# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-25-302538
**Filing Date:** 2025-11
**Character Count:** 148960
**Document Hash:** 874a99ebef08d10af2a4aaa3174e1ad6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-302538.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001193125-25-302538

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251535815

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century Investment Trust

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**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:** $1121809874.96

**Total Liabilities:** $17983312.87

**Net Assets:** $1103826562.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2876.000000000000 | **1-Year:** 29731.000000000000 | **5-Year:** 43417.000000000000 | **10-Year:** 20565.000000000000 | **30-Year:** 47358.000000000000

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

- **3-Month:** 191.000000000000 | **1-Year:** 3563.000000000000 | **5-Year:** 4962.000000000000 | **10-Year:** 2010.000000000000 | **30-Year:** 7223.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039175 | -0.02%               | 0.71%                | 0.38%                |
| Class ID C000039176 | 0.03%                | 0.85%                | 0.32%                |
| Class ID C000039177 | 0.07%                | 0.79%                | 0.37%                |
| Class ID C000039178 | 0.19%                | 0.81%                | 0.38%                |
| Class ID C000039179 | 0.15%                | 0.77%                | 0.34%                |
| Class ID C000189692 | 0.18%                | 0.80%                | 0.37%                |
| Class ID C000194393 | 0.09%                | 0.82%                | 0.39%                |
| Class ID C000224786 | 0.12%                | 0.84%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1253185.48              | $-4183099.82                               |
| Month 2  | $1172204.41              | $3855742.92                                |
| Month 3  | $2531460.25              | $-1965840.81                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Government & Credit (1-3 Y)

- **Index Identifier:** Bloomberg US Aggregate Government & Credit (1-3 Y)

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Flexential Issuer 2021-1                                           | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3885190.80   | 0.35%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 5.80 03/05/2027                                                  | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2930207.82   | 0.27%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 5.13 11/05/2026                                                  | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2960667.94   | 0.27%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                           | Fortitude Global Funding 4.63 10/06/2028                                                  | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1844152.05   | 0.17%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                            | Freddie Mac STACR REMIC Trust 2023-HQA2 6.36                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |   1474880 | PA      | $1481692.90   | 0.13%             | 2043-06-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                            | Freddie Mac STACR REMIC Trust 2022-DNA6 6.51                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    804694 | PA      | $809331.59    | 0.07%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                            | Freddie Mac STACR REMIC Trust 2021-DNA7 5.21                                              | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   1319025 | PA      | $1318353.34   | 0.12%             | 2041-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                            | HCA Inc 5.25 06/15/2026                                                                   | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010261.60   | 0.45%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC (pfd) 6.00% 11/22/2173 Perpetual                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   3922000 | NS      | $3941971.06   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC 7.39 11/03/2028                                                         | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1965025.58   | 0.18%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                        | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    688000 | NS      | $715850.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                       | HSBC USA Inc 4.65 06/03/2028                                                              | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2168707.20   | 0.20%             | 2028-06-03      | Fixed         | 4.65%                 | 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        |   2875000 | PA      | $2901727.32   | 0.26%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                  | Herc Holdings Inc 5.50 07/15/2027                                                         | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    799000 | PA      | $797598.87    | 0.07%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                 | Home Depot Inc/The 5.15 06/25/2026                                                        | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   6585000 | PA      | $6645097.41   | 0.60%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                        | Honeywell International Inc 4.65 07/30/2027                                               | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2216630.09   | 0.20%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                  | Hyatt Hotels Corp 5.75 01/30/2027                                                         | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    687000 | PA      | $700158.85    | 0.06%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                  | Hyatt Hotels Corp 5.05 03/30/2028                                                         | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2739512.34   | 0.25%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America 5.95 09/21/2026                                                   | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2403050.72   | 0.22%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America 4.88 11/01/2027                                                   | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3555055.11   | 0.32%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                       | Illumina Inc 5.80 12/12/2025                                                              | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4135727.65   | 0.37%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                       | Illumina Inc 4.65 09/09/2026                                                              | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2674101.86   | 0.24%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   4555000 | NS      | $4574153.78   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                         | Intel Corp 4.88 02/10/2026                                                                | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3517548.92   | 0.32%             | 2026-02-10      | Fixed         | 4.88%                 | 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        |   4420000 | PA      | $4180836.98   | 0.38%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                          | IQVIA Inc 5.70 05/15/2028                                                                 | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1337187.25   | 0.12%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM2                          | JP Morgan Mortgage Trust Series 2025-NQM2 5.77                                            | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3854699 | PA      | $3886845.74   | 0.35%             | 2065-09-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JP Morgan Mortgage Trust 2019-5 4.00                                                      | CUSIP: 46591FAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227319 | PA      | $214907.07    | 0.02%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-9                                    | JP Morgan Mortgage Trust 2024-9 5.50                                                      | CUSIP: 46593DAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2141553 | PA      | $2144832.49   | 0.19%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JP Morgan Mortgage Trust 5.50                                                             | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2904609 | PA      | $2918600.26   | 0.26%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JP Morgan Mortgage Trust 6.16                                                             | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4294545 | PA      | $4333842.75   | 0.39%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2014-5                                    | JP Morgan Mortgage Trust 2014-5 2.60                                                      | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29738 | PA      | $29284.07     | 0.00%             | 2029-10-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co 4.51 10/22/2028                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1113735.61   | 0.10%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13                      | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3575000 | PA      | $3279029.33   | 0.30%             | 2031-07-05      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                      | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    128000 | NS      | $128189.48    | 0.01%             |  |  |  | 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        |   2063677 | PA      | $2094698.61   | 0.19%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                     | MVW 2019-2 LLC 2.44                                                                       | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319311 | PA      | $316862.78    | 0.03%             | 2038-10-20      | Fixed         | 2.44%                 | 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        |   3037000 | NS      | $3088140.04   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                           | Madison Park Funding XXII Ltd 6.27                                                        | CUSIP: 55819XBN1<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6276136.25   | 0.57%             | 2038-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2658849.60   | 0.24%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                  | Magnetite Xli Ltd 6.10                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1403254.02   | 0.13%             | 2038-01-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                           | Mars Inc 4.60 03/01/2028                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2928999.07   | 0.27%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                      | Marriott International Inc/MD 5.45 09/15/2026                                             | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3894052.86   | 0.35%             | 2026-09-15      | Fixed         | 5.45%                 | 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        |   2159000 | PA      | $2216547.41   | 0.20%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                               | Monongahela Power Co 3.55 05/15/2027                                                      | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5027000 | PA      | $4984251.30   | 0.45%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                             | Morgan Stanley Bank NA 5.02 01/12/2029                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2906776.54   | 0.26%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 6.41 11/01/2029                                                            | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2529992.50   | 0.23%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 4.99 04/12/2029                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1516879.91   | 0.14%             | 2029-04-12      | Variable      | 4.99%                 | 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        |    495000 | PA      | $502631.72    | 0.05%             | 2031-07-18      | Variable      | 4.73%                 | 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        |   1866839 | PA      | $1890504.10   | 0.17%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                | NCMF Trust 2025-MFS 6.24                                                                  | CUSIP: 62887TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4621000 | PA      | $4708364.16   | 0.43%             | 2033-06-10      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-B LLC                                            | NMEF Funding 2025-B LLC 5.47                                                              | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3022378.80   | 0.27%             | 2033-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                   | NMI Holdings Inc 6.00 08/15/2029                                                          | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2348973.30   | 0.21%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Bank Canada                                               | National Bank of Canada 5.60 07/02/2027                                                   | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3150000 | PA      | $3181739.68   | 0.29%             | 2027-07-02      | Variable      | 5.60%                 | 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        |   3626000 | PA      | $3582537.71   | 0.32%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society 4.35 09/30/2030                                               | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3315000 | PA      | $3304021.55   | 0.30%             | 2030-09-30      | Fixed         | 4.35%                 | 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        |   2213000 | PA      | $2024948.29   | 0.18%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                           | New Economy Assets - Phase 1 Sponsor LLC 2.41                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3395734.00   | 0.31%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                  | Nexstar Media Inc 4.75 11/01/2028                                                         | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2647323.93   | 0.24%             | 2028-11-01      | Fixed         | 4.75%                 | 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        |   3960000 | NS      | $3984987.60   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                | North Haven Private Income Fund LLC 5.13 09/25/2028                                       | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2238968.86   | 0.20%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                            | Provident Funding Mortgage Trust 2025-2 5.50                                              | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3771172 | PA      | $3795280.73   | 0.34%             | 2055-06-25      | Variable      | 5.50%                 | 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        |   1280827 | PA      | $1297273.78   | 0.12%             | 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        |   1930682 | PA      | $1957942.64   | 0.18%             | 2044-06-25      | Variable      | 6.15%                 | 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        |   2087946 | PA      | $2106834.39   | 0.19%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund         | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  38658571 | NS      | $38658571.41  | 3.50%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Bill 0.00 08/06/2026                                               | CUSIP: 912797RG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13300000 | PA      | $12895394.32  | 1.17%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 0.75 04/30/2026                                          | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14738106.60  | 1.34%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.63 09/15/2026                                          | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $23698463.61  | 2.15%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | Wells Fargo & Co 4.97 04/23/2029                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2303353.02   | 0.21%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                               | Western Digital Corp 2.85 02/01/2029                                                      | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $1933497.37   | 0.18%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2024-1                       | Westlake Automobile Receivables Trust 2024-1 5.44                                         | CUSIP: 96043RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3285319 | PA      | $3290563.88   | 0.30%             | 2027-05-17      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                               | Williams Cos Inc/The 5.40 03/02/2026                                                      | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1933878.87   | 0.18%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                   | Zions Bancorp NA 4.70 08/18/2028                                                          | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2874000 | PA      | $2883643.88   | 0.26%             | 2028-08-18      | Variable      | 4.70%                 | 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        |   1200000 | NS      | $1182250.63   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                    | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |   5223000 | NS      | $5193571.74   | 0.47%             |  |  |  | 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        |   3312000 | NS      | $3446059.63   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                      | US 10YR NOTE (CBT)Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -169 | NC      | $64686.09     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                | US 10yr Ultra Fut Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -12 | NC      | $-8648.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                       | US 2YR NOTE (CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -4 | NC      | $585.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                       | US 5YR NOTE (CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -312 | NC      | $32578.93     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                   | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   2200000 | NS      | $2259584.47   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                            | Centersquare Issuer LLC 5.00                                                              | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5062733 | PA      | $4946442.53   | 0.45%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                    | Chase Home Lending Mortgage Trust Series 2024-3 6.00                                      | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3215043 | PA      | $3257776.79   | 0.30%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                      | RCKT Mortgage Trust 2024-CES1 6.03                                                        | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3048907 | PA      | $3082085.42   | 0.28%             | 2044-02-25      | Variable      | 6.03%                 | 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        |   1206449 | PA      | $1227099.89   | 0.11%             | 2044-05-25      | Variable      | 6.59%                 | 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        |   4848041 | PA      | $4874268.90   | 0.44%             | 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        |   1103754 | PA      | $1106658.37   | 0.10%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2025-J2                                        | RATE Mortgage Trust 2025-J2 5.50                                                          | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5290634 | PA      | $5330897.90   | 0.48%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                         | Rate Mortgage Trust 205-J1 6.00                                                           | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2215602 | PA      | $2250025.65   | 0.20%             | 2055-03-25      | Variable      | 6.00%                 | 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        |   1218581 | PA      | $1229400.55   | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                 | Realty Income Corp 3.95 02/01/2029                                                        | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1602478.06   | 0.15%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                 | Regal Rexnord Corp 6.05 02/15/2026                                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4361592.45   | 0.40%             | 2026-02-15      | Fixed         | 6.05%                 | 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        |   1592000 | PA      | $1604242.10   | 0.15%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                  | NatWest Group PLC (pfd) 6.00% 09/30/2174 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |   5800000 | NS      | $5829307.40   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada 4.97 01/24/2029                                                      | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2285000 | PA      | $2324647.72   | 0.21%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                               | Royal Bank of Canada 4.50 08/06/2029                                                      | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3074000 | PA      | $3098637.68   | 0.28%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                   | SCF Equipment Leasing 2024-1 LLC 5.52                                                     | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2749737.90   | 0.25%             | 2032-01-20      | Fixed         | 5.52%                 | 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        |   2642681 | PA      | $2672664.23   | 0.24%             | 2054-03-25      | Variable      | 6.31%                 | 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        |   3485000 | NS      | $3449648.16   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                             | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   2489000 | NS      | $2491688.12   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                      | Sequoia Mortgage Trust 2024-9 5.50                                                        | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2419538 | PA      | $2431046.51   | 0.22%             | 2054-10-25      | 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        |   1726205 | PA      | $1734321.08   | 0.16%             | 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        |   1205325 | PA      | $1207751.43   | 0.11%             | 2054-11-25      | Variable      | 5.50%                 | 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        |   3369165 | PA      | $3394564.61   | 0.31%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                               | WB Commercial Mortgage Trust 2024-HQ 6.13                                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4010294.80   | 0.36%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | Wells Fargo & Co 4.90 01/24/2028                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2331522.55   | 0.21%             | 2028-01-24      | Variable      | 4.90%                 | 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        |   1926018 | PA      | $1928654.40   | 0.17%             | 2055-08-25      | Variable      | 5.50%                 | 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        |   2929187 | PA      | $2968814.81   | 0.27%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                          | Chase Home Lending Mortgage Trust 2025-10 5.50                                            | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |   4075000 | PA      | $4117652.98   | 0.37%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                           | Chase Home Lending Mortgage Trust 2024-9 5.50                                             | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3214282 | PA      | $3231803.58   | 0.29%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                     | EPR Properties 4.50 06/01/2027                                                            | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2687722.99   | 0.24%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                               | Edison International (pfd) 5.38% 09/15/2174 Perpetual                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |   1075000 | NS      | $1045292.29   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Emera Inc                                                          | Emera Inc 6.75 06/15/2076                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2319832.68   | 0.21%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3800000 | PA      | $3817278.60   | 0.35%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | Enbridge Inc 5.90 11/15/2026                                                              | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2940000 | PA      | $2992456.51   | 0.27%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP (pfd) 6.50% 11/15/2173 Perpetual                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   3990000 | NS      | $4019166.90   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                   | Essent Group Ltd 6.25 07/01/2029                                                          | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2494623.28   | 0.23%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Westar Energy Inc                                                  | Evergy Kansas Central Inc 4.70 03/13/2028                                                 | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1168789.70   | 0.11%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                           | F&G Annuities & Life Inc 6.50 06/04/2029                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3687638.30   | 0.33%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                               | Extended Stay America Trust 2021-ESH 5.34                                                 | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3094823 | PA      | $3097229.30   | 0.28%             | 2038-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K54 Mortgage Trust                                      | FREMF 2016-K54 Mortgage Trust 4.23                                                        | CUSIP: 30288RAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15773000 | PA      | $15691314.79  | 1.42%             | 2048-04-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K55 Mortgage Trust                                      | FREMF 2016-K55 Mortgage Trust 4.31                                                        | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11009000 | PA      | $10956644.50  | 0.99%             | 2049-04-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K69 Mortgage Trust                                      | FREMF 2017-K69 Mortgage Trust 3.85                                                        | CUSIP: 30305KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4920000 | PA      | $4837317.43   | 0.44%             | 2049-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                 | F&G Global Funding 4.65 09/08/2028                                                        | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2449000 | PA      | $2458428.55   | 0.22%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 4.00                                                                    | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7499178 | PA      | $1307153.23   | 0.12%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 6.00                                                                    | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4387589 | PA      | $670127.48    | 0.06%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates       | Freddie Mac Multifamily Structured Pass Through Certificates 3.21                         | CUSIP: 3137FLN34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7589917 | PA      | $7558137.25   | 0.68%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates       | Freddie Mac Multifamily Structured Pass Through Certificates 2.28                         | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12653314 | PA      | $12491206.36  | 1.13%             | 2026-07-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 4.77                                                                    | CUSIP: 31395NSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    208001 | PA      | $206504.47    | 0.02%             | 2036-07-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd                                          | SIXST 2017-8A BR2 0.00                                                                    | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5713694.82   | 0.52%             | 2034-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                              | Delta Air Lines Inc / SkyMiles IP Ltd 4.50 10/20/2025                                     | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $157809.66    | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                           | Snam SpA 5.00 05/28/2030                                                                  | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    785000 | PA      | $796551.24    | 0.07%             | 2030-05-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    815000 | NS      | $808416.59    | 0.07%             |  |  |  | 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        |   3920000 | NS      | $4208488.48   | 0.38%             |  |  |  | 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        |   5235000 | PA      | $5221985.27   | 0.47%             | 2051-01-15      | Variable      | 4.00%                 | 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        |    811000 | PA      | $872509.18    | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                             | Standard Chartered PLC 5.55 01/21/2029                                                    | CUSIP: 85325C2D3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2160000 | PA      | $2213186.76   | 0.20%             | 2029-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                         | Standard Industries Inc/NY 4.75 01/15/2028                                                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2649235.86   | 0.24%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | State Street Corp 3.03 11/01/2034                                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3521606.40   | 0.32%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                       | Synopsys Inc 4.65 04/01/2028                                                              | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1694039.02   | 0.15%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                     | Synchrony Bank 5.63 08/23/2027                                                            | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    961000 | PA      | $981561.93    | 0.09%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                    | Taylor Morrison Communities Inc 5.75 01/15/2028                                           | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2009315.88   | 0.18%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                          | TEGNA Inc 4.63 03/15/2028                                                                 | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2751401.49   | 0.25%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                              | Tenet Healthcare Corp 6.25 02/01/2027                                                     | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001529.40   | 0.27%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                       | Thermo Fisher Scientific Inc 5.00 12/05/2026                                              | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2317116.90   | 0.21%             | 2026-12-05      | Fixed         | 5.00%                 | 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        |   4385000 | PA      | $4640648.79   | 0.42%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                   | Towd Point Mortgage Trust 2024-1 4.88                                                     | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3627848 | PA      | $3688979.10   | 0.33%             | 2064-03-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                | Towd Point Mortgage Trust 2024-CES1 5.85                                                  | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2471471 | PA      | $2490701.71   | 0.23%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                      | TRANSDIGM INC 2025 TERM LOAN K                                                            | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    992462 | PA      | $992606.38    | 0.09%             | 2030-03-22      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                        | Truist Bank 4.67 05/20/2027                                                               | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2034703.96   | 0.18%             | 2027-05-20      | Variable      | 4.67%                 | 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        |   5035000 | NS      | $5567169.29   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                           | US Bank NA/Cincinnati OH 4.51 10/22/2027                                                  | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3311084.70   | 0.30%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                | United Airlines Inc 4.38 04/15/2026                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3022955.43   | 0.27%             | 2026-04-15      | Fixed         | 4.38%                 | 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        |   1615000 | PA      | $1591491.66   | 0.14%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 0.88 09/30/2026                                          | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $972462.18    | 0.09%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.00 06/30/2028                                          | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1009941.41   | 0.09%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond - When Issued 4.25 12/15/2026                            | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18143437.50  | 1.64%             | 2026-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.75 12/31/2028                                          | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $39131015.82  | 3.55%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.25 03/31/2029                                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6092460.96   | 0.55%             | 2029-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                     | United States Treasury Inflation Indexed Bonds 2.13 04/15/2029                            | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2611050 | PA      | $2695774.79   | 0.24%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.88 03/15/2028                                          | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24000000 | PA      | $24154687.44  | 2.19%             | 2028-03-15      | Fixed         | 3.88%                 | 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        |  80000000 | PA      | $80534375.20  | 7.30%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.88 07/31/2027                                          | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6326455.09   | 0.57%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.50 09/15/2028                                          | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18400000 | PA      | $18275656.30  | 1.66%             | 2028-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                      | Universal Health Services Inc 1.65 09/01/2026                                             | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3830503.03   | 0.35%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                             | Venture Global LNG Inc 8.13 06/01/2028                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1538118.45   | 0.14%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                       | Veralto Corp 5.50 09/18/2026                                                              | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2288154.61   | 0.21%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                     | Verdant Receivables 2024-1 LLC 5.68                                                       | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3721075 | PA      | $3793772.05   | 0.34%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                             | VERTICAL BRIDGE CC LLC 7.45                                                               | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   3539352 | PA      | $3542968.51   | 0.32%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 4.95 01/15/2031                                                          | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1591998.91   | 0.14%             | 2031-01-15      | Fixed         | 4.95%                 | 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        |    252000 | PA      | $254651.58    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | Volkswagen Group of America Finance LLC 6.00 11/16/2026                                   | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2305752.51   | 0.21%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                            | Volkswagen Group of America Finance LLC 4.90 08/14/2026                                   | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2120363.77   | 0.19%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                  | Vornado Realty LP 2.15 06/01/2026                                                         | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4302586.11   | 0.39%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                               | WEC Energy Group Inc 4.75 01/09/2026                                                      | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4940679.54   | 0.45%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | Boeing Co/The 6.30 05/01/2029                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1581682.23   | 0.14%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                     | Braskem Netherlands Finance BV 4.50 01/10/2028                                            | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1355000 | PA      | $586037.50    | 0.05%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-CES1                          | BRAVO Residential Funding Trust 2024-CES1 6.38                                            | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    103695 | PA      | $105287.07    | 0.01%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                            | Bristol-Myers Squibb Co 4.90 02/22/2027                                                   | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2037065.45   | 0.18%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                       | Broadcom Inc 4.80 04/15/2028                                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3402104.19   | 0.31%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-2                           | Bunker Hill Loan Depositary Trust 2019-2 3.08                                             | CUSIP: 12061RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255254 | PA      | $250312.66    | 0.02%             | 2049-07-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 2.90 01/15/2027                                                          | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2338858.10   | 0.21%             | 2027-01-15      | Fixed         | 2.90%                 | 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        |    373158 | PA      | $357555.06    | 0.03%             | 2050-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                    | CVS Health Corp 5.00 02/20/2026                                                           | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4965000 | PA      | $4972624.55   | 0.45%             | 2026-02-20      | Fixed         | 5.00%                 | 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        |       522 | PA      | $523.86       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                         | COPT Defense Properties LP 4.50 10/15/2030                                                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1828759.07   | 0.17%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                 | Canadian Imperial Bank of Commerce 7.00 10/28/2085                                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    978000 | PA      | $1005555.15   | 0.09%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                | Cardinal Health Inc 4.70 11/15/2026                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4351431.28   | 0.39%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                           | Celanese US Holdings LLC 6.67 07/15/2027                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    603000 | PA      | $618970.99    | 0.06%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                       | Centene Corp 4.25 12/15/2027                                                              | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3189242.30   | 0.29%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 5.29                                                                    | CUSIP: 31397NXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    213105 | PA      | $214516.86    | 0.02%             | 2037-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                   | ABN AMRO Bank NV 3.32 03/13/2037                                                          | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2800000 | PA      | $2532722.78   | 0.23%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | Corebridge Global Funding 4.45 10/02/2030                                                 | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $3638385.51   | 0.33%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc 7.30 08/15/2026                                                                  | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2055499.83   | 0.19%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                    | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3695073 | PA      | $3699843.34   | 0.34%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   2800000 | NS      | $2767721.49   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   3886000 | NS      | $3869442.92   | 0.35%             |  |  |  | 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        |   3545000 | PA      | $3456004.90   | 0.31%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                 | Ally Financial Inc (pfd) 4.70% 08/15/2174 Perpetual                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1875000 | NS      | $1731284.63   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameren Corp                                                        | Ameren Corp 5.70 12/01/2026                                                               | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2209793.89   | 0.20%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                | American Airlines 2014-1 Class A Pass Through Trust 3.70 04/01/2028                       | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108245 | PA      | $107628.38    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                | American Express Co 4.35 07/20/2029                                                       | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2329008.67   | 0.21%             | 2029-07-20      | Variable      | 4.35%                 | 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        |   1090000 | PA      | $1115089.73   | 0.10%             | 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        |   2253000 | PA      | $2305398.16   | 0.21%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                      | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                             | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4415000 | PA      | $4517204.56   | 0.41%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom           | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |   3565000 | NS      | $3614172.05   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                     | BBCMS 2019-BWAY Mortgage Trust 6.42                                                       | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4370000 | PA      | $68827.50     | 0.01%             | 2034-11-15      | Floating      | 6.42%                 | 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        |   2804000 | NS      | $2999444.41   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                              | Freedom Mortgage Corp 6.63 01/15/2027                                                     | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1737605.76   | 0.16%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                      | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                             | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1737343.76   | 0.16%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                               | Frontier Communications Holdings LLC 6.00 01/15/2030                                      | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2789817.69   | 0.25%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                            | GA Global Funding Trust 2.25 01/06/2027                                                   | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3512500.13   | 0.32%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                            | GA Global Funding Trust 4.40 09/23/2027                                                   | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2871975.79   | 0.26%             | 2027-09-23      | Fixed         | 4.40%                 | 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        |   4432929 | PA      | $4475442.56   | 0.41%             | 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        |   5708175 | PA      | $5752037.44   | 0.52%             | 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        |   4345871 | PA      | $4400763.59   | 0.40%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                       | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                         | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960986 | PA      | $3005855.43   | 0.27%             | 2055-11-25      | 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        |   4142731 | PA      | $4164506.02   | 0.38%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                    | General Motors Financial Co Inc 5.40 04/06/2026                                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |   2810000 | PA      | $2825951.33   | 0.26%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                             | Global Atlantic Fin Co 4.40 10/15/2029                                                    | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1355044.71   | 0.12%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                         | goeasy Ltd 6.88 02/15/2031                                                                | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   1138000 | PA      | $1103267.44   | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The 5.73 04/25/2030                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1956897.63   | 0.18%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2173 Perpetual                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   3320000 | NS      | $3284588.51   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The (pfd) 7.38% 02/10/2174 Perpetual                              | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   3353000 | NS      | $3390275.30   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                 | Goldman Sachs Bank USA/New York NY 5.41 05/21/2027                                        | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2973164.88   | 0.27%             | 2027-05-21      | Variable      | 5.41%                 | 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        |    860000 | PA      | $864696.96    | 0.08%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                   | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    265517 | PA      | $245812.45    | 0.02%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                    | JP Morgan Mortgage Trust 2020-5 3.00                                                      | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2548056 | PA      | $2188221.74   | 0.20%             | 2050-12-25      | Variable      | 3.00%                 | 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        |   3609996 | PA      | $3632319.65   | 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        |   3025433 | PA      | $3039100.58   | 0.28%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                 | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165795 | PA      | $2171665.32   | 0.20%             | 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        |   2715463 | PA      | $2756124.01   | 0.25%             | 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        |   2041447 | PA      | $2056537.57   | 0.19%             | 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        |   4525581 | PA      | $4590468.80   | 0.42%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                   | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1817869 | PA      | $1834261.54   | 0.17%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                          | JP Morgan Mortgage Trust Series 2025-CCM2 5.50                                            | CUSIP: 46659EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4662914 | PA      | $4690446.34   | 0.42%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                    | Jersey Central Power & Light Co 4.15 01/15/2029                                           | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1832434.48   | 0.17%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                       | KBC Group NV 4.45 09/23/2031                                                              | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3907000 | PA      | $3887803.74   | 0.35%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                   | Kilroy Realty LP 4.25 08/15/2029                                                          | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4485648.13   | 0.41%             | 2029-08-15      | Fixed         | 4.25%                 | 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        |    620000 | PA      | $572622.44    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                               | Kyndryl Holdings Inc 2.70 10/15/2028                                                      | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1724633.85   | 0.16%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                               | Lmrk Issuer Co 2 LLC 5.52                                                                 | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |   4047000 | PA      | $4072370.64   | 0.37%             | 2055-09-15      | Fixed         | 5.52%                 | 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        |   2759000 | PA      | $2894645.43   | 0.26%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                   | Lamar Media Corp 3.75 02/15/2028                                                          | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2807365.63   | 0.25%             | 2028-02-15      | Fixed         | 3.75%                 | 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        |   1982000 | NS      | $2013920.11   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                     | Lowe's Cos Inc 3.10 05/03/2027                                                            | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2114612.54   | 0.19%             | 2027-05-03      | Fixed         | 3.10%                 | 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        |   2950000 | PA      | $2893243.86   | 0.26%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| NXPT Commercial Mortgage Trust 2024-STOR                           | NXPT Commercial Mortgage Trust 2024-STOR 5.84                                             | CUSIP: 67119YAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $5036438.00   | 0.46%             | 2041-11-05      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                   | One Market Plaza Trust 2017-1MKT 3.85                                                     | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3533000 | PA      | $3407263.00   | 0.31%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                               | OneMain Finance Corp 6.13 05/15/2030                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    645000 | PA      | $653672.03    | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                               | OneMain Finance Corp 6.50 03/15/2033                                                      | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $1137209.22   | 0.10%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | Oracle Corp 4.45 09/26/2030                                                               | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3311000 | PA      | $3310137.55   | 0.30%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                              | Blue Owl Capital Corp 3.40 07/15/2026                                                     | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2343982.51   | 0.21%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |    395000 | PA      | $402758.52    | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                               | PNC Financial Services Group Inc/The 5.10 07/23/2027                                      | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2486871.75   | 0.23%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 Trust                                             | PRKCM 2024-HOME1 Trust 6.43                                                               | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1945872 | PA      | $1976985.25   | 0.18%             | 2059-05-25      | Variable      | 6.43%                 | 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        |   6493425 | PA      | $6539957.85   | 0.59%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                              | Palmer Square CLO 2024-4 Ltd 5.82                                                         | CUSIP: 69703WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1825000 | PA      | $1830209.10   | 0.17%             | 2038-01-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1529000 | PA      | $1523569.68   | 0.14%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                | Petroleos Mexicanos 5.95 01/28/2031                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   6050000 | PA      | $5863869.33   | 0.53%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                  | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1688219.30   | 0.15%             | 2028-07-20      | Fixed         | 9.25%                 | 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        |    291000 | PA      | $308042.79    | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                         | Pinnacle West Capital Corp 5.15 05/15/2030                                                | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1877000 | PA      | $1931259.66   | 0.17%             | 2030-05-15      | Fixed         | 5.15%                 | 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        |   5135720 | PA      | $5166743.10   | 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        |   4166108 | PA      | $4179803.63   | 0.38%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.61                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1235801 | PA      | $1236436.75   | 0.11%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                           | ARES LII CLO Ltd 5.88                                                                     | CUSIP: 04009ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2402242.32   | 0.22%             | 2031-04-22      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                         | Ares Strategic Income Fund 5.70 03/15/2028                                                | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3174542.06   | 0.29%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                      | Arroyo Mortgage Trust 2021-1R 1.48                                                        | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    718869 | PA      | $654333.86    | 0.06%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                      | Arroyo Mortgage Trust 2021-1R 1.64                                                        | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569105 | PA      | $517563.81    | 0.05%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                              | Athene Global Funding 5.35 07/09/2027                                                     | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    732000 | PA      | $745945.87    | 0.07%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA (pfd) 4.63% 07/12/2174 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   2964000 | NS      | $2920680.25   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                 | BX Trust 2019-OC11 3.86                                                                   | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4765372.50   | 0.43%             | 2041-12-09      | Fixed         | 3.86%                 | 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        |   2600000 | NS      | $2602267.98   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA 6.53 11/07/2027                                                        | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4800000 | PA      | $4918301.57   | 0.45%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA 5.37 07/15/2028                                                        | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2449789.25   | 0.22%             | 2028-07-15      | Variable      | 5.37%                 | 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        |   5000000 | NS      | $4918929.65   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2375000 | NS      | $2338707.86   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 5.93 09/15/2027                                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5780000 | PA      | $5876829.45   | 0.53%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 4.98 01/24/2029                                                      | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3565325.47   | 0.32%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp (pfd) 6.25% 10/26/2173 Perpetual                                     | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2655000 | NS      | $2691311.24   | 0.24%             |  |  |  | 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        |   1243000 | PA      | $1322382.95   | 0.12%             | 2084-05-26      | Variable      | 7.70%                 | 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        |   2374000 | PA      | $2526213.76   | 0.23%             | 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        |   1385000 | PA      | $1488513.52   | 0.13%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | Banque Federative du Credit Mutuel SA 4.59 10/16/2028                                     | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1667000 | PA      | $1682812.61   | 0.15%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC (pfd) 6.13% 12/15/2173 Perpetual                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   3712000 | NS      | $3716731.35   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC (pfd) 8.00% 12/15/2173 Perpetual                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   1278000 | NS      | $1354528.79   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Basepoint Mca Securitization II LLC                                | Basepoint Mca Securitization II LLC 5.93                                                  | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5517204.00   | 0.50%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                        | Truist Bank 4.63 09/17/2029                                                               | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1532401.25   | 0.14%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                   | Black Hills Corp 4.55 01/31/2031                                                          | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2126274.09   | 0.19%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackrock CLO Ltd                                                  | Blackrock Rainier CLO VI Ltd 5.88                                                         | CUSIP: 09261MAQ9<br>LEI: 549300HF4E86WXQDUX86 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005864.70   | 0.27%             | 2037-04-20      | Floating      | 5.88%                 | 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        |   2760000 | PA      | $2796066.19   | 0.25%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                      | Boeing Co/The 2.20 02/04/2026                                                             | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $3270460.65   | 0.30%             | 2026-02-04      | Fixed         | 2.20%                 | 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        |   1265025 | PA      | $1268542.36   | 0.11%             | 2055-09-25      | Variable      | 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        |   5645258 | PA      | $5683991.02   | 0.51%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                          | Chesapeake Funding II LLC 5.52                                                            | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-MBS          | CORP              | US        |   2934212 | PA      | $2972098.75   | 0.27%             | 2036-05-15      | Fixed         | 5.52%                 | 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        |   1000000 | PA      | $1014933.81   | 0.09%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc (pfd) 6.25% 02/15/2174 Perpetual                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2645000 | NS      | $2664885.11   | 0.24%             |  |  |  | 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        |   3024000 | NS      | $2999405.51   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc 4.64 05/07/2028                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2935626.07   | 0.27%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                        | Citibank NA 4.88 11/19/2027                                                               | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2313353.99   | 0.21%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                        | Citibank NA 4.58 05/29/2027                                                               | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3078459.67   | 0.28%             | 2027-05-29      | Fixed         | 4.58%                 | 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        |   2659728 | PA      | $2676154.33   | 0.24%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                | Coinbase Global Inc 3.38 10/01/2028                                                       | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1149388.80   | 0.10%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                       | Comerica Inc 5.98 01/30/2030                                                              | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2945604.79   | 0.27%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                       | Connecticut Avenue Securities Trust 2022-R09 6.86                                         | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932788 | PA      | $946111.66    | 0.09%             | 2042-09-25      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                       | Connecticut Avenue Securities Trust 2024-R02 5.46                                         | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1448051 | PA      | $1447657.35   | 0.13%             | 2044-02-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R04                       | Connecticut Avenue Securities Trust 2023-R04 6.66                                         | CUSIP: 20754QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1881740 | PA      | $1921410.16   | 0.17%             | 2043-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R03                       | Connecticut Avenue Securities Trust 2024-R03 5.51                                         | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340687 | PA      | $1341496.15   | 0.12%             | 2044-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                       | UBS Group AG 6.33 12/22/2027                                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3225000 | PA      | $3306310.51   | 0.30%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP 5.63 05/01/2027                                                        | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3336526.00   | 0.30%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                  | Dell International LLC / EMC Corp 4.15 02/15/2029                                         | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2170278.66   | 0.20%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                       | Deutsche Bank AG/New York NY 4.88 12/01/2032                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1614362.91   | 0.15%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                             | Diamondback Energy Inc 5.20 04/18/2027                                                    | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4495487.01   | 0.41%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                                    | EMD Finance LLC 4.38 10/15/2030                                                           | CUSIP: 26867LAP5<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1557416.54   | 0.14%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                          | Fannie Mae Interest Strip 4.00                                                            | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2433579 | PA      | $339609.12    | 0.03%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer 2025-1 LLC                                  | Service Experts Issuer 2025-1 LLC 5.38                                                    | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3369223 | PA      | $3388280.26   | 0.31%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                    | Sierra Timeshare 2021-1 Receivables Funding LLC 3.17                                      | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195242 | PA      | $193919.95    | 0.02%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                | Sirius XM Radio LLC 4.00 07/15/2028                                                       | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    960000 | PA      | $928415.36    | 0.08%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                      | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  16200000 | OU      | $-1293893.84  | -0.12%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer