# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-25-302483
**Filing Date:** 2025-11
**Character Count:** 244805
**Document Hash:** 8a30b6cfd9f74216c1a1f45c2106f19d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-302483.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001193125-25-302483

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 251535760

**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:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5226222742.61

**Total Liabilities:** $322437319.72

**Net Assets:** $4903785422.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 9837.000000000000 | **1-Year:** 46430.000000000000 | **5-Year:** 179764.000000000000 | **10-Year:** 441317.000000000000 | **30-Year:** 1105743.000000000000

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

- **3-Month:** 3.000000000000 | **1-Year:** 667.000000000000 | **5-Year:** 56893.000000000000 | **10-Year:** 5472.000000000000 | **30-Year:** 20666.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017955 | -0.29%               | 1.25%                | 1.01%                |
| Class ID C000017956 | -0.42%               | 1.22%                | 0.99%                |
| Class ID C000017957 | -0.27%               | 1.15%                | 1.13%                |
| Class ID C000017960 | -0.37%               | 1.05%                | 0.93%                |
| Class ID C000017961 | -0.33%               | 1.20%                | 0.97%                |
| Class ID C000131613 | -0.27%               | 1.27%                | 1.03%                |
| Class ID C000189684 | -0.27%               | 1.26%                | 1.03%                |
| Class ID C000189686 | -0.27%               | 1.26%                | 1.02%                |
| Class ID C000237256 | -0.24%               | 1.29%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-8683894.07             | $-20456728.77                              |
| Month 2  | $-1683980.92             | $48577769.29                               |
| Month 3  | $11733518.21             | $20675204.35                               |

**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      | $485882.25    | 0.01%             |  |  |  | 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        |   8022129 | PA      | $8083749.19   | 0.16%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                    | Realty Income Corp 4.50 02/01/2033                                                        | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2586227.82   | 0.05%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                         | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4096000 | PA      | $4127497.26   | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.98 09/16/2035                                         | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1563577.36   | 0.03%             | 2035-09-16      | Fixed         | 5.98%                 | 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        |   2900000 | PA      | $2986676.59   | 0.06%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC (pfd) 6.00% 09/30/2174 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |  21580000 | NS      | $21689043.74  | 0.44%             |  |  |  | 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        |   6776000 | PA      | $6951368.44   | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 5.15 02/04/2031                                                      | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8905000 | PA      | $9178214.84   | 0.19%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 4.70 08/06/2031                                                      | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5489000 | PA      | $5563764.57   | 0.11%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.59                                             | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18520000 | PA      | $18450042.55  | 0.38%             | 2042-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust 2024-CES1                     | Saluda Grade Alternative Mortgage Trust 2024-CES1 6.31                                    | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12024980 | PA      | $12161412.99  | 0.25%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  16084000 | NS      | $15920843.90  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The (pfd) 5.00% 06/01/2174 Perpetual                                  | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |  10360000 | NS      | $10325397.60  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1654177.13   | 0.03%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |  11773000 | NS      | $11785714.84  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 4.13 04/01/2052                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   9939000 | PA      | $9695224.16   | 0.20%             | 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        |  12784641 | PA      | $12884604.01  | 0.26%             | 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        |   6244141 | PA      | $6269176.51   | 0.13%             | 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        |   7943894 | PA      | $7981244.41   | 0.16%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                        | Sequoia Mortgage Trust 2024-10 5.50                                                       | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5526857 | PA      | $5537982.27   | 0.11%             | 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        |  23046473 | PA      | $23204599.03  | 0.47%             | 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        |  15977644 | PA      | $16098096.12  | 0.33%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd                                                    | Shackleton 2017-XI Clo Ltd 6.12                                                           | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10587964 | PA      | $10586270.13  | 0.22%             | 2030-08-15      | Floating      | 6.12%                 | 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        |   1775000 | PA      | $1552332.46   | 0.03%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                  | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   4500000 | PA      | $4444680.24   | 0.09%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                       | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                      | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016258 | PA      | $1008184.10   | 0.02%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 6.50 05/28/2055                                                                  | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |   3155000 | PA      | $3391191.47   | 0.07%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1816000 | NS      | $1801330.72   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   7650000 | NS      | $8212994.10   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                       | Solstice Advanced Materials Inc 5.63 09/30/2033                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2479704.31   | 0.05%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                       | Southern Co/The 4.00 01/15/2051                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3628955.57   | 0.07%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                          | Southern Co Gas Capital Corp 5.10 09/15/2035                                              | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $4844552.60   | 0.10%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                             | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $3836710.36   | 0.08%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 4.63% 07/12/2174 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   5036000 | NS      | $4962397.35   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                   | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6375000 | PA      | $5772132.63   | 0.12%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2023-LIFE                                                    | BX Trust 2023-LIFE 5.05                                                                   | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18507000 | PA      | $18327641.26  | 0.37%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   7400000 | NS      | $7406455.02   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |  12200000 | NS      | $12002188.35  | 0.24%             |  |  |  | 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        |   4975000 | PA      | $5202608.49   | 0.11%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp (pfd) 6.25% 10/26/2173 Perpetual                                     | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |  12300000 | NS      | $12468221.57  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                       | BANK5 2024-5YR7 5.77                                                                      | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22036000 | PA      | $23013591.88  | 0.47%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                      | Bank of Montreal 7.70 05/26/2084                                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5254000 | PA      | $5589541.46   | 0.11%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.63 10/27/2082                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   7237000 | PA      | $7701014.73   | 0.16%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.00 01/27/2084                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6685000 | PA      | $7184630.22   | 0.15%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 6.88 10/27/2085                                                   | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3325000 | PA      | $3323401.01   | 0.07%             | 2085-10-27      | Variable      | 6.88%                 | 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      | $12649390.97  | 0.26%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                  | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3983393.72   | 0.08%             | 2054-08-15      | Fixed         | 6.27%                 | 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        |   9322475 | PA      | $8817849.98   | 0.18%             | 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        |    770000 | PA      | $792490.94    | 0.02%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                          | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8352741.21   | 0.17%             | 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        |   4285000 | PA      | $4374911.94   | 0.09%             | 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        |  16360065 | PA      | $15263595.65  | 0.31%             | 2063-10-25      | Variable      | 3.25%                 | 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        |   6801000 | PA      | $6819090.80   | 0.14%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                               | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   3121000 | PA      | $3314464.92   | 0.07%             | 2034-06-15      | Fixed         | 6.45%                 | 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        |   5500000 | PA      | $5583239.37   | 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      | $3322559.69   | 0.07%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 5.45 09/15/2035                                                           | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1831496.60   | 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        |     10713 | PA      | $10742.44     | 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      | $560166.61    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   3035000 | PA      | $3096896.09   | 0.06%             | 2038-04-01      | Fixed         | 4.60%                 | 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      | $2783333.60   | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                    | Canadian Imperial Bank of Commerce 7.00 10/28/2085                                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4869000 | PA      | $5006184.08   | 0.10%             | 2085-10-28      | Variable      | 7.00%                 | 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        |   5255000 | PA      | $4537126.43   | 0.09%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                      | Carlisle Cos Inc 5.55 09/15/2040                                                          | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2248729.53   | 0.05%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |   8146000 | PA      | $8034811.99   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                      | First Citizens BancShares Inc/NC 5.60 09/05/2035                                          | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   6310000 | PA      | $6295495.96   | 0.13%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                            | Fiserv Inc 5.25 08/11/2035                                                                | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2330396.86   | 0.05%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                              | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18500000 | PA      | $17969007.45  | 0.37%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                              | Florida Power & Light Co 4.13 02/01/2042                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   8281000 | PA      | $7213503.66   | 0.15%             | 2042-02-01      | Fixed         | 4.12%                 | 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        |   2495000 | PA      | $2543076.68   | 0.05%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6048000 | PA      | $4871742.02   | 0.10%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 7.20 06/10/2030                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   5540000 | PA      | $5925179.97   | 0.12%             | 2030-06-10      | Fixed         | 7.20%                 | 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        |    196031 | PA      | $201420.56    | 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        |    448092 | PA      | $447954.47    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                  | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9690212 | PA      | $9767915.99   | 0.20%             | 2054-09-25      | Variable      | 5.50%                 | 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        |   4150000 | PA      | $4296348.34   | 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        |   4435000 | PA      | $4640572.76   | 0.09%             | 2035-07-15      | Fixed         | 6.15%                 | 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        |   2135000 | PA      | $2132656.24   | 0.04%             | 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        |   1780000 | PA      | $1781127.90   | 0.04%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.89 04/04/2054                                                      | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    815000 | PA      | $824314.93    | 0.02%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                              | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2101000 | PA      | $2206503.33   | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |  10835000 | NS      | $10880561.18  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 3.90 03/25/2030                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8178424.61   | 0.17%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4274952.98   | 0.09%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2876763.52   | 0.06%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                       | Caterpillar Inc 5.20 05/15/2035                                                           | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1749155.63   | 0.04%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                          | Centene Corp 4.63 12/15/2029                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1659095.39   | 0.03%             | 2029-12-15      | Fixed         | 4.62%                 | 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        |   7851000 | PA      | $7426188.04   | 0.15%             | 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        |   5995000 | PA      | $6315972.30   | 0.13%             | 2029-02-01      | Fixed         | 6.25%                 | 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        |   1708795 | PA      | $1536830.70   | 0.03%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-2                                | JP Morgan Mortgage Trust Series 2025-2 6.00                                               | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17195944 | PA      | $17441846.30  | 0.36%             | 2055-07-25      | Variable      | 6.00%                 | 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        |   8912554 | PA      | $8924753.33   | 0.18%             | 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        |  13864819 | PA      | $14052390.28  | 0.29%             | 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        |  14899849 | PA      | $14981071.03  | 0.31%             | 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        |   5849175 | PA      | $5865438.35   | 0.12%             | 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        |  26821106 | PA      | $27005128.10  | 0.55%             | 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        |  21808499 | PA      | $22104908.77  | 0.45%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 6.09 10/23/2029                                                       | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11745000 | PA      | $12396812.73  | 0.25%             | 2029-10-23      | Variable      | 6.09%                 | 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        |   9638000 | PA      | $10272687.46  | 0.21%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.29 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3139000 | PA      | $3243332.48   | 0.07%             | 2035-07-22      | Variable      | 5.29%                 | 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        |   8115000 | PA      | $8385464.75   | 0.17%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                    | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4429205 | PA      | $4493489.31   | 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        |  16761832 | PA      | $16865484.20  | 0.34%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13871983 | PA      | $13934651.25  | 0.28%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9922721 | PA      | $9949615.39   | 0.20%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                    | JP Morgan Mortgage Trust 2024-INV1 6.00                                                   | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12595128 | PA      | $12783724.06  | 0.26%             | 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        |  11259658 | PA      | $11342890.42  | 0.23%             | 2054-11-25      | 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        |   5748938 | PA      | $5818013.95   | 0.12%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                       | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                      | CUSIP: 161931AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8155606 | PA      | $8257034.74   | 0.17%             | 2055-05-25      | 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        |  18431078 | PA      | $18556217.92  | 0.38%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4955837.24   | 0.10%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                   | Chile Government International Bond 5.33 01/05/2054                                       | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   4940000 | PA      | $4800568.50   | 0.10%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                            | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   3018000 | PA      | $3073489.04   | 0.06%             | 2055-02-24      | Fixed         | 5.50%                 | 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        |   2546000 | PA      | $2584021.48   | 0.05%             | 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        |  13123052 | PA      | $13308312.26  | 0.27%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 4.00% 03/10/2174 Perpetual                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  16425000 | NS      | $16381099.26  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |  13865000 | NS      | $13752234.57  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.17 09/11/2036                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3713725.86   | 0.08%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                           | Citibank NA 4.91 05/29/2030                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3321452.29   | 0.07%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2485797.36   | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-3 Trust                            | Citigroup Mortgage Loan Trust 2025-3 Trust 5.50                                           | CUSIP: 17332RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12367737 | PA      | $12444117.53  | 0.25%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                             | Colbun SA 5.38 09/11/2035                                                                 | CUSIP: 192714AF0<br>LEI: 5493003VQJLE2QB8IF36 | Long             | DBT              | CORP              | CL        |   2492000 | PA      | $2494242.80   | 0.05%             | 2035-09-11      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                   | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4455000 | PA      | $4755303.93   | 0.10%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2441917.91   | 0.05%             | 2053-02-01      | Fixed         | 5.30%                 | 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        |   1552000 | PA      | $1651874.77   | 0.03%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                              | Corebridge Financial Inc 6.38 09/15/2054                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   3787000 | PA      | $3892388.42   | 0.08%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5.5 10/25 MBS 30yr                                                                   | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24880000 | PA      | $25069051.43  | 0.51%             | 2055-03-20      | Fixed         | 5.50%                 | 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        |   3991000 | PA      | $4080552.13   | 0.08%             | 2031-11-05      | Fixed         | 6.05%                 | 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        |   5915000 | PA      | $6338118.82   | 0.13%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   7632000 | PA      | $7924882.04   | 0.16%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.10 01/25/2036                                                     | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4247000 | PA      | $4517138.72   | 0.09%             | 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        |   7597000 | PA      | $8180709.65   | 0.17%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                  | GCAT 2021-NQM1 Trust 1.15                                                                 | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1843114 | PA      | $1658546.43   | 0.03%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                  | GCAT 2024-INV2 Trust 6.00                                                                 | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7273390 | PA      | $7361191.56   | 0.15%             | 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        |   4365926 | PA      | $4143562.21   | 0.08%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19146362 | PA      | $16541890.60  | 0.34%             | 2051-02-20      | Fixed         | 2.50%                 | 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        |   1828813 | PA      | $1684355.06   | 0.03%             | 2051-02-20      | Fixed         | 3.50%                 | 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        |   3414000 | PA      | $3489964.85   | 0.07%             | 2033-06-15      | Fixed         | 5.70%                 | 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        |   2252000 | PA      | $2325694.13   | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | 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        |   7503294 | PA      | $6712678.45   | 0.14%             | 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        |  19812768 | PA      | $17762735.79  | 0.36%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 2.00                                                                   | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  40463376 | PA      | $33494093.54  | 0.68%             | 2050-10-20      | Fixed         | 2.00%                 | 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        |  13255876 | PA      | $12182031.72  | 0.25%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                | Diamondback Energy Inc 6.25 03/15/2033                                                    | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4456592.60   | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp 4.95 09/15/2035                                                          | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1746664.55   | 0.04%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   6588000 | PA      | $5607719.76   | 0.11%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                       | Duke University 3.30 10/01/2046                                                           | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2195321.19   | 0.04%             | 2046-10-01      | Fixed         | 3.30%                 | 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        |  11817452 | PA      | $10567093.12  | 0.22%             | 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        |  35651057 | PA      | $33795809.08  | 0.69%             | 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        |  32107527 | PA      | $31387826.56  | 0.64%             | 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        |  33555924 | PA      | $32798578.73  | 0.67%             | 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        |  52280218 | PA      | $49202801.21  | 1.00%             | 2054-04-20      | Fixed         | 4.00%                 | 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        |    158272 | PA      | $169165.71    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | 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        |   2320000 | PA      | $2265886.72   | 0.05%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4036000 | PA      | $4068047.58   | 0.08%             | 2027-03-06      | Fixed         | 4.35%                 | 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        |     57646 | PA      | $60613.43     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    581953 | PA      | $572203.73    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $3050502.59   | 0.06%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                     | Duke University Health System Inc 3.92 06/01/2047                                         | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   2697000 | PA      | $2184310.52   | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | 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        |    172243 | PA      | $170702.55    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 8.00                                                                    | CUSIP: 36206W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        17 | PA      | $17.00        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 5.95 11/15/2052                                                   | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3562301.67   | 0.07%             | 2052-11-15      | Fixed         | 5.95%                 | 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      | $8640812.90   | 0.18%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 6.50                                                                    | CUSIP: 36207MUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1137 | PA      | $1148.91      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | 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        |      2504 | PA      | $2539.69      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620A2MJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    299576 | PA      | $296723.00    | 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        |    430443 | PA      | $429913.04    | 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        |    226402 | PA      | $232318.57    | 0.00%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 5.00                                                                    | CUSIP: 3620A9TK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14926 | PA      | $15316.25     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    879722 | PA      | $875473.70    | 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        |       146 | PA      | $146.71       | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.00                                                                    | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4045 | PA      | $4224.51      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  27181534 | PA      | $23228144.54  | 0.47%             | 2050-11-20      | Fixed         | 2.50%                 | 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        |  27553151 | PA      | $27469446.29  | 0.56%             | 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        |    223976 | PA      | $214965.89    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.25 05/06/2029                                                         | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  10358000 | PA      | $10882195.59  | 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        |   2413000 | PA      | $2596221.72   | 0.05%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                          | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                         | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6572075 | PA      | $6635103.80   | 0.14%             | 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        |  13098224 | PA      | $13198871.59  | 0.27%             | 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        |   6361347 | PA      | $6441697.43   | 0.13%             | 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        |  19417125 | PA      | $19519185.27  | 0.40%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   4614000 | PA      | $4615634.46   | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   7485000 | PA      | $7544577.08   | 0.15%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43335.48     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | 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      | $13612869.81  | 0.28%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                       | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   2039000 | PA      | $2011492.22   | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                        | EFMT 2025-CES2 5.66                                                                       | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-MBS          | CORP              | US        |  12680878 | PA      | $12821886.64  | 0.26%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd                                                    | Elmwood CLO 37 Ltd 6.02                                                                   | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13842651.76  | 0.28%             | 2038-01-17      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12220000 | PA      | $12275564.34  | 0.25%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.13 12/15/2045                                                        | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5835000 | PA      | $5878491.23   | 0.12%             | 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        |   7696000 | PA      | $8421282.28   | 0.17%             | 2033-12-01      | Fixed         | 6.55%                 | 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      | $13353563.88  | 0.27%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                         | Fannie Mae Connecticut Avenue Securities 7.47                                             | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1603298 | PA      | $1628285.03   | 0.03%             | 2029-10-25      | Floating      | 7.47%                 | 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        |    765100 | PA      | $804534.99    | 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        |    444428 | PA      | $469027.75    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  46239243 | PA      | $46239020.66  | 0.94%             | 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        |  19334546 | PA      | $19311533.36  | 0.39%             | 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        |  42720199 | PA      | $42671554.31  | 0.87%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  37670566 | PA      | $38255118.76  | 0.78%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24390613 | PA      | $25333678.09  | 0.52%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  18838656 | PA      | $19422336.41  | 0.40%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12335834 | PA      | $12643100.36  | 0.26%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28097537 | PA      | $28415580.42  | 0.58%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  21112851 | PA      | $21617615.47  | 0.44%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2578897 | PA      | $2321371.81   | 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        |  20422423 | PA      | $17445725.38  | 0.36%             | 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        |  40985635 | PA      | $33496861.47  | 0.68%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19357518 | PA      | $18347456.44  | 0.37%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5825679 | PA      | $5331443.41   | 0.11%             | 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        |  13061800 | PA      | $11690598.42  | 0.24%             | 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        |   6052562 | PA      | $5737781.16   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  31419347 | PA      | $27941790.94  | 0.57%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12328236 | PA      | $10441898.89  | 0.21%             | 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        |  43713003 | PA      | $44293522.75  | 0.90%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    594248 | PA      | $598753.54    | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    560916 | PA      | $591412.18    | 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        |    470347 | PA      | $495920.07    | 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        |    341433 | PA      | $353232.19    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1684382 | PA      | $1698190.76   | 0.03%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1236623 | PA      | $1203400.71   | 0.02%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 31417MJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    525661 | PA      | $528675.42    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2865205 | PA      | $2882516.39   | 0.06%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22015030 | PA      | $18776735.86  | 0.38%             | 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        |  18357994 | PA      | $18593815.39  | 0.38%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 31419HB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    371381 | PA      | $373509.86    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     62139 | PA      | $59378.36     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22590930 | PA      | $23440216.67  | 0.48%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21672917 | PA      | $22030531.31  | 0.45%             | 2054-04-01      | Fixed         | 5.50%                 | 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      | $5616615.88   | 0.11%             | 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      | $3267642.74   | 0.07%             | 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      | $3631428.41   | 0.07%             | 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        |    877724 | PA      | $789781.82    | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | 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      | $11615668.66  | 0.24%             | 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      | $27716749.11  | 0.57%             | 2051-09-15      | Fixed         | 3.72%                 | 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      | $9882304.76   | 0.20%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 4.50 02/15/2031                                         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6860889.82   | 0.14%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                      | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    284353 | PA      | $301307.63    | 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        |    549817 | PA      | $522662.74    | 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        |    966924 | PA      | $930856.10    | 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        |    881344 | PA      | $848013.95    | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9702029 | PA      | $8625212.17   | 0.18%             | 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        |   8936273 | PA      | $7612119.90   | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140XKP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9596265 | PA      | $9623476.96   | 0.20%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23376842 | PA      | $21728595.22  | 0.44%             | 2052-06-01      | Fixed         | 3.50%                 | 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        |   9398000 | PA      | $10717967.52  | 0.22%             | 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        |    359396 | PA      | $358392.28    | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 7.00                                                                   | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        30 | PA      | $31.08        | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 6.00                                                                   | CUSIP: 36202E2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59919 | PA      | $63003.42     | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                   | Meritage Homes Corp 5.65 03/15/2035                                                       | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $3032303.11   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   4271000 | PA      | $4499536.94   | 0.09%             | 2066-12-15      | Fixed         | 6.40%                 | 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      | $3812943.00   | 0.08%             | 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        |   9270000 | PA      | $9595625.71   | 0.20%             | 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        |  15842000 | PA      | $16701970.30  | 0.34%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co 5.30 02/01/2055                                                     | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   3375000 | PA      | $3294247.29   | 0.07%             | 2055-02-01      | Fixed         | 5.30%                 | 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      | $103367.65    | 0.00%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.16 04/20/2029                                                            | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3816000 | PA      | $3906642.21   | 0.08%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.41 11/01/2029                                                            | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3364464.82   | 0.07%             | 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        |   9535000 | PA      | $10674975.71  | 0.22%             | 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        |   2030000 | PA      | $2164797.83   | 0.04%             | 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        |   1780000 | PA      | $1800580.84   | 0.04%             | 2055-11-19      | Variable      | 5.52%                 | 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        |   2620000 | PA      | $2660394.14   | 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        |  10631928 | PA      | $10779699.12  | 0.22%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                               | AEP Transmission Co LLC 5.38 06/15/2035                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    839000 | PA      | $868616.63    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc 6.38 03/01/2041                                                                  | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $281306.21    | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | 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        |   8531454 | PA      | $8639603.54   | 0.18%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc 5.20 08/15/2032                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3979969.61   | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                             | Mountain View CLO 2017-2 LLC 6.28                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5798971 | PA      | $5799840.49   | 0.12%             | 2031-01-16      | Floating      | 6.28%                 | 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      | $5262161.02   | 0.11%             | 2032-10-18      | Variable      | 4.12%                 | 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      | $9053619.06   | 0.18%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ACREC Trust                                                           | ACREC 2023-FL2 LLC 6.38                                                                   | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3600333 | PA      | $3602590.89   | 0.07%             | 2038-02-19      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                       | Aligned Data Centers Issuer LLC 2.48                                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10582000 | PA      | $10316345.24  | 0.21%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 10/25 MBS 30yr                                                                     | CUSIP: 01F0506A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 113900000 | PA      | $112976445.27 | 2.30%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC 3.03 11/28/2035                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6606000 | PA      | $6044649.07   | 0.12%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                           | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |   7385000 | PA      | $7399714.10   | 0.15%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5654423.11   | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  14442300 | PA      | $13760905.50  | 0.28%             | 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        |  10551065 | PA      | $9746220.44   | 0.20%             | 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        |   5970454 | PA      | $5872245.92   | 0.12%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7501344 | PA      | $6388181.13   | 0.13%             | 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        |  10757524 | PA      | $9516942.15   | 0.19%             | 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        |  23582767 | PA      | $19192516.12  | 0.39%             | 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        |  15408935 | PA      | $13727765.99  | 0.28%             | 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        |  16709417 | PA      | $15806724.70  | 0.32%             | 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        |  29130990 | PA      | $27756561.48  | 0.57%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  37804828 | PA      | $38958841.41  | 0.79%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                     | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6098724 | PA      | $6199367.06   | 0.13%             | 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        |   7741082 | PA      | $7861451.66   | 0.16%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                       | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                           | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $1135774.27   | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 6.63 11/15/2030                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  10000000 | PA      | $11307600.90  | 0.23%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.88 08/05/2030                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   4300000 | PA      | $3760729.99   | 0.08%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.75 10/08/2027                                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |  29724000 | PA      | $28094662.29  | 0.57%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 2.00                                                                    | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        | 129929337 | PA      | $16737068.39  | 0.34%             | 2052-07-25      | Fixed         | 2.00%                 | 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      | $11263429.28  | 0.23%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                   | Elevance Health Inc 5.00 01/15/2036                                                       | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1584000 | PA      | $1573100.53   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                             | Apple Inc 4.50 05/12/2032                                                                 | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5445000 | PA      | $5560917.52   | 0.11%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                 | Applied Materials Inc 4.60 01/15/2036                                                     | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2682000 | PA      | $2655310.02   | 0.05%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    773000 | PA      | $790977.71    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.38 12/01/2031                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2069000 | PA      | $2141100.47   | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.50 12/01/2034                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4642211.92   | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | 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        |   3662000 | PA      | $3839785.41   | 0.08%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 5.95 10/15/2033                                                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5366000 | PA      | $5675366.86   | 0.12%             | 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        |   3527000 | PA      | $3638159.30   | 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        |  14383000 | PA      | $14795108.76  | 0.30%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                             | Australia & New Zealand Banking Group Ltd 2.57 11/25/2035                                 | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   8285000 | PA      | $7393164.24   | 0.15%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    366498 | PA      | $366452.54    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2583450 | PA      | $2519379.96   | 0.05%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom              | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |   2596000 | NS      | $2631806.63   | 0.05%             |  |  |  | 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      | $6161186.91   | 0.13%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                           | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   9901000 | NS      | $10591119.50  | 0.22%             |  |  |  | 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        |   4750000 | PA      | $4737497.29   | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1601616 | PA      | $1540883.68   | 0.03%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2517947 | PA      | $2422987.63   | 0.05%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                    | Freddie Mac REMICS 4.99                                                                   | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    547786 | PA      | $545742.69    | 0.01%             | 2037-12-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.17                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    746772 | PA      | $745604.37    | 0.02%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc 4.80 02/15/2036                                                              | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3931000 | PA      | $3920592.56   | 0.08%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT 4.90                                                              | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12827333 | PA      | $12820646.46  | 0.26%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.10                                                                      | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    515025 | PA      | $513731.17    | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1306274 | PA      | $1170854.05   | 0.02%             | 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        |   8404444 | PA      | $8007921.46   | 0.16%             | 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        |   9488154 | PA      | $9363628.76   | 0.19%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12404102 | PA      | $12442329.62  | 0.25%             | 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        |  21600277 | PA      | $18460257.67  | 0.38%             | 2051-02-01      | Fixed         | 2.50%                 | 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        |    870702 | PA      | $834294.94    | 0.02%             | 2050-02-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20605052 | PA      | $19155356.39  | 0.39%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14222494 | PA      | $13425780.94  | 0.27%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  30547272 | PA      | $28035097.39  | 0.57%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140QNEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6294958 | PA      | $5164662.74   | 0.11%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  15505431 | PA      | $13789167.81  | 0.28%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23592316 | PA      | $21642669.38  | 0.44%             | 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        |  14468457 | PA      | $14106814.29  | 0.29%             | 2052-07-01      | Fixed         | 4.50%                 | 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        |   2620000 | PA      | $2419791.60   | 0.05%             | 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        |   3215000 | PA      | $2674548.15   | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   3311000 | PA      | $2711909.48   | 0.06%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                      | LPL Holdings Inc 5.15 06/15/2030                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4882393.43   | 0.10%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10185000 | PA      | $10002801.04  | 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        |   7850000 | PA      | $8235942.97   | 0.17%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16815231 | PA      | $14839392.59  | 0.30%             | 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        |  19510371 | PA      | $17160525.84  | 0.35%             | 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        |  29098448 | PA      | $28392161.72  | 0.58%             | 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        |   4430255 | PA      | $4088450.32   | 0.08%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.00                                                                     | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7859686 | PA      | $7895970.83   | 0.16%             | 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        |   7647983 | PA      | $6800924.08   | 0.14%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24338446 | PA      | $25047692.61  | 0.51%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28434906 | PA      | $26550369.40  | 0.54%             | 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        |  11767555 | PA      | $11473420.61  | 0.23%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22185128 | PA      | $18822764.53  | 0.38%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc 4.13 12/15/2051                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5801088.83   | 0.12%             | 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        |   6472000 | PA      | $7367799.16   | 0.15%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                                 | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   7117000 | NS      | $7231619.29   | 0.15%             |  |  |  | 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      | $2701951.44   | 0.06%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                            | City of Los Angeles Department of Airports 6.58% 05/15/2039                               | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1413245.73   | 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        |   1131000 | PA      | $1163990.01   | 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        |   5455000 | PA      | $5412479.58   | 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        |   3635000 | PA      | $3606341.26   | 0.07%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                         | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |    611000 | NS      | $611904.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 Trust                                                   | MFA 2021-NQM1 Trust 1.64                                                                  | CUSIP: 55283FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2523189 | PA      | $2394079.56   | 0.05%             | 2065-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2021-FL7 Ltd 5.70                                                                     | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17817000 | PA      | $17780838.62  | 0.36%             | 2036-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                   | MFA 2024-NQM1 Trust 6.58                                                                  | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9416482 | PA      | $9558032.15   | 0.19%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                  | MIRA Trust 2023-MILE 6.75                                                                 | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13305000 | PA      | $13867295.91  | 0.28%             | 2038-06-10      | Fixed         | 6.75%                 | 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        |  12589000 | NS      | $12800986.17  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Lxviii Ltd                                       | Madison Park Funding Lxviii Ltd 6.13                                                      | CUSIP: 55822XAG2<br>LEI: 213800XCOFXF5X7M9P78 | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13857336.68  | 0.28%             | 2038-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5959000 | PA      | $5820751.20   | 0.12%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite Xli Ltd 6.10                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |   6375000 | PA      | $6389817.41   | 0.13%             | 2038-01-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   7135000 | PA      | $7296647.21   | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4283722.59   | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2424690.79   | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                 | Massachusetts Institute of Technology 5.62 06/01/2055                                     | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1547864.22   | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                             | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   5775000 | PA      | $5928930.66   | 0.12%             | 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        |   3782000 | PA      | $3905678.17   | 0.08%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Natural Gas Co LLC                                           | Southern Natural Gas Co LLC 5.45 08/01/2035                                               | CUSIP: 84346LAD2<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1721964.98   | 0.04%             | 2035-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                   | Sprint Capital Corp 6.88 11/15/2028                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |   2869000 | PA      | $3086595.37   | 0.06%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                | Standard Chartered PLC 5.40 08/12/2036                                                    | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2860000 | PA      | $2903112.64   | 0.06%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                               | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    895000 | PA      | $900034.44    | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC 6.03                                                                   | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20581472 | PA      | $20885905.41  | 0.43%             | 2054-07-30      | Fixed         | 6.03%                 | 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      | $920129.37    | 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      | $1366291.84   | 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      | $2465763.30   | 0.05%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 5.88 03/15/2034                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4157333.15   | 0.08%             | 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      | $9126618.60   | 0.19%             | 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        |  10141000 | PA      | $10366437.57  | 0.21%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                      | T-Mobile USA Inc 6.70 12/15/2033                                                          | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6198000 | PA      | $6933804.37   | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.19 04/01/2030                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6839612.12   | 0.14%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10765000 | PA      | $9558504.01   | 0.19%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                     | GoldenTree Loan Management US CLO 23 Ltd 6.08                                             | CUSIP: 38139KAJ8<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13853201.62  | 0.28%             | 2039-01-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7265000 | PA      | $7732422.91   | 0.16%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3263961.17   | 0.07%             | 2030-10-23      | Variable      | 4.69%                 | 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        |   4168000 | PA      | $4407778.70   | 0.09%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2020-1 Trust 2.63                                                               | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6834352 | PA      | $5705768.70   | 0.12%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                      | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |   5746623 | PA      | $5320157.77   | 0.11%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                      | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                     | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7560461 | PA      | $6272563.25   | 0.13%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | Government National Mortgage Association 4.39                                             | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    520899 | PA      | $520787.89    | 0.01%             | 2037-02-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                      | HF Sinclair Corp 5.50 09/01/2032                                                          | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1629605.97   | 0.03%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 5.25 03/01/2030                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3342000 | PA      | $3451377.01   | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 6.20 03/01/2055                                                                   | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1759173.34   | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | 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        |   2402000 | PA      | $2480575.11   | 0.05%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   2320000 | PA      | $2341567.79   | 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        |   2580000 | PA      | $2567224.92   | 0.05%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                         | Hewlett Packard Enterprise Co 4.85 10/15/2031                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2962000 | PA      | $2993972.42   | 0.06%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                           | Hologic Inc 3.25 02/15/2029                                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1444912.42   | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The 4.65 09/15/2035                                                        | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2144420.46   | 0.04%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                   | Hotwire Funding LLC 5.89                                                                  | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-MBS          | CORP              | US        |  10375000 | PA      | $10560250.81  | 0.22%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | City of Houston TX 3.96% 03/01/2047                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2149356.25   | 0.04%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                     | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1653832.22   | 0.03%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                               | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1337123.95   | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21279862 | PA      | $21584970.30  | 0.44%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8554679 | PA      | $8631819.09   | 0.18%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                       | Jersey Central Power & Light Co 5.15 01/15/2036                                           | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3495589.17   | 0.07%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                 | Kaiser Foundation Hospitals 3.00 06/01/2051                                               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $2272305.38   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2167586.31   | 0.04%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.80 09/26/2032                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7380000 | PA      | $7391371.92   | 0.15%             | 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        |   7355000 | PA      | $7398300.65   | 0.15%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                 | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   4086000 | PA      | $4166256.52   | 0.08%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                            | PK Alift Loan Funding 3 LP 5.84                                                           | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9252139 | PA      | $9481216.86   | 0.19%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                        | PECO Energy Co 5.65 09/15/2055                                                            | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3446742.57   | 0.07%             | 2055-09-15      | Fixed         | 5.65%                 | 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        |  29825312 | PA      | $30039045.92  | 0.61%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                           | Pacific Gas and Electric Co 4.20 06/01/2041                                               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1679884.76   | 0.03%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Aquitaine Funding Co LLC                                              | Aquitaine Funding Co LLC 0.00 10/01/2025                                                  | CUSIP: 03843LX11<br>LEI: 549300RM1I17W1XLUM92 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24997125.00  | 0.51%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HQLA Funding LLC Champlain Series                                     | Hqla Funding LLC 0.00 10/01/2025                                                          | CUSIP: 44333AX16<br>LEI: 5493000J8TNLYHDOFL03 | Long             | STIV             | CORP              | US        |  22005000 | PA      | $22002456.22  | 0.45%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mainbeach Funding LLC                                                 | Mainbeach Funding LLC 0.00 10/01/2025                                                     | CUSIP: 56037BX17<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | US        |  21300000 | PA      | $21297573.93  | 0.43%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Overwatch Alpha Funding LLC                                           | Overwatch Alpha Funding LLC 0.00 10/01/2025                                               | CUSIP: 69039TX19<br>LEI: 254900B3TINYQPJOZP37 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24997145.00  | 0.51%             | 2025-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                 | Pepperdine University 3.30 12/01/2059                                                     | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   5873000 | PA      | $3687076.10   | 0.08%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17922000 | PA      | $17858349.12  | 0.36%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 6.84 01/23/2030                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1562000 | PA      | $1589784.86   | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  17075000 | PA      | $16549680.80  | 0.34%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $6408569.30   | 0.13%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 6.88 07/15/2029                                         | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    893000 | PA      | $945299.69    | 0.02%             | 2029-07-15      | Fixed         | 6.88%                 | 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      | $2162906.43   | 0.04%             | 2051-10-01      | Fixed         | 4.93%                 | 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        |  24692724 | PA      | $24841885.36  | 0.51%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                               | Provident Funding Mortgage Trust 2025-3 5.50                                              | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19573312 | PA      | $19637657.27  | 0.40%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                    | Public Service Electric and Gas Co 5.50 03/01/2055                                        | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   5387000 | PA      | $5419654.00   | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                         | RCKT Mortgage Trust 2024-CES2 6.14                                                        | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5748102 | PA      | $5821911.54   | 0.12%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                    | RWE Finance US LLC 5.13 09/18/2035                                                        | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1783518.11   | 0.04%             | 2035-09-18      | Fixed         | 5.12%                 | 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        |   8871916 | PA      | $8919912.09   | 0.18%             | 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        |   5043307 | PA      | $5056577.45   | 0.10%             | 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        |   5671941 | PA      | $5722300.74   | 0.12%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $1929097.54   | 0.04%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 6.25 02/01/2027                                                     | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   5410000 | PA      | $5412758.02   | 0.11%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                            | Tennessee Valley Authority 1.50 09/15/2031                                                | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   4000000 | PA      | $3482311.96   | 0.07%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3865000 | PA      | $3942121.82   | 0.08%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC 6.55 05/01/2037                                                     | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   5731000 | PA      | $5964161.61   | 0.12%             | 2037-05-01      | Fixed         | 6.55%                 | 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        |  15917000 | PA      | $16844973.04  | 0.34%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                      | Towd Point Mortgage Trust 2024-1 4.88                                                     | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16695319 | PA      | $16976645.38  | 0.35%             | 2064-03-25      | Variable      | 4.88%                 | 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        |   1131000 | PA      | $1163404.05   | 0.02%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                             | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3913000 | PA      | $4068890.28   | 0.08%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                              | New Economy Assets - Phase 1 Sponsor LLC 2.41                                             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22715000 | PA      | $15426819.56  | 0.31%             | 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      | $1124804.73   | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | City of New York NY 5.97% 03/01/2036                                                      | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $527300.80    | 0.01%             | 2036-03-01      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES3                                   | Towd Point Mortgage Trust 2024-CES3 6.29                                                  | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9102917 | PA      | $9224826.83   | 0.19%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3632000 | PA      | $3563294.18   | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 7.70 01/23/2032                                                           | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   4118000 | PA      | $4453365.80   | 0.09%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                             | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   6625000 | NS      | $7325222.75   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Electric Co                                                     | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3424259.99   | 0.07%             | 2053-03-15      | Fixed         | 5.45%                 | 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        |   3775000 | PA      | $3720050.16   | 0.08%             | 2029-04-15      | Fixed         | 4.62%                 | 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      | $362143.44    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                    | New York State Dormitory Authority 3.19% 02/15/2043                                       | CUSIP: 64990F5N0<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $387754.85    | 0.01%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                               | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4855000 | PA      | $5066476.52   | 0.10%             | 2034-03-15      | Fixed         | 5.35%                 | 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        |   1130000 | PA      | $1135865.07   | 0.02%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                          | NiSource Inc 5.35 07/15/2035                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4828000 | PA      | $4933109.86   | 0.10%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |  18945000 | NS      | $19064542.95  | 0.39%             |  |  |  | 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      | $898003.18    | 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        |   1500000 | PA      | $1545778.50   | 0.03%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.00 05/15/2045                                          | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2724804.67   | 0.06%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 05/15/2043                                          | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4530468.75   | 0.09%             | 2043-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                          | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6826258.64   | 0.14%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                               | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103427.31    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $3842104.77   | 0.08%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   2356000 | PA      | $2421340.48   | 0.05%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.50 08/15/2043                                          | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14481152.40  | 0.30%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.75 11/15/2043                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17500000 | PA      | $17691406.25  | 0.36%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.50 02/15/2044                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24458007.75  | 0.50%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 05/15/2044                                          | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14893945.35  | 0.30%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 11/15/2044                                          | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2972929.68   | 0.06%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.88 05/15/2045                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10386718.80  | 0.21%             | 2045-05-15      | Fixed         | 4.88%                 | 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        |  18000000 | PA      | $18211640.58  | 0.37%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 08/31/2030                                          | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $111862694.90 | 2.28%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/30/2030                                          | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 161000000 | PA      | $165572148.84 | 3.38%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 12/31/2030                                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $26976269.43  | 0.55%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 01/31/2031                                          | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10106445.30  | 0.21%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 02/28/2031                                          | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16000000 | PA      | $16363124.96  | 0.33%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 03/31/2029                                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $39600996.24  | 0.81%             | 2029-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 05/31/2030                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 143000000 | PA      | $144698125.00 | 2.95%             | 2030-05-31      | Fixed         | 4.00%                 | 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        |  15636000 | PA      | $15335173.21  | 0.31%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp 5.15 05/01/2040                                                     | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2256207.56   | 0.05%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                     | Novant Health Inc 3.17 11/01/2051                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $1688614.93   | 0.03%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                   | OBX 2024-HYB2 Trust 3.69                                                                  | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5825123 | PA      | $5740196.36   | 0.12%             | 2053-04-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 Trust                                                   | OBX 2024-NQM7 Trust 6.24                                                                  | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   4903372 | PA      | $4972061.03   | 0.10%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                     | OBX 2025-J1 Trust 6.00                                                                    | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8762264 | PA      | $8907896.31   | 0.18%             | 2055-05-25      | Variable      | 6.00%                 | 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        |   5645000 | PA      | $4202383.56   | 0.09%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1908345.06   | 0.04%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                         | RCKT Mortgage Trust 2024-CES4 6.15                                                        | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12779277 | PA      | $12959715.54  | 0.26%             | 2044-06-25      | Variable      | 6.15%                 | 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        |   4281054 | PA      | $4299070.64   | 0.09%             | 2044-09-25      | Variable      | 5.34%                 | 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        |  95000000 | PA      | $95634570.55  | 1.95%             | 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        |  66100000 | PA      | $65914093.75  | 1.34%             | 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        |  68000000 | PA      | $67660000.00  | 1.38%             | 2030-08-31      | 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        |   7170000 | PA      | $6574584.27   | 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        |   5514000 | PA      | $5527576.35   | 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        |   5217000 | PA      | $5395091.06   | 0.11%             | 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      | $2649256.00   | 0.05%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                         | Universal Health Services Inc 5.05 10/15/2034                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3751000 | PA      | $3662812.26   | 0.07%             | 2034-10-15      | Fixed         | 5.05%                 | 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      | $2330017.30   | 0.05%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $3149082.33   | 0.06%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                         | RCKT Mortgage Trust 2024-CES8 5.49                                                        | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9679502 | PA      | $9767068.10   | 0.20%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                         | RCKT Mortgage Trust 2024-CES3 6.59                                                        | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5250600 | PA      | $5340476.96   | 0.11%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc 2.99 10/30/2056                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $1613749.37   | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | 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        |   1842923 | PA      | $1719220.27   | 0.04%             | 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        |   6033000 | PA      | $4659331.03   | 0.10%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    973000 | PA      | $983238.04    | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                        | Weir Group Inc 5.35 05/06/2030                                                            | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   4092000 | PA      | $4210800.05   | 0.09%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |  16045000 | NS      | $15908192.31  | 0.32%             |  |  |  | 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        |   4585000 | PA      | $4284644.12   | 0.09%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $3595679.78   | 0.07%             | 2034-07-25      | Variable      | 5.56%                 | 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        |   6210000 | PA      | $6519504.66   | 0.13%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                    | THL Credit Wind River 2013-2 CLO Ltd 6.16                                                 | CUSIP: 97314CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3220461 | PA      | $3220622.43   | 0.07%             | 2030-10-18      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                              | Wynnton Funding Trust II 5.99 08/15/2055                                                  | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4421000 | PA      | $4541110.13   | 0.09%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                 | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   8000000 | NS      | $7881670.88   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                       | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |  22550000 | NS      | $22422945.18  | 0.46%             |  |  |  | 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      | $13220300.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       686 | NC      | $-233712.71   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT                                                     | CAN 10YR BOND FUT Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |       429 | NC      | $834295.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG GILT FUTURE                                                      | LONG GILT FUTURE  Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |       228 | NC      | $-138339.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       423 | NC      | $-398520.45   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1874 | NC      | $4006094.02   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US Long Bond Future                                              | US LONG BOND(CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       600 | NC      | $-462467.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                          | Fixed Income Clearing Corp 4.19 10/01/2025                                                | CUSIP: RPEO30LL7<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |  30075000 | PA      | $30075000.00  | 0.61%             | 2025-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |  12800000 | NS      | $13146673.28  | 0.27%             |  |  |  | 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        |  30000000 | PA      | $17821420.38  | 0.36%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | 174400000 | OU      | $-13929326.26 | -0.28%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer