 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:** Diversified Bond Fund

- **b. EDGAR series identifier (if any):** S000006579

- **c. LEI of Series:** W0XXXFJP1KT9YQTPLU26

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4688031035.27

**Total Liabilities:** $168194158.35

**Net Assets:** $4519836876.92

**Cash Not Reported:** $763696.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8622.000000000000 | **1-Year:** 46282.000000000000 | **5-Year:** 149612.000000000000 | **10-Year:** 413656.000000000000 | **30-Year:** 937025.000000000000

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

- **3-Month:** 12.000000000000 | **1-Year:** 4152.000000000000 | **5-Year:** 39225.000000000000 | **10-Year:** 13277.000000000000 | **30-Year:** 13337.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017955 | 0.68%                | 0.68%                | -0.27%               |
| Class ID C000017956 | 0.66%                | 0.66%                | -0.29%               |
| Class ID C000017957 | 0.59%                | 0.70%                | -0.15%               |
| Class ID C000017960 | 0.60%                | 0.60%                | -0.25%               |
| Class ID C000017961 | 0.64%                | 0.64%                | -0.31%               |
| Class ID C000131613 | 0.70%                | 0.70%                | -0.25%               |
| Class ID C000189684 | 0.59%                | 0.70%                | -0.14%               |
| Class ID C000189686 | 0.70%                | 0.59%                | -0.14%               |
| Class ID C000237256 | 0.73%                | 0.62%                | -0.11%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5076919.17              | $5886043.91                                |
| Month 2  | $2332541.22              | $11432293.17                               |
| Month 3  | $2124973.07              | $-18087721.63                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac REMICS                                                    | Freddie Mac REMICS 4.60                                                                | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    538167 | PA      | $536265.62    | 0.01%             | 2037-12-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.17                                                                   | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    738379 | PA      | $748313.24    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.11                                                                   | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500665 | PA      | $506985.53    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1260118 | PA      | $1139767.98   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA 5.95 05/15/2054                                                                | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   3784000 | PA      | $3755911.60   | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 4.95 04/15/2028                                                         | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   6545000 | PA      | $6598581.49   | 0.15%             | 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        |  13401000 | PA      | $13666875.84  | 0.30%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.35 03/06/2027                                               | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3806000 | PA      | $3832958.09   | 0.08%             | 2027-03-06      | Fixed         | 4.35%                 | 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        |   2697000 | PA      | $2176784.44   | 0.05%             | 2047-06-01      | Fixed         | 3.92%                 | 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        |   2835000 | PA      | $2944874.99   | 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        |   2290000 | PA      | $2281012.85   | 0.05%             | 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        |   7703000 | PA      | $8605167.97   | 0.19%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                        | EFMT 2024-NQM1 5.81                                                                    | CUSIP: 26845DAB1<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |   6632652 | PA      | $6686997.55   | 0.15%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LL                                        | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                        | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1884000 | PA      | $1824062.56   | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8027840 | PA      | $7697746.97   | 0.17%             | 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        |   9244634 | PA      | $9141149.14   | 0.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                        | EFMT 2025-CES2 5.66                                                                    | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-MBS          | CORP              | US        |  11943270 | PA      | $12090979.12  | 0.27%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd                                                    | Elmwood CLO 37 Ltd 5.58                                                                | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13848835.68  | 0.31%             | 2038-01-17      | Floating      | 5.58%                 | 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        |   4872000 | PA      | $4775117.94   | 0.11%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                  | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22775015 | PA      | $23519558.40  | 0.52%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                           | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10700000 | PA      | $10760990.00  | 0.24%             | 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        |   4280000 | PA      | $4205582.14   | 0.09%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12155602 | PA      | $12266499.95  | 0.27%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20974358 | PA      | $18087021.68  | 0.40%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20165769 | PA      | $18950817.18  | 0.42%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14036577 | PA      | $13379931.32  | 0.30%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |   7091000 | PA      | $7775202.51   | 0.17%             | 2033-12-01      | Fixed         | 6.55%                 | 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        |   2302000 | PA      | $2344756.04   | 0.05%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30009195 | PA      | $27917958.45  | 0.62%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18943695 | PA      | $19001764.32  | 0.42%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                    | Essex Portfolio LP 4.88 02/15/2036                                                     | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5619038.78   | 0.12%             | 2036-02-15      | Fixed         | 4.88%                 | 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        |   2455000 | PA      | $2385337.51   | 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        |   3730000 | PA      | $3561030.14   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | 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        |   7490000 | PA      | $7552373.12   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14480215 | PA      | $14526096.25  | 0.32%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  36911712 | PA      | $37657604.72  | 0.83%             | 2053-01-01      | Fixed         | 5.50%                 | 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        |   5290000 | PA      | $5284962.02   | 0.12%             | 2035-11-15      | Fixed         | 4.88%                 | 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        |   6800000 | PA      | $6531592.92   | 0.14%             | 2055-11-15      | Fixed         | 5.62%                 | 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        |  13050000 | PA      | $13290903.00  | 0.29%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                         | Fannie Mae Connecticut Avenue Securities 6.99                                          | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1489168 | PA      | $1523160.11   | 0.03%             | 2029-10-25      | Floating      | 6.99%                 | 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        |    722567 | PA      | $754001.67    | 0.02%             | 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        |    430484 | PA      | $455934.43    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                   | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20898604 | PA      | $21800530.88  | 0.48%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  20081722 | PA      | $18809129.61  | 0.42%             | 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        |  11502203 | PA      | $11279713.38  | 0.25%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21752332 | PA      | $18531917.68  | 0.41%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13962311 | PA      | $13388197.65  | 0.30%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16598768 | PA      | $14745174.90  | 0.33%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19128327 | PA      | $16942918.37  | 0.37%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10179682 | PA      | $9510321.05   | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3133BJPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5700816 | PA      | $5631027.70   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7348150 | PA      | $6292999.73   | 0.14%             | 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        |  10555324 | PA      | $9402889.39   | 0.21%             | 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        |  23045264 | PA      | $18810786.67  | 0.42%             | 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        |  14948579 | PA      | $13416392.30  | 0.30%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16308206 | PA      | $15576557.73  | 0.34%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28478251 | PA      | $27307245.66  | 0.60%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                  | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  26914938 | PA      | $27852622.26  | 0.62%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5848462 | PA      | $5977791.58   | 0.13%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22753596 | PA      | $21351096.35  | 0.47%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12097762 | PA      | $10300561.88  | 0.23%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31327709 | PA      | $31877250.72  | 0.71%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    563387 | PA      | $568564.71    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    550578 | PA      | $582634.39    | 0.01%             | 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        |    460274 | PA      | $487072.61    | 0.01%             | 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        |    330107 | PA      | $342034.22    | 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        |  21599776 | PA      | $18490340.96  | 0.41%             | 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        |  17689093 | PA      | $18019856.54  | 0.40%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 31419HB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    359605 | PA      | $362855.81    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     60201 | PA      | $58121.88     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.50                                                                  | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19969981 | PA      | $20811542.56  | 0.46%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  20301562 | PA      | $20749146.55  | 0.46%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                              | Flexential Issuer 2021-1 3.25                                                          | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8457143 | PA      | $8337271.33   | 0.18%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                 | Flexential Issuer LLC 6.03                                                             | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11086000 | PA      | $11056561.13  | 0.24%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                     | Flowers Foods Inc 5.75 03/15/2035                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2280890.03   | 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        |   6048000 | PA      | $4947645.02   | 0.11%             | 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        |   5540000 | PA      | $5942382.83   | 0.13%             | 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        |   5981000 | PA      | $6135069.90   | 0.14%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.88 01/25/2034                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2605741.28   | 0.06%             | 2034-01-25      | Fixed         | 5.88%                 | 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        |   5160000 | PA      | $5477195.31   | 0.12%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.50 01/25/2031                                                  | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5252000 | PA      | $5424609.19   | 0.12%             | 2031-01-25      | Fixed         | 5.50%                 | 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        |   3172000 | PA      | $3319799.59   | 0.07%             | 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        |   6257000 | PA      | $6609511.62   | 0.15%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                  | GCAT 2021-NQM1 Trust 1.15                                                              | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1802307 | PA      | $1618862.44   | 0.04%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                  | GCAT 2024-INV2 Trust 6.00                                                              | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6166318 | PA      | $6248577.92   | 0.14%             | 2054-06-25      | Variable      | 6.00%                 | 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        |   7411530 | PA      | $6854179.77   | 0.15%             | 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        |  11535744 | PA      | $10385904.87  | 0.23%             | 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        |  34757194 | PA      | $33128857.47  | 0.73%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31251790 | PA      | $30688614.15  | 0.68%             | 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        |  32704348 | PA      | $32109946.96  | 0.71%             | 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        |  51649649 | PA      | $49065242.72  | 1.09%             | 2054-04-20      | Fixed         | 4.00%                 | 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        |   8133000 | PA      | $9243158.57   | 0.20%             | 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        |    329948 | PA      | $329791.49    | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 7.00                                                                | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $9.57         | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 6.00                                                                | CUSIP: 36202E2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58140 | PA      | $61230.35     | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | 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        |    154294 | PA      | $164893.01    | 0.00%             | 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        |     56136 | PA      | $59120.37     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564911 | PA      | $552609.85    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    166064 | PA      | $165307.00    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                    | Cenovus Energy Inc 5.40 03/20/2036                                                     | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   3248000 | PA      | $3245264.27   | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                              | Chase Home Lending Mortgage Trust 2024-8 5.50                                          | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5138666 | PA      | $5139500.05   | 0.11%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 8.00                                                                 | CUSIP: 36206W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         8 | PA      | $8.07         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | 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        |      2254 | PA      | $2324.52      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                             | Chase Home Lending Mortgage Trust 2024-10 6.00                                         | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |  10474844 | PA      | $10607132.97  | 0.23%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                          | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10035999 | PA      | $10053781.16  | 0.22%             | 2055-09-25      | Variable      | 5.50%                 | 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        |   5605000 | PA      | $5661278.68   | 0.13%             | 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        |   3194000 | PA      | $3223149.66   | 0.07%             | 2033-06-15      | Fixed         | 5.70%                 | 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        |  11800000 | PA      | $11531472.12  | 0.26%             | 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        |  28969852 | PA      | $27879290.26  | 0.62%             | 2051-09-15      | Fixed         | 3.72%                 | 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        |    295423 | PA      | $293904.28    | 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        |    422540 | PA      | $423870.42    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                 | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219704 | PA      | $226130.64    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                 | CUSIP: 3620A9TK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14686 | PA      | $15115.69     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.19 04/01/2030                                                   | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4289220.76   | 0.09%             | 2030-04-01      | Fixed         | 5.19%                 | 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        |   7005000 | PA      | $6233236.73   | 0.14%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                     | GoldenTree Loan Management US CLO 23 Ltd 5.63                                          | CUSIP: 38139KAJ8<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13861990.17  | 0.31%             | 2039-01-20      | Floating      | 5.63%                 | 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        |   7265000 | PA      | $7707373.70   | 0.17%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 5.75% 11/16/2174 Perpetual                                          | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   9385000 | NS      | $9436626.89   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                             | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3570480.22   | 0.08%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.60 02/21/2054                                                             | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2709000 | PA      | $2502708.19   | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | 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        |   4231000 | PA      | $4038986.60   | 0.09%             | 2032-06-01      | Variable      | 4.20%                 | 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        |   6795000 | PA      | $7018579.15   | 0.16%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                 | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3923215 | PA      | $3999321.92   | 0.09%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28712206 | PA      | $28195331.29  | 0.62%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HQLA Funding LLC Champlain Series                                     | Hqla Funding LLC 0.00 01/02/2026                                                       | CUSIP: 44333BA27<br>LEI: 5493000J8TNLYHDOFL03 | Long             | STIV             | CORP              | US        |  12400000 | PA      | $12400000.00  | 0.27%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2021-FL7 Ltd 5.30                                                                  | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17817000 | PA      | $17736848.44  | 0.39%             | 2036-10-16      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                   | MFA 2024-NQM1 Trust 6.58                                                               | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8882040 | PA      | $9012704.20   | 0.20%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                  | MIRA Trust 2023-MILE 6.75                                                              | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13305000 | PA      | $13829935.47  | 0.31%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4270054 | PA      | $3984289.48   | 0.09%             | 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        |   7825996 | PA      | $7906142.12   | 0.17%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                           | MP 2023 LLC 5.55                                                                       | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15726795 | PA      | $15763174.43  | 0.35%             | 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        |  12359000 | NS      | $12578656.51  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DPEF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7497262 | PA      | $6716782.67   | 0.15%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18281301 | PA      | $19016377.69  | 0.42%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Lxviii Ltd                                       | Madison Park Funding Lxviii Ltd 5.68                                                   | CUSIP: 55822XAG2<br>LEI: 213800XCOFXF5X7M9P78 | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13873155.24  | 0.31%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5959000 | PA      | $5891961.25   | 0.13%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11485538 | PA      | $11829191.06  | 0.26%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27051113 | PA      | $27512464.33  | 0.61%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19824172 | PA      | $20419335.50  | 0.45%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44419896 | PA      | $43502596.82  | 0.96%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2485364 | PA      | $2254669.55   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19730999 | PA      | $16938800.60  | 0.37%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                       | JP Morgan Mortgage Trust 2023-7 5.50                                                   | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14728069 | PA      | $14814536.15  | 0.33%             | 2054-02-25      | 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: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10176660 | PA      | $10225283.62  | 0.23%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                   | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27978628 | PA      | $22993627.13  | 0.51%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18527736 | PA      | $17697961.25  | 0.39%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite Xli Ltd 5.64                                                                 | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |   6375000 | PA      | $6397236.00   | 0.14%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.65 05/01/2045                                                               | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3999085.99   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ARZ Trust 2024-BILT                                                   | ARZ Trust 2024-BILT 5.77                                                               | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8788000 | PA      | $9042504.87   | 0.20%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2244884.02   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | 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        |   1470000 | PA      | $1511992.08   | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                             | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                              | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5977190.20   | 0.13%             | 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        |   3137000 | PA      | $3172324.03   | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc 4.75 12/04/2035                                                         | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4153050.93   | 0.09%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6347000 | PA      | $6662681.94   | 0.15%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5613142 | PA      | $5205145.10   | 0.12%             | 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        |  12750246 | PA      | $11499544.72  | 0.25%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 10.75 08/01/2069                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4155000 | PA      | $5559934.31   | 0.12%             | 2069-08-01      | Fixed         | 10.75%                | 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        |   5000000 | PA      | $3839311.00   | 0.08%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                       | Aligned Data Centers Issuer LLC 2.48                                                   | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10582000 | PA      | $10395037.22  | 0.23%             | 2046-08-15      | Fixed         | 2.48%                 | 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        |   4770000 | PA      | $4841846.88   | 0.11%             | 2033-12-01      | Fixed         | 5.88%                 | 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        |   7615000 | PA      | $7896388.19   | 0.17%             | 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        |  12477000 | PA      | $12891506.28  | 0.29%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.52 11/19/2055                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1661758.76   | 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        |   2075000 | PA      | $2057423.42   | 0.05%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5697935 | PA      | $5446135.68   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17955072 | PA      | $16086386.73  | 0.36%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9362376 | PA      | $8385116.39   | 0.19%             | 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        |   8700489 | PA      | $7482865.01   | 0.17%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1629466 | PA      | $1644440.92   | 0.04%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1217631 | PA      | $1191513.12   | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 1/26 MBS 30yr                                                                   | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 105900000 | PA      | $105626977.09 | 2.34%             | 2055-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc 4.65 11/20/2035                                                         | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   7490000 | PA      | $7462637.91   | 0.17%             | 2035-11-20      | Fixed         | 4.65%                 | 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        |   2370000 | PA      | $2402950.54   | 0.05%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                        | Morgan Stanley Private Bank NA 4.47 11/19/2031                                         | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   9102000 | PA      | $9127811.82   | 0.20%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 31417MJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    517586 | PA      | $521846.93    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2639793 | PA      | $2664064.03   | 0.06%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                             | CUSIP: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9301728 | PA      | $9476451.29   | 0.21%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                             | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6987577 | PA      | $7075516.62   | 0.16%             | 2055-03-25      | Variable      | 6.00%                 | 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        |  16251988 | PA      | $15672512.27  | 0.35%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                             | Mountain View CLO 2017-2 LLC 5.86                                                      | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2226572 | PA      | $2228120.30   | 0.05%             | 2031-01-16      | Floating      | 5.86%                 | 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        |   4241697 | PA      | $4013632.62   | 0.09%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1785212 | PA      | $1647677.04   | 0.04%             | 2051-02-20      | 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        |   7332269 | PA      | $6605995.04   | 0.15%             | 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        |  14289524 | PA      | $12885973.63  | 0.29%             | 2050-07-20      | Fixed         | 3.00%                 | 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        |   5326000 | PA      | $5293124.09   | 0.12%             | 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        |   6606000 | PA      | $6078804.87   | 0.13%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                           | American Honda Finance Corp 4.95 01/09/2026                                            | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |   6230000 | PA      | $6231151.62   | 0.14%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp 5.35 03/15/2035                                                    | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3374000 | PA      | $3460617.80   | 0.08%             | 2035-03-15      | Fixed         | 5.35%                 | 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        |  22715000 | PA      | $14277342.89  | 0.32%             | 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        |    970000 | PA      | $1134523.83   | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | City of New York NY 6.27% 12/01/2037                                                   | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    335000 | PA      | $359441.83    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                               | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4635000 | PA      | $4847495.00   | 0.11%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2020-3 3.50                                                   | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635242 | PA      | $1471197.45   | 0.03%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-2                                | JP Morgan Mortgage Trust Series 2025-2 6.00                                            | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13598142 | PA      | $13785439.99  | 0.30%             | 2055-07-25      | Variable      | 6.00%                 | 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        |    900000 | PA      | $906988.93    | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                          | NiSource Inc 5.35 07/15/2035                                                           | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4063000 | PA      | $4155740.17   | 0.09%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                       | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |  18945000 | NS      | $19177284.65  | 0.42%             |  |  |  | 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        |  15401000 | PA      | $15193869.02  | 0.34%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp 5.15 05/01/2040                                                  | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2101932.11   | 0.05%             | 2040-05-01      | Fixed         | 5.15%                 | 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        |   4000000 | PA      | $2952944.80   | 0.07%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.50 09/27/2064                                                            | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2123514.45   | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.80 09/26/2032                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15865000 | PA      | $15320757.20  | 0.34%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5440000 | PA      | $5330513.47   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp 4.63 02/15/2036                                                          | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5145568.79   | 0.11%             | 2036-02-15      | Fixed         | 4.62%                 | 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        |   8108000 | PA      | $8644681.98   | 0.19%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.29 07/22/2035                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2728702.10   | 0.06%             | 2035-07-22      | Variable      | 5.29%                 | 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        |  11010000 | PA      | $11244443.20  | 0.25%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    548000 | PA      | $562283.87    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-Nqm3                             | Bravo Residential Funding Trust 2025-Nqm3 5.57                                         | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   7599218 | PA      | $7669494.20   | 0.17%             | 2065-03-25      | Floating      | 5.57%                 | 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        |   4595000 | PA      | $4515797.04   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.20 09/26/2035                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10765000 | PA      | $10317605.20  | 0.23%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                           | Ovintiv Inc 7.10 07/15/2053                                                            | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4508784.14   | 0.10%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                            | City of Los Angeles Department of Airports 6.58% 05/15/2039                            | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1405719.25   | 0.03%             | 2039-05-15      | Fixed         | 6.58%                 | 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        |    921000 | PA      | $928955.60    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT 4.90                                                           | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12731354 | PA      | $12730935.37  | 0.28%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 Trust                                                  | CSMC 2020-AFC1 Trust 3.51                                                              | CUSIP: 12597MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    821383 | PA      | $789566.25    | 0.02%             | 2050-02-25      | Variable      | 3.51%                 | 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        |   6256000 | PA      | $6289372.51   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                               | CNO Financial Group Inc 6.45 06/15/2034                                                | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3256063.96   | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | 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        |   5035000 | PA      | $5009263.35   | 0.11%             | 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        |   7365000 | PA      | $7308100.81   | 0.16%             | 2035-10-15      | Fixed         | 4.85%                 | 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        |   4970000 | PA      | $4998893.59   | 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        |   3160000 | PA      | $3317045.93   | 0.07%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.75 04/04/2029                                       | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4640198.67   | 0.10%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                 | Blue Owl Capital Corp 5.95 03/15/2029                                                  | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3376000 | PA      | $3407992.02   | 0.08%             | 2029-03-15      | Fixed         | 5.95%                 | 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        |   1649000 | PA      | $1688554.12   | 0.04%             | 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        |     10520 | PA      | $10472.59     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                            | PK Alift Loan Funding 3 LP 5.84                                                        | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8469870 | PA      | $8666438.26   | 0.19%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                | PMT Loan Trust 2025-J2 5.50                                                            | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26061895 | PA      | $26257458.00  | 0.58%             | 2056-08-25      | Variable      | 5.50%                 | 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        |    455000 | PA      | $557561.73    | 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        |   4000000 | PA      | $2675291.60   | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 2.36 07/29/2032                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $4522893.51   | 0.10%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                      | Carlisle Cos Inc 5.55 09/15/2040                                                       | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2023320.90   | 0.04%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 Trust                                                 | PRKCM 2025-AFC1 Trust 5.10                                                             | CUSIP: 69392YAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17698852 | PA      | $17738704.77  | 0.39%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                 | Pepperdine University 3.30 12/01/2059                                                  | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   5873000 | PA      | $3733201.46   | 0.08%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   7366000 | PA      | $7261068.38   | 0.16%             | 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        |   2819000 | PA      | $2851670.66   | 0.06%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                          | Centene Corp 4.63 12/15/2029                                                           | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1431699.46   | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |   2987003 | PA      | $2985332.10   | 0.07%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.38 12/01/2031                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1997842.37   | 0.04%             | 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        |   4345000 | PA      | $4466023.20   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-9                       | Chase Home Lending Mortgage Trust Series 2025-9 5.50                                   | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |  23483519 | PA      | $23657755.18  | 0.52%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                              | Chase Home Lending Mortgage Trust 2025-8 6.00                                          | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |  19146858 | PA      | $19418594.41  | 0.43%             | 2056-06-25      | Variable      | 6.00%                 | 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        |    100000 | PA      | $102622.96    | 0.00%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.41 11/01/2029                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2348147.30   | 0.05%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                   | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5155995 | PA      | $5218730.50   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                              | Chase Home Lending Mortgage Trust 2025-5 5.50                                          | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |  15391700 | PA      | $15503508.27  | 0.34%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.63 11/01/2034                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9445000 | PA      | $10564920.00  | 0.23%             | 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        |   1915000 | PA      | $2035772.35   | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 4.63 10/15/2028                                                    | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4735000 | PA      | $4728633.60   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                   | Chile Government International Bond 5.33 01/05/2054                                    | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4940000 | PA      | $4779079.50   | 0.11%             | 2054-01-05      | Fixed         | 5.33%                 | 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        |   2546000 | PA      | $2600244.85   | 0.06%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                  | Citigroup Mortgage Loan Trust 2025-2 6.00                                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11483201 | PA      | $11646425.56  | 0.26%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                         | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  18915000 | NS      | $18919303.16  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.17 09/11/2036                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3710965.13   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | 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        |   2485000 | PA      | $1661402.99   | 0.04%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                   | OBX 2024-HYB2 Trust 3.69                                                               | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5565513 | PA      | $5523226.63   | 0.12%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 Trust                                                   | OBX 2024-NQM7 Trust 6.24                                                               | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   4353628 | PA      | $4405997.13   | 0.10%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                     | OBX 2025-J1 Trust 6.00                                                                 | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7200298 | PA      | $7317322.09   | 0.16%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2385000 | PA      | $2376555.98   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-3 Trust                            | Citigroup Mortgage Loan Trust 2025-3 Trust 5.50                                        | CUSIP: 17332RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9852050 | PA      | $9917495.14   | 0.22%             | 2055-06-25      | Variable      | 5.50%                 | 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        |   4236000 | PA      | $4237342.90   | 0.09%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                   | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                    | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4155000 | PA      | $4449317.47   | 0.10%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17745000 | PA      | $17185453.13  | 0.38%             | 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        |    823000 | PA      | $874597.11    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |   3442000 | PA      | $3621441.06   | 0.08%             | 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        |   4946000 | PA      | $5235649.53   | 0.12%             | 2033-10-15      | Fixed         | 5.95%                 | 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        |   3364000 | PA      | $3404840.98   | 0.08%             | 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        |   2300000 | PA      | $2144924.57   | 0.05%             | 2051-10-01      | Fixed         | 4.93%                 | 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        |   3307000 | PA      | $3392183.59   | 0.08%             | 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        |  12593000 | PA      | $13265302.37  | 0.29%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-1                               | Provident Funding Mortgage Trust 2025-1 5.50                                           | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21086304 | PA      | $21204726.60  | 0.47%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                               | Provident Funding Mortgage Trust 2025-3 5.50                                           | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17841811 | PA      | $17946456.33  | 0.40%             | 2055-08-25      | Variable      | 5.50%                 | 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        |   3105000 | PA      | $3116982.13   | 0.07%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                        | BBCMS Mortgage Trust 2024-5C27 6.01                                                    | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5852000 | PA      | $6152267.29   | 0.14%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                         | RCKT Mortgage Trust 2024-CES2 6.14                                                     | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5048849 | PA      | $5105446.88   | 0.11%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                         | RCKT Mortgage Trust 2024-CES4 6.15                                                     | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11592228 | PA      | $11739225.13  | 0.26%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                  | Commercial Metals Co 6.00 12/15/2035                                                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220533.21    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.95 06/01/2055                                                 | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1542322.71   | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | 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        |   3312000 | PA      | $3339165.02   | 0.07%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5 1/26 MBS 30yr                                                                   | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12504000 | PA      | $12477376.48  | 0.28%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A                                                      | DBSG 2024-ALTA A 6.14                                                                  | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9714000 | PA      | $9867732.79   | 0.22%             | 2037-06-10      | Variable      | 5.95%                 | 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        |   2117000 | PA      | $2178034.72   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | 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        |  12200000 | NS      | $12194189.14  | 0.27%             |  |  |  | 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        |   4280000 | PA      | $4464989.48   | 0.10%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                       | BANK5 2024-5YR7 5.77                                                                   | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22036000 | PA      | $23012796.38  | 0.51%             | 2057-06-15      | Fixed         | 5.77%                 | 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        |   5034000 | PA      | $5348392.43   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Duke University                                                       | Duke University 3.30 10/01/2046                                                        | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2228471.73   | 0.05%             | 2046-10-01      | Fixed         | 3.30%                 | 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        |   1510000 | PA      | $1449419.45   | 0.03%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J3                                 | Radian Mortgage Capital Trust 2025-J3 5.50                                             | CUSIP: 75024RAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7768712 | PA      | $7815422.59   | 0.17%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                           | RATE Mortgage Trust 2024-J3 5.50                                                       | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3283058 | PA      | $3289867.65   | 0.07%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES6                                         | RCKT Mortgage Trust 2024-CES6 5.34% 09/25/2044                                         | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3909883 | PA      | $3929840.91   | 0.09%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                         | RCKT Mortgage Trust 2024-CES8 5.49                                                     | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8853529 | PA      | $8924112.46   | 0.20%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                            | Rate Mortgage Trust 205-J1 5.50                                                        | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4717313 | PA      | $4769496.91   | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J1                                           | Rate Mortgage Trust 2024-J1 6.00                                                       | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3441769 | PA      | $3452425.95   | 0.08%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                      | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3922617.38   | 0.09%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.98 09/16/2035                                      | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1335555.85   | 0.03%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.63 10/27/2082                                                | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7022000 | PA      | $7462525.52   | 0.17%             | 2082-10-27      | Variable      | 8.62%                 | 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        |   6470000 | PA      | $6955191.77   | 0.15%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                 | BANK5 Trust 2024-5YR6 6.23                                                             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11969000 | PA      | $12619244.65  | 0.28%             | 2057-05-15      | Fixed         | 6.23%                 | 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        |   1700000 | PA      | $1713947.41   | 0.04%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                         | RCKT Mortgage Trust 2024-CES3 6.59                                                     | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4733755 | PA      | $4808189.05   | 0.11%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                    | RWE Finance US LLC 5.13 09/18/2035                                                     | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1568749.33   | 0.03%             | 2035-09-18      | Fixed         | 5.12%                 | 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        |   2680000 | PA      | $2736090.90   | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | 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        |   2619000 | PA      | $2691927.76   | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.56                                                  | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $5599478.85   | 0.12%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.82                                                  | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3258128.79   | 0.07%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                     | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4540858 | PA      | $4559839.98   | 0.10%             | 2054-09-25      | Variable      | 5.50%                 | 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        |   6056580 | PA      | $6087141.67   | 0.13%             | 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        |   3655470 | PA      | $3661018.73   | 0.08%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                         | Sequoia Mortgage Trust 2025-7 5.50                                                     | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19418243 | PA      | $19490843.47  | 0.43%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                          | SM Energy Co 6.75 09/15/2026                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3648669.09   | 0.08%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                            | Sofi Mortgage Trust 2016-1 3.00                                                        | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854145 | PA      | $770229.50    | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | 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        |   9075000 | PA      | $9107216.25   | 0.20%             | 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        |   8436000 | PA      | $8627003.86   | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.19                                          | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18520000 | PA      | $18376371.84  | 0.41%             | 2042-02-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust 2024-CES1                     | Saluda Grade Alternative Mortgage Trust 2024-CES1 6.31                                 | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10902922 | PA      | $11041753.26  | 0.24%             | 2054-03-25      | Variable      | 6.31%                 | 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        |   7544000 | PA      | $7588298.37   | 0.17%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                      | T-Mobile USA Inc 6.70 12/15/2033                                                       | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5718000 | PA      | $6412753.47   | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.125 03/31/2029                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $66089257.65  | 1.46%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 05/31/2030                                       | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100000000 | PA      | $101289062.00 | 2.24%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 06/15/2028                                       | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22192070.34  | 0.49%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 08/31/2032                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  50000000 | PA      | $49877929.50  | 1.10%             | 2032-08-31      | Fixed         | 4.00%                 | 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        |   2406000 | PA      | $2435818.71   | 0.05%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                  | Beacon Funding Trust 6.27 08/15/2054                                                   | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   3665000 | PA      | $3725566.54   | 0.08%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                       | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  13975000 | NS      | $13940049.08  | 0.31%             |  |  |  | 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        |   4020000 | PA      | $3676562.36   | 0.08%             | 2051-04-04      | Variable      | 5.01%                 | 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        |   2166000 | PA      | $2290347.11   | 0.05%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                               | Blackbird Capital II Aircraft Lease Ltd 2.44                                           | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9083345 | PA      | $8634847.36   | 0.19%             | 2046-07-15      | Fixed         | 2.44%                 | 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        |   5800000 | PA      | $5920165.79   | 0.13%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                       | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  12035000 | PA      | $12116920.68  | 0.27%             | 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        |   5970000 | PA      | $6099569.00   | 0.13%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024 RPL1                             | BRAVO Residential Funding Trust 2024 RPL1 3.25                                         | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15968301 | PA      | $14928807.46  | 0.33%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                               | Brazilian Government International Bond 6.63 03/15/2035                                | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   4874000 | PA      | $5029724.30   | 0.11%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7426226 | PA      | $7575765.10   | 0.17%             | 2052-11-01      | Fixed         | 5.50%                 | 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        |   5790000 | PA      | $6070988.53   | 0.13%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                              | Wynnton Funding Trust II 5.99 08/15/2055                                               | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4201000 | PA      | $4241738.15   | 0.09%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                    | Santos Finance Ltd 5.75 11/13/2035                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   2820000 | PA      | $2805930.46   | 0.06%             | 2035-11-13      | Fixed         | 5.75%                 | 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        |  18259000 | NS      | $18158651.46  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |  13356000 | NS      | $14209635.38  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                 | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1584081.83   | 0.04%             | 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        |   9779000 | PA      | $9618448.38   | 0.21%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6120000 | PA      | $5597975.02   | 0.12%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2023-LIFE                                                    | BX Trust 2023-LIFE 5.05                                                                | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18507000 | PA      | $18369128.40  | 0.41%             | 2028-02-15      | Fixed         | 5.05%                 | 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        |   8082571 | PA      | $8127491.18   | 0.18%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                         | Sequoia Mortgage Trust 2025-8 5.50                                                     | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13786576 | PA      | $13873960.78  | 0.31%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                       | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                        | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1133241.60   | 0.03%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    361856 | PA      | $363845.92    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd                                                    | Shackleton 2017-XI Clo Ltd 5.76                                                        | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4422874 | PA      | $4427579.99   | 0.10%             | 2030-08-15      | Floating      | 5.76%                 | 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        |   1520000 | PA      | $1313314.63   | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                  | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                   | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   4250000 | PA      | $4229095.23   | 0.09%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                       | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                   | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900335 | PA      | $898652.38    | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2463967 | PA      | $2413666.44   | 0.05%             | 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        |    263056 | PA      | $279979.41    | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 6.50 05/28/2055                                                               | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   2555000 | PA      | $2748568.41   | 0.06%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 4.75% 11/26/2174 Perpetual                                   | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1816000 | NS      | $1811569.87   | 0.04%             |  |  |  | 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        |   7650000 | NS      | $8177559.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                       | Solstice Advanced Materials Inc 5.63 09/30/2033                                        | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2493252.80   | 0.06%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                       | Southern Co/The 4.00 01/15/2051                                                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3418958.42   | 0.08%             | 2051-01-15      | Variable      | 4.00%                 | 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        |   4625000 | PA      | $4673068.64   | 0.10%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    539657 | PA      | $518510.68    | 0.01%             | 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        |    958288 | PA      | $927735.91    | 0.02%             | 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        |    873142 | PA      | $844853.48    | 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        |   1542694 | PA      | $1492555.88   | 0.03%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2423749 | PA      | $2345475.84   | 0.05%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                    | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   7400000 | NS      | $7488896.20   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 6.63 11/15/2030                                  | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $11280178.40  | 0.25%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.88 08/05/2030                                  | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4300000 | PA      | $3795509.42   | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.75 10/08/2027                                  | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  29724000 | PA      | $28341940.11  | 0.63%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                 | Southwest Airlines Co 4.38 11/15/2028                                                  | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6134311.68   | 0.14%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                   | Sprint Capital Corp 6.88 11/15/2028                                                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2854373.40   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | 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        |    895000 | PA      | $903894.61    | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC 6.03                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20529630 | PA      | $20829420.08  | 0.46%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 2.00                                                                 | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 127490092 | PA      | $16312981.94  | 0.36%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15129451 | PA      | $13554759.42  | 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        |  23229613 | PA      | $21547580.01  | 0.48%             | 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        |  14033195 | PA      | $13761748.67  | 0.30%             | 2052-07-01      | Fixed         | 4.50%                 | 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        |    885000 | PA      | $917704.11    | 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        |   1330000 | PA      | $1362159.93   | 0.03%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  44570495 | PA      | $44787545.65  | 0.99%             | 2052-08-01      | Fixed         | 5.00%                 | 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        |    865608 | PA      | $865222.24    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | 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        |        90 | PA      | $90.20        | 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        |      3683 | PA      | $3846.46      | 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        |  26865075 | PA      | $26898639.28  | 0.60%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.00                                                                 | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    215760 | PA      | $208041.98    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | 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        |   8953000 | PA      | $9441517.94   | 0.21%             | 2029-05-06      | Fixed         | 6.25%                 | 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        |   2203000 | PA      | $2385223.08   | 0.05%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                          | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                      | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5509796 | PA      | $5559641.05   | 0.12%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ1                          | GS Mortgage-Backed Securities Trust 2024-PJ1 6.00                                      | CUSIP: 36268VAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9178422 | PA      | $9233590.07   | 0.20%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ4                          | GS Mortgage-Backed Securities Trust 2023-PJ4 6.00                                      | CUSIP: 36270XAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5562540 | PA      | $5634386.80   | 0.12%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                          | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                      | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16711350 | PA      | $16809258.84  | 0.37%             | 2055-12-25      | Variable      | 5.50%                 | 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        |   2410000 | PA      | $2441063.94   | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 5.88 03/15/2034                                                              | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4192598.87   | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 6.00                                                                 | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188091 | PA      | $193571.85    | 0.00%             | 2033-07-15      | Fixed         | 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        |    439900 | PA      | $441691.26    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                            | Tennessee Valley Authority 1.50 09/15/2031                                             | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3515364.88   | 0.08%             | 2031-09-15      | Fixed         | 1.50%                 | 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        |   3865000 | PA      | $3945577.91   | 0.09%             | 2041-04-01      | Fixed         | 5.17%                 | 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        |   3540000 | PA      | $3693968.12   | 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        |   2415000 | PA      | $2546001.99   | 0.06%             | 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        |   5600000 | PA      | $5743032.62   | 0.13%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 4.70 10/07/2030                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3775000 | PA      | $3757649.12   | 0.08%             | 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        |   5035000 | PA      | $5026458.63   | 0.11%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.89 04/04/2054                                                   | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    590000 | PA      | $587422.71    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                           | Textron Inc 4.95 03/15/2036                                                            | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2901974.66   | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC 6.55 05/01/2037                                                  | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5401000 | PA      | $5518127.27   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.37 10/21/2031                                            | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5470000 | PA      | $5458133.66   | 0.12%             | 2031-10-21      | Variable      | 4.37%                 | 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        |   3688000 | PA      | $3893272.64   | 0.09%             | 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        |   4470000 | PA      | $4502781.55   | 0.10%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2020-1 Trust 2.63                                                            | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6398090 | PA      | $5339576.55   | 0.12%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                      | Goodgreen 2018-1 3.93                                                                  | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |   5410882 | PA      | $5035025.95   | 0.11%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                      | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                  | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8088125 | PA      | $6661858.85   | 0.15%             | 2048-07-20      | Fixed         | 1.93%                 | 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        |   6693000 | PA      | $7063315.79   | 0.16%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                      | Towd Point Mortgage Trust 2024-1 4.86                                                  | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15563208 | PA      | $15831900.98  | 0.35%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES3                                   | Towd Point Mortgage Trust 2024-CES3 6.29                                               | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8252547 | PA      | $8356041.76   | 0.18%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 4.87 01/15/2030                                                        | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    309000 | PA      | $302603.55    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                            | Trust 2401 4.87 01/15/2030                                                             | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    598000 | PA      | $589424.68    | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | 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        |   6625000 | NS      | $7288818.38   | 0.16%             |  |  |  | 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        |   3540000 | PA      | $3527141.30   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | United Nations Development Corp 6.54% 08/01/2055                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $896978.63    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | Government National Mortgage Association 3.99                                          | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    502425 | PA      | $502257.41    | 0.01%             | 2037-02-20      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 6.20 03/01/2055                                                                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1660276.19   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | 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        |   1280000 | PA      | $1315927.07   | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 11/15/2032                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30346875.00  | 0.67%             | 2032-11-15      | Fixed         | 4.12%                 | 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        |   6203900 | PA      | $6215618.85   | 0.14%             | 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        |  10455658 | PA      | $10621388.28  | 0.23%             | 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        |   7239494 | PA      | $7267537.62   | 0.16%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                  | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16076472 | PA      | $16220462.42  | 0.36%             | 2055-04-25      | Variable      | 6.00%                 | 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        |   3415000 | PA      | $2240929.83   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 4.90 11/15/2035                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6641000 | PA      | $6552850.89   | 0.14%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 5.70 11/15/2055                                                                | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4808000 | PA      | $4585399.74   | 0.10%             | 2055-11-15      | Fixed         | 5.70%                 | 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        |   2252000 | PA      | $2335847.30   | 0.05%             | 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        |   2015000 | PA      | $2037921.98   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | 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        | 110000000 | PA      | $111955078.40 | 2.48%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/30/2030                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161000000 | PA      | $165653906.25 | 3.67%             | 2030-11-30      | Fixed         | 4.38%                 | 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        |   3500000 | PA      | $3482932.92   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                           | Hologic Inc 3.25 02/15/2029                                                            | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1977693.93   | 0.04%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                   | Hotwire Funding LLC 5.89                                                               | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-MBS          | CORP              | US        |  10375000 | PA      | $10560094.15  | 0.23%             | 2054-06-20      | Fixed         | 5.89%                 | 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        |   2500000 | PA      | $2154241.50   | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                     | Hyatt Hotels Corp 5.75 03/30/2032                                                      | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1430839.22   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                               | Hyundai Capital America 6.50 01/16/2029                                                | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $1108466.59   | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                              | Icon Investments Six DAC 6.00 05/08/2034                                               | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1886000 | PA      | $1995373.44   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 4.95 06/01/2042                                                    | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2640000 | PA      | $2253553.76   | 0.05%             | 2042-06-01      | Variable      | 4.95%                 | 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        |   3161000 | PA      | $3189661.23   | 0.07%             | 2055-08-15      | Fixed         | 5.85%                 | 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        |   2455000 | PA      | $2286160.05   | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 6.25 02/01/2029                                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   4181000 | PA      | $4409777.21   | 0.10%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Overwatch Bravo Funding LLC                                           | Overwatch Bravo Funding LLC 0.00 01/02/2026                                            | CUSIP: 69040CA26<br>LEI: 254900PNCXTKEIEUSA81 | Long             | STIV             | CORP              | US        |  33900000 | PA      | $33900000.00  | 0.75%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                              | US LONG BOND(CBT) Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       741 | NC      | $-985589.28   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       334 | NC      | $-64182.56    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1932 | NC      | $-3831199.46  | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -284 | NC      | $-35639.77    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.50 11/15/2032                                                       | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $2611381.28   | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                      | LPL Holdings Inc 5.15 06/15/2030                                                       | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4535000 | PA      | $4627191.70   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1169 | NC      | $-263847.75   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                      | LONG GILT FUTURE  Mar26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |       188 | NC      | $170814.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                          | Fixed Income Clearing Corp 3.82 01/02/2026                                             | CUSIP: RPEK5X943<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        | 101759000 | PA      | $101759000.00 | 2.25%             | 2026-01-02      | Fixed         | 3.82%                 | 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        |   8560000 | PA      | $8471487.89   | 0.19%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6949373.15   | 0.15%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc 4.13 12/15/2051                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5823817.59   | 0.13%             | 2051-12-15      | Variable      | 4.12%                 | 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        |   3246000 | PA      | $3653413.38   | 0.08%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                              | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   7117000 | NS      | $7197187.24   | 0.16%             |  |  |  | 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        |   2400000 | PA      | $2664783.60   | 0.06%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 12/31/2030                                       | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27018984.24  | 0.60%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 01/31/2031                                       | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10117382.80  | 0.22%             | 2031-01-31      | Fixed         | 4.00%                 | 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        |  51000000 | PA      | $52180371.03  | 1.15%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 08/31/2030                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68000000 | PA      | $67770234.12  | 1.50%             | 2030-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.63 10/31/2030                                       | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10457343.75  | 0.23%             | 2030-10-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 10/31/2027                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32000000 | PA      | $32009375.04  | 0.71%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 11/30/2032                                       | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105000000 | PA      | $103802343.75 | 2.30%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 11/30/2030                                       | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $50493984.12  | 1.12%             | 2030-11-30      | Fixed         | 3.50%                 | 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        |   6150000 | PA      | $5551047.87   | 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        |   5364000 | PA      | $5327469.34   | 0.12%             | 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        |   2498000 | PA      | $2587299.48   | 0.06%             | 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        |   4120000 | PA      | $2675599.28   | 0.06%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                              | University of California 3.07% 05/15/2051                                              | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3480000 | PA      | $2364750.13   | 0.05%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                      | Ventas Realty LP 5.00 02/15/2036                                                       | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2212405.64   | 0.05%             | 2036-02-15      | Fixed         | 5.00%                 | 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        |   2963000 | PA      | $3036364.89   | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc 4.75 01/15/2033                                             | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1714000 | PA      | $1713165.28   | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | 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        |   2066000 | PA      | $2042632.40   | 0.05%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                | VERTICAL BRIDGE CC LLC 5.16                                                            | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |  16729221 | PA      | $16783624.43  | 0.37%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                    | Verus Securitization Trust 2021-R2 1.23                                                | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529571 | PA      | $1439050.14   | 0.03%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 4.38 03/15/2043                                                       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2052995.39   | 0.05%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 6.75 04/15/2029                                                     | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    743000 | PA      | $747420.32    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | 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        |   3872000 | PA      | $3980145.81   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                              | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |  13200000 | NS      | $13090952.56  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                       | Danske Bank A/S (pfd) 4.38% 11/18/2174 Perpetual                                       | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |  22550000 | NS      | $22538053.46  | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                          | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |  12706000 | NS      | $13249839.29  | 0.29%             |  |  |  | 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        |  11000000 | NS      | $11532184.18  | 0.26%             |  |  |  | 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        |  12800000 | NS      | $13142760.45  | 0.29%             |  |  |  | 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        |  35400000 | OU      | $2751651.83   | 0.06%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer