# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-248806
**Filing Date:** 2026-5
**Character Count:** 231477
**Document Hash:** 71e278aefd37d5bde39f673cf2e4fb92
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248806.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248806

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 261046121

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Diversified Bond Fund

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4056721885.45

**Total Liabilities:** $107955966.59

**Net Assets:** $3948765918.86

**Cash Not Reported:** $246793.56

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7677.000000000000 | **1-Year:** 35358.000000000000 | **5-Year:** 162026.000000000000 | **10-Year:** 387560.000000000000 | **30-Year:** 848455.000000000000

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

- **3-Month:** 47.000000000000 | **1-Year:** 5477.000000000000 | **5-Year:** 33236.000000000000 | **10-Year:** 11018.000000000000 | **30-Year:** 26068.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017955 | 0.38%                | 1.44%                | -1.89%               |
| Class ID C000017956 | 0.36%                | 1.42%                | -1.91%               |
| Class ID C000017957 | 0.29%                | 1.46%                | -1.77%               |
| Class ID C000017960 | 0.18%                | 1.37%                | -1.97%               |
| Class ID C000017961 | 0.33%                | 1.40%                | -1.93%               |
| Class ID C000131613 | 0.29%                | 1.57%                | -1.87%               |
| Class ID C000189684 | 0.29%                | 1.57%                | -1.87%               |
| Class ID C000189686 | 0.29%                | 1.57%                | -1.87%               |
| Class ID C000237256 | 0.32%                | 1.59%                | -1.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1225191.09              | $-659367.36                                |
| Month 2  | $7166675.43              | $28672668.35                               |
| Month 3  | $-371183.79              | $-76483879.51                              |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** Bloomberg US Aggregate

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                                                | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $445619.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $121991.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $124862.28    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK,N.A.                                              | SOLD NZD/BOUGHT USD                                                                    | CUSIP: N/A<br>LEI: G1MLHIS0N32I3QPILB75       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $279581.64    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.10 04/22/2031                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6715979.14   | 0.17%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.35 01/22/2032                                                    | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3451345.87   | 0.09%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                 | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3682727 | PA      | $3710807.90   | 0.09%             | 2054-02-25      | Variable      | 6.00%                 | 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        |  12522836 | PA      | $12544583.19  | 0.32%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                            | City of Los Angeles Department of Airports 6.58% 05/15/2039                            | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1312065.04   | 0.03%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                        | Louisville Gas and Electric Co 5.85 08/15/2055                                         | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    901000 | PA      | $894883.06    | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc 4.50 10/15/2032                                                         | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4291420.50   | 0.11%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc 4.85 10/15/2035                                                         | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6970000 | PA      | $6790179.09   | 0.17%             | 2035-10-15      | Fixed         | 4.85%                 | 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        |  13341393 | PA      | $13359926.88  | 0.34%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                   | Purchasing Power Funding 2026-A LLC 4.37                                               | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15112000 | PA      | $15034489.04  | 0.38%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| RNL PH Owner LLC                                                      | RNL PH Owner LLC 4.91                                                                  | CUSIP: 74983YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8213490 | PA      | $8096541.40   | 0.21%             | 2056-03-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                           | RKTL 2026-1 4.07                                                                       | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12663076 | PA      | $12651694.61  | 0.32%             | 2035-02-26      | Fixed         | 4.07%                 | 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        |   6500278 | PA      | $6508735.92   | 0.16%             | 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        |   1851324 | PA      | $1851070.11   | 0.05%             | 2054-10-25      | Variable      | 5.50%                 | 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        |   4076379 | PA      | $4096302.96   | 0.10%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J1                                           | Rate Mortgage Trust 2024-J1 6.00                                                       | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850633 | PA      | $848839.82    | 0.02%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                             | Rio Tinto Finance USA PLC 5.75 03/14/2055                                              | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2035000 | PA      | $2031673.61   | 0.05%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                | Romanian Government International Bond 5.75 07/04/2036                                 | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |  11000000 | PA      | $10228431.51  | 0.26%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                           | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1959000 | PA      | $1979054.54   | 0.05%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.56                                                  | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5425000 | PA      | $5580791.90   | 0.14%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.82                                                  | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3150000 | PA      | $3253446.00   | 0.08%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                          | SM Energy Co 6.75 09/15/2026                                                           | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $3634210.80   | 0.09%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                            | Sofi Mortgage Trust 2016-1 3.00                                                        | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    843776 | PA      | $760251.05    | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SVC ABS LLC                                                           | SVC ABS LLC 5.16                                                                       | CUSIP: 78488JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9818098 | PA      | $9817920.29   | 0.25%             | 2056-03-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.12                                          | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18520000 | PA      | $18317157.85  | 0.46%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc 4.90 09/15/2031                                                         | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   6110000 | PA      | $6102791.54   | 0.15%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc 5.20 03/15/2033                                                         | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4483626.40   | 0.11%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc 6.55 03/15/2056                                                         | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3288564.17   | 0.08%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-Ces1                   | Santander Mortgage Asset Receivable Trust 2025-Ces1 5.04                               | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |  15518712 | PA      | $15459628.90  | 0.39%             | 2055-09-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                     | Vornado Realty LP 5.75 02/01/2033                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   6505000 | PA      | $6382854.83   | 0.16%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                | Webster Financial Corp 5.78 09/11/2035                                                 | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4942382.74   | 0.13%             | 2035-09-11      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                        | Weir Group Inc 5.35 05/06/2030                                                         | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3217000 | PA      | $3261748.21   | 0.08%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.01 04/04/2051                                                       | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3359588.89   | 0.09%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.35 03/15/2053                                               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1382698.32   | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                     | Duke University Health System Inc 3.92 06/01/2047                                      | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $1974045.57   | 0.05%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 5.95 11/15/2052                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2810434.48   | 0.07%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 4.85 12/01/2035                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1968846.36   | 0.05%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.63 11/15/2055                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6440000 | PA      | $6041105.88   | 0.15%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding LLC                                                | FIP Master Funding LLC 4.90                                                            | CUSIP: 30332YAM3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14863000 | PA      | $14861912.62  | 0.38%             | 2056-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                | FS Commercial Mortgage Trust 2023-4SZN 7.07                                            | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13050000 | PA      | $13178615.58  | 0.33%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18015097 | PA      | $17097245.72  | 0.43%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 6.05 11/05/2031                                               | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    786000 | PA      | $789856.66    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 5.42 04/09/2031                                               | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   1615000 | PA      | $1586494.12   | 0.04%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.25 01/25/2035                                                  | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $5409878.52   | 0.14%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.10 01/25/2036                                                  | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2972000 | PA      | $3064844.80   | 0.08%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.30 01/25/2039                                                  | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   6037000 | PA      | $6296357.25   | 0.16%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                  | GCAT 2024-INV2 Trust 6.00                                                              | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5316319 | PA      | $5339428.93   | 0.14%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4131267 | PA      | $3917982.78   | 0.10%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1753738 | PA      | $1638274.68   | 0.04%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7165704 | PA      | $6422295.96   | 0.16%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14003879 | PA      | $12544206.96  | 0.32%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7250336 | PA      | $6766197.48   | 0.17%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  11287187 | PA      | $10096120.05  | 0.26%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34000019 | PA      | $32189713.74  | 0.82%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  30525957 | PA      | $29743012.75  | 0.75%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  31937740 | PA      | $31133349.45  | 0.79%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  51214862 | PA      | $48137576.35  | 1.22%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                 | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                  | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2078472.03   | 0.05%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                    | Ally Financial Inc 8.00 11/01/2031                                                     | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8003000 | PA      | $8888055.61   | 0.23%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 36200MTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    309643 | PA      | $307789.17    | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                 | Antero Resources Corp 5.40 02/01/2036                                                  | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   4379000 | PA      | $4309185.30   | 0.11%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                          | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    478000 | PA      | $480883.35    | 0.01%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.38 12/01/2031                                                          | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4218486.12   | 0.11%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.50 12/01/2034                                                          | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3983360.07   | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.00                                                                  | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7271851 | PA      | $7268466.71   | 0.18%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DPEF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7442596 | PA      | $6619888.72   | 0.17%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19695344 | PA      | $18246782.92  | 0.46%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  11272176 | PA      | $10931793.50  | 0.28%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1215836 | PA      | $1092728.28   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7886233 | PA      | $7519543.24   | 0.19%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8931106 | PA      | $8713356.49   | 0.22%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 6.50                                                                 | CUSIP: 36208RXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2000 | PA      | $2060.33      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD 5.10 05/01/2038                                          | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2491909.43   | 0.06%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                 | Massachusetts Institute of Technology 5.62 06/01/2055                                  | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    835000 | PA      | $847168.26    | 0.02%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                             | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                              | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4463518.85   | 0.11%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc 5.70 09/15/2055                                                         | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2617000 | PA      | $2600757.80   | 0.07%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  10397000 | PA      | $10619475.01  | 0.27%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 10.75 08/01/2069                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $5205563.94   | 0.13%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                             | Michigan Strategic Fund 3.23% 09/01/2047                                               | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $3796059.50   | 0.10%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                 | Micron Technology Inc 5.30 01/15/2031                                                  | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  10960000 | PA      | $11475753.60  | 0.29%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co 5.85 09/15/2054                                                  | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |  12182000 | PA      | $12239071.94  | 0.31%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | Missouri Highway & Transportation Commission 5.45% 05/01/2033                          | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $102797.99    | 0.00%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.41 11/01/2029                                                         | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2155546.64   | 0.05%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.63 11/01/2034                                                         | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9180000 | PA      | $9992629.94   | 0.25%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.83 04/19/2035                                                         | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1931648.04   | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.52 11/19/2055                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1515507.46   | 0.04%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 4.89 10/22/2036                                                         | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $1939022.43   | 0.05%             | 2036-10-22      | Variable      | 4.89%                 | 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        |   2050000 | PA      | $2044043.40   | 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: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8466281 | PA      | $8530836.75   | 0.22%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                 | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                             | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6017928 | PA      | $6048483.84   | 0.15%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.70 02/04/2036                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2245125.27   | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                           | Ovintiv Inc 7.10 07/15/2053                                                            | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $4108666.44   | 0.10%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                           | Blue Owl Credit Income Corp 7.75 09/16/2027                                            | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6120000 | PA      | $6208437.67   | 0.16%             | 2027-09-16      | Fixed         | 7.75%                 | 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        |  20093413 | PA      | $20099670.25  | 0.51%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                         | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3865000 | PA      | $3918159.60   | 0.10%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11908278 | PA      | $11886334.72  | 0.30%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20681047 | PA      | $17758038.59  | 0.45%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13605936 | PA      | $12852767.90  | 0.33%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22708660 | PA      | $20892262.87  | 0.53%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13660937 | PA      | $13247012.89  | 0.34%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  43953350 | PA      | $43714428.36  | 1.11%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18440819 | PA      | $18315983.33  | 0.46%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                   | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14288893 | PA      | $14193628.97  | 0.36%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25638322 | PA      | $25837835.36  | 0.65%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                   | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  35282181 | PA      | $34167320.45  | 0.87%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2401403 | PA      | $2164960.86   | 0.05%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19313182 | PA      | $16528176.55  | 0.42%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                   | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  27397476 | PA      | $22456388.76  | 0.57%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 3620A2MJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    291327 | PA      | $287501.73    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415950 | PA      | $413932.88    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                 | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    209326 | PA      | $213809.51    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 5.00                                                                | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  26353040 | PA      | $26229103.95  | 0.66%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.00                                                                 | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212734 | PA      | $203218.31    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.25 05/06/2029                                                      | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   8313000 | PA      | $8624514.13   | 0.22%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.50 05/06/2034                                                      | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1662169.23   | 0.04%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                          | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                      | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4340345 | PA      | $4357846.00   | 0.11%             | 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        |   6911405 | PA      | $6927262.03   | 0.18%             | 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        |   4853145 | PA      | $4877045.88   | 0.12%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                          | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                      | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13335124 | PA      | $13350217.12  | 0.34%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 6.00                                                                 | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    178377 | PA      | $182422.07    | 0.00%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 36296XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    423474 | PA      | $421811.82    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                       | General Motors Financial Co Inc 5.60 06/18/2031                                        | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |   3310000 | PA      | $3388735.33   | 0.09%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                        | General Motors Financial Co Inc 6.15 07/15/2035                                        | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |   1775000 | PA      | $1836385.38   | 0.05%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                         | GENMAB A/S/GENMAB FINANCE LLC 6.25 12/15/2032                                          | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   5600000 | PA      | $5745359.20   | 0.15%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 4.70 10/07/2030                                                  | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   3105000 | PA      | $3073334.50   | 0.08%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 5.40 10/07/2035                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   4765000 | PA      | $4650267.33   | 0.12%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 4.90 07/01/2031                                                   | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2414805.71   | 0.06%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.51 04/01/2036                                                   | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $5043192.28   | 0.13%             | 2036-04-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                              | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7005000 | PA      | $6203511.02   | 0.16%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 6.48 10/24/2029                                            | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $7093871.22   | 0.18%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                    | Plains All American Pipeline LP / PAA Finance Corp 5.60 01/15/2036                     | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2708876.21   | 0.07%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | Port Authority of New York & New Jersey 4.93% 10/01/2051                               | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2300000 | PA      | $2141790.82   | 0.05%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                                 | PRKCM 2026-AFC1 Trust 4.68                                                             | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16145441 | PA      | $15987779.59  | 0.40%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                | Prologis Targeted US Logistics Fund LP 4.63 03/15/2033                                 | CUSIP: 74350LAF1<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8133335.15   | 0.21%             | 2033-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                           | Textron Inc 4.95 03/15/2036                                                            | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $2637918.87   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | 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        |   6043000 | PA      | $6238013.65   | 0.16%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                      | Towd Point Mortgage Trust 2024-1 4.90                                                  | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14637056 | PA      | $14887080.41  | 0.38%             | 2064-03-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 03/15/2029                                       | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $18833007.86  | 0.48%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 03/31/2028                                       | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31100000 | PA      | $31147378.98  | 0.79%             | 2028-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.05 04/15/2053                                                 | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5063177.39   | 0.13%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.50 07/15/2044                                                 | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4549000 | PA      | $4392918.31   | 0.11%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.30 06/15/2035                                                 | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1848000 | PA      | $1886115.30   | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060 | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4120000 | PA      | $2620082.28   | 0.07%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                              | University of California 3.07% 05/15/2051                                              | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3480000 | PA      | $2327767.13   | 0.06%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                    | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   4400000 | NS      | $4741838.90   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 5.45 09/15/2035                                                        | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $1575665.76   | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                               | CHL Mortgage Pass-Through Trust 2005-17 5.50                                           | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9906 | PA      | $9736.23      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 7.60% 11/01/2040                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    455000 | PA      | $546333.33    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| California State University                                           | California State University 2.98% 11/01/2051                                           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2622396.00   | 0.07%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 2.36 07/29/2032                                             | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $4376888.13   | 0.11%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 4.72 01/30/2032                                             | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5370000 | PA      | $5290046.61   | 0.13%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 5.40 01/30/2037                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4126000 | PA      | $4044757.33   | 0.10%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                          | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   6026000 | PA      | $5886725.76   | 0.15%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 5.13 05/01/2029                                                          | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2799849.41   | 0.07%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                          | Centene Corp 4.63 12/15/2029                                                           | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1909374.17   | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                    | Cenovus Energy Inc 5.40 03/20/2036                                                     | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   2583000 | PA      | $2571060.99   | 0.07%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                              | Chase Home Lending Mortgage Trust 2024-8 5.50                                          | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2764009 | PA      | $2760582.85   | 0.07%             | 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        |   7787913 | PA      | $7823939.61   | 0.20%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                          | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7128421 | PA      | $7138106.08   | 0.18%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                          | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276015 | PA      | $1273895.71   | 0.03%             | 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        |  20872710 | PA      | $20903693.31  | 0.53%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                              | Chase Home Lending Mortgage Trust 2025-8 6.00                                          | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |  17321211 | PA      | $17421351.76  | 0.44%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                   | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4629721 | PA      | $4650357.31   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                              | Chase Home Lending Mortgage Trust 2025-5 5.50                                          | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |  12808242 | PA      | $12810903.33  | 0.32%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  18914000 | NS      | $19570486.03  | 0.50%             |  |  |  | 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        |   8553060 | PA      | $8567836.67   | 0.22%             | 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        |   4569977 | PA      | $4570642.88   | 0.12%             | 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        |   8788139 | PA      | $8826112.19   | 0.22%             | 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        |   3780471 | PA      | $3779446.24   | 0.10%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                    | JP Morgan Mortgage Trust 2026-CES1 4.91                                                | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22658214 | PA      | $22493883.29  | 0.57%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-ACES1                            | JP Morgan Mortgage Trust Series 2026-ACES1 4.89                                        | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20421533 | PA      | $20319492.58  | 0.51%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                         | Jefferies Financial Group Inc 5.50 02/15/2036                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $3286429.19   | 0.08%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                 | Kaiser Foundation Hospitals 3.00 06/01/2051                                            | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $2035648.34   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                 | Kentucky Utilities Co 5.85 08/15/2055                                                  | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $3070747.88   | 0.08%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                               | KeyCorp 6.40 03/06/2035                                                                | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1644116.85   | 0.04%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                              | Icon Investments Six DAC 5.81 05/08/2027                                               | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      5000 | PA      | $5026.70      | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 4.90 08/05/2052                                                             | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1553421.46   | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                             | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3461761.18   | 0.09%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp 5.80 02/03/2056                                   | CUSIP: 459200LV1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3214693.64   | 0.08%             | 2056-02-03      | Fixed         | 5.80%                 | 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        |   2115000 | PA      | $1979324.65   | 0.05%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 6.25 02/01/2029                                                              | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   3531000 | PA      | $3671925.74   | 0.09%             | 2029-02-01      | Fixed         | 6.25%                 | 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        |   1720000 | PA      | $1568728.89   | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.50 11/15/2032                                                       | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $1886170.77   | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8180000 | PA      | $7933227.40   | 0.20%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6260000 | PA      | $6475350.26   | 0.16%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc 4.13 12/15/2051                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  10245000 | PA      | $10010421.57  | 0.25%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                 | Lincoln National Corp 7.00 06/15/2040                                                  | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2849668.89   | 0.07%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC                                                               | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |  10678000 | NS      | $11217772.90  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corp                                                            | Loews Corp 4.94 04/01/2036                                                             | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3662499.94   | 0.09%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                             | Los Angeles Community College District/CA 6.75% 08/01/2049                             | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2675241.12   | 0.07%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                              | M&T Bank RV Trust 2026-1 4.35                                                          | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24000116 | PA      | $23775014.24  | 0.60%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2021-FL7 Ltd 5.24                                                                  | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17817000 | PA      | $17797522.46  | 0.45%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                  | MIRA Trust 2023-MILE 6.75                                                              | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13305000 | PA      | $13668835.87  | 0.35%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MP 2023 LLC                                                           | MP 2023 LLC 5.55                                                                       | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15601965 | PA      | $15502335.18  | 0.39%             | 2065-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                             | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                             | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |  11704000 | NS      | $11784757.60  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Discovery Global Holdings Inc 3.76 03/15/2027                                          | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4704000 | PA      | $4646376.00   | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                            | Maple Parent Holdings Corp 5.05 03/26/2031                                             | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2644859.17   | 0.07%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                     | ITC Holdings Corp 5.50 04/15/2036                                                      | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1538110.64   | 0.04%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2020-3 3.50                                                   | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1598758 | PA      | $1439441.97   | 0.04%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-2                                | JP Morgan Mortgage Trust Series 2025-2 6.00                                            | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11235180 | PA      | $11283610.63  | 0.29%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.26 02/22/2048                                                    | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5920000 | PA      | $4843984.71   | 0.12%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                            | Maple Parent Holdings Corp 5.70 03/26/2036                                             | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   6443000 | PA      | $6404458.17   | 0.16%             | 2036-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.65 05/01/2045                                                               | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3122351.63   | 0.08%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.77 04/22/2035                                                    | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7883000 | PA      | $8213455.68   | 0.21%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1997000 | PA      | $1948577.72   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM3                   | Santander Mortgage Asset Receivable Trust 2026-NQM3 5.18                               | CUSIP: 802929AC3<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |  12228357 | PA      | $12210567.19  | 0.31%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                   | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                               | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |  16774075 | PA      | $16658633.93  | 0.42%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                   | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                               | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |  12123111 | PA      | $11999452.64  | 0.30%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                   | Saudi Government International Bond 4.88 01/12/2036                                    | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |  11250000 | PA      | $10978499.36  | 0.28%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | University of California College of the Law San Francisco 5.99% 08/01/2050             | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    835000 | PA      | $838908.22    | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco             | University of California College of the Law San Francisco 6.09% 08/01/2055             | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    955000 | PA      | $963264.09    | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                         | Columbia Pipelines Holding Co LLC 5.00 11/17/2032                                      | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4001000 | PA      | $3976222.65   | 0.10%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.95 06/01/2055                                                 | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4789478.56   | 0.12%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                              | Corebridge Financial Inc 6.38 09/15/2054                                               | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3202000 | PA      | $3148662.04   | 0.08%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5 4/26 MBS 30yr                                                                   | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  12504000 | PA      | $12385671.15  | 0.31%             | 2055-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4770555.45   | 0.12%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                | Cox Communications Inc 5.70 06/15/2033                                                 | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2508639.07   | 0.06%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                    | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                    | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |   3198000 | NS      | $3046767.54   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC 0.00                                                | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11800000 | PA      | $11484273.30  | 0.29%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                         | DI Issuer LLC 3.72                                                                     | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28969852 | PA      | $27702504.63  | 0.70%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                       | DTE Electric Co 5.55 03/01/2056                                                        | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1507559.80   | 0.04%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                       | DTE Electric Co 4.85 03/01/2036                                                        | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1372386.91   | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A                                                      | DBSG 2024-ALTA A 6.14                                                                  | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9714000 | PA      | $9808909.67   | 0.25%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 5.30 04/01/2032                                      | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $2115114.19   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                          | Discovery Communications LLC 3.95 03/20/2028                                           | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2041733.20   | 0.05%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                   | Dominion Energy Inc (pfd) 4.35% 04/15/2174 Perpetual                                   | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   5989000 | NS      | $5899314.13   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                              | Dresdner Funding Trust I 8.15 06/30/2031                                               | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   5455000 | PA      | $5848437.95   | 0.15%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                       | Duke University 3.30 10/01/2046                                                        | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $1919243.21   | 0.05%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                              | Electricite de France SA 6.95 01/26/2039                                               | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   7703000 | PA      | $8592076.18   | 0.22%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                        | EFMT 2024-NQM1 5.81                                                                    | CUSIP: 26845DAB1<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |   6103321 | PA      | $6146740.40   | 0.16%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 4.95 04/15/2028                                                         | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1582191.14   | 0.04%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                              | Eagle Funding Luxco Sarl 5.50 08/17/2030                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |  13401000 | PA      | $13488106.50  | 0.34%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                   | Eagle Materials Inc 5.00 03/15/2036                                                    | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   4187000 | PA      | $4011145.58   | 0.10%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                            | Eaton Corp 4.20 03/06/2031                                                             | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2972470.02   | 0.08%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                            | Eaton Corp 4.80 03/06/2036                                                             | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2281536.48   | 0.06%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                  | Emera US Finance LLC 5.20 04/01/2033                                                   | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1533000 | PA      | $1525049.06   | 0.04%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                           | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10230000 | PA      | $10239472.98  | 0.26%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.13 12/15/2045                                                     | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3530859.49   | 0.09%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.55 12/01/2033                                                     | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $3059647.42   | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 5.95 05/15/2054                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2295000 | PA      | $2153930.57   | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                 | Entergy Louisiana LLC 4.90 04/15/2036                                                  | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1377000 | PA      | $1343845.38   | 0.03%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                     | Enterprise Products Operating LLC 5.20 01/15/2036                                      | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1651619.85   | 0.04%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                   | Equinix Europe 2 Financing Corp LLC 4.70 03/15/2033                                    | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $4894115.96   | 0.12%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.50 11/15/2045                                                     | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2201673.89   | 0.06%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.75 11/15/2065                                                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3281251.77   | 0.08%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 4.60 11/15/2032                                                     | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   6825000 | PA      | $6760349.91   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 4.88 11/15/2035                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4534250.26   | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5554508 | PA      | $5107471.49   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12481861 | PA      | $11177253.53  | 0.28%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5659012 | PA      | $5376387.94   | 0.14%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17598150 | PA      | $15654124.14  | 0.40%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                   | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9106016 | PA      | $8097317.00   | 0.21%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8546117 | PA      | $7313606.38   | 0.19%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22393414 | PA      | $20738949.98  | 0.53%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11880303 | PA      | $10064835.61  | 0.25%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  29870732 | PA      | $30183785.17  | 0.76%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    508701 | PA      | $533916.66    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 31413YQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    450272 | PA      | $472647.29    | 0.01%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                   | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    195602 | PA      | $199493.48    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1183673 | PA      | $1143791.38   | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                   | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7989988 | PA      | $6804040.31   | 0.17%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                   | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16938855 | PA      | $17099109.58  | 0.43%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57571 | PA      | $54727.74     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 31427RJ76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23863465 | PA      | $23999947.38  | 0.61%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3142GWPX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  23435102 | PA      | $23612120.86  | 0.60%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                          | Fedex Freight Holding Co Inc 5.25 03/15/2036                                           | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   6031000 | PA      | $5837195.26   | 0.15%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                 | Flexential Issuer LLC 6.03                                                             | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11086000 | PA      | $11035151.84  | 0.28%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                     | Flowers Foods Inc 5.75 03/15/2035                                                      | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1524708.30   | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                       | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6048000 | PA      | $4911854.17   | 0.12%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 7.20 06/10/2030                                               | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   5185000 | PA      | $5465026.71   | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 6.00                                                                | CUSIP: 36202E2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55721 | PA      | $58583.42     | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 6.00                                                                | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    150473 | PA      | $159526.53    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 6.00                                                                | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53874 | PA      | $56641.52     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163705 | PA      | $161649.71    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2              | Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 4.73                          | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11551173 | PA      | $11448683.96  | 0.29%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                        | Mosaic Solar Loan Trust 2023-2 5.36                                                    | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15912325 | PA      | $15225628.48  | 0.39%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                           | Nationwide Building Society 4.13 10/18/2032                                            | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   5326000 | PA      | $5259058.36   | 0.13%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC 3.03 11/28/2035                                                      | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6406000 | PA      | $5834636.69   | 0.15%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                 | Pepperdine University 3.30 12/01/2059                                                  | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   5228000 | PA      | $3318859.82   | 0.08%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  11639000 | PA      | $11136754.10  | 0.28%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 6.88 07/15/2029                                      | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   8138000 | PA      | $8528761.86   | 0.22%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |   4424518 | PA      | $4454514.76   | 0.11%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES2                                         | RCKT Mortgage Trust 2026-CES2 4.76                                                     | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |  18674977 | PA      | $18483874.32  | 0.47%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2026-CES3                                         | RCKT Mortgage Trust 2026-CES3 5.14                                                     | CUSIP: 74940LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17125000 | PA      | $17072037.51  | 0.43%             | 2056-03-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES6                                         | RCKT Mortgage Trust 2024-CES6 5.34% 09/25/2044                                         | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3518458 | PA      | $3523361.75   | 0.09%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Co LLC                                                | Regatta Funding Co LLC 0.00 04/01/2026                                                 | CUSIP: 75888XD11<br>LEI: 549300WUYTMY4HKCQ621 | Long             | STIV             | CORP              | US        |  88350000 | PA      | $88340891.12  | 2.24%             | 2026-04-01      | None          | 0.00%                 | 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        |    538751 | NS      | $538751.09    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| St Lawrence Funding LLC                                               | St Lawrence Funding LLC 0.00 04/01/2026                                                | CUSIP: 79112BD19<br>LEI: 635400FJ5I9V1QUSBB98 | Long             | STIV             | CORP              | US        |  17750000 | PA      | $17748184.18  | 0.45%             | 2026-04-01      | None          | 0.00%                 | 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        |  17579000 | NS      | $17470836.41  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                 | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1508000 | PA      | $1487187.78   | 0.04%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 4.13 04/01/2052                                                                 | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   9194000 | PA      | $8951228.75   | 0.23%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-6                                         | Sequoia Mortgage Trust 2024-6 6.00                                                     | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4979175 | PA      | $4982297.06   | 0.13%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                     | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3120289 | PA      | $3124511.08   | 0.08%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                        | Sequoia Mortgage Trust 2024-10 5.50                                                    | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4511064 | PA      | $4518527.13   | 0.11%             | 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        |   2122996 | PA      | $2122021.97   | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                         | Sequoia Mortgage Trust 2025-7 5.50                                                     | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16250726 | PA      | $16272490.91  | 0.41%             | 2055-08-25      | 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        |  11725619 | PA      | $11742313.82  | 0.30%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                  | Shell Finance US Inc 4.38 05/11/2045                                                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $638255.72    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                               | Sierra Pacific Power Co 6.38 09/15/2056                                                | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   2648000 | PA      | $2627155.47   | 0.07%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 6.50 05/28/2055                                                               | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   1935000 | PA      | $1994835.62   | 0.05%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                                   | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   2220000 | NS      | $2212877.57   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                   | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   7650000 | NS      | $8002886.85   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual                                  | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1860000 | NS      | $2010019.43   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                          | Southern Co Gas Capital Corp 5.10 09/15/2035                                           | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   3965000 | PA      | $3915233.86   | 0.10%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 5.38 03/15/2030                                                     | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   5830000 | PA      | $5881125.54   | 0.15%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                       | Stack Infrastructure Issuer LLC 5.00                                                   | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |  14950741 | PA      | $14416543.55  | 0.37%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                               | Leland Stanford Junior University/The 4.68 03/01/2035                                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239593.66    | 0.01%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.17 09/11/2036                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3520386.97   | 0.09%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                          | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2172074.36   | 0.06%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-3 Trust                            | Citigroup Mortgage Loan Trust 2025-3 Trust 5.50                                        | CUSIP: 17332RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8032195 | PA      | $8039336.76   | 0.20%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC 6.03                                                                | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8621862 | PA      | $8683736.43   | 0.22%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                   | Sumitomo Mitsui Financial Group Inc 5.33 03/03/2041                                    | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   4255000 | PA      | $4128337.71   | 0.10%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.57% 10/01/2040                         | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    885000 | PA      | $906219.03    | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.74% 10/01/2045                         | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1330000 | PA      | $1342762.55   | 0.03%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                         | Sumter Landing Community Development District 5.82% 10/01/2054                         | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2410000 | PA      | $2441564.49   | 0.06%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 5.88 03/15/2034                                                              | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   2106000 | PA      | $2084232.17   | 0.05%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                 | Switch ABS Issuer LLC 5.44                                                             | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9075000 | PA      | $8910610.91   | 0.23%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc 5.00 04/01/2032                                                           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   8306000 | PA      | $8380865.05   | 0.21%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                            | Pinnacle Bank/Nashville TN 5.96 01/15/2036                                             | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |   7544000 | PA      | $7474171.30   | 0.19%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                | Takeoff Merger Sub Inc 4.85 03/24/2031                                                 | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   5820000 | PA      | $5749466.66   | 0.15%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Trackside Rail LLC                                                    | Trackside Rail LLC 4.89                                                                | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15566000 | PA      | $15405243.69  | 0.39%             | 2056-03-20      | Fixed         | 4.89%                 | 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        |   6415000 | NS      | $6841310.24   | 0.17%             |  |  |  | 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        |   2865000 | PA      | $2812796.55   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | United Nations Development Corp 6.54% 08/01/2055                                       | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    840000 | PA      | $887200.61    | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                      | United Rentals North America Inc 6.00 12/15/2029                                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    620000 | PA      | $630760.72    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 11/15/2032                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30016406.40  | 0.76%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 08/15/2033                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6382060.56   | 0.16%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 08/31/2030                                       | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $20157031.20  | 0.51%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/30/2030                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 106000000 | PA      | $107933672.14 | 2.73%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 02/28/2031                                       | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51000000 | PA      | $51668378.97  | 1.31%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.125 03/31/2029                                      | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11093242.16  | 0.28%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 10/31/2031                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20500000 | PA      | $20610107.35  | 0.52%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 12/31/2029                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22375117.16  | 0.57%             | 2029-12-31      | Fixed         | 4.38%                 | 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        |   8000000 | PA      | $8011875.04   | 0.20%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 08/31/2032                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12500000 | PA      | $12344970.75  | 0.31%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 08/31/2030                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19756640.60  | 0.50%             | 2030-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 11/30/2032                                       | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58000000 | PA      | $56773164.28  | 1.44%             | 2032-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.50 11/30/2030                                       | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56500000 | PA      | $55464902.49  | 1.40%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                    | Valero Energy Corp 5.15 03/10/2036                                                     | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   4167000 | PA      | $4109290.01   | 0.10%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3640419.87   | 0.09%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc 5.88 11/30/2055                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1358842.74   | 0.03%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                | VERTICAL BRIDGE CC LLC 5.16                                                            | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |  16729221 | PA      | $16673487.60  | 0.42%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                    | Verus Securitization Trust 2021-R2 1.23                                                | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1297137 | PA      | $1238793.17   | 0.03%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 4.38 03/15/2043                                                       | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $813579.86    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.61 04/23/2036                                                       | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5590000 | PA      | $5722422.74   | 0.14%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.43 01/23/2047                                                       | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2602991.57   | 0.07%             | 2047-01-23      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                           | Workday Inc 3.80 04/01/2032                                                            | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4285823.08   | 0.11%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                              | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |  12800000 | NS      | $12590064.51  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                          | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |  12706000 | NS      | $12999816.97  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                           | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                           | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |  14600000 | NS      | $15020432.26  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 4.25 05/15/2036                                            | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |  53400000 | PA      | $29557126.31  | 0.75%             | 2036-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                              | US LONG BOND(CBT) Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1284 | NC      | $-2944177.27  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1866 | NC      | $-7262875.30  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1560 | NC      | $617536.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Jun26                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -446 | NC      | $-262628.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                          | Fixed Income Clearing Corp 3.66 04/01/2026                                             | CUSIP: RPEN3KPC1<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |  64707000 | PA      | $64707000.00  | 1.64%             | 2026-04-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                          | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |  11480000 | NS      | $10828142.75  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                      | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |  12600000 | NS      | $12679398.14  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                           | New Zealand Government Bond 4.50 05/15/2035                                            | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |  51970000 | PA      | $29594613.49  | 0.75%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 4.33 03/15/2050                                                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3840000 | PA      | $3115498.91   | 0.08%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 5.51 01/24/2036                                                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4130000 | PA      | $4213155.65   | 0.11%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                      | Bank of Montreal 7.70 05/26/2084                                                       | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   8591000 | PA      | $8828584.11   | 0.22%             | 2084-05-26      | Variable      | 7.70%                 | 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        |  13107000 | PA      | $13732728.18  | 0.35%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                 | BANK5 Trust 2024-5YR6 6.23                                                             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11969000 | PA      | $12457667.94  | 0.32%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                        | BARC 2026-CES1 4.85                                                                    | CUSIP: 06690CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19441759 | PA      | $19266472.58  | 0.49%             | 2056-01-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                            | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21140123 | PA      | $20874512.09  | 0.53%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                              | Baxter International Inc 4.90 12/15/2030                                               | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3480660.19   | 0.09%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                              | Baxter International Inc 5.65 12/15/2035                                               | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2291000 | PA      | $2238572.96   | 0.06%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                  | Beignet Investor LLC 6.58 05/30/2049                                                   | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1526000 | PA      | $1570147.87   | 0.04%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                           | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                            | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2231617.30   | 0.06%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                               | Blackbird Capital II Aircraft Lease Ltd 2.44                                           | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7953652 | PA      | $7548510.92   | 0.19%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                        | Blackstone Private Credit Fund 5.95 07/16/2029                                         | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   5968000 | PA      | $5882492.41   | 0.15%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                       | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $8336069.57   | 0.21%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                         | Boeing Co/The 5.71 05/01/2040                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5696606.04   | 0.14%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024 RPL1                             | BRAVO Residential Funding Trust 2024 RPL1 3.25                                         | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15585381 | PA      | $14472461.55  | 0.37%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co 5.55 02/22/2054                                                | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3724209.92   | 0.09%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc 4.60 01/15/2033                                                           | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2920989.94   | 0.07%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                          | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                           | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4464000 | PA      | $4238586.61   | 0.11%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2327085 | PA      | $2236482.80   | 0.06%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                    | Freddie Mac REMICS 4.29                                                                | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    528165 | PA      | $526389.40    | 0.01%             | 2037-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.17                                                                   | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    730601 | PA      | $741594.23    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.10                                                                   | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    491290 | PA      | $498315.82    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                 | CUSIP: 3620A9TK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14420 | PA      | $14728.59     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | 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        |    754778 | PA      | $722502.59    | 0.02%             | 2050-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                    | CNA Financial Corp 5.20 08/15/2035                                                     | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   5576000 | PA      | $5459706.83   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 6.00 06/01/2044                                                        | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4403925.35   | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 7.00 03/10/2055                                                        | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3258806.88   | 0.08%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 5.20 07/30/2036                                                    | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2044000 | PA      | $2023918.84   | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 6.00 07/30/2056                                                    | CUSIP: 16411RAQ2<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2807000 | PA      | $2798990.17   | 0.07%             | 2056-07-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                 | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    850728 | PA      | $843544.19    | 0.02%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.50                                                                 | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        40 | PA      | $40.35        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | 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        |   1546000 | PA      | $1554245.68   | 0.04%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                  | Citigroup Mortgage Loan Trust 2025-2 6.00                                              | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10165920 | PA      | $10218705.64  | 0.26%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.00                                                                 | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3320 | PA      | $3439.21      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.73 01/28/2056                                            | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $2955445.90   | 0.07%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.07 01/21/2037                                            | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2963475.47   | 0.08%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.54 01/21/2047                                            | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2179215.08   | 0.06%             | 2047-01-21      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                 | Goldman Sachs BDC Inc 5.10 01/28/2029                                                  | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |   4302000 | PA      | $4180199.67   | 0.11%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                     | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                      | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $6842285.26   | 0.17%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                 | Golub Capital BDC Inc 7.05 12/05/2028                                                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3578000 | PA      | $3662519.44   | 0.09%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                     | Golub Capital Private Credit Fund 5.45 08/15/2028                                      | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4335000 | PA      | $4276674.09   | 0.11%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                      | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                  | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7857808 | PA      | $6294229.53   | 0.16%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | Government National Mortgage Association 3.93                                          | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    482922 | PA      | $482771.99    | 0.01%             | 2037-02-20      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 6.20 03/01/2055                                                                | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1450564.69   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 4.90 11/15/2035                                                                | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6321000 | PA      | $6113674.30   | 0.15%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                     | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   8387000 | NS      | $8384720.41   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   2160000 | NS      | $2175979.68   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.75% 09/24/2174 Perpetual                                     | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   3562000 | NS      | $3524958.41   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 6.25 09/30/2029                                             | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1595138.47   | 0.04%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 5.45 01/14/2028                                             | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1946182.41   | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 4.90 09/11/2028                                             | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3395000 | PA      | $3309521.44   | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                           | Hologic Inc 3.25 02/15/2029                                                            | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2002769.44   | 0.05%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                 | HOMES 2025-AFC3 Trust 4.93                                                             | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11309232 | PA      | $11278271.69  | 0.29%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                               | Honeywell Aerospace Inc 4.60 03/16/2033                                                | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1606000 | PA      | $1588043.54   | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                               | Honeywell Aerospace Inc 4.95 03/16/2036                                                | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4461686.84   | 0.11%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | City of Houston TX 3.96% 03/01/2047                                                    | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2113642.75   | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                          | Huntington Bancshares Inc/OH 4.62 01/28/2032                                           | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   9345000 | PA      | $9211465.65   | 0.23%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                               | Provident Funding Mortgage Trust 2025-4 5.50                                           | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9164364 | PA      | $9180617.78   | 0.23%             | 2055-09-25      | Variable      | 5.50%                 | 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        |  18700354 | PA      | $18726609.39  | 0.47%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                              | New Economy Assets - Phase 1 Sponsor LLC 2.41                                          | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22715000 | PA      | $14637100.79  | 0.37%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                   | New Jersey Turnpike Authority 7.10% 01/01/2041                                         | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    970000 | PA      | $1120093.24   | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | City of New York NY 6.27% 12/01/2037                                                   | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    335000 | PA      | $355050.86    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                             | Niagara Mohawk Power Corp 4.65 10/03/2030                                              | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $234166.84    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | 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        |   8246000 | PA      | $8133503.70   | 0.21%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                     | Novant Health Inc 3.17 11/01/2051                                                      | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $985003.31    | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                 | Novartis Capital Corp 4.60 03/18/2033                                                  | CUSIP: 66989HBH0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $3157460.18   | 0.08%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                 | Novartis Capital Corp 5.70 03/18/2056                                                  | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1597445.48   | 0.04%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc 5.10 03/12/2036                                                | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2157229.76   | 0.05%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                   | OBX 2024-HYB2 Trust 3.70                                                               | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5396196 | PA      | $5375089.51   | 0.14%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                     | OBX 2025-J1 Trust 6.00                                                                 | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6097094 | PA      | $6129172.95   | 0.16%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                  | OBX 2025-NQM21 Trust 4.99                                                              | CUSIP: 67448BAE4<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |   3225970 | PA      | $3209330.02   | 0.08%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                             | Occidental Petroleum Corp 4.20 03/15/2048                                              | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $1598795.60   | 0.04%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                             | Occidental Petroleum Corp 6.20 03/15/2040                                              | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2197426.85   | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                             | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2941918.80   | 0.07%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                     | Omnicom Group Inc 5.00 06/02/2033                                                      | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3454000 | PA      | $3374820.05   | 0.09%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.80 09/26/2032                                                            | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9147000 | PA      | $8713842.53   | 0.22%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.20 09/26/2035                                                            | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $4767576.19   | 0.12%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.35 05/04/2033                                                            | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $4903262.40   | 0.12%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 01/31/2033                                       | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24800000 | PA      | $24614000.00  | 0.62%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.38 02/29/2028                                       | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $41671875.00  | 1.06%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 02/28/2033                                       | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6352226.53   | 0.16%             | 2033-02-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.63 02/28/2031                                       | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44129882.70  | 1.12%             | 2031-02-28      | Fixed         | 3.62%                 | 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        |   3200000 | PA      | $2857555.49   | 0.07%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ARZ Trust 2024-BILT                                                   | ARZ Trust 2024-BILT 5.77                                                               | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8788000 | PA      | $8900937.22   | 0.23%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                   | Abbott Laboratories 4.65 03/15/2036                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5783000 | PA      | $5657178.81   | 0.14%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                   | Abbott Laboratories 5.50 03/15/2056                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4430281.98   | 0.11%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                            | Airbnb Inc 4.65 03/16/2031                                                             | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2485434.63   | 0.06%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                            | Airbnb Inc 5.25 03/16/2036                                                             | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2815000 | PA      | $2818954.71   | 0.07%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                            | Allianz SE 6.35 09/06/2053                                                             | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   5800000 | PA      | $6041181.40   | 0.15%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                              | Allison Transmission Inc 5.88 12/01/2033                                               | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4743356.69   | 0.12%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 4/26 MBS 30yr                                                                   | CUSIP: 01F050643<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  57179000 | PA      | $56399136.76  | 1.43%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 4.40 02/15/2033                                                           | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7230950.66   | 0.18%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 4.80 02/15/2036                                                           | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   5065000 | PA      | $5045267.27   | 0.13%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc 5.65 02/15/2056                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4543603.12   | 0.12%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc 4.55 03/13/2033                                                         | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5012776.23   | 0.13%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc 4.88 03/13/2036                                                         | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4098912.16   | 0.10%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                          | Amcor Flexibles North America Inc 5.13 03/12/2036                                      | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4451926.15   | 0.11%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                              | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4405005.59   | 0.11%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                   | Antares Holdings LP 6.35 10/23/2029                                                    | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |  11010000 | PA      | $10904138.08  | 0.28%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                             | Arizona Public Service Co 5.70 08/15/2034                                              | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2797000 | PA      | $2900314.27   | 0.07%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 5.95 10/15/2033                                                    | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $4449958.11   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                 | Athene Global Funding 5.53 07/11/2031                                                  | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2649693.98   | 0.07%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                          | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  12068000 | PA      | $12416416.07  | 0.31%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 4.95 11/15/2030                                          | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2803501.62   | 0.07%             | 2030-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 5.25 01/15/2033                                          | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4006889.26   | 0.10%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                           | Avolon Holdings Funding Ltd 4.85 04/01/2033                                            | CUSIP: 05401ABF7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |   4667000 | PA      | $4473132.59   | 0.11%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                        | BBCMS Mortgage Trust 2024-5C27 6.01                                                    | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5852000 | PA      | $6074425.16   | 0.15%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |  12936000 | NS      | $13487034.79  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5385000 | PA      | $4826480.19   | 0.12%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                    | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   5000000 | NS      | $4992001.00   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                    | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   2537000 | NS      | $2742854.72   | 0.07%             |  |  |  | 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        |   4200000 | NS      | $4156510.26   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                 | Freddie Mac Gold Pool 6.00                                                             | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    690334 | PA      | $715952.16    | 0.02%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                 | Freddie Mac Gold Pool 6.00                                                             | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    400068 | PA      | $420351.70    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16263019 | PA      | $14350643.69  | 0.36%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18721322 | PA      | $16469650.01  | 0.42%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19555203 | PA      | $18928947.69  | 0.48%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4146058 | PA      | $3837387.06   | 0.10%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21336533 | PA      | $18086840.23  | 0.46%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13772263 | PA      | $13131884.34  | 0.33%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                  | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10049706 | PA      | $9312177.87   | 0.24%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                  | CUSIP: 3133BJPA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5625804 | PA      | $5487924.77   | 0.14%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                  | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7215877 | PA      | $6157883.31   | 0.16%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  10314219 | PA      | $9149529.28   | 0.23%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.00                                                                  | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  13771836 | PA      | $11202815.19  | 0.28%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                  | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14731995 | PA      | $13130115.07  | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16068628 | PA      | $15200871.47  | 0.38%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                  | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27854124 | PA      | $26506535.35  | 0.67%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5671741 | PA      | $5751402.77   | 0.15%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                  | CUSIP: 3133KQEW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7268302 | PA      | $7347433.16   | 0.19%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 2.00                                                                 | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 125367045 | PA      | $15776890.97  | 0.40%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2320069 | PA      | $2242040.90   | 0.06%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                   | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    257734 | PA      | $270018.52    | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                   | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    509212 | PA      | $481925.76    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    948949 | PA      | $912980.90    | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    864299 | PA      | $830738.03    | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                   | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1462095 | PA      | $1405321.56   | 0.04%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MARKIT CDX.NA.HY.45 12/30                                                              | CUSIP: SPDX0BBS2<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  18810000 | OU      | $1021913.94   | 0.03%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer