# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001145549-23-008276
**Filing Date:** 2023-2
**Character Count:** 366839
**Document Hash:** 0d184604e4db4901d51cd3fe68216b30
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008276.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000908406
- **IRS NUMBER:** 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:** 23653794

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Core Plus Fund**

**December 31, 2022**

------

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| |
|:---|
| **<u>Core Plus - Schedule of Investments</u>** |
| **DECEMBER 31, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Shares/<br>Principal Amount ($)** | **Value ($)** |
| **CORPORATE BONDS — 27.7%** | | |
| **Aerospace and Defense — 0.3%** | | |
| Lockheed Martin Corp., 5.25%, 1/15/33 | 261000 | 269955 |
| Raytheon Technologies Corp., 4.125%, 11/16/28 | 764000 | 732798 |
| Raytheon Technologies Corp., 3.125%, 7/1/50 | 250000 | 176202 |
| TransDigm, Inc., 4.625%, 1/15/29 | 210000 | 185015 |
|  |  | 1363970 |
| **Air Freight and Logistics — 0.1%** |  |  |
| GXO Logistics, Inc., 2.65%, 7/15/31 | 438000 | 324410 |
| **Airlines — 0.5%** |  |  |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 953231 | 918344 |
| British Airways Pass Through Trust, Series 2021-1, Class A, 2.90%, 9/15/36<sup>(1)</sup> | 147603 | 120564 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | 464000 | 436860 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(1)</sup> | 405799 | 404339 |
| United Airlines Pass Through Trust, Series 2020-1, Class B, 4.875%, 7/15/27 | 271272 | 258391 |
|  |  | 2138498 |
| **Auto Components**<sup>†</sup> |  |  |
| Aptiv PLC, 3.10%, 12/1/51 | 205000 | 121944 |
| **Automobiles — 0.5%** |  |  |
| Ford Motor Credit Co. LLC, 3.375%, 11/13/25 | 850000 | 769916 |
| Ford Motor Credit Co. LLC, 7.35%, 11/4/27 | 215000 | 220848 |
| General Motors Co., 5.15%, 4/1/38 | 264000 | 228703 |
| General Motors Financial Co., Inc., 2.75%, 6/20/25 | 929000 | 870482 |
| General Motors Financial Co., Inc., 2.40%, 10/15/28 | 435000 | 361494 |
|  |  | 2451443 |
| **Banks — 3.7%** |  |  |
| Banco Santander SA, VRN, 1.72%, 9/14/27 | 600000 | 513245 |
| Banco Santander SA, VRN, 4.18%, 3/24/28 | 200000 | 185796 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 505000 | 482722 |
| Bank of America Corp., VRN, 2.55%, 2/4/28 | 303000 | 269547 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 470000 | 486106 |
| Bank of America Corp., VRN, 3.42%, 12/20/28 | 1402000 | 1271919 |
| Bank of America Corp., VRN, 2.88%, 10/22/30 | 947000 | 794219 |
| Bank of America Corp., VRN, 4.57%, 4/27/33 | 350000 | 321135 |
| Bank of America Corp., VRN, 5.02%, 7/22/33 | 353000 | 336178 |
| Bank of America Corp., VRN, 2.48%, 9/21/36 | 440000 | 324305 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(1)</sup> | 239000 | 202114 |
| Bank of Nova Scotia, 5.25%, 12/6/24 | 402000 | 403046 |
| Citigroup, Inc., VRN, 3.07%, 2/24/28 | 505000 | 455995 |
| Citigroup, Inc., VRN, 3.67%, 7/24/28 | 270000 | 248390 |
| Citigroup, Inc., VRN, 3.52%, 10/27/28 | 816000 | 745863 |
| Citigroup, Inc., VRN, 3.79%, 3/17/33 | 210000 | 180175 |
| FNB Corp., 2.20%, 2/24/23 | 592000 | 589062 |
| HSBC Holdings PLC, VRN, 2.80%, 5/24/32 | 360000 | 279356 |
| HSBC Holdings PLC, VRN, 5.40%, 8/11/33 | 654000 | 607466 |
| Huntington National Bank, 5.65%, 1/10/30 | 645000 | 651453 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 420000 | 369522 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 | 948000 | 858923 |
| JPMorgan Chase & Co., VRN, 2.07%, 6/1/29 | 1101000 | 921455 |
| JPMorgan Chase & Co., VRN, 2.52%, 4/22/31 | 2050000 | 1682016 |

---

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| | | |
|:---|:---|:---|
| National Australia Bank Ltd., 2.33%, 8/21/30<sup>(1)</sup> | 356000 | 271776 |
| Royal Bank of Canada, 6.00%, 11/1/27 | 635000 | 663105 |
| Toronto-Dominion Bank, 2.00%, 9/10/31 | 379000 | 299382 |
| Toronto-Dominion Bank, 2.45%, 1/12/32 | 405000 | 329099 |
| Toronto-Dominion Bank, 4.46%, 6/8/32 | 220000 | 210361 |
| Truist Financial Corp., VRN, 4.12%, 6/6/28 | 200000 | 191733 |
| U.S. Bancorp, VRN, 5.85%, 10/21/33 | 210000 | 218688 |
| Wells Fargo & Co., VRN, 4.54%, 8/15/26 | 300000 | 294286 |
| Wells Fargo & Co., VRN, 3.35%, 3/2/33 | 296000 | 250145 |
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 | 770000 | 552080 |
| Wells Fargo & Co., VRN, 4.61%, 4/25/53 | 221000 | 188285 |
|  |  | 16648948 |
| **Beverages — 0.4%** |  |  |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46 | 988000 | 903146 |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, 1/23/29 | 759000 | 750830 |
| Keurig Dr Pepper, Inc., 4.05%, 4/15/32 | 220000 | 200755 |
| PepsiCo, Inc., 3.90%, 7/18/32 | 177000 | 167438 |
|  |  | 2022169 |
| **Biotechnology — 0.5%** |  |  |
| AbbVie, Inc., 3.20%, 11/21/29 | 634000 | 572978 |
| AbbVie, Inc., 4.40%, 11/6/42 | 920000 | 802228 |
| Amgen, Inc., 4.05%, 8/18/29 | 950000 | 889912 |
|  |  | 2265118 |
| **Building Products — 0.3%** |  |  |
| Builders FirstSource, Inc., 5.00%, 3/1/30<sup>(1)</sup> | 1213000 | 1076791 |
| Standard Industries, Inc., 4.375%, 7/15/30<sup>(1)</sup> | 514000 | 419943 |
|  |  | 1496734 |
| **Capital Markets — 2.4%** |  |  |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 1295000 | 1218486 |
| FS KKR Capital Corp., 4.25%, 2/14/25<sup>(1)</sup> | 151000 | 141658 |
| Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/25 | 870000 | 833079 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 760000 | 665524 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 750000 | 668857 |
| Goldman Sachs Group, Inc., VRN, 3.81%, 4/23/29 | 131000 | 119893 |
| Goldman Sachs Group, Inc., VRN, 1.99%, 1/27/32 | 1140000 | 871077 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 | 213000 | 181091 |
| Morgan Stanley, VRN, 0.53%, 1/25/24 | 1562000 | 1551562 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 2030000 | 1907757 |
| Morgan Stanley, VRN, 2.70%, 1/22/31 | 635000 | 526094 |
| Morgan Stanley, VRN, 2.51%, 10/20/32 | 410000 | 321948 |
| Morgan Stanley, VRN, 6.34%, 10/18/33 | 500000 | 525502 |
| Morgan Stanley, VRN, 2.48%, 9/16/36 | 201000 | 146205 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 | 87000 | 76067 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 | 240000 | 204553 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(1)</sup> | 997000 | 859002 |
|  |  | 10818355 |
| **Chemicals — 0.2%** |  |  |
| Albemarle Corp., 4.65%, 6/1/27 | 594000 | 580205 |
| CF Industries, Inc., 5.15%, 3/15/34 | 202000 | 191858 |
| CF Industries, Inc., 4.95%, 6/1/43 | 300000 | 257953 |
|  |  | 1030016 |
| **Commercial Services and Supplies — 0.1%** |  |  |
| Waste Connections, Inc., 3.20%, 6/1/32 | 505000 | 434637 |
| **Construction and Engineering — 0.1%** |  |  |
| Quanta Services, Inc., 2.35%, 1/15/32 | 590000 | 449467 |

---

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| | | |
|:---|:---|:---|
| **Construction Materials — 0.1%** | | |
| Eagle Materials, Inc., 2.50%, 7/1/31 | 413000 | 324972 |
| **Consumer Finance**<sup>†</sup> |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 188000 | 173538 |
| **Containers and Packaging — 0.1%** |  |  |
| Sonoco Products Co., 2.25%, 2/1/27 | 564000 | 502297 |
| **Diversified Consumer Services — 0.1%** |  |  |
| Novant Health, Inc., 3.17%, 11/1/51 | 325000 | 226007 |
| Pepperdine University, 3.30%, 12/1/59 | 357000 | 225578 |
|  |  | 451585 |
| **Diversified Financial Services — 0.2%** |  |  |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(1)</sup> | 366000 | 293650 |
| Block Financial LLC, 3.875%, 8/15/30 | 616000 | 540381 |
|  |  | 834031 |
| **Diversified Telecommunication Services — 1.0%** |  |  |
| AT&T, Inc., 4.35%, 3/1/29 | 437000 | 416495 |
| AT&T, Inc., 4.50%, 5/15/35 | 515000 | 469963 |
| AT&T, Inc., 4.90%, 8/15/37 | 487000 | 449497 |
| AT&T, Inc., 4.55%, 3/9/49 | 299000 | 246609 |
| Level 3 Financing, Inc., 4.625%, 9/15/27<sup>(1)</sup> | 439000 | 366236 |
| Ooredoo International Finance Ltd., 3.25%, 2/21/23 | 147000 | 146572 |
| Ooredoo International Finance Ltd., 2.625%, 4/8/31<sup>(1)</sup> | 300000 | 258519 |
| Telecom Italia Capital SA, 6.375%, 11/15/33 | 695000 | 569643 |
| Telefonica Emisiones SA, 4.90%, 3/6/48 | 375000 | 289745 |
| Verizon Communications, Inc., 4.33%, 9/21/28 | 491000 | 473072 |
| Verizon Communications, Inc., 4.27%, 1/15/36 | 735000 | 656930 |
|  |  | 4343281 |
| **Electric Utilities — 2.1%** |  |  |
| AEP Texas, Inc., 2.10%, 7/1/30 | 432000 | 351207 |
| Baltimore Gas & Electric Co., 2.25%, 6/15/31 | 334000 | 271409 |
| Baltimore Gas & Electric Co., 4.55%, 6/1/52 | 192000 | 170654 |
| CenterPoint Energy Houston Electric LLC, 4.45%, 10/1/32 | 510000 | 493257 |
| Commonwealth Edison Co., 3.20%, 11/15/49 | 400000 | 286416 |
| Duke Energy Carolinas LLC, 2.55%, 4/15/31 | 188000 | 157407 |
| Duke Energy Corp., 2.55%, 6/15/31 | 230000 | 187982 |
| Duke Energy Corp., 5.00%, 8/15/52 | 310000 | 276756 |
| Duke Energy Florida LLC, 1.75%, 6/15/30 | 339000 | 270251 |
| Duke Energy Florida LLC, 3.85%, 11/15/42 | 147000 | 118771 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 | 175000 | 187367 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 | 606000 | 507720 |
| Entergy Arkansas LLC, 2.65%, 6/15/51 | 232000 | 140895 |
| Exelon Corp., 4.45%, 4/15/46 | 275000 | 233611 |
| Exelon Corp., 4.10%, 3/15/52<sup>(1)</sup> | 100000 | 80438 |
| FEL Energy VI Sarl, 5.75%, 12/1/40<sup>(1)</sup> | 739160 | 633612 |
| Florida Power & Light Co., 2.45%, 2/3/32 | 294000 | 245745 |
| Florida Power & Light Co., 4.125%, 2/1/42 | 310000 | 269946 |
| MidAmerican Energy Co., 4.40%, 10/15/44 | 408000 | 362398 |
| NextEra Energy Capital Holdings, Inc., 5.00%, 7/15/32 | 457000 | 449601 |
| Northern States Power Co., 3.20%, 4/1/52 | 300000 | 214837 |
| NRG Energy, Inc., 2.00%, 12/2/25<sup>(1)</sup> | 1020000 | 910837 |
| NRG Energy, Inc., 3.875%, 2/15/32<sup>(1)</sup> | 333000 | 250741 |
| Pacific Gas & Electric Co., 4.20%, 6/1/41 | 195000 | 145089 |
| PacifiCorp, 3.30%, 3/15/51 | 422000 | 305104 |
| PECO Energy Co., 4.375%, 8/15/52 | 455000 | 402840 |
| Public Service Electric & Gas Co., 3.10%, 3/15/32 | 351000 | 307818 |

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| | | |
|:---|:---|:---|
| Southern Co. Gas Capital Corp., 1.75%, 1/15/31 | 485000 | 372903 |
| Union Electric Co., 3.90%, 4/1/52 | 294000 | 238434 |
| Xcel Energy, Inc., 3.40%, 6/1/30 | 436000 | 389975 |
| Xcel Energy, Inc., 4.60%, 6/1/32 | 176000 | 168613 |
|  |  | 9402634 |
| **Energy Equipment and Services — 0.2%** |  |  |
| Helmerich & Payne, Inc., 2.90%, 9/29/31 | 688000 | 560139 |
| Schlumberger Investment SA, 2.65%, 6/26/30 | 430000 | 369879 |
|  |  | 930018 |
| **Entertainment — 0.2%** |  |  |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(1)</sup> | 314000 | 283213 |
| Warnermedia Holdings, Inc., 5.05%, 3/15/42<sup>(1)</sup> | 469000 | 360485 |
| Warnermedia Holdings, Inc., 5.14%, 3/15/52<sup>(1)</sup> | 131000 | 95739 |
|  |  | 739437 |
| **Equity Real Estate Investment Trusts (REITs) — 0.7%** |  |  |
| Alexandria Real Estate Equities, Inc., 4.50%, 7/30/29 | 51000 | 48416 |
| American Tower Corp., 3.95%, 3/15/29 | 480000 | 443486 |
| Broadstone Net Lease LLC, 2.60%, 9/15/31 | 225000 | 169170 |
| Corporate Office Properties LP, 2.00%, 1/15/29 | 269000 | 206816 |
| EPR Properties, 4.75%, 12/15/26 | 100000 | 89983 |
| Equinix, Inc., 2.90%, 11/18/26 | 785000 | 718563 |
| GLP Capital LP / GLP Financing II, Inc., 5.375%, 4/15/26 | 530000 | 520830 |
| National Retail Properties, Inc., 4.80%, 10/15/48 | 340000 | 283760 |
| Realty Income Corp., 3.25%, 1/15/31 | 408000 | 354820 |
| VICI Properties LP / VICI Note Co., Inc., 4.125%, 8/15/30<sup>(1)</sup> | 552000 | 484018 |
|  |  | 3319862 |
| **Food and Staples Retailing — 0.4%** |  |  |
| Sysco Corp., 5.95%, 4/1/30 | 990000 | 1027045 |
| United Natural Foods, Inc., 6.75%, 10/15/28<sup>(1)</sup> | 710000 | 683325 |
|  |  | 1710370 |
| **Food Products — 0.4%** |  |  |
| JDE Peet's NV, 2.25%, 9/24/31<sup>(1)</sup> | 667000 | 505792 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 | 450000 | 430638 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 | 525000 | 477247 |
| Mondelez International, Inc., 2.625%, 3/17/27 | 450000 | 408617 |
|  |  | 1822294 |
| **Gas Utilities — 0.1%** |  |  |
| Infraestructura Energetica Nova SAPI de CV, 4.75%, 1/15/51<sup>(1)</sup> | 519000 | 392814 |
| Southern California Gas Co., 6.35%, 11/15/52 | 219000 | 240961 |
|  |  | 633775 |
| **Health Care Equipment and Supplies — 0.4%** |  |  |
| Baxter International, Inc., 1.92%, 2/1/27 | 472000 | 419139 |
| Baxter International, Inc., 2.54%, 2/1/32 | 650000 | 518042 |
| GE HealthCare Technologies, Inc., 5.65%, 11/15/27 | 1000000 | 1013455 |
|  |  | 1950636 |
| **Health Care Providers and Services — 1.2%** |  |  |
| Centene Corp., 4.625%, 12/15/29 | 800000 | 732873 |
| Centene Corp., 3.375%, 2/15/30 | 686000 | 581471 |
| CVS Health Corp., 4.78%, 3/25/38 | 362000 | 331202 |
| CVS Health Corp., 5.05%, 3/25/48 | 265000 | 239198 |
| Duke University Health System, Inc., 3.92%, 6/1/47 | 128000 | 105927 |
| HCA, Inc., 2.375%, 7/15/31 | 325000 | 253776 |
| Humana, Inc., 2.15%, 2/3/32 | 568000 | 444704 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 240000 | 164596 |
| Roche Holdings, Inc., 2.61%, 12/13/51<sup>(1)</sup> | 560000 | 365338 |

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| | | |
|:---|:---|:---|
| UnitedHealth Group, Inc., 5.35%, 2/15/33 | 1665000 | 1723249 |
| UnitedHealth Group, Inc., 5.875%, 2/15/53 | 335000 | 363925 |
|  |  | 5306259 |
| **Hotels, Restaurants and Leisure — 0.6%** |  |  |
| Caesars Entertainment, Inc., 4.625%, 10/15/29<sup>(1)</sup> | 323000 | 263437 |
| Carnival Corp., 5.75%, 3/1/27<sup>(1)</sup> | 270000 | 193258 |
| International Game Technology PLC, 5.25%, 1/15/29<sup>(1)</sup> | 1175000 | 1096909 |
| Marriott International, Inc., 3.50%, 10/15/32 | 295000 | 246218 |
| Penn Entertainment, Inc., 4.125%, 7/1/29<sup>(1)</sup> | 441000 | 348965 |
| Scientific Games International, Inc., 7.25%, 11/15/29<sup>(1)</sup> | 620000 | 596316 |
|  |  | 2745103 |
| **Household Durables — 0.4%** |  |  |
| D.R. Horton, Inc., 2.50%, 10/15/24 | 452000 | 430710 |
| KB Home, 4.80%, 11/15/29 | 520000 | 453021 |
| Safehold Operating Partnership LP, 2.85%, 1/15/32 | 630000 | 479864 |
| Tempur Sealy International, Inc., 3.875%, 10/15/31<sup>(1)</sup> | 493000 | 387730 |
|  |  | 1751325 |
| **Household Products — 0.2%** |  |  |
| Clorox Co., 4.60%, 5/1/32 | 887000 | 855928 |
| **Insurance — 0.2%** |  |  |
| Athene Global Funding, 1.99%, 8/19/28<sup>(1)</sup> | 234000 | 188675 |
| Sammons Financial Group, Inc., 4.75%, 4/8/32<sup>(1)</sup> | 209000 | 175106 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(1)</sup> | 107000 | 93891 |
| SBL Holdings, Inc., VRN, 6.50%<sup>(1)(2)</sup> | 535000 | 414625 |
|  |  | 872297 |
| **Internet and Direct Marketing Retail — 0.5%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 | 455000 | 455661 |
| Amazon.com, Inc., 4.60%, 12/1/25 | 455000 | 454391 |
| Amazon.com, Inc., 4.55%, 12/1/27 | 225000 | 224662 |
| Amazon.com, Inc., 3.60%, 4/13/32 | 1070000 | 982345 |
|  |  | 2117059 |
| **IT Services — 0.1%** |  |  |
| Fiserv, Inc., 2.65%, 6/1/30 | 480000 | 404610 |
| **Life Sciences Tools and Services — 0.1%** |  |  |
| Danaher Corp., 2.80%, 12/10/51 | 405000 | 269542 |
| **Machinery — 0.4%** |  |  |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> | 240000 | 241569 |
| John Deere Capital Corp., 4.85%, 10/11/29 | 208000 | 208700 |
| John Deere Capital Corp., 4.35%, 9/15/32 | 620000 | 604260 |
| Westinghouse Air Brake Technologies Corp., 4.95%, 9/15/28 | 601000 | 578169 |
|  |  | 1632698 |
| **Media — 1.2%** |  |  |
| AMC Networks, Inc., 4.25%, 2/15/29 | 312000 | 194865 |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.125%, 7/1/49 | 270000 | 205239 |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, 4/1/51 | 460000 | 281364 |
| Comcast Corp., 5.65%, 6/15/35 | 356000 | 374396 |
| Comcast Corp., 6.50%, 11/15/35 | 285000 | 318208 |
| Comcast Corp., 3.75%, 4/1/40 | 588000 | 487378 |
| Comcast Corp., 2.94%, 11/1/56 | 390000 | 242966 |
| DISH DBS Corp., 5.25%, 12/1/26<sup>(1)</sup> | 245000 | 206831 |
| Fox Corp., 5.48%, 1/25/39 | 187000 | 170888 |
| Gray Escrow II, Inc., 5.375%, 11/15/31<sup>(1)</sup> | 703000 | 507872 |
| Paramount Global, 4.95%, 1/15/31 | 240000 | 213864 |
| Paramount Global, 4.375%, 3/15/43 | 190000 | 131475 |
| Time Warner Cable LLC, 4.50%, 9/15/42 | 630000 | 463476 |

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| | | |
|:---|:---|:---|
| Univision Communications, Inc., 1.65%, 9/1/26 | 807000 | 692733 |
| Univision Communications, Inc., 2.65%, 10/15/30 | 872000 | 696022 |
| VTR Finance NV, 6.375%, 7/15/28<sup>(1)</sup> | 822000 | 318768 |
|  |  | 5506345 |
| **Metals and Mining — 0.2%** |  |  |
| Glencore Funding LLC, 2.625%, 9/23/31<sup>(1)</sup> | 580000 | 463483 |
| Minera Mexico SA de CV, 4.50%, 1/26/50<sup>(1)</sup> | 24000 | 18163 |
| Nucor Corp., 3.125%, 4/1/32 | 250000 | 212596 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(1)</sup> | 430000 | 369063 |
|  |  | 1063305 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.1%** |  |  |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 5.25%, 10/1/25<sup>(1)</sup> | 235000 | 221203 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> | 597000 | 482872 |
|  |  | 704075 |
| **Multi-Utilities — 0.7%** |  |  |
| Abu Dhabi National Energy Co. PJSC, 2.00%, 4/29/28<sup>(1)</sup> | 405000 | 360571 |
| Ameren Corp., 3.50%, 1/15/31 | 577000 | 511762 |
| Ameren Illinois Co., 3.85%, 9/1/32 | 243000 | 226485 |
| Ameren Illinois Co., 5.90%, 12/1/52 | 131000 | 143117 |
| CenterPoint Energy, Inc., 2.65%, 6/1/31 | 408000 | 337897 |
| Dominion Energy, Inc., 4.90%, 8/1/41 | 378000 | 335573 |
| Dominion Energy, Inc., 4.85%, 8/15/52 | 300000 | 260676 |
| Sempra Energy, 3.25%, 6/15/27 | 317000 | 293737 |
| WEC Energy Group, Inc., 1.375%, 10/15/27 | 680000 | 577909 |
|  |  | 3047727 |
| **Oil, Gas and Consumable Fuels — 2.8%** |  |  |
| Aker BP ASA, 3.75%, 1/15/30<sup>(1)</sup> | 619000 | 545897 |
| Aker BP ASA, 4.00%, 1/15/31<sup>(1)</sup> | 242000 | 212679 |
| Antero Resources Corp., 7.625%, 2/1/29<sup>(1)</sup> | 338000 | 340316 |
| BP Capital Markets America, Inc., 3.06%, 6/17/41 | 330000 | 245613 |
| Cenovus Energy, Inc., 2.65%, 1/15/32 | 340000 | 272343 |
| Continental Resources, Inc., 2.27%, 11/15/26<sup>(1)</sup> | 430000 | 373135 |
| Diamondback Energy, Inc., 6.25%, 3/15/33 | 430000 | 437778 |
| Enbridge, Inc., 3.40%, 8/1/51 | 160000 | 109334 |
| Energy Transfer LP, 5.25%, 4/15/29 | 773000 | 749101 |
| Energy Transfer LP, 5.75%, 2/15/33 | 438000 | 429365 |
| Energy Transfer LP, 4.90%, 3/15/35 | 443000 | 396079 |
| Enterprise Products Operating LLC, 4.85%, 3/15/44 | 528000 | 467957 |
| Enterprise Products Operating LLC, 3.30%, 2/15/53 | 288000 | 192873 |
| EQT Corp., 5.70%, 4/1/28 | 432000 | 430260 |
| Equinor ASA, 3.25%, 11/18/49 | 249000 | 182084 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40<sup>(1)</sup> | 1014857 | 819555 |
| Geopark Ltd., 5.50%, 1/17/27<sup>(1)</sup> | 200000 | 172265 |
| Kinder Morgan Energy Partners LP, 6.50%, 9/1/39 | 351000 | 355329 |
| MEG Energy Corp., 5.875%, 2/1/29<sup>(1)</sup> | 980000 | 925414 |
| MPLX LP, 2.65%, 8/15/30 | 410000 | 333188 |
| Petroleos Mexicanos, 3.50%, 1/30/23 | 626000 | 624266 |
| Petroleos Mexicanos, 6.70%, 2/16/32 | 500000 | 393601 |
| Petroleos Mexicanos, 6.625%, 6/15/35 | 50000 | 36389 |
| SA Global Sukuk Ltd., 2.69%, 6/17/31<sup>(1)</sup> | 1135000 | 972236 |
| Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 | 685000 | 686480 |
| Shell International Finance BV, 2.375%, 11/7/29 | 440000 | 381248 |
| Shell International Finance BV, 4.375%, 5/11/45 | 260000 | 228474 |
| Southwestern Energy Co., 5.375%, 3/15/30 | 972000 | 888354 |

---

------

---

| | | |
|:---|:---|:---|
| Venture Global Calcasieu Pass LLC, 3.875%, 11/1/33<sup>(1)</sup> | 407000 | 333229 |
|  |  | 12534842 |
| **Paper and Forest Products — 0.1%** |  |  |
| Georgia-Pacific LLC, 2.10%, 4/30/27<sup>(1)</sup> | 475000 | 426262 |
| **Personal Products**<sup>†</sup> |  |  |
| GSK Consumer Healthcare Capital US LLC, 4.00%, 3/24/52 | 275000 | 215864 |
| **Pharmaceuticals — 0.4%** |  |  |
| Bristol-Myers Squibb Co., 2.95%, 3/15/32 | 538000 | 469580 |
| Bristol-Myers Squibb Co., 2.55%, 11/13/50 | 404000 | 254888 |
| Merck & Co., Inc., 1.70%, 6/10/27 | 420000 | 372990 |
| Viatris, Inc., 4.00%, 6/22/50 | 175000 | 108428 |
| Zoetis, Inc., 5.60%, 11/16/32 | 552000 | 573994 |
|  |  | 1779880 |
| **Real Estate Management and Development — 0.1%** |  |  |
| Essential Properties LP, 2.95%, 7/15/31 | 421000 | 307104 |
| **Road and Rail — 0.6%** |  |  |
| Ashtead Capital, Inc., 5.50%, 8/11/32<sup>(1)</sup> | 490000 | 470104 |
| Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 | 347000 | 298005 |
| Burlington Northern Santa Fe LLC, 3.30%, 9/15/51 | 240000 | 175881 |
| CSX Corp., 4.10%, 11/15/32 | 370000 | 348027 |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(1)</sup> | 256000 | 238057 |
| Norfolk Southern Corp., 4.55%, 6/1/53 | 270000 | 236190 |
| Union Pacific Corp., 3.55%, 8/15/39 | 654000 | 542746 |
| United Rentals North America, Inc., 6.00%, 12/15/29<sup>(1)</sup> | 485000 | 482902 |
|  |  | 2791912 |
| **Semiconductors and Semiconductor Equipment — 0.4%** |  |  |
| Broadcom, Inc., 4.00%, 4/15/29<sup>(1)</sup> | 340000 | 309570 |
| Broadcom, Inc., 4.93%, 5/15/37<sup>(1)</sup> | 377000 | 330236 |
| Intel Corp., 3.20%, 8/12/61 | 558000 | 352034 |
| Micron Technology, Inc., 6.75%, 11/1/29 | 340000 | 346131 |
| QUALCOMM, Inc., 5.40%, 5/20/33 | 145000 | 151455 |
| QUALCOMM, Inc., 6.00%, 5/20/53 | 128000 | 136759 |
|  |  | 1626185 |
| **Software — 0.2%** |  |  |
| Oracle Corp., 3.90%, 5/15/35 | 355000 | 298039 |
| Oracle Corp., 3.85%, 7/15/36 | 223000 | 183115 |
| Oracle Corp., 3.60%, 4/1/40 | 315000 | 232228 |
|  |  | 713382 |
| **Specialty Retail — 0.7%** |  |  |
| Dick's Sporting Goods, Inc., 3.15%, 1/15/32 | 630000 | 493252 |
| Home Depot, Inc., 3.90%, 6/15/47 | 1018000 | 842071 |
| Lowe's Cos., Inc., 2.625%, 4/1/31 | 1055000 | 876758 |
| Lowe's Cos., Inc., 4.25%, 4/1/52 | 890000 | 710041 |
| O'Reilly Automotive, Inc., 4.70%, 6/15/32 | 340000 | 329666 |
|  |  | 3251788 |
| **Technology Hardware, Storage and Peripherals — 0.3%** |  |  |
| Apple, Inc., 3.25%, 8/8/29 | 865000 | 801501 |
| Apple, Inc., 3.95%, 8/8/52 | 470000 | 402078 |
| Dell International LLC / EMC Corp., 8.10%, 7/15/36 | 140000 | 157431 |
|  |  | 1361010 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(1)</sup> | 464000 | 446691 |
| **Water Utilities — 0.2%** |  |  |
| American Water Capital Corp., 4.45%, 6/1/32 | 630000 | 604631 |
| Essential Utilities, Inc., 2.70%, 4/15/30 | 513000 | 431425 |
|  |  | 1036056 |

---

------

---

| | | |
|:---|:---|:---|
| **Wireless Telecommunication Services — 0.8%** | | |
| Sprint LLC, 7.625%, 2/15/25 | 1030000 | 1065570 |
| T-Mobile USA, Inc., 4.75%, 2/1/28 | 1166000 | 1136258 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 | 860000 | 759117 |
| T-Mobile USA, Inc., 3.50%, 4/15/31 | 486000 | 420742 |
| T-Mobile USA, Inc., 4.375%, 4/15/40 | 385000 | 330142 |
|  |  | 3711829 |
| **TOTAL CORPORATE BONDS**<br>(Cost $142,817,324) |  | **125183517** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 24.4%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.1%** |  |  |
| FHLMC, VRN, 3.30%, (1-year H15T1Y plus 2.26%), 4/1/37 | 22166 | 22487 |
| FHLMC, VRN, 3.77%, (12-month LIBOR plus 1.89%), 7/1/41 | 31392 | 31385 |
| FHLMC, VRN, 3.77%, (12-month LIBOR plus 1.63%), 8/1/46 | 71504 | 71877 |
| FHLMC, VRN, 3.09%, (12-month LIBOR plus 1.64%), 9/1/47 | 44322 | 43039 |
| FNMA, VRN, 3.97%, (6-month LIBOR plus 1.57%), 6/1/35 | 7479 | 7505 |
| FNMA, VRN, 3.06%, (12-month LIBOR plus 1.60%), 4/1/46 | 184408 | 190179 |
| FNMA, VRN, 3.18%, (12-month LIBOR plus 1.61%), 3/1/47 | 18701 | 17896 |
| FNMA, VRN, 3.20%, (12-month LIBOR plus 1.62%), 5/1/47 | 178492 | 176370 |
|  |  | **560738** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 24.3%** |  |  |
| FHLMC, 6.00%, 9/1/35 | 168353 | 174485 |
| FHLMC, 6.00%, 2/1/38 | 84097 | 87985 |
| FHLMC, 2.50%, 3/1/42 | 1641853 | 1429565 |
| FHLMC, 3.50%, 5/1/50 | 382101 | 350471 |
| FHLMC, 2.50%, 10/1/50 | 1823726 | 1552436 |
| FHLMC, 2.50%, 5/1/51 | 2553345 | 2179558 |
| FHLMC, 3.50%, 5/1/51 | 2467166 | 2268159 |
| FHLMC, 3.00%, 7/1/51 | 1689788 | 1486810 |
| FHLMC, 3.00%, 7/1/51 | 1657060 | 1477447 |
| FHLMC, 2.00%, 8/1/51 | 3771952 | 3079787 |
| FHLMC, 2.00%, 8/1/51 | 2119466 | 1730903 |
| FHLMC, 4.00%, 8/1/51 | 986159 | 933650 |
| FHLMC, 2.50%, 10/1/51 | 1183991 | 1013825 |
| FHLMC, 3.00%, 12/1/51 | 1738903 | 1529046 |
| FHLMC, 3.00%, 2/1/52 | 3569133 | 3152608 |
| FHLMC, 3.50%, 5/1/52 | 1374217 | 1260452 |
| FHLMC, 4.00%, 5/1/52 | 1371670 | 1292203 |
| FHLMC, 4.00%, 5/1/52 | 683929 | 642407 |
| FHLMC, 5.00%, 7/1/52 | 939923 | 931912 |
| FHLMC, 5.00%, 8/1/52 | 1740698 | 1719536 |
| FHLMC, 6.00%, 11/1/52 | 4704160 | 4801911 |
| FNMA, 6.00%, 12/1/33 | 117529 | 121670 |
| FNMA, 3.50%, 3/1/34 | 407217 | 391037 |
| FNMA, 2.00%, 5/1/36 | 1137215 | 1015815 |
| FNMA, 2.00%, 6/1/36 | 3803138 | 3396793 |
| FNMA, 2.00%, 1/1/37 | 1458344 | 1302589 |
| FNMA, 2.00%, 1/1/37 | 570185 | 508068 |
| FNMA, 6.00%, 9/1/37 | 129179 | 134585 |
| FNMA, 6.00%, 11/1/37 | 126707 | 131495 |
| FNMA, 4.50%, 4/1/39 | 141224 | 139968 |
| FNMA, 4.50%, 5/1/39 | 398341 | 394696 |
| FNMA, 6.50%, 5/1/39 | 59392 | 62488 |
| FNMA, 4.50%, 10/1/39 | 692042 | 686600 |
| FNMA, 4.00%, 8/1/41 | 597127 | 575938 |

---

------

---

| | | |
|:---|:---|:---|
| FNMA, 3.50%, 10/1/41 | 412849 | 386862 |
| FNMA, 3.50%, 2/1/42 | 305351 | 286115 |
| FNMA, 2.50%, 3/1/42 | 1542826 | 1343344 |
| FNMA, 3.50%, 5/1/42 | 196416 | 184051 |
| FNMA, 2.50%, 6/1/42 | 1305276 | 1136572 |
| FNMA, 3.50%, 6/1/42 | 1625155 | 1522759 |
| FNMA, 3.50%, 8/1/42 | 476626 | 446589 |
| FNMA, 3.50%, 9/1/42 | 151266 | 141687 |
| FNMA, 3.50%, 5/1/45 | 285172 | 265971 |
| FNMA, 4.00%, 11/1/45 | 310087 | 296536 |
| FNMA, 4.00%, 11/1/45 | 130850 | 125456 |
| FNMA, 4.00%, 2/1/46 | 510137 | 488791 |
| FNMA, 4.00%, 4/1/46 | 395380 | 378919 |
| FNMA, 3.50%, 2/1/47 | 723466 | 671830 |
| FNMA, 3.00%, 6/1/50 | 2475909 | 2188646 |
| FNMA, 2.50%, 12/1/51 | 1818726 | 1546227 |
| FNMA, 2.50%, 12/1/51 | 449600 | 381946 |
| FNMA, 2.50%, 1/1/52 | 889634 | 755768 |
| FNMA, 3.00%, 2/1/52 | 1693993 | 1496283 |
| FNMA, 2.00%, 3/1/52 | 3811807 | 3126707 |
| FNMA, 2.50%, 3/1/52 | 1722700 | 1470557 |
| FNMA, 3.00%, 3/1/52 | 2704602 | 2397323 |
| FNMA, 3.00%, 4/1/52 | 2146370 | 1895884 |
| FNMA, 3.50%, 4/1/52 | 748134 | 680810 |
| FNMA, 4.00%, 4/1/52 | 2109643 | 1994619 |
| FNMA, 4.00%, 4/1/52 | 785884 | 743241 |
| FNMA, 4.00%, 4/1/52 | 709320 | 667209 |
| FNMA, 2.50%, 5/1/52 | 2250910 | 1913979 |
| FNMA, 3.00%, 5/1/52 | 1523251 | 1350827 |
| FNMA, 3.50%, 5/1/52 | 4008481 | 3657564 |
| FNMA, 3.00%, 6/1/52 | 613436 | 543996 |
| FNMA, 4.50%, 7/1/52 | 576150 | 555545 |
| FNMA, 5.00%, 8/1/52 | 3884604 | 3835574 |
| FNMA, 5.00%, 9/1/52 | 1299453 | 1287760 |
| FNMA, 5.00%, 10/1/52 | 2047070 | 2022673 |
| FNMA, 5.50%, 10/1/52 | 1973328 | 1981627 |
| FNMA, 4.00%, 6/1/57 | 433919 | 416166 |
| FNMA, 4.00%, 11/1/59 | 424366 | 404887 |
| GNMA, 7.00%, 4/20/26 | 64 | 65 |
| GNMA, 7.50%, 8/15/26 | 153 | 155 |
| GNMA, 8.00%, 8/15/26 | 46 | 47 |
| GNMA, 8.00%, 6/15/27 | 256 | 256 |
| GNMA, 6.50%, 3/15/28 | 353 | 363 |
| GNMA, 6.50%, 5/15/28 | 892 | 918 |
| GNMA, 7.00%, 5/15/31 | 1078 | 1122 |
| GNMA, 5.50%, 12/15/32 | 39849 | 42003 |
| GNMA, 4.50%, 8/15/33 | 51049 | 50366 |
| GNMA, 6.00%, 9/20/38 | 43634 | 46112 |
| GNMA, 5.50%, 11/15/38 | 43506 | 44500 |
| GNMA, 5.50%, 11/15/38 | 17816 | 18089 |
| GNMA, 6.00%, 1/20/39 | 9991 | 10562 |
| GNMA, 4.50%, 4/15/39 | 67820 | 66824 |
| GNMA, 4.50%, 6/15/39 | 162770 | 161878 |
| GNMA, 4.50%, 1/15/40 | 110157 | 109452 |
| GNMA, 4.50%, 4/15/40 | 99436 | 98804 |

---

------

---

| | | |
|:---|:---|:---|
| GNMA, 4.50%, 12/15/40 | 199159 | 198068 |
| GNMA, 3.50%, 6/20/42 | 484099 | 456552 |
| GNMA, 3.00%, 4/20/50 | 627194 | 564176 |
| GNMA, 3.00%, 5/20/50 | 638863 | 574347 |
| GNMA, 3.00%, 6/20/50 | 1813310 | 1636033 |
| GNMA, 3.00%, 7/20/50 | 1691045 | 1519382 |
| GNMA, 2.00%, 10/20/50 | 6617278 | 5593232 |
| GNMA, 2.50%, 11/20/50 | 2440176 | 2054488 |
| GNMA, 2.50%, 2/20/51 | 2553411 | 2225818 |
| GNMA, 3.50%, 6/20/51 | 1706159 | 1583905 |
| GNMA, 2.50%, 9/20/51 | 1639922 | 1425264 |
| GNMA, 5.50%, 9/20/52 | 1891062 | 1906158 |
| GNMA, 5.50%, 12/20/52 | 2458000 | 2475576 |
|  |  | **109812713** |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $115,787,422) |  | **110373451** |
| **U.S. TREASURY SECURITIES — 24.3%** |  |  |
| U.S. Treasury Bonds, 4.375%, 11/15/39 | 600000 | 626121 |
| U.S. Treasury Bonds, 1.125%, 8/15/40 | 600000 | 372937 |
| U.S. Treasury Bonds, 1.875%, 2/15/41 | 500000 | 353672 |
| U.S. Treasury Bonds, 2.25%, 5/15/41 | 900000 | 677074 |
| U.S. Treasury Bonds, 3.75%, 8/15/41 | 1500000 | 1423682 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 | 2300000 | 1643377 |
| U.S. Treasury Bonds, 3.125%, 11/15/41 | 638000 | 551745 |
| U.S. Treasury Bonds, 2.375%, 2/15/42 | 3000000 | 2292012 |
| U.S. Treasury Bonds, 3.125%, 2/15/42 | 1500000 | 1293926 |
| U.S. Treasury Bonds, 3.00%, 5/15/42 | 2800000 | 2356867 |
| U.S. Treasury Bonds, 3.25%, 5/15/42 | 3900000 | 3421031 |
| U.S. Treasury Bonds, 3.375%, 8/15/42 | 5000000 | 4470312 |
| U.S. Treasury Bonds, 2.75%, 11/15/42 | 685000 | 549712 |
| U.S. Treasury Bonds, 4.00%, 11/15/42 | 3000000 | 2938125 |
| U.S. Treasury Bonds, 2.875%, 5/15/43 | 400000 | 326859 |
| U.S. Treasury Bonds, 3.75%, 11/15/43 | 600000 | 562922 |
| U.S. Treasury Bonds, 3.125%, 8/15/44 | 200000 | 169188 |
| U.S. Treasury Bonds, 3.00%, 11/15/44 | 200000 | 165250 |
| U.S. Treasury Bonds, 3.00%, 11/15/45 | 200000 | 164711 |
| U.S. Treasury Bonds, 2.75%, 11/15/47 | 600000 | 468539 |
| U.S. Treasury Bonds, 2.875%, 5/15/49 | 2500000 | 2012988 |
| U.S. Treasury Bonds, 2.25%, 8/15/49 | 1800000 | 1266328 |
| U.S. Treasury Bonds, 2.375%, 11/15/49 | 1990000 | 1439524 |
| U.S. Treasury Bonds, 1.625%, 11/15/50 | 600000 | 357223 |
| U.S. Treasury Bonds, 2.375%, 5/15/51 | 3000000 | 2153379 |
| U.S. Treasury Bonds, 2.25%, 2/15/52 | 500000 | 347891 |
| U.S. Treasury Bonds, 2.875%, 5/15/52 | 1500000 | 1202344 |
| U.S. Treasury Bonds, 3.00%, 8/15/52 | 800000 | 659375 |
| U.S. Treasury Bonds, 4.00%, 11/15/52 | 4100000 | 4107047 |
| U.S. Treasury Notes, 1.125%, 1/15/25<sup>(3)</sup> | 3500000 | 3275918 |
| U.S. Treasury Notes, 2.75%, 6/30/25 | 1700000 | 1638109 |
| U.S. Treasury Notes, 3.50%, 9/15/25 | 2500000 | 2450391 |
| U.S. Treasury Notes, 3.00%, 9/30/25 | 3500000 | 3383516 |
| U.S. Treasury Notes, 4.50%, 11/15/25 | 16500000 | 16601836 |
| U.S. Treasury Notes, 4.00%, 12/15/25 | 5000000 | 4969605 |
| U.S. Treasury Notes, 3.875%, 11/30/27 | 14000000 | 13925625 |
| U.S. Treasury Notes, 3.875%, 9/30/29 | 2000000 | 1986094 |
| U.S. Treasury Notes, 3.875%, 11/30/29 | 6900000 | 6855258 |

---

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Notes, 2.875%, 5/15/32 | 4600000 | 4240625 |
| U.S. Treasury Notes, 2.75%, 8/15/32 | 7000000 | 6375469 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 5900000 | 6022148 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $117,734,871) |  | **110098755** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 6.5%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 6.3%** |  |  |
| Adjustable Rate Mortgage Trust, Series 2004-4, Class 4A1, VRN, 3.97%, 3/25/35 | 100142 | 98377 |
| Arroyo Mortgage Trust, Series 2020-1, Class M1, 4.28%, 3/25/55<sup>(1)</sup> | 2166000 | 1779508 |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6, SEQ, VRN, 3.59%, 6/25/34 | 57854 | 55042 |
| Bear Stearns Adjustable Rate Mortgage Trust, Series 2006-1, Class A1, VRN, 6.80%, (1-year H15T1Y plus 2.25%), 2/25/36 | 32526 | 31192 |
| Bellemeade Re Ltd., Series 2017-1, Class M2, VRN, 7.74%, (1-month LIBOR plus 3.35%), 10/25/27<sup>(1)</sup> | 200978 | 201003 |
| Bellemeade Re Ltd., Series 2018-1A, Class M2, VRN, 7.29%, (1-month LIBOR plus 2.90%), 4/25/28<sup>(1)</sup> | 1191322 | 1189222 |
| Bellemeade Re Ltd., Series 2018-3A, Class M1B, VRN, 6.24%, (1-month LIBOR plus 1.85%), 10/25/28<sup>(1)</sup> | 417247 | 416946 |
| Bellemeade Re Ltd., Series 2019-3A, Class M1C, VRN, 6.34%, (1-month LIBOR plus 1.95%), 7/25/29<sup>(1)</sup> | 309000 | 306345 |
| Bellemeade Re Ltd., Series 2021-3A, Class M1B, VRN, 5.33%, (30-day average SOFR plus 1.40%), 9/25/31<sup>(1)</sup> | 1925000 | 1825687 |
| CHNGE Mortgage Trust, Series 2022-NQM1, Class A2, VRN, 5.82%, 6/25/67<sup>(1)</sup> | 983945 | 959415 |
| Citigroup Mortgage Loan Trust, Series 2015-PS1, Class B3, VRN, 5.25%, 9/25/42<sup>(1)</sup> | 449273 | 422467 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.09%, 8/25/34 | 280851 | 269062 |
| Countrywide Home Loan Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | 2395 | 2048 |
| Credit Suisse Mortgage Capital Certificates, Series 2020-SPT1, Class B2, VRN, 3.39%, 4/25/65<sup>(1)</sup> | 1616300 | 1217117 |
| Credit Suisse Mortgage Trust, Series 2019-AFC1, Class B1, VRN, 4.07%, 7/25/49<sup>(1)</sup> | 1155243 | 816310 |
| Credit Suisse Mortgage Trust, Series 2019-NQM1, Class B1, VRN, 3.89%, 10/25/59<sup>(1)</sup> | 1070850 | 826252 |
| Eagle RE Ltd., Series 2018-1, Class M2, VRN, 7.39%, (1-month LIBOR plus 3.00%), 11/25/28<sup>(1)</sup> | 1600000 | 1602888 |
| Ellington Financial Mortgage Trust, Series 2020-1, Class B1, VRN, 5.11%, 5/25/65<sup>(1)</sup> | 1000000 | 839354 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1, VRN, 4.01%, 10/25/34 | 156016 | 153454 |
| FNMA, Series 2015-C01, Class 1M2, VRN, 8.69%, (1-month LIBOR plus 4.30%), 2/25/25 | 40439 | 41167 |
| Galton Funding Mortgage Trust, Series 2019-H1, Class B1, SEQ, VRN, 3.89%, 10/25/59<sup>(1)</sup> | 2000000 | 1675284 |
| GCAT Trust, Series 2019-NQM3, Class B1, VRN, 3.95%, 11/25/59<sup>(1)</sup> | 1100000 | 805246 |
| GSR Mortgage Loan Trust, Series 2004-5, Class 3A3, VRN, 2.78%, 5/25/34 | 77436 | 71604 |
| GSR Mortgage Loan Trust, Series 2004-7, Class 3A1, VRN, 3.15%, 6/25/34 | 34381 | 30610 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 3A1, VRN, 3.78%, 1/25/35 | 85813 | 80757 |
| Home RE Ltd., Series 2018-1, Class M2, VRN, 7.39%, (1-month LIBOR plus 3.00%), 10/25/28<sup>(1)</sup> | 1260905 | 1258238 |
| Home RE Ltd., Series 2020-1, Class M1C, VRN, 8.54%, (1-month LIBOR plus 4.15%), 10/25/30<sup>(1)</sup> | 242625 | 242743 |
| Home RE Ltd., Series 2022-1, Class M1A, VRN, 6.78%, (30-day average SOFR plus 2.85%), 10/25/34<sup>(1)</sup> | 550000 | 544776 |
| Homeward Opportunities Fund I Trust, Series 2020-2, Class B3, VRN, 5.49%, 5/25/65<sup>(1)</sup> | 1350000 | 1133069 |
| JP Morgan Mortgage Trust, Series 2005-S2, Class 3A1, VRN, 7.17%, 2/25/32 | 11265 | 10511 |
| JP Morgan Mortgage Trust, Series 2019-INV1, Class B4, VRN, 4.98%, 10/25/49<sup>(1)</sup> | 3109493 | 2613417 |
| JP Morgan Mortgage Trust, Series 2019-LTV3, Class B4, VRN, 4.38%, 3/25/50<sup>(1)</sup> | 1127062 | 946942 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 60764 | 54800 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 2A, VRN, 3.51%, 11/25/35 | 90658 | 85597 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 3.05%, 2/25/35 | 100014 | 93533 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A2, VRN, 3.05%, 2/25/35 | 50007 | 46808 |
| Oaktown Re V Ltd., Series 2020-2A, Class M1B, VRN, 7.99%, (1-month LIBOR plus 3.60%), 10/25/30<sup>(1)</sup> | 27086 | 27100 |
| Radnor RE Ltd., Series 2021-2, Class M1A, VRN, 5.78%, (30-day average SOFR plus 1.85%), 11/25/31<sup>(1)</sup> | 675601 | 660101 |
| Radnor RE Ltd., Series 2021-2, Class M1B, VRN, 7.63%, (30-day average SOFR plus 3.70%), 11/25/31<sup>(1)</sup> | 675000 | 639068 |
| Sofi Mortgage Trust, Series 2016-1A, Class 1A4, SEQ, VRN, 3.00%, 11/25/46<sup>(1)</sup> | 80524 | 73179 |
| Starwood Mortgage Residential Trust, Series 2020-2, Class B1E, VRN, 3.00%, 4/25/60<sup>(1)</sup> | 584000 | 515129 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 4.34%, 7/25/34 | 113596 | 109568 |
| Verus Securitization Trust, Series 2021-R1, Class M1, SEQ, 2.34%, 10/25/63<sup>(1)</sup> | 600000 | 476921 |
| Verus Securitization Trust, Series 2022-INV1, Class A2, SEQ, 5.80%, 8/25/67<sup>(1)</sup> | 897354 | 880358 |
| Vista Point Securitization Trust, Series 2020-1, Class B1, VRN, 5.375%, 3/25/65<sup>(1)</sup> | 2600000 | 2303075 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S11, Class 3A5, 5.95%, 11/25/33 | 22075 | 19900 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| Wells Fargo Mortgage-Backed Securities Trust, Series 2006-7, Class 3A1, SEQ, 6.00%, 6/25/36 |  | 61731 | 63456 |
|  |  |  | 28514646 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.2%** |  |  |  |
| FHLMC, Series 2020-HQA2, Class M2, VRN, 7.49%, (1-month LIBOR plus 3.10%), 3/25/50<sup>(1)</sup> |  | 103951 | 105467 |
| FHLMC, Series 3397, Class GF, VRN, 4.82%, (1-month LIBOR plus 0.50%), 12/15/37 |  | 87296 | 86140 |
| FNMA, Series 2014-C02, Class 2M2, VRN, 6.99%, (1-month LIBOR plus 2.60%), 5/25/24 |  | 165011 | 164908 |
| FNMA, Series 2014-C04, Class 1M2, VRN, 9.29%, (1-month LIBOR plus 4.90%), 11/25/24 |  | 300996 | 309024 |
| FNMA, Series 2015-C02, Class 1M2, VRN, 8.39%, (1-month LIBOR plus 4.00%), 5/25/25 |  | 39853 | 40084 |
| FNMA, Series 2016-C01, Class 1M2, VRN, 11.14%, (1-month LIBOR plus 6.75%), 8/25/28 |  | 44243 | 46223 |
| GNMA, Series 2007-5, Class FA, VRN, 4.49%, (1-month LIBOR plus 0.14%), 2/20/37 |  | 116122 | 115420 |
|  |  |  | 867266 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $33,700,540) |  |  | **29381912** |
| **ASSET-BACKED SECURITIES — 6.4%** |  |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(1)</sup> |  | 975000 | 800472 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2II, SEQ, 4.72%, 6/5/49<sup>(1)</sup> |  | 990000 | 905239 |
| Blackbird Capital Aircraft, Series 2021-1A, Class B, 3.45%, 7/15/46<sup>(1)</sup> |  | 2346455 | 1773204 |
| Castlelake Aircraft Securitization Trust, Series 2018-1, Class A, SEQ, 4.125%, 6/15/43<sup>(1)</sup> |  | 505726 | 444005 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A, SEQ, 2.74%, 8/15/41<sup>(1)</sup> |  | 799109 | 699247 |
| Castlelake Aircraft Structured Trust, Series 2021-1A, Class A, SEQ, 3.47%, 1/15/46<sup>(1)</sup> |  | 2089261 | 1758801 |
| Clsec Holdings 22t LLC, Series 2021-1, Class C, 6.17%, 5/11/37<sup>(1)</sup> |  | 2425994 | 1964429 |
| Cologix Canadian Issuer LP, Series 2022-1CAN, Class A2, SEQ, 4.94%, 1/25/52<sup>(1)</sup> | CAD | 2100000 | 1417391 |
| DI Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.72%, 9/15/51<sup>(1)</sup> |  | 2652586 | 2326964 |
| Diamond Issuer, Series 2021-1A, Class C, 3.79%, 11/20/51<sup>(1)</sup> |  | 1900000 | 1498069 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class C, 2.70%, 11/21/33<sup>(1)</sup> |  | 646030 | 589080 |
| Edgeconnex Data Centers Issuer LLC, Series 2022-1, Class A2, SEQ, 4.25%, 3/25/52<sup>(1)</sup> |  | 1185047 | 1069968 |
| FirstKey Homes Trust, Series 2021-SFR1, Class F1, 3.24%, 8/17/38<sup>(1)</sup> |  | 1400000 | 1180172 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(1)</sup> |  | 1639000 | 1432524 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> |  | 880071 | 810996 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(1)</sup> |  | 586384 | 476603 |
| Lunar Aircarft Ltd., Series 2020-1A, Class A, SEQ, 3.38%, 2/15/45<sup>(1)</sup> |  | 1183406 | 972987 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, SEQ, 2.64%, 10/15/46<sup>(1)</sup> |  | 1551753 | 1247425 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class B, 3.43%, 10/15/46<sup>(1)</sup> |  | 571289 | 439145 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(1)</sup> |  | 1093343 | 909296 |
| Navigator Aircraft ABS Ltd., Series 2021-1, Class A, SEQ, 2.77%, 11/15/46<sup>(1)</sup> |  | 1573512 | 1325044 |
| Pioneer Aircraft Finance Ltd., Series 2019-1, Class A, SEQ, 3.97%, 6/15/44<sup>(1)</sup> |  | 1279420 | 1019489 |
| Sierra Timeshare Receivables Funding LLC, Series 2019-2A, Class C, 3.12%, 5/20/36<sup>(1)</sup> |  | 101735 | 94893 |
| Slam Ltd., Series 2021-1A, Class A, SEQ, 2.43%, 6/15/46<sup>(1)</sup> |  | 996820 | 826876 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(1)</sup> |  | 834000 | 721630 |
| Start II Ltd., Series 2019-1, Class A, SEQ, 4.09%, 3/15/44<sup>(1)</sup> |  | 1104047 | 943556 |
| Stonepeak ABS, Series 2021-1A, Class AA, 2.30%, 2/28/33<sup>(1)</sup> |  | 653327 | 582038 |
| Tricon American Homes, Series 2020-SFR1, Class C, 2.25%, 7/17/38<sup>(1)</sup> |  | 500000 | 435439 |
| VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36<sup>(1)</sup> |  | 400514 | 387084 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $34,208,274) |  |  | **29052066** |
| **COLLATERALIZED LOAN OBLIGATIONS — 5.2%** |  |  |  |
| AIMCO CLO Ltd., Series 2019-10A, Class CR, VRN, 6.22%, (3-month LIBOR plus 1.90%), 7/22/32<sup>(1)</sup> |  | 950000 | 897022 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2020-FL1, Class AS, VRN, 5.85%, (1-month SOFR plus 1.51%), 2/15/35<sup>(1)</sup> |  | 772500 | 755662 |
| ARES L CLO Ltd., Series 2018-50A, Class CR, VRN, 5.98%, (3-month LIBOR plus 1.90%), 1/15/32<sup>(1)</sup> |  | 850000 | 803242 |
| ARES LII CLO Ltd., Series 2019-52A, Class CR, VRN, 6.42%, (3-month LIBOR plus 2.10%), 4/22/31<sup>(1)</sup> |  | 700000 | 663028 |
| Ares XL CLO Ltd., Series 2016-40A, Class CRR, VRN, 6.88%, (3-month LIBOR plus 2.80%), 1/15/29<sup>(1)</sup> |  | 1275000 | 1144228 |
| Atrium IX, Series 9A, Class BR2, VRN, 6.24%, (3-month LIBOR plus 1.50%), 5/28/30<sup>(1)</sup> |  | 625000 | 606932 |
| BDS Ltd., Series 2021-FL7, Class C, VRN, 6.04%, (1-month LIBOR plus 1.70%), 6/16/36<sup>(1)</sup> |  | 1600000 | 1511776 |
| BXMT Ltd., Series 2020-FL2, Class D, VRN, 6.39%, (1-month SOFR plus 2.06%), 2/15/38<sup>(1)</sup> |  | 1430000 | 1364280 |

---

------

---

| | | |
|:---|:---|:---|
| Carlyle Global Market Strategies CLO Ltd., Series 2019-2A, Class A2R, VRN, 5.73%, (3-month LIBOR plus 1.65%), 7/15/32 | 550000 | 531077 |
| Dewolf Park CLO Ltd., Series 2017-1A, Class CR, VRN, 5.93%, (3-month LIBOR plus 1.85%), 10/15/30<sup>(1)</sup> | 1000000 | 943725 |
| Goldentree Loan Management US CLO Ltd., Series 2019-4A, Class CR, VRN, 6.32%, (3-month LIBOR plus 2.00%), 4/24/31<sup>(1)</sup> | 1125000 | 1066620 |
| Greystone CRE Notes Ltd., Series 2019-FL2, Class C, VRN, 6.32%, (1-month LIBOR plus 2.00%), 9/15/37<sup>(1)</sup> | 920500 | 886436 |
| Greystone CRE Notes Ltd., Series 2019-FL2, Class D, VRN, 6.72%, (1-month LIBOR plus 2.40%), 9/15/37<sup>(1)</sup> | 801500 | 765728 |
| KKR CLO Ltd., Series 2018, Class CR, VRN, 6.29%, (3-month LIBOR plus 2.10%), 7/18/30<sup>(1)</sup> | 700000 | 673886 |
| KKR Static CLO I Ltd., Series 2022-1A, Class B, VRN, 5.08%, (3-month SOFR plus 2.60%), 7/20/31<sup>(1)</sup> | 725000 | 697967 |
| Marathon CLO Ltd., Series 2021-17A, Class B1, VRN, 6.92%, (3-month LIBOR plus 2.68%), 1/20/35<sup>(1)</sup> | 1325000 | 1238986 |
| Nassau Ltd., Series 2019-IA, Class BR, VRN, 5.11%, (3-month LIBOR plus 2.60%), 4/15/31<sup>(1)</sup> | 1500000 | 1410924 |
| Octagon Investment Partners Ltd., Series 2017-1A, Class CR, VRN, 6.29%, (3-month LIBOR plus 2.05%), 7/20/30<sup>(1)</sup> | 750000 | 716917 |
| Palmer Square Loan Funding Ltd., Series 2022-1A, Class D, VRN, 8.86%, (3-month SOFR plus 5.00%), 4/15/30<sup>(1)</sup> | 900000 | 779106 |
| Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2, VRN, 5.76%, (3-month SOFR plus 1.90%), 10/15/30<sup>(1)</sup> | 725000 | 707222 |
| Palmer Square Loan Funding Ltd., Series 2022-5A, Class A2, VRN, 6.03%, (3-month SOFR plus 2.65%), 1/15/31<sup>(1)</sup> | 450000 | 445170 |
| PFP Ltd., Series 2021-8, Class D, VRN, 6.48%, (1-month LIBOR plus 2.15%), 8/9/37<sup>(1)</sup> | 1100000 | 1025805 |
| Ready Capital Mortgage Financing LLC, Series 2021-FL5, Class C, VRN, 6.64%, (1-month LIBOR plus 2.25%), 4/25/38<sup>(1)</sup> | 759000 | 727645 |
| Rockford Tower CLO Ltd., Series 2020-1A, Class C, VRN, 6.59%, (3-month LIBOR plus 2.35%), 1/20/32<sup>(1)</sup> | 1100000 | 1049280 |
| TCI-Symphony CLO Ltd., Series 2017-1A, Class CR, VRN, 5.88%, (3-month LIBOR plus 1.80%), 7/15/30<sup>(1)</sup> | 1300000 | 1226794 |
| Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 6.21%, (3-month SOFR plus 2.35%), 4/15/34<sup>(1)</sup> | 675000 | 643248 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $24,506,960) |  | **23282706** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.0%** |  |  |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C, VRN, 3.54%, 3/9/44<sup>(1)</sup> | 758491 | 596007 |
| BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.55%, 3/11/44<sup>(1)</sup> | 825000 | 621831 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class F, VRN, 6.72%, (1-month LIBOR plus 2.40%), 9/15/36<sup>(1)</sup> | 1800000 | 1662240 |
| Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class E, VRN, 6.47%, (1-month LIBOR plus 2.15%), 5/15/36<sup>(1)</sup> | 2555000 | 2474711 |
| Med Trust, Series 2021-MDLN, Class F, VRN, 8.32%, (1-month LIBOR plus 4.00%), 11/15/38<sup>(1)</sup> | 1665150 | 1539329 |
| One Market Plaza Trust, Series 2017-1MKT, Class B, 3.85%, 2/10/32<sup>(1)</sup> | 1097000 | 1043584 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, VRN, 7.12%, (1-month SOFR plus 2.79%), 11/15/27 | 1085000 | 1084045 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $9,819,940) |  | **9021747** |
| **MUNICIPAL SECURITIES — 1.7%** |  |  |
| Bay Area Toll Authority Rev., 6.92%, 4/1/40  | 330000 | 386280 |
| California State University Rev., 2.98%, 11/1/51  | 400000 | 277683 |
| Chicago GO, 7.05%, 1/1/29, Prerefunded at 100% of Par<sup>(4)</sup> | 5000 | 5000 |
| Chicago GO, 7.05%, 1/1/29  | 35000 | 35555 |
| Dallas Area Rapid Transit Rev., 6.00%, 12/1/44  | 190000 | 208303 |
| Escambia County Health Facilities Authority Rev., (Baptist Health Care Corp. Obligated Group), 3.61%, 8/15/40 (AGM) | 105000 | 79483 |
| Foothill-Eastern Transportation Corridor Agency Rev., 4.09%, 1/15/49  | 387000 | 293464 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  | 910000 | 732098 |
| Houston GO, 3.96%, 3/1/47  | 255000 | 220426 |
| Los Angeles Community College District GO, 6.75%, 8/1/49  | 130000 | 162030 |
| Los Angeles Unified School District GO, 5.75%, 7/1/34  | 300000 | 313849 |
| Metropolitan Transportation Authority Rev., 6.69%, 11/15/40  | 240000 | 248756 |
| Metropolitan Transportation Authority Rev., 6.81%, 11/15/40  | 185000 | 193826 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  | 580000 | 418845 |

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| | | |
|:---|:---|:---|
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  | 50000 | 51630 |
| New Jersey Turnpike Authority Rev., 7.41%, 1/1/40  | 300000 | 372627 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  | 40000 | 48329 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  | 455000 | 325286 |
| Ohio Water Development Authority Water Pollution Control Loan Fund Rev., 4.88%, 12/1/34  | 160000 | 158634 |
| Pennsylvania Turnpike Commission Rev., 5.56%, 12/1/49  | 240000 | 242374 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  | 150000 | 141828 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  | 225000 | 146323 |
| Rutgers The State University of New Jersey Rev., 5.67%, 5/1/40  | 395000 | 407209 |
| Sacramento Municipal Utility District Rev., 6.16%, 5/15/36  | 355000 | 386220 |
| San Antonio Electric & Gas Systems Rev., 5.99%, 2/1/39  | 178000 | 193547 |
| San Diego County Regional Airport Authority Rev., 5.59%, 7/1/43  | 125000 | 121698 |
| San Francisco Public Utilities Commission Water Rev., 6.00%, 11/1/40  | 180000 | 193733 |
| Santa Clara Valley Transportation Authority Rev., 5.88%, 4/1/32  | 230000 | 238805 |
| State of California GO, 4.60%, 4/1/38  | 140000 | 132054 |
| State of California GO, 7.55%, 4/1/39  | 260000 | 326082 |
| State of California GO, 7.30%, 10/1/39  | 135000 | 164313 |
| State of California GO, 7.60%, 11/1/40  | 25000 | 32098 |
| State of Washington GO, 5.14%, 8/1/40  | 190000 | 192243 |
| University of California Rev., 3.07%, 5/15/51  | 440000 | 295349 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $9,497,441) |  | **7745980** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.5%** |  |  |
| **Chile — 0.1%** |  |  |
| Chile Government International Bond, 3.625%, 10/30/42 | 153000 | 117337 |
| Chile Government International Bond, 4.00%, 1/31/52 | 350000 | 271269 |
|  |  | 388606 |
| **Jordan**<sup>†</sup> |  |  |
| Jordan Government International Bond, 7.375%, 10/10/47<sup>(1)</sup> | 300000 | 258961 |
| **Panama**<sup>†</sup> |  |  |
| Panama Government International Bond, 6.70%, 1/26/36 | 217000 | 226948 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond, 5.625%, 11/18/50 | 299000 | 296735 |
| **Philippines — 0.1%** |  |  |
| Philippine Government International Bond, 6.375%, 10/23/34 | 235000 | 260973 |
| **Poland — 0.1%** |  |  |
| Republic of Poland Government International Bond, 3.00%, 3/17/23 | 265000 | 264123 |
| **Saudi Arabia — 0.1%** |  |  |
| Saudi Government International Bond, 5.50%, 10/25/32<sup>(1)</sup> | 520000 | 550685 |
| **South Africa**<sup>†</sup> |  |  |
| Republic of South Africa Government International Bond, 5.875%, 6/22/30 | 100000 | 93369 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $2,600,349) |  | **2340400** |
| **BANK LOAN OBLIGATIONS**<sup>(5)</sup> **— 0.5%** |  |  |
| **Food and Staples Retailing**<sup>†</sup> |  |  |
| United Natural Foods, Inc., Term Loan B, 7.69%, (1-month SOFR plus 3.25%), 10/22/25 | 77987 | 77905 |
| **Pharmaceuticals — 0.2%** |  |  |
| Horizon Therapeutics USA Inc., 2021 Term Loan B2, 6.19%, (1-month LIBOR plus 1.75%), 3/15/28 | 770280 | 770488 |
| **Technology Hardware, Storage and Peripherals — 0.3%** |  |  |
| McAfee, LLC, 2022 USD Term Loan B, 7.97%, (1-month SOFR plus 3.75%), 3/1/29 | 1596975 | 1490888 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $2,439,256) |  | **2339281** |
| **PREFERRED STOCKS — 0.2%** |  |  |
| **Banks — 0.1%** |  |  |
| PNC Financial Services Group, Inc., 3.40% | 444000 | 352980 |

---

------

---

| | | |
|:---|:---|:---|
| **Trading Companies and Distributors — 0.1%** | | |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 858000 | 664950 |
| **TOTAL PREFERRED STOCKS**<br>(Cost $1,302,678) |  | **1017930** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.1%** |  |  |
| Tennessee Valley Authority, 1.50%, 9/15/31 <br>(Cost $399,937) | 400000 | **314114** |
| **SHORT-TERM INVESTMENTS — 0.6%** |  |  |
| **Money Market Funds —** <sup>†</sup> |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 283819 | 283819 |
| **Repurchase Agreements — 0.6%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $363,571), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $357,004) |  | 356837 |
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 2.75%, 11/15/47, valued at $2,235,891), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $2,193,038) |  | 2192000 |
|  |  | 2548837 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $2,832,656) |  | **2832656** |
| **TOTAL INVESTMENT SECURITIES—100.1%**<br>(Cost $497,647,648) |  | **452984515** |
| **OTHER ASSETS AND LIABILITIES — (0.1)%** |  | **(330069)** |
| **TOTAL NET ASSETS — 100.0%** |  | $**452654446** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement<br>Date** | **Unrealized** <br>**Appreciation**<br>**(Depreciation)** |
| USD | 1438172 | CAD | 1955291 | Morgan Stanley | 3/15/23 | $(6722) |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 75 | March 2023 | $15380859 | $(66615) |
| U.S. Treasury 5-Year Notes | 109 | March 2023 | 11764336 | (105720) |
| U.S. Treasury 10-Year Notes | 351 | March 2023 | 39416203 | (632670) |
| U.S. Treasury 10-Year Ultra Notes | 71 | March 2023 | 8397969 | (129094) |
| U.S. Treasury Long Bonds | 2 | March 2023 | 250688 | (7691) |
| U.S. Treasury Ultra Bonds | 55 | March 2023 | 7387187 | (284165) |
|  |  |  | $82597242 | $(1225955) |

---

^Amount represents value and unrealized appreciation (depreciation).

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | |
| **Reference Entity** | **Type** | **Fixed Rate <br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | &nbsp;&nbsp;**Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $7227000 | $(7023) | $(154379) | $(161402) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $8770000 | 37211 | (103050) | (65839) |
|  |  |  |  |  | $30188 | $(257429) | $(227241) |

---

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

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating** <br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $2000000 | $390 | $(2022) | $(1632) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $2950000 | 395 | (4577) | (4182) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $2950000 | 395 | (4578) | (4183) |
|  |  |  |  |  | $1180 | $(11177) | $(9997) |

---

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| AGM | Assured Guaranty Municipal Corporation |
| CAD | Canadian Dollar |
| CDX | Credit Derivatives Indexes |
| CPURNSA | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| GO | General Obligation |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| LIBOR | London Interbank Offered Rate |
| SEQ | Sequential Payer |
| SOFR | Secured Overnight Financing Rate |
| USD | United States Dollar |
| VRN | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

†Category is less than 0.05% of total net assets.

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $113,682,623, which represented 25.1% of total net assets.

(2)Perpetual maturity with no stated maturity date.

(3)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward foreign currency exchange contracts, futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $2,922,120.

(4)Escrowed to maturity in U.S. government securities or state and local government securities.

(5)The interest rate on a bank loan obligation adjusts periodically based on a predetermined schedule. Rate or range of rates shown is effective at period end. The maturity date on a bank loan obligation may be less than indicated as a result of contractual or optional prepayments. These prepayments cannot be predicted with certainty.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, convertible bonds, bank loan obligations, municipal securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Fixed income securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price. Equity securities initially expressed in local currencies are translated into U.S. dollars at the mean of the appropriate currency exchange rate at the close of the NYSE as provided by an independent pricing service.

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | &nbsp;&nbsp;**Level 3** |
| **Assets** | | | |
| **Investment Securities** | | | |
| Corporate Bonds |  | $125183517 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 110373451 |  |
| U.S. Treasury Securities |  | 110098755 |  |
| Collateralized Mortgage Obligations |  | 29381912 |  |
| Asset-Backed Securities |  | 29052066 |  |
| Collateralized Loan Obligations |  | 23282706 |  |
| Commercial Mortgage-Backed Securities |  | 9021747 |  |
| Municipal Securities |  | 7745980 |  |
| Sovereign Governments and Agencies |  | 2340400 |  |
| Bank Loan Obligations |  | 2339281 |  |
| Preferred Stocks |  | 1017930 |  |
| U.S. Government Agency Securities |  | 314114 |  |
| Short-Term Investments | $283819 | 2548837 |  |
|  | $283819 | $452700696 |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1225955 |  |  |
| Swap Agreements |  | $237238 |  |
| Forward Foreign Currency Exchange Contracts |  | 6722 |  |
|  | $1225955 | $243960 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Core Plus Fund

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

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

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $459855516.61

**Total Liabilities:** $4136076.04

**Net Assets:** $455719440.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17.000000000000 | **1-Year:** 1571.000000000000 | **5-Year:** 19570.000000000000 | **10-Year:** 61054.000000000000 | **30-Year:** 100577.000000000000

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

- **3-Month:** 5.000000000000 | **1-Year:** 477.000000000000 | **5-Year:** 1220.000000000000 | **10-Year:** 6989.000000000000 | **30-Year:** 7378.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039168 | -1.66%               | 3.39%                | -0.75%               |
| Class ID C000039169 | -1.65%               | 3.41%                | -0.73%               |
| Class ID C000039170 | -1.68%               | 3.37%                | -0.77%               |
| Class ID C000039172 | -1.75%               | 3.31%                | -0.84%               |
| Class ID C000039173 | -1.71%               | 3.35%                | -0.79%               |
| Class ID C000189691 | -1.66%               | 3.40%                | -0.74%               |
| Class ID C000222299 | -1.62%               | 3.44%                | -0.71%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4807393.53             | $-2064324.90                               |
| Month 2  | $-5284602.29             | $18498180.50                               |
| Month 3  | $-879851.45              | $-3444105.79                               |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL SERVICES INC                                             | SOLD CAD/BOUGHT USD                                                                             | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-6722.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | Continental Resources Inc/OK 2.27 11/15/2026                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    430000 | PA      | $373135.39    | 0.08%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | Corporate Office Properties LP 2.00 01/15/2029                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    269000 | PA      | $206816.32    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                   | DI Issuer LLC 3.72                                                                              | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2652586 | PA      | $2326964.32   | 0.51%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton Inc 2.50 10/15/2024                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    452000 | PA      | $430710.17    | 0.09%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC 1.55 08/01/2024                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |    256000 | PA      | $238056.54    | 0.05%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | Dallas Area Rapid Transit 6.00% 12/01/2044                                                      | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    190000 | PA      | $208302.80    | 0.05%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp 2.80 12/10/2051                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    405000 | PA      | $269542.06    | 0.06%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.35 09/15/2032                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    620000 | PA      | $604259.76    | 0.13%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.85 10/11/2029                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    208000 | PA      | $208699.88    | 0.05%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $157430.55    | 0.03%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 4.30 05/24/2028                                                                | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1295000 | PA      | $1218485.78   | 0.27%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                  | Dewolf Park CLO Ltd 5.93                                                                        | CUSIP: 25211AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $943725.30    | 0.21%             | 2030-10-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                      | State Street Institutional US Government Money Market Fund                                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    283819 | NS      | $283818.53    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                               | United Airlines 2020-1 Class B Pass Through Trust 4.88 07/15/2027                               | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271272 | PA      | $258390.49    | 0.06%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer                                                                  | Diamond Issuer 3.79                                                                             | CUSIP: 25267TAS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1498068.68   | 0.33%             | 2051-11-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                              | Diamond Resorts Owner Trust 2021-1 2.70                                                         | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646030 | PA      | $589080.01    | 0.13%             | 2033-11-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                        | United Natural Foods Inc 6.75 10/15/2028                                                        | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |    710000 | PA      | $683325.30    | 0.15%             | 2028-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United Natural Foods Inc                                                        | UNITED NATURAL FOODS INC INITIAL TERM LOAN                                                      | CUSIP: N/A<br>LEI: 549300GKGW6WPZ282D40       | Long             | LON              | CORP              | US        |     77987 | PA      | $77904.88     | 0.02%             | 2025-10-22      | Variable      | 7.77%                 | 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        |    485000 | PA      | $482902.38    | 0.11%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 5.85 10/21/2033                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $218688.23    | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc 0.00 03/15/2033                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437777.62    | 0.10%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | Dick's Sporting Goods Inc 3.15 01/15/2032                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    630000 | PA      | $493251.92    | 0.11%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.38 11/15/2039                                                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $626121.10    | 0.14%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 08/15/2041                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1423681.64   | 0.31%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS Corp 5.25 12/01/2026                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $206831.45    | 0.05%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    378000 | PA      | $335572.65    | 0.07%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 11/15/2041                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    638000 | PA      | $551745.39    | 0.12%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 02/15/2042                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1293925.79   | 0.28%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 05/15/2042                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2800000 | PA      | $2356867.18   | 0.52%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2042                                                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    685000 | PA      | $549712.50    | 0.12%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.85 08/15/2052                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260675.79    | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 2.55 06/15/2031                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $187982.46    | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2043                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $326859.38    | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 11/15/2043                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $562921.87    | 0.12%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 5.00 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $276755.64    | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC 2.55 04/15/2031                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    188000 | PA      | $157407.16    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | 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        |    606000 | PA      | $507720.35    | 0.11%             | 2044-12-01      | Fixed         | 4.15%                 | 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        |    128000 | PA      | $105927.00    | 0.02%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 08/15/2044                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $169187.50    | 0.04%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 11/15/2044                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $165250.00    | 0.04%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    339000 | PA      | $270250.55    | 0.06%             | 2030-06-15      | Fixed         | 1.75%                 | 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        |    175000 | PA      | $187366.84    | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 11/15/2045                                                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $164710.94    | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2047                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $468539.06    | 0.10%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp 5.70 04/01/2028                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    432000 | PA      | $430259.76    | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties 4.75 12/15/2026                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89982.81     | 0.02%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2049                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2012988.28   | 0.44%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 08/15/2049                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1266328.12   | 0.28%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 11/15/2049                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1990000 | PA      | $1439524.03   | 0.32%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.13 08/15/2040                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $372937.50    | 0.08%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.63 11/15/2050                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $357222.65    | 0.08%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.88 02/15/2041                                                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $353671.88    | 0.08%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 05/15/2051                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2153378.91   | 0.47%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 05/15/2041                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $677074.22    | 0.15%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials Inc 2.50 07/01/2031                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    413000 | PA      | $324972.47    | 0.07%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2018-1 Ltd                                                             | Eagle RE 2018-1 Ltd 7.39                                                                        | CUSIP: 269826AB9<br>LEI: 549300BLEDGL5R7YKU33 | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1602887.68   | 0.35%             | 2028-11-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer                                                  | EdgeConneX Data Centers Issuer LLC 4.25                                                         | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185047 | PA      | $1069967.97   | 0.23%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc 3.40 08/01/2051                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $109333.61    | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.90 03/15/2035                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    443000 | PA      | $396078.56    | 0.09%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.75 02/15/2033                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    438000 | PA      | $429364.83    | 0.09%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2300000 | PA      | $1643376.96   | 0.36%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 2.25 02/15/2052                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $347890.63    | 0.08%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.25 04/15/2029                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    773000 | PA      | $749100.76    | 0.16%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC 2.65 06/15/2051                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    232000 | PA      | $140894.88    | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 02/15/2042                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2292011.73   | 0.50%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2052                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1202343.75   | 0.26%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    528000 | PA      | $467957.43    | 0.10%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 3.30 02/15/2053                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    288000 | PA      | $192873.12    | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.25 05/15/2042                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5400000 | PA      | $4736812.50   | 1.04%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond - When Issued 0.00 08/15/2052                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |    800000 | PA      | $659375.00    | 0.14%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc 2.90 11/18/2026                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    785000 | PA      | $718562.52    | 0.16%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 3.25 11/18/2049                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    249000 | PA      | $182084.55    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BAPTIST HOSP INC OBLIG GP                                                       | Escambia County Health Facilities Authority 3.61% 08/15/2040                                    | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $79482.70     | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc 2.70 04/15/2030                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    513000 | PA      | $431425.16    | 0.09%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 08/15/2042                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4470312.50   | 0.98%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 11/15/2052                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $4107046.88   | 0.90%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.25 11/15/2042                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2938125.00   | 0.64%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 09/30/2025                                                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3383515.63   | 0.74%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/30/2025                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1638109.38   | 0.36%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.13 01/15/2025                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3275917.96   | 0.72%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP 2.95 07/15/2031                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    421000 | PA      | $307103.79    | 0.07%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    275000 | PA      | $233610.67    | 0.05%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.10 03/15/2052                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80438.11     | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEL Energy VI Sarl                                                              | FEL Energy VI Sarl 5.75 12/01/2040                                                              | CUSIP: 30260LAA3<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    739160 | PA      | $633611.61    | 0.14%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2032                                                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4240625.00   | 0.93%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 08/15/2032                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6375468.75   | 1.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp/PA 2.20 02/24/2023                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    592000 | PA      | $589062.49    | 0.13%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR Capital Corp 4.25 02/14/2025                                                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    151000 | PA      | $141658.14    | 0.03%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 09/15/2025                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2450390.63   | 0.54%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 09/30/2029                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1986093.76   | 0.44%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 6.99                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    165011 | PA      | $164908.46    | 0.04%             | 2024-05-25      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.29                                                   | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    300996 | PA      | $309023.69    | 0.07%             | 2024-11-25      | Variable      | 9.29%                 | 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        |   5900000 | PA      | $6022148.41   | 1.32%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/15/2025                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16500000 | PA      | $16601836.02  | 3.64%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.88 11/30/2029                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6900000 | PA      | $6855257.78   | 1.50%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 11/30/2027                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $13925625.00  | 3.06%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 8.69                                                   | CUSIP: 30711XAT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     40439 | PA      | $41167.50     | 0.01%             | 2025-02-25      | Variable      | 8.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 8.39                                                   | CUSIP: 30711XAX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     39853 | PA      | $40083.73     | 0.01%             | 2025-05-25      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.00 12/15/2025                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4969604.70   | 1.09%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 4.13 11/16/2028                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    764000 | PA      | $732797.73    | 0.16%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 11.14                                                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     44243 | PA      | $46222.57     | 0.01%             | 2028-08-25      | Variable      | 11.14%                | 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        |    168353 | PA      | $174485.16    | 0.04%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.35 02/15/2033                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1723249.13   | 0.38%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.88 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    335000 | PA      | $363924.72    | 0.08%             | 2053-02-15      | Fixed         | 5.88%                 | 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        |     84097 | PA      | $87985.40     | 0.02%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     31392 | PA      | $31384.85     | 0.01%             | 2041-07-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue           | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $146322.99    | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 2.65 10/15/2030                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    872000 | PA      | $696021.46    | 0.15%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.30                                                                  | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     22166 | PA      | $22486.56     | 0.00%             | 2037-04-01      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.09                                                                  | CUSIP: 31326MFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     44322 | PA      | $43038.88     | 0.01%             | 2047-09-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    807000 | PA      | $692732.67    | 0.15%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132D9JB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1641853 | PA      | $1429565.16   | 0.31%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1738903 | PA      | $1529045.65   | 0.34%             | 2051-12-01      | Fixed         | 3.00%                 | 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        |    440000 | PA      | $295349.03    | 0.06%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VSE 2018-A Voi Mortgage LLC                                                     | VSE 2018-A Voi Mortgage LLC 3.72                                                                | CUSIP: 918286AB1<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-MBS          | CORP              | US        |    400514 | PA      | $387084.32    | 0.08%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1657060 | PA      | $1477446.95   | 0.32%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2467166 | PA      | $2268159.34   | 0.50%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VTR Finance NV                                                                  | VTR Finance NV 6.38 07/15/2028                                                                  | CUSIP: 918374AA7<br>LEI: 213800F4XI4RJB82XM19 | Long             | DBT              | CORP              | CL        |    822000 | PA      | $318768.16    | 0.07%             | 2028-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | Venture Global Calcasieu Pass LLC 3.88 11/01/2033                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    407000 | PA      | $333229.22    | 0.07%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    986159 | PA      | $933650.05    | 0.20%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    382101 | PA      | $350470.58    | 0.08%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.27 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    735000 | PA      | $656929.78    | 0.14%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.33 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    491000 | PA      | $473072.28    | 0.10%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 5.00                                                                           | CUSIP: 3132DNTZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1740698 | PA      | $1719536.08   | 0.38%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 5.00                                                                           | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    939923 | PA      | $931911.47    | 0.20%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R1                                              | Verus Securitization Trust 2021-R1 2.34                                                         | CUSIP: 92538BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $476920.62    | 0.10%             | 2063-10-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-INV1                                            | Verus Securitization Trust 2022-INV1 5.80                                                       | CUSIP: 92539JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897354 | PA      | $880358.35    | 0.19%             | 2067-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1183991 | PA      | $1013825.41   | 0.22%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1371670 | PA      | $1292202.93   | 0.28%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.38 03/15/2043                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    190000 | PA      | $131474.88    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $213864.38    | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1374217 | PA      | $1260452.19   | 0.28%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1823726 | PA      | $1552436.29   | 0.34%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2553345 | PA      | $2179558.08   | 0.48%             | 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        |   1689788 | PA      | $1486810.18   | 0.33%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3771952 | PA      | $3079786.84   | 0.68%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2119466 | PA      | $1730902.73   | 0.38%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    175000 | PA      | $108428.44    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                           | VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030                                           | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    552000 | PA      | $484018.44    | 0.11%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3569133 | PA      | $3152607.98   | 0.69%             | 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        |    683929 | PA      | $642406.59    | 0.14%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-1                                         | Vista Point Securitization Trust 2020-1 5.38                                                    | CUSIP: 92838WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2303074.80   | 0.51%             | 2065-03-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust                   | WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95                              | CUSIP: 92922FHA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22075 | PA      | $19900.02     | 0.00%             | 2033-11-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 6.00                                                                           | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4704160 | PA      | $4801911.30   | 1.05%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31347AMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     71504 | PA      | $71877.29     | 0.02%             | 2046-08-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK                                                                  | WMRK 2022-WMRK A 6.29                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085000 | PA      | $1084044.44   | 0.24%             | 2027-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 1.38 10/15/2027                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    680000 | PA      | $577909.36    | 0.13%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    597127 | PA      | $575938.13    | 0.13%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 6.50                                                                            | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     59392 | PA      | $62488.28     | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                             | State of Washington 5.14% 08/01/2040                                                            | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    190000 | PA      | $192243.03    | 0.04%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc 3.20 06/01/2032                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |    505000 | PA      | $434636.84    | 0.10%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1625155 | PA      | $1522759.40   | 0.33%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.56                                                                            | CUSIP: 3138ETRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    184408 | PA      | $190179.56    | 0.04%             | 2046-04-01      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                               | Wellfleet CLO 2022-1 Ltd 6.21                                                                   | CUSIP: 94950TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $643247.87    | 0.14%             | 2034-04-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-7 Trust                             | Wells Fargo Mortgage Backed Securities 2006-7 Trust 6.00                                        | CUSIP: 94982XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61731 | PA      | $63456.21     | 0.01%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    196416 | PA      | $184050.65    | 0.04%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138M8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    151266 | PA      | $141686.87    | 0.03%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.07 04/30/2041                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    770000 | PA      | $552079.91    | 0.12%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.35 03/02/2033                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    296000 | PA      | $250144.50    | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.61 04/25/2053                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    221000 | PA      | $188285.03    | 0.04%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.54 08/15/2026                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294286.37    | 0.06%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    310087 | PA      | $296535.74    | 0.07%             | 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        |    130850 | PA      | $125455.60    | 0.03%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | Westinghouse Air Brake Technologies Corp 4.95 09/15/2028                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    601000 | PA      | $578169.29    | 0.13%             | 2028-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 4.60 06/01/2032                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    176000 | PA      | $168613.42    | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    510137 | PA      | $488791.13    | 0.11%             | 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        |    395380 | PA      | $378918.46    | 0.08%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 3.40 06/01/2030                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    436000 | PA      | $389974.82    | 0.09%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc 5.60 11/16/2032                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    552000 | PA      | $573993.44    | 0.13%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    723466 | PA      | $671830.22    | 0.15%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    305351 | PA      | $286115.10    | 0.06%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 3.25 02/21/2023                                               | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |    147000 | PA      | $146572.44    | 0.03%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                        | US LONG BOND(CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         2 | NC      | $-7691.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                 | US ULTRA BOND CBT Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        55 | NC      | $-284164.54   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       317 | NC      | $-639613.36   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138YGYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    285172 | PA      | $265971.33    | 0.06%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS 4.82                                                                         | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     87296 | PA      | $86139.96     | 0.02%             | 2037-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        71 | NC      | $-129094.05   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       109 | NC      | $-105720.30   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        75 | NC      | $-66614.87    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                                     | Bank of Montreal/Chicago IL 4.20 01/03/2023                                                     | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |    356837 | PA      | $356836.55    | 0.08%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      7479 | PA      | $7504.71      | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.20                                                                            | CUSIP: 3140FPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    178492 | PA      | $176370.10    | 0.04%             | 2047-05-01      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                                      | Fixed Income Clearing Corp 4.26 01/03/2023                                                      | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2192000 | PA      | $2192000.00   | 0.48%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.18                                                                            | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     18701 | PA      | $17895.85     | 0.00%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140FXPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    424366 | PA      | $404887.45    | 0.09%             | 2059-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140JBHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    433919 | PA      | $416166.06    | 0.09%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    407217 | PA      | $391036.82    | 0.09%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M2KG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1542826 | PA      | $1343344.19   | 0.29%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    449600 | PA      | $381946.15    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2704602 | PA      | $2397322.48   | 0.53%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    785884 | PA      | $743241.16    | 0.16%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2047070 | PA      | $2022672.87   | 0.44%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1299453 | PA      | $1287760.20   | 0.28%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2475909 | PA      | $2188645.88   | 0.48%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4008481 | PA      | $3657563.94   | 0.80%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1693993 | PA      | $1496282.72   | 0.33%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1722700 | PA      | $1470557.25   | 0.32%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    576150 | PA      | $555545.17    | 0.12%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3884604 | PA      | $3835573.92   | 0.84%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1137215 | PA      | $1015814.80   | 0.22%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1818726 | PA      | $1546226.93   | 0.34%             | 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        |   3811807 | PA      | $3126706.48   | 0.69%             | 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        |   2109643 | PA      | $1994618.65   | 0.44%             | 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        |    748134 | PA      | $680810.32    | 0.15%             | 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        |   1523251 | PA      | $1350827.12   | 0.30%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3803138 | PA      | $3396792.98   | 0.75%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    709320 | PA      | $667208.49    | 0.15%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    613436 | PA      | $543996.15    | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1458344 | PA      | $1302588.90   | 0.29%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2250910 | PA      | $1913979.04   | 0.42%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    570185 | PA      | $508067.95    | 0.11%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2146370 | PA      | $1895883.74   | 0.42%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141224 | PA      | $139968.04    | 0.03%             | 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        |    129179 | PA      | $134585.06    | 0.03%             | 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        |    126707 | PA      | $131495.10    | 0.03%             | 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        |    117529 | PA      | $121669.92    | 0.03%             | 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        |    398341 | PA      | $394696.42    | 0.09%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31417AEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    412849 | PA      | $386861.82    | 0.08%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31417CS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    476626 | PA      | $446588.87    | 0.10%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    692042 | PA      | $686600.00    | 0.15%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    889634 | PA      | $755767.75    | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1305276 | PA      | $1136572.30   | 0.25%             | 2042-06-01      | 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        |   1973328 | PA      | $1981627.30   | 0.43%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust 2020-1                                       | Ellington Financial Mortgage Trust 2020-1 5.11                                                  | CUSIP: 31574PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $839354.00    | 0.18%             | 2065-05-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4                    | First Horizon Alternative Mortgage Securities Trust 2004-AA4 4.01                               | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156016 | PA      | $153453.65    | 0.03%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 3.24                                                             | CUSIP: 33767WAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1180171.58   | 0.26%             | 2038-08-17      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc 2.65 06/01/2030                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    480000 | PA      | $404609.71    | 0.09%             | 2030-06-01      | Fixed         | 2.65%                 | 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        |   1639000 | PA      | $1432523.70   | 0.31%             | 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        |    310000 | PA      | $269946.31    | 0.06%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 2.45 02/03/2032                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    294000 | PA      | $245744.79    | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 3.85 11/15/2042                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    147000 | PA      | $118771.26    | 0.03%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                 | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                                | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    387000 | PA      | $293464.54    | 0.06%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 3.38 11/13/2025                                                        | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    850000 | PA      | $769915.41    | 0.17%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | Ford Motor Credit Co LLC 7.35 11/04/2027                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    215000 | PA      | $220848.00    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp 5.48 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    187000 | PA      | $170888.25    | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2020-HQA2                                         | Freddie Mac Stacr Remic Trust 2020-HQA2 7.49                                                    | CUSIP: 35565LAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103951 | PA      | $105467.14    | 0.02%             | 2050-03-25      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-NQM3 Trust                                                            | GCAT 2019-NQM3 Trust 3.95                                                                       | CUSIP: 36167VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $805245.65    | 0.18%             | 2059-11-25      | Variable      | 3.95%                 | 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        |    484099 | PA      | $456552.29    | 0.10%             | 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        |   2553411 | PA      | $2225817.81   | 0.49%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    627194 | PA      | $564176.45    | 0.12%             | 2050-04-20      | Fixed         | 3.00%                 | 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        |    638863 | PA      | $574346.77    | 0.13%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813310 | PA      | $1636033.24   | 0.36%             | 2050-06-20      | 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        |   1691045 | PA      | $1519381.64   | 0.33%             | 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        |   6617278 | PA      | $5593231.89   | 1.23%             | 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        |   1706159 | PA      | $1583904.70   | 0.35%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1639922 | PA      | $1425263.85   | 0.31%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1891062 | PA      | $1906158.26   | 0.42%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2458000 | PA      | $2475575.61   | 0.54%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $520829.47    | 0.11%             | 2026-04-15      | Fixed         | 5.38%                 | 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        |     51049 | PA      | $50366.36     | 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        |        64 | PA      | $64.47        | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | 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        |     43634 | PA      | $46112.07     | 0.01%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 6.00                                                                         | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9991 | PA      | $10561.71     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 8.00                                                                          | CUSIP: 36206V5W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       256 | PA      | $255.95       | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | 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        |        46 | PA      | $47.04        | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | 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        |       353 | PA      | $363.22       | 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        |       892 | PA      | $918.38       | 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        |     67820 | PA      | $66824.34     | 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        |    110157 | PA      | $109452.17    | 0.02%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    199159 | PA      | $198067.56    | 0.04%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620AQ6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     99436 | PA      | $98804.20     | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36213TF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39849 | PA      | $42002.93     | 0.01%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 7.50                                                                          | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       153 | PA      | $155.17       | 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        |      1078 | PA      | $1122.08      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-7                                                  | GSR Mortgage Loan Trust 2004-7 3.15                                                             | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34381 | PA      | $30609.81     | 0.01%             | 2034-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                                  | GSR Mortgage Loan Trust 2004-5 2.78                                                             | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77436 | PA      | $71604.06     | 0.02%             | 2034-05-25      | Variable      | 2.78%                 | 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        |   2440176 | PA      | $2054488.37   | 0.45%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-AR1                                                | GSR Mortgage Loan Trust 2005-AR1 3.78                                                           | CUSIP: 36242DUN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85813 | PA      | $80756.57     | 0.02%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 2.65 07/15/2031                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    438000 | PA      | $324410.35    | 0.07%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC 4.00 03/24/2052                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    275000 | PA      | $215863.87    | 0.05%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies Inc 5.65 11/15/2027                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013454.50   | 0.22%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36295K5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43506 | PA      | $44500.24     | 0.01%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36296VQF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17816 | PA      | $18088.96     | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | 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        |    162770 | PA      | $161877.82    | 0.04%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |   1014856 | PA      | $819554.96    | 0.18%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2019-H1                                           | Galton Funding Mortgage Trust 2019-H1 3.89                                                      | CUSIP: 36418XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1675283.60   | 0.37%             | 2059-10-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    264000 | PA      | $228703.37    | 0.05%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.75 06/20/2025                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    929000 | PA      | $870482.16    | 0.19%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.40 10/15/2028                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    435000 | PA      | $361493.88    | 0.08%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                                     | Geopark Ltd 5.50 01/17/2027                                                                     | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $172265.11    | 0.04%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC 2.10 04/30/2027                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    475000 | PA      | $426262.55    | 0.09%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2020-1                                                    | Arroyo Mortgage Trust 2020-1 4.28                                                               | CUSIP: 04285CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166000 | PA      | $1779507.84   | 0.39%             | 2055-03-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.50 08/11/2032                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    490000 | PA      | $470103.55    | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    234000 | PA      | $188675.43    | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL10 Ltd 6.04                                                                          | CUSIP: 05493FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1511775.84   | 0.33%             | 2036-06-16      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    758491 | PA      | $596006.68    | 0.13%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX Commercial Mortgage Trust 2021-VOLT 6.72                                                     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1662240.42   | 0.36%             | 2036-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 2.25 06/15/2031                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    334000 | PA      | $271408.82    | 0.06%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 4.55 06/01/2052                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    192000 | PA      | $170653.77    | 0.04%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                           | Banc of America Mortgage 2004-E Trust 3.59                                                      | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57854 | PA      | $55042.55     | 0.01%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 1.72 09/14/2027                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $513244.67    | 0.11%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 4.18 03/24/2028                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $185796.40    | 0.04%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1271918.71   | 0.28%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.88 10/22/2030                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    947000 | PA      | $794218.93    | 0.17%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $324305.08    | 0.07%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.55 02/04/2028                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    303000 | PA      | $269546.51    | 0.06%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.38 04/02/2026                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    505000 | PA      | $482721.86    | 0.11%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 4.57 04/27/2033                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $321135.26    | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.02 07/22/2033                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    353000 | PA      | $336177.76    | 0.07%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 6.20 11/10/2028                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $486106.18    | 0.11%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    239000 | PA      | $202114.15    | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The 5.25 12/06/2024                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    402000 | PA      | $403046.29    | 0.09%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 1.92 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    472000 | PA      | $419139.45    | 0.09%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 2.54 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    650000 | PA      | $518042.30    | 0.11%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    330000 | PA      | $386280.48    | 0.08%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-1                                                   | Bear Stearns ARM Trust 2006-1 6.80                                                              | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32526 | PA      | $31191.94     | 0.01%             | 2036-02-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2017-1 Ltd                                                        | Bellemeade Re 2017-1 Ltd 7.74                                                                   | CUSIP: 078767AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    200978 | PA      | $201003.18    | 0.04%             | 2027-10-25      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-1 Ltd                                                        | Bellemeade Re 2018-1 Ltd 7.29                                                                   | CUSIP: 078768AE8<br>LEI: 549300O2GEH6GH9NO762 | Long             | ABS-MBS          | CORP              | BM        |   1191322 | PA      | $1189221.71   | 0.26%             | 2028-04-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| Bellemeade RE 2021-3 Ltd                                                        | Bellemeade RE 2021-3 Ltd 5.33                                                                   | CUSIP: 078777AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1825687.52   | 0.40%             | 2031-09-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.34                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |    309000 | PA      | $306345.01    | 0.07%             | 2029-07-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2018-3 Ltd                                                        | Bellemeade Re 2018-3 Ltd 6.24                                                                   | CUSIP: 07877TAB7<br>LEI: 2549009SOTYJD2MZFC61 | Long             | ABS-MBS          | CORP              | US        |    417247 | PA      | $416945.63    | 0.09%             | 2028-10-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 3.45                                                                 | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2346455 | PA      | $1773204.21   | 0.39%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC 3.88 08/15/2030                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    616000 | PA      | $540380.33    | 0.12%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc 3.06 06/17/2041                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    330000 | PA      | $245612.85    | 0.05%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.55 11/13/2050                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    404000 | PA      | $254888.18    | 0.06%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.95 03/15/2032                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    538000 | PA      | $469579.48    | 0.10%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    147603 | PA      | $120563.87    | 0.03%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | Broadstone Net Lease LLC 2.60 09/15/2031                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    225000 | PA      | $169170.43    | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.00 04/15/2029                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    340000 | PA      | $309570.38    | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.93 05/15/2037                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    377000 | PA      | $330235.74    | 0.07%             | 2037-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | Builders FirstSource Inc 5.00 03/01/2030                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   1213000 | PA      | $1076791.02   | 0.24%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $298005.06    | 0.07%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 3.30 09/15/2051                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $175881.26    | 0.04%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $621831.13    | 0.14%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 6.39                                                                          | CUSIP: 12434LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1430000 | PA      | $1364279.92   | 0.30%             | 2038-02-15      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 4.95 06/01/2043                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    300000 | PA      | $257953.45    | 0.06%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 5.15 03/15/2034                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    202000 | PA      | $191857.64    | 0.04%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                          | Clsec Holdings 22t LLC 6.17                                                                     | CUSIP: 12567UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2425994 | PA      | $1964428.47   | 0.43%             | 2037-05-11      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-NQM1                                                  | CHNGE Mortgage Trust 2022-NQM1 5.82                                                             | CUSIP: 12569CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    983945 | PA      | $959415.54    | 0.21%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-AFC1 Trust                                                            | CSMC 2019-AFC1 Trust 4.07                                                                       | CUSIP: 12596XAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1155243 | PA      | $816310.07    | 0.18%             | 2049-07-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp 4.10 11/15/2032                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    370000 | PA      | $348027.15    | 0.08%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital Certificates 2019-ICE4                           | Credit Suisse Mortgage Capital Certificates 2019-ICE4 6.47                                      | CUSIP: 12653VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2555000 | PA      | $2474710.91   | 0.54%             | 2036-05-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| CSMC Series 2019-NQM1                                                           | CSMC Series 2019-NQM1 3.89                                                                      | CUSIP: 12655VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070850 | PA      | $826252.55    | 0.18%             | 2059-10-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Capital                                                  | Credit Suisse Mortgage Capital Certificates 3.39                                                | CUSIP: 12659LAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1616300 | PA      | $1217116.57   | 0.27%             | 2065-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    362000 | PA      | $331202.18    | 0.07%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 5.05 03/25/2048                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    265000 | PA      | $239198.37    | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |      2395 | PA      | $2047.79      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | Caesars Entertainment Inc 4.63 10/15/2029                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    323000 | PA      | $263437.19    | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $326082.22    | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $164313.00    | 0.04%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $32097.59     | 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: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $132053.77    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIV                                                           | California State University 2.98% 11/01/2051                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $277683.52    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                                  | CARLYLE US CLO 2019-2 LTD 5.73                                                                  | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $531076.76    | 0.12%             | 2032-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp 5.75 03/01/2027                                                                   | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    270000 | PA      | $193257.90    | 0.04%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                 | Castlelake Aircraft Securitization Trust 2018-1 4.13                                            | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505726 | PA      | $444004.68    | 0.10%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                     | Castlelake Aircraft Structured Trust 2021-1 3.47                                                | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2089261 | PA      | $1758800.79   | 0.39%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2017-1R                                    | Castlelake Aircraft Structured Trust 2017-1R 2.74                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799109 | PA      | $699246.54    | 0.15%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 4.63 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732872.66    | 0.16%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 3.38 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    686000 | PA      | $581470.75    | 0.13%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 2.65 01/15/2032                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $272342.92    | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy Inc 2.65 06/01/2031                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    408000 | PA      | $337896.95    | 0.07%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC 4.45 10/01/2032                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $493256.98    | 0.11%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | Chart Industries Inc 7.50 01/01/2030                                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241569.60    | 0.05%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $205239.21    | 0.05%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 3.70 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $281364.44    | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                              | City of Chicago IL 7.05% 01/01/2029                                                             | CUSIP: 167486M89<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |      5000 | PA      | $5000.00      | 0.00%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                              | City of Chicago IL 7.05% 01/01/2029                                                             | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35555.52     | 0.01%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 3.63 10/30/2042                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    153000 | PA      | $117336.78    | 0.03%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 4.00 01/31/2052                                             | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    350000 | PA      | $271268.87    | 0.06%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.67 07/24/2028                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $248390.29    | 0.05%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    816000 | PA      | $745862.65    | 0.16%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    505000 | PA      | $455994.55    | 0.10%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.79 03/17/2033                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $180175.12    | 0.04%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust Inc 4.09                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    280851 | PA      | $269061.75    | 0.06%             | 2034-08-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2015-PS1                                          | Citigroup Mortgage Loan Trust 2015-PS1 5.25                                                     | CUSIP: 17324VAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449273 | PA      | $422466.82    | 0.09%             | 2042-09-25      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | Clorox Co/The 4.60 05/01/2032                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    887000 | PA      | $855927.88    | 0.19%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | Cologix Canadian Issuer LP 4.94                                                                 | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   2100000 | PA      | $1417391.43   | 0.31%             | 2052-01-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 5.65 06/15/2035                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    356000 | PA      | $374395.95    | 0.08%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 6.50 11/15/2035                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    285000 | PA      | $318208.01    | 0.07%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 3.75 04/01/2040                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    588000 | PA      | $487377.83    | 0.11%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 2.94 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    390000 | PA      | $242965.89    | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co 3.20 11/15/2049                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    400000 | PA      | $286415.79    | 0.06%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC 2.63 09/23/2031                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    580000 | PA      | $463483.40    | 0.10%             | 2031-09-23      | Fixed         | 2.62%                 | 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        |    910000 | PA      | $732097.82    | 0.16%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                               | Goldentree Loan Management US Clo 4 Ltd 6.32                                                    | CUSIP: 38137YAU5<br>LEI: 549300H67V5FL4RU1Z53 | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1066619.93   | 0.23%             | 2031-04-24      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    131000 | PA      | $119893.51    | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.99 01/27/2032                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $871077.47    | 0.19%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.95 10/21/2027                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    760000 | PA      | $665524.04    | 0.15%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.76 01/24/2025                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    870000 | PA      | $833078.59    | 0.18%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 2.64 02/24/2028                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $668857.58    | 0.15%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC Inc 2.50 08/24/2026                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    213000 | PA      | $181090.60    | 0.04%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    586384 | PA      | $476603.19    | 0.10%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                                | Goodgreen 2018-1 3.93                                                                           | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    880071 | PA      | $810996.46    | 0.18%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                      | Government National Mortgage Association 4.49                                                   | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    116122 | PA      | $115420.56    | 0.03%             | 2037-02-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Gray Television Inc                                                             | Gray Escrow II Inc 5.38 11/15/2031                                                              | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $507871.81    | 0.11%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                                  | Greystone CRE Notes 2019-FL2 Ltd 6.32                                                           | CUSIP: 39809LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    920500 | PA      | $886435.70    | 0.19%             | 2037-09-15      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                                                  | Greystone CRE Notes 2019-FL2 Ltd 6.72                                                           | CUSIP: 39809LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    801500 | PA      | $765728.09    | 0.17%             | 2037-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc 2.38 07/15/2031                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    325000 | PA      | $253775.53    | 0.06%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 2.80 05/24/2032                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $279355.99    | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 5.40 08/11/2033                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    654000 | PA      | $607466.06    | 0.13%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                            | Jordan Government International Bond 7.38 10/10/2047                                            | CUSIP: 418097AJ0<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    300000 | PA      | $258961.20    | 0.06%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | Helmerich & Payne Inc 2.90 09/29/2031                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    688000 | PA      | $560139.01    | 0.12%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The 3.90 06/15/2047                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $842070.60    | 0.18%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home RE 2022-1 Ltd                                                              | Home RE 2022-1 Ltd 6.78                                                                         | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $544775.61    | 0.12%             | 2034-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Home Re 2018-1 Ltd                                                              | Home Re 2018-1 Ltd 7.39                                                                         | CUSIP: 43730MAB4<br>LEI: 254900E6IUAJSN9WD709 | Long             | ABS-MBS          | CORP              | BM        |   1260905 | PA      | $1258237.81   | 0.28%             | 2028-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Home RE 2020-1 Ltd                                                              | Home RE 2020-1 Ltd 8.54                                                                         | CUSIP: 43731WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |    242625 | PA      | $242743.37    | 0.05%             | 2030-10-25      | Variable      | 8.54%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust 2020-2                                      | Homeward Opportunities Fund I Trust 2020-2 5.49                                                 | CUSIP: 43789XAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1133069.45   | 0.25%             | 2065-05-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                    | HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B                                                   | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |    772240 | PA      | $772448.50    | 0.17%             | 2028-03-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                              | City of Houston TX 3.96% 03/01/2047                                                             | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    255000 | PA      | $220425.83    | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc 2.15 02/03/2032                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    568000 | PA      | $444704.50    | 0.10%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | Huntington National Bank/The 5.65 01/10/2030                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    645000 | PA      | $651453.05    | 0.14%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                      | Infraestructura Energetica Nova SAPI de CV 4.75 01/15/2051                                      | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    519000 | PA      | $392813.92    | 0.09%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 3.20 08/12/2061                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    558000 | PA      | $352034.48    | 0.08%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                               | International Game Technology PLC 5.25 01/15/2029                                               | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1096908.82   | 0.24%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV1                                              | JP Morgan Mortgage Trust 2019-INV1 4.98                                                         | CUSIP: 46591DBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3109493 | PA      | $2613416.73   | 0.57%             | 2049-10-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2005-S2                                                | JP Morgan Mortgage Trust 2005-S2 7.17                                                           | CUSIP: 466247VM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11265 | PA      | $10511.53     | 0.00%             | 2032-02-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.52 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1682016.04   | 0.37%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 1.58 04/22/2027                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    420000 | PA      | $369521.96    | 0.08%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.07 06/01/2029                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1101000 | PA      | $921454.82    | 0.20%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    948000 | PA      | $858923.07    | 0.19%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-LTV3                                              | JP Morgan Mortgage Trust 2019-LTV3 4.38                                                         | CUSIP: 46651HBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1127062 | PA      | $946941.86    | 0.21%             | 2050-03-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV 2.25 09/24/2031                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    667000 | PA      | $505791.53    | 0.11%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 18 Ltd 6.29                                                                             | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $673886.15    | 0.15%             | 2030-07-18      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| KKR Static CLO Trust                                                            | KKR Static CLO I LTD 5.08                                                                       | CUSIP: 48255QAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    725000 | PA      | $697966.71    | 0.15%             | 2031-07-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    240000 | PA      | $164596.13    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                         | KB Home 4.80 11/15/2029                                                                         | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    520000 | PA      | $453021.40    | 0.10%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc 4.05 04/15/2032                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    220000 | PA      | $200754.61    | 0.04%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    351000 | PA      | $355328.62    | 0.08%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 5.00 06/04/2042                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    525000 | PA      | $477246.71    | 0.10%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 3.88 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $430638.26    | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.25 10/01/2025              | CUSIP: 505742AG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $221203.32    | 0.05%             | 2025-10-01      | Fixed         | 5.25%                 | 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        |    597000 | PA      | $482871.51    | 0.11%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                           | Level 3 Financing Inc 4.63 09/15/2027                                                           | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    439000 | PA      | $366235.75    | 0.08%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp 5.25 01/15/2033                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    261000 | PA      | $269955.65    | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | Los Angeles Community College District/CA 6.75% 08/01/2049                                      | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $162030.00    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | Los Angeles Unified School District/CA 5.75% 07/01/2034                                         | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $313848.96    | 0.07%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $876758.40    | 0.19%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 4.25 04/01/2052                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    890000 | PA      | $710040.54    | 0.16%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LTD                                                       | LUNAR AIRCRAFT 2020-1 LTD 3.38                                                                  | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1183406 | PA      | $972986.98    | 0.21%             | 2045-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MEG Energy Corp                                                                 | MEG Energy Corp 5.88 02/01/2029                                                                 | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |    980000 | PA      | $925414.00    | 0.20%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                               | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1093343 | PA      | $909296.14    | 0.20%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65 08/15/2030                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    410000 | PA      | $333188.28    | 0.07%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                                                                 | Atrium IX 6.24                                                                                  | CUSIP: 55821CAC8<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $606931.69    | 0.13%             | 2030-05-28      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    314000 | PA      | $283213.23    | 0.06%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.05 03/15/2042                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    469000 | PA      | $360485.07    | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.14 03/15/2052                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    131000 | PA      | $95738.38     | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Marathon CLO Ltd                                                                | Marathon Clo 2021-17 Ltd 6.92                                                                   | CUSIP: 56578AAJ0<br>LEI: 549300PRAU42OGUUTY83 | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1238986.43   | 0.27%             | 2035-01-20      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD 3.50 10/15/2032                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    295000 | PA      | $246217.98    | 0.05%             | 2032-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60764 | PA      | $54799.64     | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE LLC 2022 USD TERM LOAN B                                                                 | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1600988 | PA      | $1494633.90   | 0.33%             | 2029-03-01      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Med Trust 2021-MDLN                                                             | Med Trust 2021-MDLN 8.32                                                                        | CUSIP: 58403YAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1665150 | PA      | $1539329.43   | 0.34%             | 2038-11-15      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc 1.70 06/10/2027                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    420000 | PA      | $372990.33    | 0.08%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.51                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90658 | PA      | $85597.56     | 0.02%             | 2035-11-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100014 | PA      | $93533.41     | 0.02%             | 2035-02-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                                 | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50007 | PA      | $46808.54     | 0.01%             | 2035-02-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.69% 11/15/2040                                          | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    240000 | PA      | $248756.21    | 0.05%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.81% 11/15/2040                                          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    185000 | PA      | $193825.83    | 0.04%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                       | Michigan Strategic Fund 3.23% 09/01/2047                                                        | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $418845.26    | 0.09%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc 6.75 11/01/2029                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346131.42    | 0.08%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    408000 | PA      | $362397.69    | 0.08%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    405799 | PA      | $404339.12    | 0.09%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                          | Minera Mexico SA de CV 4.50 01/26/2050                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     24000 | PA      | $18162.60     | 0.00%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                   | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51629.92     | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 2.63 03/17/2027                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408617.31    | 0.09%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.70 01/22/2031                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    635000 | PA      | $526093.87    | 0.12%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 0.53 01/25/2024                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1551562.15   | 0.34%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    201000 | PA      | $146205.38    | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.51 10/20/2032                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    410000 | PA      | $321947.74    | 0.07%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.63 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1907756.59   | 0.42%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 6.34 10/18/2033                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $525501.68    | 0.12%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy Inc 2.00 12/02/2025                                                                  | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $910837.08    | 0.20%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy Inc 3.88 02/15/2032                                                                  | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    333000 | PA      | $250740.68    | 0.06%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nassau 2019-I Ltd                                                               | Nassau 2019-I Ltd 5.11                                                                          | CUSIP: 63171NAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1410924.45   | 0.31%             | 2031-04-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd 2.33 08/21/2030                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    356000 | PA      | $271776.20    | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | National Retail Properties Inc 4.80 10/15/2048                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    340000 | PA      | $283760.29    | 0.06%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                      | Navigator Aircraft ABS Ltd 2.77                                                                 | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1573512 | PA      | $1325044.41   | 0.29%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    300000 | PA      | $372626.79    | 0.08%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.10% 01/01/2041                                                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $48329.06     | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    457000 | PA      | $449601.08    | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp 4.55 06/01/2053                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    270000 | PA      | $236190.05    | 0.05%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co/MN 3.20 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $214837.31    | 0.05%             | 2052-04-01      | Fixed         | 3.20%                 | 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        |    325000 | PA      | $226006.75    | 0.05%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp 3.13 04/01/2032                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212596.18    | 0.05%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    340000 | PA      | $329666.20    | 0.07%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oaktown Re V Ltd                                                                | Oaktown Re V Ltd 7.99                                                                           | CUSIP: 67401JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27086 | PA      | $27100.19     | 0.01%             | 2030-10-25      | Variable      | 7.99%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                                  | Octagon Investment Partners 31 Ltd 6.29                                                         | CUSIP: 67575XAS0<br>LEI: 5493003JSU68UU09PZ63 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $716917.35    | 0.16%             | 2030-07-20      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                       | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                      | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $325285.92    | 0.07%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034             | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    160000 | PA      | $158633.87    | 0.03%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                                | One Market Plaza Trust 2017-1MKT 3.85                                                           | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $1043584.00   | 0.23%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.90 05/15/2035                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    355000 | PA      | $298038.84    | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.85 07/15/2036                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    223000 | PA      | $183114.81    | 0.04%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $232228.20    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp                                                       | OWL Rock Core Income Corp 3.13 09/23/2026                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $204552.72    | 0.04%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | Owl Rock Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     87000 | PA      | $76066.87     | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co 4.38 08/15/2052                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    455000 | PA      | $402840.16    | 0.09%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC Financial Services Group Inc/The (pfd) 3.40% 12/15/2171 Perpetual                           | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EP               | CORP              | US        |    444000 | NS      | $352980.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                                     | PFP 2021-8 Ltd 6.48                                                                             | CUSIP: 69357XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1025805.33   | 0.23%             | 2037-08-09      | Variable      | 6.48%                 | 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        |    195000 | PA      | $145089.29    | 0.03%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp 3.30 03/15/2051                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    422000 | PA      | $305104.47    | 0.07%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-2 Ltd 5.76                                                      | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    725000 | PA      | $707221.91    | 0.16%             | 2030-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-1 Ltd 8.86                                                      | CUSIP: 69702LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $779106.15    | 0.17%             | 2030-04-15      | Variable      | 8.86%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-5 Ltd 6.03                                                      | CUSIP: 69702QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $445169.97    | 0.10%             | 2031-01-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond 6.70 01/26/2036                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    217000 | PA      | $226948.41    | 0.05%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.63 06/15/2035                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $36389.11     | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | Penn Entertainment Inc 4.13 07/01/2029                                                          | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    441000 | PA      | $348964.91    | 0.08%             | 2029-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | Pennsylvania Turnpike Commission 5.56% 12/01/2049                                               | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    240000 | PA      | $242373.79    | 0.05%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                           | Pepperdine University 3.30 12/01/2059                                                           | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    357000 | PA      | $225578.33    | 0.05%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc 3.90 07/18/2032                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    177000 | PA      | $167437.58    | 0.04%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond 5.63 11/18/2050                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    299000 | PA      | $296735.22    | 0.07%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.70 02/16/2032                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $393601.00    | 0.09%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 3.50 01/30/2023                                                             | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    626000 | PA      | $624265.98    | 0.14%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond 6.38 10/23/2034                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    235000 | PA      | $260972.50    | 0.06%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pioneer Aircraft Finance Ltd                                                    | Pioneer Aircraft Finance Ltd 3.97                                                               | CUSIP: 72353PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1279420 | PA      | $1019488.49   | 0.22%             | 2044-06-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond 3.00 03/17/2023                                | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    265000 | PA      | $264123.38    | 0.06%             | 2023-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                         | Port Authority of New York & New Jersey 4.93% 10/01/2051                                        | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $141828.20    | 0.03%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co 3.10 03/15/2032                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    351000 | PA      | $307817.71    | 0.07%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 2.63 04/08/2031                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $258519.00    | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 5.40 05/20/2033                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    145000 | PA      | $151454.68    | 0.03%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 6.00 05/20/2053                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    128000 | PA      | $136758.90    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc 2.35 01/15/2032                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    590000 | PA      | $449466.91    | 0.10%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-2 Ltd                                                            | Radnor RE 2021-2 Ltd 5.78                                                                       | CUSIP: 75049GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675601 | PA      | $660100.61    | 0.14%             | 2031-11-25      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-2 Ltd                                                            | Radnor RE 2021-2 Ltd 7.63                                                                       | CUSIP: 75049GAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $639067.66    | 0.14%             | 2031-11-25      | Variable      | 7.63%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 3.13 07/01/2050                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176201.90    | 0.04%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                              | Ready Capital Mortgage Financing 2021-FL5 LLC 6.64                                              | CUSIP: 75574YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    759000 | PA      | $727645.25    | 0.16%             | 2038-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp 3.25 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    408000 | PA      | $354819.93    | 0.08%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc 2.61 12/13/2051                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    560000 | PA      | $365337.64    | 0.08%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                                          | Rockford Tower CLO 2020-1 Ltd 6.59                                                              | CUSIP: 77341EAE5<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1049280.32   | 0.23%             | 2032-01-20      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 6.00 11/01/2027                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    635000 | PA      | $663104.58    | 0.15%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                          | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    395000 | PA      | $407208.94    | 0.09%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 6.50                                                                           | CUSIP: 78397DAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $414625.00    | 0.09%             | 2171-11-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd 2.69 06/17/2031                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1135000 | PA      | $972236.46    | 0.21%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 5.13 11/13/2026                                                                | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    107000 | PA      | $93890.73     | 0.02%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Stonepeak 2021-1 ABS                                                            | Stonepeak 2021-1 ABS 2.30                                                                       | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    653327 | PA      | $582037.68    | 0.13%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                 | Slam 2021-1 Ltd 2.43                                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    996820 | PA      | $826876.44    | 0.18%             | 2046-06-15      | Fixed         | 2.43%                 | 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        |     80524 | PA      | $73178.77     | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC 5.63 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    685000 | PA      | $686480.13    | 0.15%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | Sacramento Municipal Utility District 6.16% 05/15/2036                                          | CUSIP: 786005PN2<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |    355000 | PA      | $386219.84    | 0.08%             | 2036-05-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                               | Safehold Operating Partnership LP 2.85 01/15/2032                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    630000 | PA      | $479863.45    | 0.11%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                     | Sammons Financial Group Inc 4.75 04/08/2032                                                     | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    209000 | PA      | $175105.77    | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue 5.99% 02/01/2039          | City of San Antonio TX Electric & Gas Systems Revenue 5.99% 02/01/2039                          | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    178000 | PA      | $193546.82    | 0.04%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | San Diego County Regional Airport Authority 5.59% 07/01/2043                                    | CUSIP: 79742GAF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $121697.76    | 0.03%             | 2043-07-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040             | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $193733.39    | 0.04%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                     | Santa Clara Valley Transportation Authority 5.88% 04/01/2032                                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    230000 | PA      | $238804.63    | 0.05%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | Saudi Government International Bond 5.50 10/25/2032                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    520000 | PA      | $550684.68    | 0.12%             | 2032-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | Schlumberger Investment SA 2.65 06/26/2030                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    430000 | PA      | $369878.90    | 0.08%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Scientific Games International Inc                                              | Scientific Games International Inc 7.25 11/15/2029                                              | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    620000 | PA      | $596316.00    | 0.13%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | Sempra Energy 3.25 06/15/2027                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    317000 | PA      | $293737.13    | 0.06%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 4.38 05/11/2045                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $228474.08    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 2.38 11/07/2029                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    440000 | PA      | $381247.85    | 0.08%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-2 Receivables Funding LLC                                 | Sierra Timeshare 2019-2 Receivables Funding LLC 3.12                                            | CUSIP: 82652MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101735 | PA      | $94893.47     | 0.02%             | 2036-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    464000 | PA      | $436860.42    | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64                                           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1551753 | PA      | $1247424.64   | 0.27%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 3.43                                           | CUSIP: 83438LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571289 | PA      | $439145.25    | 0.10%             | 2046-10-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co 2.25 02/01/2027                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    564000 | PA      | $502297.59    | 0.11%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | Republic of South Africa Government International Bond 5.88 06/22/2030                          | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    100000 | PA      | $93368.60     | 0.02%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd 4.35 04/14/2032                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |    430000 | PA      | $369062.55    | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co 6.35 11/15/2052                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    219000 | PA      | $240960.72    | 0.05%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp 1.75 01/15/2031                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    485000 | PA      | $372903.07    | 0.08%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Co                                                          | Southwestern Energy Co 5.38 03/15/2030                                                          | CUSIP: 845467AS8<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |    972000 | PA      | $888353.57    | 0.19%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sprint Corp                                                                     | Sprint LLC 7.63 02/15/2025                                                                      | CUSIP: 85207UAJ4<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1065570.02   | 0.23%             | 2025-02-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 1.88                                                            | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834000 | PA      | $721630.01    | 0.16%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NJ                                                      | Standard Industries Inc/NJ 4.38 07/15/2030                                                      | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    514000 | PA      | $419942.92    | 0.09%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.00                                                 | CUSIP: 85573DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $515129.11    | 0.11%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Start II LTD                                                                    | Start II LTD 4.09                                                                               | CUSIP: 85573LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | GB        |   1104047 | PA      | $943556.22    | 0.21%             | 2044-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust 4.34                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113596 | PA      | $109568.53    | 0.02%             | 2034-07-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp 5.95 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1027045.17   | 0.23%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd                                                            | TCI-Symphony CLO 2017-1 Ltd 5.88                                                                | CUSIP: 87232BAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1226793.49   | 0.27%             | 2030-07-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1136258.60   | 0.25%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.38 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    385000 | PA      | $330141.62    | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    860000 | PA      | $759117.27    | 0.17%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.50 04/15/2031                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    486000 | PA      | $420742.07    | 0.09%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Telecom Italia Capital SA                                                       | Telecom Italia Capital SA 6.38 11/15/2033                                                       | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    695000 | PA      | $569642.85    | 0.12%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA 4.90 03/06/2048                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    375000 | PA      | $289745.06    | 0.06%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Tempur Sealy International Inc                                                  | Tempur Sealy International Inc 3.88 10/15/2031                                                  | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |    493000 | PA      | $387729.71    | 0.09%             | 2031-10-15      | Floating      | 3.88%                 | 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        |    400000 | PA      | $314113.83    | 0.07%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC 4.50 09/15/2042                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    630000 | PA      | $463475.68    | 0.10%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.00 09/10/2031                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    379000 | PA      | $299381.93    | 0.07%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.45 01/12/2032                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    405000 | PA      | $329099.44    | 0.07%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.46 06/08/2032                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $210360.66    | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TransDigm Inc 4.63 01/15/2029                                                                   | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185015.25    | 0.04%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2020-SFR1                                                 | Tricon American Homes 2020-SFR1 2.25                                                            | CUSIP: 89613GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $435438.65    | 0.10%             | 2038-07-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 4.12 06/06/2028                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191732.92    | 0.04%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 1.49 08/10/2027                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    997000 | PA      | $859002.17    | 0.19%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co 3.90 04/01/2052                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    294000 | PA      | $238434.32    | 0.05%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp 3.55 08/15/2039                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    654000 | PA      | $542745.69    | 0.12%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas Inc 2.10 07/01/2030                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    432000 | PA      | $351206.92    | 0.08%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                | AMC Networks Inc 4.25 02/15/2029                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    312000 | PA      | $194865.06    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.50 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    515000 | PA      | $469963.39    | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.55 03/09/2049                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    299000 | PA      | $246609.25    | 0.05%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    487000 | PA      | $449496.68    | 0.10%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.35 03/01/2029                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    437000 | PA      | $416494.72    | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    953231 | PA      | $918344.18    | 0.20%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    920000 | PA      | $802227.64    | 0.18%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 3.20 11/21/2029                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    634000 | PA      | $572978.36    | 0.13%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | Abu Dhabi National Energy Co PJSC 2.00 04/29/2028                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    405000 | PA      | $360570.69    | 0.08%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2004-4                                           | Adjustable Rate Mortgage Trust 2004-4 3.96                                                      | CUSIP: 007036DP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100142 | PA      | $98376.98     | 0.02%             | 2035-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    188000 | PA      | $173537.67    | 0.04%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                                       | AIMCO CLO 10 Ltd 6.22                                                                           | CUSIP: 00901AAN7<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |    950000 | PA      | $897022.30    | 0.20%             | 2032-07-22      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 5.25 08/11/2025                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    464000 | PA      | $446690.96    | 0.10%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd (pfd) 5.25% 09/15/2171 Perpetual                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |    858000 | NS      | $664950.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 3.75 01/15/2030                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    619000 | PA      | $545897.46    | 0.12%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 4.00 01/15/2031                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    242000 | PA      | $212678.77    | 0.05%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | Albemarle Corp 4.65 06/01/2027                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    594000 | PA      | $580205.02    | 0.13%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.50 07/30/2029                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48415.81     | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | 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        |    975000 | PA      | $800472.27    | 0.18%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 3.60 04/13/2032                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $982345.10    | 0.22%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.70 11/29/2024                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455660.42    | 0.10%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.60 12/01/2025                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    455000 | PA      | $454390.95    | 0.10%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.55 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224662.21    | 0.05%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp 3.50 01/15/2031                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    577000 | PA      | $511762.11    | 0.11%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 3.85 09/01/2032                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    243000 | PA      | $226485.55    | 0.05%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 5.90 12/01/2052                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    131000 | PA      | $143117.31    | 0.03%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp 3.95 03/15/2029                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $443486.22    | 0.10%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp 4.45 06/01/2032                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    630000 | PA      | $604630.78    | 0.13%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc 4.05 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    950000 | PA      | $889912.44    | 0.20%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    988000 | PA      | $903146.33    | 0.20%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    759000 | PA      | $750830.49    | 0.16%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | Antares Holdings LP 2.75 01/15/2027                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    366000 | PA      | $293650.27    | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | Antero Resources Corp 7.63 02/01/2029                                                           | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    338000 | PA      | $340315.70    | 0.07%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.25 08/08/2029                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    865000 | PA      | $801500.87    | 0.18%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.95 08/08/2052                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    470000 | PA      | $402078.39    | 0.09%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.72                                                  | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $905239.37    | 0.20%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC 3.10 12/01/2051                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    205000 | PA      | $121944.17    | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd 5.85                                   | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    772500 | PA      | $755662.05    | 0.17%             | 2035-02-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES LII CLO Ltd 6.42                                                                           | CUSIP: 04009AAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $663027.68    | 0.15%             | 2031-04-22      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | Ares XL CLO Ltd 6.88                                                                            | CUSIP: 04016GBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1275000 | PA      | $1144227.84   | 0.25%             | 2029-01-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES L CLO Ltd 5.98                                                                             | CUSIP: 04018LAN5<br>LEI: 549300S7Y78W7UJHZZ39 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $803241.93    | 0.18%             | 2032-01-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   2950000 | OU      | $-4182.57     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.39 12/27                                                                       | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   8770000 | OU      | $-51222.68    | -0.01%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   2950000 | OU      | $-4182.57     | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |   2000000 | OU      | $-1632.04     | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   7227000 | OU      | $-149356.80   | -0.03%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer