# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-248830
**Filing Date:** 2026-5
**Character Count:** 204314
**Document Hash:** 59e88850d482ab3651cdb516d8f977c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248830.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248830

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 261046146

**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

### MULTISECTOR INCOME FUND (Series ID: S000046094)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144168 | C CLASS        | ASIHX           |
| C000144169 | R CLASS        | ASIWX           |
| C000144170 | R6 CLASS       | ASIPX           |
| C000144171 | INVESTOR CLASS | ASIEX           |
| C000144172 | R5 CLASS       | ASIJX           |
| C000144173 | A CLASS        | ASIQX           |
| C000189695 | I CLASS        | ASIGX           |
| C000189696 | Y CLASS        | ASYIX           |

## 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:** Multisector Income Fund

- **b. EDGAR series identifier (if any):** S000046094

- **c. LEI of Series:** 549300O2WMYB17HSC087

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $106826691.65

**Total Liabilities:** $3143039.85

**Net Assets:** $103683651.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 92.000000000000 | **1-Year:** 1745.000000000000 | **5-Year:** 7066.000000000000 | **10-Year:** 4271.000000000000 | **30-Year:** 7058.000000000000

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

- **3-Month:** 14.000000000000 | **1-Year:** 1654.000000000000 | **5-Year:** 8575.000000000000 | **10-Year:** 2873.000000000000 | **30-Year:** 2834.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144168 | 0.34%                | 1.23%                | -2.18%               |
| Class ID C000144169 | 0.38%                | 1.15%                | -2.03%               |
| Class ID C000144170 | 0.45%                | 1.21%                | -1.96%               |
| Class ID C000144171 | 0.43%                | 1.19%                | -1.98%               |
| Class ID C000144172 | 0.44%                | 1.21%                | -1.97%               |
| Class ID C000144173 | 0.41%                | 1.17%                | -2.00%               |
| Class ID C000189695 | 0.32%                | 1.31%                | -1.98%               |
| Class ID C000189696 | 0.44%                | 1.21%                | -1.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $199344.66               | $-25255.50                                 |
| Month 2  | $-200961.84              | $459336.27                                 |
| Month 3  | $-154190.31              | $-1841240.88                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AMERICAN AIRLINES INC                                                                                                         | American Airlines Inc 7.25 02/15/2028                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211357.30    | 0.20%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Arbor Realty SR Inc                                                                                                           | Arbor Realty SR Inc 8.50 12/15/2028                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186803.79    | 0.18%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Finance Corp                                                                                              | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    421000 | PA      | $416309.05    | 0.40%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                                                  | CCO Holdings LLC / CCO Holdings Capital Corp 7.38 03/01/2031                                 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $402334.66    | 0.39%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC (pfd) 6.75% 09/24/2174 Perpetual                                           | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    200000 | NS      | $197920.18    | 0.19%             |  |  |  | No            |                  2 | On Loan: —       |
| Blue Owl Credit Income Corp                                                                                                   | Blue Owl Credit Income Corp 7.75 01/15/2029                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    420000 | PA      | $430175.19    | 0.41%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| State Street SPDR Bloomberg Convertible Securities ETF                                                                        | State Street SPDR Bloomberg Convertible Securities ETF                                       | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |      4552 | NS      | $416599.04    | 0.40%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                  | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |   1213588 | NS      | $1213588.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK N.A.                                                                                                                 | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3311.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                                                     | Apollo Debt Solutions BDC 5.20 12/08/2028                                                    | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    235000 | PA      | $232174.59    | 0.22%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                 | AppLovin Corp 5.38 12/01/2031                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262645.21    | 0.25%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust 2025-B                                                                                              | Aqua Finance Issuer Trust 2025-B 6.16                                                        | CUSIP: 03837GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235630 | PA      | $237334.96    | 0.23%             | 2051-05-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                                                                        | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.14                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77667 | PA      | $77669.05     | 0.07%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                                                                    | Ares Strategic Income Fund 5.70 03/15/2028                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    106000 | PA      | $105879.86    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $154594.50    | 0.15%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                                                                            | Asurion LLC/ Asurion Co-Issuer Inc 8.00 12/31/2032                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145360.32    | 0.14%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                                                                            | Asurion LLC/ Asurion Co-Issuer Inc 8.38 02/01/2034                                           | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82583.66     | 0.08%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                                                                 | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                                | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121696.16    | 0.12%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                                                                                            | Forestar Group Inc 6.50 03/15/2033                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400757.67    | 0.39%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                       | Freddie Mac STACR REMIC Trust 2022-DNA5 6.61                                                 | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |     70675 | PA      | $71740.93     | 0.07%             | 2042-06-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                                              | Paramount Global 4.38 03/15/2043                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $90801.32     | 0.09%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                                                        | Cox Communications Inc 5.70 06/15/2033                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    177000 | PA      | $175574.98    | 0.17%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                                                            | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                          | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |    234000 | NS      | $222934.21    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                                                                      | CSAIL 2019-C15 Commercial Mortgage Trust 3.00                                                | CUSIP: 22945DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169000 | PA      | $139728.88    | 0.13%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                                                            | CyrusOne Data Centers Issuer I LLC 0.00                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194648.70    | 0.19%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                            | Energy Transfer LP 5.95 05/15/2054                                                           | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    158000 | PA      | $148288.03    | 0.14%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                                                         | Entergy Louisiana LLC 4.90 04/15/2036                                                        | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39036.90     | 0.04%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                                                             | Enterprise Products Operating LLC 5.25 08/16/2077                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    559000 | PA      | $554421.01    | 0.53%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                                                             | Vornado Realty LP 5.75 02/01/2033                                                            | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264930.18    | 0.26%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                                                   | Wayfair LLC 6.75 11/15/2032                                                                  | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403356.74    | 0.39%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                                                                | Wells Fargo Commercial Mortgage Trust 2020-C55 2.50                                          | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72000 | PA      | $50148.96     | 0.05%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                                                        | WESCO Distribution Inc 5.50 04/15/2034                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39493.96     | 0.04%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                                                                      | Western Alliance Bancorp 3.00 06/15/2031                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336255.50    | 0.32%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2026-1 LLC                                                                                                   | Westgate Resorts 2026-1 LLC 6.08                                                             | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249976.13    | 0.24%             | 2039-10-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc                                                                                                         | Williams Scotsman Inc 6.63 06/15/2029                                                        | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263124.95    | 0.25%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                                                               | Xcel Energy Inc 5.75 12/03/2056                                                              | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    276000 | PA      | $269507.88    | 0.26%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                                                              | Zions Bancorp NA 3.25 10/29/2029                                                             | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    595000 | PA      | $551940.01    | 0.53%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                                                      | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |    400000 | NS      | $393439.52    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                                                                   | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                                 | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |    600000 | NS      | $617278.04    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                                                                | Commerzbank AG (pfd) 7.50% 04/09/2174 Perpetual                                              | CUSIP: D1706CKE3<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |    200000 | NS      | $202885.59    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                                                                      | US LONG BOND(CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |         6 | NC      | $-19066.40    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                                                               | US ULTRA BOND CBT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        15 | NC      | $-55344.85    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                                                                 | US 10YR NOTE (CBT)Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        61 | NC      | $-113431.46   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                                                                  | US 5YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        24 | NC      | $11343.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                                                                                  | Fixed Income Clearing Corp 3.66 04/01/2026                                                   | CUSIP: RPEN3KPC1<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |    703000 | PA      | $703000.00    | 0.68%             | 2026-04-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                                                                  | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                                | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |    568000 | NS      | $535747.83    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                                                              | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |    600000 | NS      | $603780.86    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                                                                           | Brandywine Operating Partnership LP 8.88 04/12/2029                                          | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    298000 | PA      | $302808.53    | 0.29%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BRAVO Trust 2025-SR1                                                                                                          | BRAVO Trust 2025-SR1 3.00                                                                    | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318569 | PA      | $307179.91    | 0.30%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                                                                               | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                         | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130723 | PA      | $131223.42    | 0.13%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                                                           | Cheniere Energy Inc 5.20 07/30/2036                                                          | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55449.83     | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust 2025-1                                                                                            | Cherry Securitization Trust 2025-1 6.53                                                      | CUSIP: 16473RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    486000 | PA      | $490613.11    | 0.47%             | 2032-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                                                           | Citadel Finance LLC 5.90 02/10/2030                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    253000 | PA      | $254349.39    | 0.25%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                                                                          | Citigroup Mortgage Loan Trust 2025-2 6.00                                                    | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    392968 | PA      | $395008.88    | 0.38%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                 | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    508000 | NS      | $525632.17    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                                                                  | Citigroup Commercial Mortgage Trust 2020-555 3.50                                            | CUSIP: 17328EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437000 | PA      | $392161.09    | 0.38%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                                                                       | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                                 | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213109 | PA      | $213420.89    | 0.21%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                          | Cleveland-Cliffs Inc 7.38 05/01/2033                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231065.26    | 0.22%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                          | Cleveland-Cliffs Inc 7.50 09/15/2031                                                         | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    109000 | PA      | $108823.69    | 0.10%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                                                           | Coinbase Global Inc 3.38 10/01/2028                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    271000 | PA      | $253891.36    | 0.24%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                                                                     | University of California College of the Law San Francisco 5.99% 08/01/2050                   | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20093.61     | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                                                                     | University of California College of the Law San Francisco 6.09% 08/01/2055                   | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25216.34     | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                                                                    | Cologix Canadian Issuer LP 7.74                                                              | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    200000 | PA      | $141763.40    | 0.14%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 7.75 11/07/2036                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $204790.00    | 0.20%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 6.13 01/21/2031                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    500000 | PA      | $492500.00    | 0.48%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COLT 2024-4 Mortgage Loan Trust                                                                                               | COLT 2024-4 Mortgage Loan Trust 6.20                                                         | CUSIP: 19688WAB4<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |    221278 | PA      | $223230.99    | 0.22%             | 2069-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                                                                           | Fifth Third Bank NA 5.33 08/25/2033                                                          | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    385000 | PA      | $386336.49    | 0.37%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                                              | Comision Federal de Electricidad 6.05 01/28/2034                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $194070.00    | 0.19%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |    172000 | NS      | $171309.92    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                       | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                                     | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    275000 | NS      | $272876.07    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                                                              | Kilroy Realty LP 4.25 08/15/2029                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    320000 | PA      | $309575.99    | 0.30%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                                                              | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59283.36     | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                                                              | Kilroy Realty LP 2.50 11/15/2032                                                             | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52959.44     | 0.05%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kobalt Music Assets LP                                                                                                        | Kobalt Music Assets LP 6.63                                                                  | CUSIP: 499876AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $222603.70    | 0.21%             | 2064-04-07      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                                                                           | Sirius XM Radio LLC 4.00 07/15/2028                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333220.29    | 0.32%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                                                           | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                                         | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    200000 | NS      | $199358.34    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                                                           | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    500000 | NS      | $523064.50    | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                                                               | Southern Co/The 6.00 04/01/2058                                                              | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    391000 | PA      | $393094.56    | 0.38%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                                                               | Trust Fibra Uno 4.87 01/15/2030                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    283000 | PA      | $271687.56    | 0.26%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                                                                    | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    416000 | PA      | $445407.04    | 0.43%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                                                  | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    735000 | NS      | $783844.59    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                                                                        | UBS Commercial Mortgage Trust 2018-C15 5.14                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $60248.19     | 0.06%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                                                                      | American Assets Trust LP 3.38 02/01/2031                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    480000 | PA      | $432915.50    | 0.42%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                                                             | American Axle & Manufacturing Inc 7.75 10/15/2033                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $379904.07    | 0.37%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc                                                                                                          | Global Net Lease Inc 4.50 09/30/2028                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |    475000 | PA      | $460525.80    | 0.44%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                                                           | Antares Holdings LP 7.95 08/11/2028                                                          | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $264487.84    | 0.26%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                                                                         | Antero Resources Corp 5.40 02/01/2036                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    159000 | PA      | $156465.05    | 0.15%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                                                                              | ABN AMRO Bank NV 3.32 03/13/2037                                                             | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $357194.44    | 0.34%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-4                                                                                                         | ACM Auto Trust 2025-4 5.87                                                                   | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205497 | PA      | $205992.63    | 0.20%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                                                                                         | ACM Auto Trust 2025-2 5.55                                                                   | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248253 | PA      | $248608.85    | 0.24%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                                                                                         | ACM Auto Trust 2025-2 7.25                                                                   | CUSIP: 00161TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $262277.83    | 0.25%             | 2032-02-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-3                                                                                                         | ACM Auto Trust 2025-3 6.08                                                                   | CUSIP: 00161UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $364207.59    | 0.35%             | 2032-07-20      | Fixed         | 6.08%                 | 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        |        35 | PA      | $34.97        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                                                                      | Acadia Healthcare Co Inc 5.00 04/15/2029                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |    395000 | PA      | $384891.95    | 0.37%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                                                                        | Advance Auto Parts Inc 7.00 08/01/2030                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26356.51     | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                                                                        | Advance Auto Parts Inc 7.38 08/01/2033                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375056.05    | 0.36%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                                                                | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                              | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    270000 | NS      | $269509.03    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.38 11/01/2031                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    111000 | PA      | $122841.86    | 0.12%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC                                                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.50 03/31/2031        | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138589.08    | 0.13%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                                                                    | Allianz SE 6.35 09/06/2053                                                                   | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208316.60    | 0.20%             | 2053-09-06      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                                                      | Allison Transmission Inc 5.88 12/01/2033                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377877.47    | 0.36%             | 2033-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                                                  | Alphabet Inc 4.40 02/15/2033                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $390194.74    | 0.38%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                                                                | Amazon.com Inc 4.55 03/13/2033                                                               | CUSIP: 023135DE3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495333.62    | 0.48%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                                                                                  | Connecticut Avenue Securities Trust 2023-R05 5.56                                            | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112156 | PA      | $112674.51    | 0.11%             | 2043-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc                                                                                                | Cooper-Standard Automotive Inc 9.25 03/01/2031                                               | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159885.00    | 0.15%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                                                                 | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    174000 | PA      | $169234.91    | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                          | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    495000 | PA      | $479477.15    | 0.46%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                                              | Paramount Global 6.25 02/28/2057                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    273000 | PA      | $184275.00    | 0.18%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024-CES1                                                                                    | Vista Point Securitization Trust 2024-CES1 6.68                                              | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193920 | PA      | $196086.17    | 0.19%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                                                                   | Vistra Corp (pfd) 8.00% 04/15/2174 Perpetual                                                 | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |    400000 | NS      | $404486.00    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                                                                 | VoltaGrid LLC 7.38 11/01/2030                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232485.53    | 0.22%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                                                                  | US 2YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        14 | NC      | $5589.89      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                                                                           | US 10yr Ultra Fut Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       114 | NC      | $-289523.87   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Latam Airlines Group SA                                                                                                       | Latam Airlines Group SA 7.88 04/15/2030                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    154000 | PA      | $155732.50    | 0.15%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                                                         | Level 3 Financing Inc 7.00 03/31/2034                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    385594 | PA      | $394977.77    | 0.38%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                                                      | Liberty Mutual Group Inc 4.13 12/15/2051                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    456000 | PA      | $445559.03    | 0.43%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                      | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    458000 | NS      | $481151.90    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust 2025-A                                                                                 | Luxury Lease Partners Auto Lease Trust 2025-A 5.51                                           | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206898 | PA      | $206823.53    | 0.20%             | 2032-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                                                                                      | M&T Bank RV Trust 2026-1 4.35                                                                | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603927 | PA      | $598262.64    | 0.58%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                                                                 | Lyra Music Assets Delaware LP 5.76                                                           | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |    366235 | PA      | $368558.21    | 0.36%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                                                                 | Lyra Music Assets Delaware LP 5.60                                                           | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |    187085 | PA      | $188382.13    | 0.18%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                                                                | Discovery Global Holdings Inc 3.76 03/15/2027                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    294000 | PA      | $290398.50    | 0.28%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                                                                | Discovery Global Holdings Inc 5.05 03/15/2042                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    481000 | PA      | $318088.05    | 0.31%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                                                                    | Maple Parent Holdings Corp 4.75 03/26/2029                                                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80005.07     | 0.08%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                                                                    | Maple Parent Holdings Corp 5.05 03/26/2031                                                   | CUSIP: 56530KAB2<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199236.10    | 0.19%             | 2031-03-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                                                          | Matador Resources Co 6.50 04/15/2032                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432973.37    | 0.42%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                                                                     | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $601937.40    | 0.58%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                                                                         | Micron Technology Inc 5.30 01/15/2031                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    275000 | PA      | $287940.90    | 0.28%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                                                                         | Mission Lane Credit Card Master Trust 5.41                                                   | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    326000 | PA      | $327192.44    | 0.32%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                                                                        | Morgan Stanley Capital I Trust 2018-H3 3.00                                                  | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78000 | PA      | $64620.55     | 0.06%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                                                                                | Mosaic Solar Loan Trust 2023-2 5.36                                                          | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133717 | PA      | $127946.48    | 0.12%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                                                                | BBCMS 2019-BWAY Mortgage Trust 6.64                                                          | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183000 | PA      | $1199.57      | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                                  | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |    415000 | PA      | $403614.48    | 0.39%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                                                                | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    705000 | NS      | $735030.89    | 0.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BXP Trust 2017-CC                                                                                                             | BXP Trust 2017-CC 3.55                                                                       | CUSIP: 05607CAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180000 | PA      | $150548.62    | 0.15%             | 2037-08-13      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BSPRT 2017-FL1 Co-Issuer LLC                                                                                                  | BSPRT 2023-FL10 Issuer Ltd 5.93                                                              | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148068 | PA      | $148096.04    | 0.14%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust 2025-STAR                                                                                       | BPR Commercial Mortgage Trust 2025-STAR 5.02                                                 | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    394000 | PA      | $392139.10    | 0.38%             | 2042-11-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                                                                            | BX Trust 2025-ARIA 5.18                                                                      | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $506053.83    | 0.49%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                                                            | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    200000 | NS      | $216228.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                                                                           | Banco Davivienda SA (pfd) 6.65% 10/22/2174 Perpetual                                         | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | EP               | CORP              | CO        |    160000 | NS      | $141446.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                          | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    400000 | NS      | $395858.12    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    200000 | NS      | $215538.13    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                                                                     | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2175 Perpetual                   | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    275000 | NS      | $271819.21    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                                                               | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82000 | PA      | $67835.80     | 0.07%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                                        | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |    245000 | NS      | $242165.08    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                                                                          | Bank of America Corp 4.33 03/15/2050                                                         | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81132.78     | 0.08%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                                                              | Bank of Montreal 7.70 05/26/2084                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $924889.50    | 0.89%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                                                                       | Bank of Nova Scotia/The 8.00 01/27/2084                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    415000 | PA      | $434812.10    | 0.42%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                                                               | BANK 2020-BNK26 2.50                                                                         | CUSIP: 06540JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    509000 | PA      | $378106.07    | 0.36%             | 2063-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                                                                 | Atlas Warehouse Lending Co LP 4.63 11/15/2028                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246299.82    | 0.24%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2026-REV1                                                                                           | Avant Loans Funding Trust 2026-REV1 5.56                                                     | CUSIP: 05359NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | PA      | $332011.50    | 0.32%             | 2036-05-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                                                                           | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $561684.00    | 0.54%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                                                                | BBCMS 2019-BWAY Mortgage Trust 5.95                                                          | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172000 | PA      | $2266.53      | 0.00%             | 2034-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                  | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                                | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    523000 | NS      | $541456.03    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                                                                        | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                                  | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535558 | PA      | $528828.82    | 0.51%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                                                                                | BARC 2026-CES1 5.15                                                                          | CUSIP: 06690CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    477000 | PA      | $469580.65    | 0.45%             | 2056-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                                                             | Benchmark 2021-B31 Mortgage Trust 2.25                                                       | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88000 | PA      | $58625.29     | 0.06%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                                                              | Benchmark 2024-V8 Mortgage Trust 4.00                                                        | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    440000 | PA      | $392078.28    | 0.38%             | 2057-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                                                                       | Blackbird Capital II Aircraft Lease Ltd 3.45                                                 | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155055 | PA      | $148118.10    | 0.14%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                                                                    | Barclays Commercial Mortgage Trust 2019-C4 3.25                                              | CUSIP: 07335CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    109000 | PA      | $71165.21     | 0.07%             | 2052-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                                                              | Benchmark 2018-B5 Mortgage Trust 3.09                                                        | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $102012.81    | 0.10%             | 2051-07-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                                                                         | Golub Capital BDC Inc 7.05 12/05/2028                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    293000 | PA      | $299921.24    | 0.29%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                                                             | Golub Capital Private Credit Fund 5.45 08/15/2028                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    231000 | PA      | $227891.98    | 0.22%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                                                                              | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                        | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159548 | PA      | $127800.09    | 0.12%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                                                                | Gray Media Inc 7.25 08/15/2033                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    265000 | PA      | $267235.54    | 0.26%             | 2033-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                | Blackstone Private Credit Fund 3.25 03/15/2027                                               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    520000 | PA      | $507146.96    | 0.49%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                                                                | Blackstone Private Credit Fund 5.95 07/16/2029                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    259000 | PA      | $255289.13    | 0.25%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                                                                            | Blue Racer Midstream LLC / Blue Racer Finance Corp 7.00 07/15/2029                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $268742.50    | 0.26%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                                                                                       | Bluepeak ABS Issuer LLC 5.86                                                                 | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242729 | PA      | $245984.19    | 0.24%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                                                                           | Greenko Wind Projects Mauritius Ltd 7.25 09/27/2028                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |    258070 | PA      | $256418.39    | 0.25%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                                                                   | Grupo Energia Bogota SA ESP 5.75 10/22/2035                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $191647.00    | 0.18%             | 2035-10-22      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                                                                 | Boeing Co/The 5.71 05/01/2040                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110224.57    | 0.11%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                                                                 | Brand Industrial Services Inc 10.38 08/01/2030                                               | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |    315000 | PA      | $288276.28    | 0.28%             | 2030-08-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                                                                           | Brandywine Operating Partnership LP 8.30 03/15/2028                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132408.29    | 0.13%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                                                                         | Freedom Mortgage Corp 6.63 01/15/2027                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    465000 | PA      | $464680.96    | 0.45%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                                                 | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    242000 | PA      | $245459.39    | 0.24%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                                                 | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205894.28    | 0.20%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                           | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    377000 | NS      | $376897.53    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    200000 | NS      | $201479.60    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                                                         | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    155000 | PA      | $150896.10    | 0.15%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                                                            | Ally Financial Inc 8.00 11/01/2031                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    173000 | PA      | $192132.15    | 0.19%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-HE1                                                                                  | GS Mortgage-Backed Securities Trust 2024-HE1 5.26                                            | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183832 | PA      | $184275.33    | 0.18%             | 2054-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                                                                          | GCAT 2024-INV3 Trust 5.50                                                                    | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128145 | PA      | $128381.13    | 0.12%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FINANCE LLC                                                                                                 | GENMAB A/S/GENMAB FINANCE LLC 7.25 12/15/2033                                                | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    200000 | PA      | $209529.20    | 0.20%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                                                                           | Intesa Sanpaolo SpA 4.20 06/01/2032                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     83000 | PA      | $77675.62     | 0.07%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                                                             | ITC Holdings Corp 5.50 04/15/2036                                                            | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64213.36     | 0.06%             | 2036-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                                                                      | JP Morgan Mortgage Trust 6.16                                                                | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275234 | PA      | $275920.48    | 0.27%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                    | HPS Corporate Lending Fund 6.25 09/30/2029                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95888.10     | 0.09%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                    | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136475.11    | 0.13%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-6                                                                                             | J.P. Morgan Mortgage Trust 2023-6 6.00                                                       | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185978 | PA      | $186898.62    | 0.18%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                                                                   | Blue Owl Credit Income Corp 7.75 09/16/2027                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162312.10    | 0.16%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                    | HPS Corporate Lending Fund 5.15 04/02/2029                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106931.83    | 0.10%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM3 Trust                                                                                                         | HOMES 2025-NQM3 Trust 5.63                                                                   | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604819 | PA      | $608247.24    | 0.59%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                                                                      | Hawaiian Electric Co Inc 6.00 10/01/2033                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    338000 | PA      | $337795.95    | 0.33%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                                             | Herc Holdings Inc 7.25 06/15/2033                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    456000 | PA      | $467669.95    | 0.45%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                                                                         | Blue Owl Capital Corp 3.40 07/15/2026                                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347282.17    | 0.33%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J5                                                                                                        | PMT Loan Trust 2025-J5 5.50                                                                  | CUSIP: 69392KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408678 | PA      | $409399.27    | 0.39%             | 2057-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                                                                           | Hilton Grand Vacations Trust 2024-2 6.91                                                     | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101371 | PA      | $103578.63    | 0.10%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                                                                       | Honeywell Aerospace Inc 4.60 03/16/2033                                                      | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43508.04     | 0.04%             | 2033-03-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                                                                       | Honeywell Aerospace Inc 4.95 03/16/2036                                                      | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123081.02    | 0.12%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                                                                    | Humana Inc 6.63 09/15/2056                                                                   | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    113000 | PA      | $108631.94    | 0.10%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                                                                | Rocket Cos Inc 6.13 08/01/2030                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $106033.94    | 0.10%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                                                                | Rocket Cos Inc 6.38 08/01/2033                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $91079.46     | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                                                                           | JPMorgan Chase & Co 4.26 02/22/2048                                                          | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $85915.27     | 0.08%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                                                                             | J.P. Morgan Mortgage Trust 2023-8 6.00                                                       | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332463 | PA      | $334114.54    | 0.32%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                                                        | Romanian Government International Bond 5.75 07/04/2036                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    500000 | PA      | $464928.71    | 0.45%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                                                   | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101023.71    | 0.10%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                                                                               | JP Morgan Mortgage Trust 2023-7 5.50                                                         | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    451487 | PA      | $452271.50    | 0.44%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-1                                                                                             | J.P. Morgan Mortgage Trust 2024-1 6.00                                                       | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147381 | PA      | $147809.77    | 0.14%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                                                                       | SBA Communications Corp 3.13 02/01/2029                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    593000 | PA      | $562268.25    | 0.54%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                                                               | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    307000 | PA      | $312735.68    | 0.30%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-6                                                                                        | JP Morgan Mortgage Trust Series 2024-6 6.00                                                  | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14685 | PA      | $14656.58     | 0.01%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                                                                            | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149232 | PA      | $149489.31    | 0.14%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                                                                            | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113188 | PA      | $113204.77    | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                                                                            | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147813 | PA      | $148451.43    | 0.14%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES7                                                                                     | JP Morgan Mortgage Trust Series 2025-CES7 5.06                                               | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570513 | PA      | $568271.56    | 0.55%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-11                                                                                       | JP Morgan Mortgage Trust Series 2025-11 5.50                                                 | CUSIP: 46662QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383419 | PA      | $384087.62    | 0.37%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                                                                         | SS&C Technologies Inc 6.50 06/01/2032                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |    343000 | PA      | $343229.47    | 0.33%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                                                                            | Salesforce Inc 4.90 09/15/2031                                                               | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    395000 | PA      | $394533.99    | 0.38%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                                                           | Saudi Government International Bond 4.88 01/12/2036                                          | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    550000 | PA      | $536726.64    | 0.52%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                                                                                  | Scalelogix Abs Us Issuer LLC 6.16                                                            | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340000 | PA      | $334920.33    | 0.32%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-ACES1                                                                                    | JP Morgan Mortgage Trust Series 2026-ACES1 5.16                                              | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491000 | PA      | $486427.51    | 0.47%             | 2066-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                                 | Jefferies Financial Group Inc 5.50 02/15/2036                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    236000 | PA      | $226650.29    | 0.22%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                                                                     | JetBlue Airways Corp / JetBlue Loyalty LP 9.88 09/20/2031                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    279000 | PA      | $264050.72    | 0.25%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.45 09/26/2030                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163869.09    | 0.16%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    254000 | PA      | $241971.79    | 0.23%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.95 02/04/2031                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156604.86    | 0.15%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 5.35 05/04/2033                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    230000 | PA      | $223982.19    | 0.22%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2026-A                                                                                                 | Oportun Issuance Trust 2026-A 6.28                                                           | CUSIP: 68390VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    442000 | PA      | $440998.43    | 0.43%             | 2034-01-09      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                                                                       | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    484000 | NS      | $481021.95    | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                                                              | Light & Wonder International Inc 7.25 11/15/2029                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    233000 | PA      | $237630.88    | 0.23%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.10 07/15/2053                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    105000 | PA      | $113978.86    | 0.11%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J3                                                                                                        | PMT Loan Trust 2025-J3 5.50                                                                  | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432958 | PA      | $433659.52    | 0.42%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                                                        | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    569000 | PA      | $553975.33    | 0.53%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                                                                                | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85653 | PA      | $85794.82     | 0.08%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                                                                                | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39524 | PA      | $39505.73     | 0.04%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                                                                      | Palomino Funding Trust I 7.23 05/17/2028                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $261299.69    | 0.25%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.20 11/01/2031                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    139000 | PA      | $152808.64    | 0.15%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pawneee Equipment Receivables Series 2022-1 LLC                                                                               | Pawneee Equipment Receivables Series 2022-1 LLC 7.23                                         | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $252588.82    | 0.24%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                                                               | PennyMac Financial Services Inc 7.13 11/15/2030                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    241000 | PA      | $239680.48    | 0.23%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                                                               | Permian Resources Operating LLC 6.25 02/01/2033                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    542000 | PA      | $552474.69    | 0.53%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    547000 | PA      | $523395.87    | 0.50%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp                                                                                          | PetSmart LLC / PetSmart Finance Corp 7.50 09/15/2032                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $392189.85    | 0.38%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                                                             | Piedmont Operating Partnership LP 6.88 07/15/2029                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     32000 | PA      | $33536.54     | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                                                             | Piedmont Operating Partnership LP 5.63 01/15/2033                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    385000 | PA      | $374338.55    | 0.36%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                                                                  | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $194800.00    | 0.19%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                                                                                       | Provident Funding Mortgage Trust 2024-1 5.50                                                 | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384925 | PA      | $385444.21    | 0.37%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                                              | Puget Energy Inc 7.00 09/15/2056                                                             | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    141000 | PA      | $139970.06    | 0.13%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                                                              | Puget Energy Inc 7.25 09/15/2056                                                             | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140470.52    | 0.14%             | 2056-09-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                                                                           | Purchasing Power Funding 2026-A LLC 5.40                                                     | CUSIP: 74614AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $427087.74    | 0.41%             | 2030-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                                         | Quikrete Holdings Inc 6.75 03/01/2033                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274432.05    | 0.26%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                                                                                 | RCKT Mortgage Trust 2024-CES4 6.67                                                           | CUSIP: 74939FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $480085.07    | 0.46%             | 2044-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                                                              | Ciudad Autonoma De Buenos Aires/Government Bonds 7.80 11/26/2033                             | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    400000 | PA      | $405916.00    | 0.39%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                                                                           | RCKT Trust 2025-PL1 5.42                                                                     | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179000 | PA      | $178711.72    | 0.17%             | 2034-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                                                                       | RXO Inc 6.38 05/15/2031                                                                      | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $317462.61    | 0.31%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RNL PH Owner LLC                                                                                                              | RNL PH Owner LLC 5.59                                                                        | CUSIP: 74983YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391558 | PA      | $386281.56    | 0.37%             | 2056-03-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                                                                                   | RATE Mortgage Trust 2024-J3 5.50                                                             | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31167 | PA      | $31162.79     | 0.03%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RIVERSPRING HLTH SENIOR                                                                                                       | Build NYC Resource Corp 7.00% 12/15/2030                                                     | CUSIP: 12008EXX9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |    855000 | PA      | $848733.96    | 0.82%             | 2030-12-15      | Fixed         | 7.00%                 | 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        |    211000 | PA      | $205648.24    | 0.20%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                                                                      | Builders FirstSource Inc 4.25 02/01/2032                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    455000 | PA      | $419442.84    | 0.40%             | 2032-02-01      | Fixed         | 4.25%                 | 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        |    350000 | PA      | $324438.91    | 0.31%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2025-1                                                                                     | Regional Management Issuance Trust 2025-1 5.53                                               | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201441.08    | 0.19%             | 2034-04-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust 2026-1                                                                               | Research-Driven Pagaya Motor Asset Trust 2026-1 5.69                                         | CUSIP: 76100KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $250469.93    | 0.24%             | 2035-01-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                                                  | CCO Holdings LLC / CCO Holdings Capital Corp 5.13 05/01/2027                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96000 | PA      | $95954.79     | 0.09%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                                                  | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $275356.21    | 0.27%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                                                                          | CLI Funding VIII LLC 3.12                                                                    | CUSIP: 12565KAF4<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-MBS          | CORP              | US        |    390273 | PA      | $355140.04    | 0.34%             | 2047-01-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                                                | CSMC 2021-BHAR 5.29                                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $232871.32    | 0.22%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                               | CVS Health Corp 7.00 03/10/2055                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    152000 | PA      | $156752.74    | 0.15%             | 2055-03-10      | Variable      | 7.00%                 | 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        |    469000 | PA      | $451332.77    | 0.44%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                                                     | Caesars Entertainment Inc 7.00 02/15/2030                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    108000 | PA      | $109386.18    | 0.11%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                                                                 | Carnival Corp 6.13 02/15/2033                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    458000 | PA      | $462822.74    | 0.45%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                                                                     | Carpenter Technology Corp 5.63 03/01/2034                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99203.90     | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | 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        |     57298 | PA      | $57026.76     | 0.06%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                                                      | Celanese US Holdings LLC 7.00 02/15/2031                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    385000 | PA      | $395610.22    | 0.38%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                                                                       | Centersquare Issuer LLC 5.00                                                                 | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    479526 | PA      | $458515.09    | 0.44%             | 2055-08-25      | Fixed         | 5.00%                 | 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        |    100000 | PA      | $104015.70    | 0.10%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                                                          | Chart Industries Inc 9.50 01/01/2031                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    184000 | PA      | $193417.12    | 0.19%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                                                                                | Chase Home Lending Mortgage Trust Series 2024-7 6.00                                         | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251422 | PA      | $252513.73    | 0.24%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                                                                      | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129346 | PA      | $129522.08    | 0.12%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                                                                      | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21859 | PA      | $21822.63     | 0.02%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                                                                          | Commercial Metals Co 5.75 11/15/2033                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326839.10    | 0.32%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                                                                      | CompoSecure Holdings LLC 5.63 02/01/2033                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $356849.55    | 0.34%             | 2033-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                                                                            | Compass Datacenters Issuer III LLC 5.44                                                      | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436428 | PA      | $428371.23    | 0.41%             | 2056-02-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                                                                   | Concord Music Royalties LLC 5.51                                                             | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $343980.29    | 0.33%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| AMCR ABS Trust 2026-A                                                                                                         | AMCR ABS Trust 2026-A 5.52                                                                   | CUSIP: 02341AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242621 | PA      | $242613.82    | 0.23%             | 2033-05-18      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Bemis Co Inc                                                                                                                  | Amcor Flexibles North America Inc 5.13 03/12/2036                                            | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121584.18    | 0.12%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                                         | AMERICAN AIRLINES INC 2024 1ST LIEN TERM LOAN B                                              | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    397700 | PA      | $388751.75    | 0.37%             | 2028-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                                                                                          | Lmrk Issuer Co 2 LLC 5.52                                                                    | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |    383000 | PA      | $382927.34    | 0.37%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LQR Trust 2025-CALI                                                                                                           | LQR Trust 2025-CALI 5.92                                                                     | CUSIP: 50216WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432000 | PA      | $429388.99    | 0.41%             | 2043-01-15      | Floating      | 5.92%                 | 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        |    215000 | PA      | $208513.92    | 0.20%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    613000 | PA      | $634087.81    | 0.61%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-3                                                                                                | Mosaic Solar Loan Trust 2021-3 1.92                                                          | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403936 | PA      | $292500.48    | 0.28%             | 2052-06-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                                                              | NMI Holdings Inc 6.00 08/15/2029                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    305000 | PA      | $312173.62    | 0.30%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                                                                | NRG Energy Inc (pfd) 10.25% 09/15/2174 Perpetual                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EP               | CORP              | US        |    297000 | NS      | $320559.82    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                                                                                  | NP SPE IX LP 2.57                                                                            | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |     12702 | PA      | $12594.40     | 0.01%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                                                            | Expand Energy Corp 5.38 03/15/2030                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433770.84    | 0.42%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                                                               | Stack Infrastructure Issuer LLC 5.00                                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |    381348 | PA      | $367722.25    | 0.35%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                                                               | Standard Building Solutions Inc 6.50 08/15/2032                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     51000 | PA      | $51071.50     | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                                                        | Standard Chartered PLC (pfd) 7.75% 02/15/2175 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    202000 | NS      | $206738.11    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                                                                    | Standard Industries Inc/NY 4.38 07/15/2030                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    119000 | PA      | $112237.81    | 0.11%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                                                                         | Stellantis Financial Services US Corp 4.95 09/15/2028                                        | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    490000 | PA      | $487420.28    | 0.47%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                                                            | Subway Funding LLC 6.03                                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235025 | PA      | $236711.63    | 0.23%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                                           | Sumitomo Mitsui Financial Group Inc 5.33 03/03/2041                                          | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    127000 | PA      | $123219.48    | 0.12%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                                                     | Sunoco LP 7.00 05/01/2029                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265122.86    | 0.26%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                                                                   | Surgery Center Holdings Inc 7.25 04/15/2032                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    211000 | PA      | $207502.31    | 0.20%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL Mortgage Trust                                                                                                  | THPT 2023-THL Mortgage Trust 7.67                                                            | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120000 | PA      | $120885.17    | 0.12%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                                                                        | Takeoff Merger Sub Inc 4.85 03/24/2031                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222273.20    | 0.21%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                                               | Taylor Morrison Communities Inc 5.75 11/15/2032                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     54000 | PA      | $54111.51     | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                                                                 | TopBuild Corp 3.63 03/15/2029                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    285000 | PA      | $271644.99    | 0.26%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                     | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $562587.70    | 0.54%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                                                                 | TransDigm Inc 4.63 01/15/2029                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521074.29    | 0.50%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2023-1 Ltd                                                                                                        | Triangle Re 2023-1 Ltd 7.06                                                                  | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84186 | PA      | $84756.38     | 0.08%             | 2033-11-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                                                               | Trinidad & Tobago Government International Bond 6.50 01/28/2036                              | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    280000 | PA      | $278880.00    | 0.27%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                                                              | UWM Holdings LLC 6.25 03/15/2031                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     91000 | PA      | $82948.82     | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust 2026-1                                                                                | United Auto Credit Securitization Trust 2026-1 5.65                                          | CUSIP: 90945FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346000 | PA      | $344191.25    | 0.33%             | 2031-07-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                                                  | United Airlines Holdings Inc 5.38 03/01/2031                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    270000 | PA      | $264753.01    | 0.26%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 11/15/2055                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $382250.00    | 0.37%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 09/15/2026                                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301198.98    | 0.29%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.88 10/31/2030                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $415632.81    | 0.40%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.88 06/15/2028                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1402078.13   | 1.35%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                                                                    | Uniti Fiber Abs Issuer Llc 6.37                                                              | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374037 | PA      | $380656.63    | 0.37%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                                                                  | Univision Communications Inc 7.38 06/30/2030                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    379000 | PA      | $371645.43    | 0.36%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                                                                      | VB-S1 Issuer LLC - VBTEL 8.87                                                                | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $282344.32    | 0.27%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                                                                            | Valero Energy Corp 5.15 03/10/2036                                                           | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112421.18    | 0.11%             | 2036-03-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2025-5                                                                                 | Velocity Commercial Capital Loan Trust 2025-5 5.94                                           | CUSIP: 92262KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241260 | PA      | $241062.10    | 0.23%             | 2055-12-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2026-1                                                                                 | Velocity Commercial Capital Loan Trust 2026-1 5.89                                           | CUSIP: 92262WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184043 | PA      | $181866.61    | 0.18%             | 2056-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                                                            | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                           | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    161000 | PA      | $170628.12    | 0.16%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                                                            | Venture Global Plaquemines LNG LLC 6.13 12/15/2030                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    335000 | PA      | $344706.96    | 0.33%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                                                        | VERTICAL BRIDGE CC LLC 7.45                                                                  | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |    334416 | PA      | $339306.50    | 0.33%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R3                                                                                            | Verus Securitization Trust 2021-R3 2.41                                                      | CUSIP: 92538EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | PA      | $283909.03    | 0.27%             | 2064-04-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                               | DTE Electric Co 5.55 03/01/2056                                                              | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38705.00     | 0.04%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                               | DTE Electric Co 4.85 03/01/2036                                                              | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40248.83     | 0.04%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                                                               | DataBank Issuer 5.12                                                                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    408000 | PA      | $405915.73    | 0.39%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                                                               | DataBank Issuer 5.81                                                                         | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    399000 | PA      | $397362.42    | 0.38%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                                                  | Discovery Communications LLC 3.95 03/20/2028                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    262000 | PA      | $248229.28    | 0.24%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                                                                  | Discovery Communications LLC 4.13 05/15/2029                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    285000 | PA      | $275431.34    | 0.27%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                                                           | Dominion Energy Inc (pfd) 4.35% 04/15/2174 Perpetual                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |    446000 | NS      | $439321.11    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                                                                      | Dresdner Funding Trust I 8.15 06/30/2031                                                     | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |    388000 | PA      | $415984.22    | 0.40%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                                                                       | Dryden 30 Senior Loan Fund 5.61                                                              | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | US        |    159475 | PA      | $159485.13    | 0.15%             | 2028-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                                                                          | EDI ABS Issuer 1 LLC 4.55                                                                    | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191000 | PA      | $176982.38    | 0.17%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    211000 | PA      | $213256.54    | 0.21%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                                                                                | EFMT 2024-CES1 5.80                                                                          | CUSIP: 281907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $229623.18    | 0.22%             | 2060-01-26      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                                                                     | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    651000 | PA      | $652344.32    | 0.63%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                                                                          | Emera US Finance LLC 6.65 10/01/2056                                                         | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    272000 | PA      | $272105.54    | 0.26%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                                                                          | Emera US Finance LLC 5.20 04/01/2033                                                         | CUSIP: 29103HAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $63668.06     | 0.06%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                                                             | Empresas Publicas de Medellin ESP 4.25 07/18/2029                                            | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $186133.00    | 0.18%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                                                                  | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    555000 | PA      | $555513.93    | 0.54%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                            | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    163000 | NS      | $163145.56    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                            | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    317000 | NS      | $316627.00    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                                                              | Essent Group Ltd 6.25 07/01/2029                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    305000 | PA      | $315674.05    | 0.30%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                                                                      | F&G Annuities & Life Inc 6.50 06/04/2029                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71000 | PA      | $71338.40     | 0.07%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                                                                   | FNB Corp/PA 5.72 12/11/2030                                                                  | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    277000 | PA      | $278803.36    | 0.27%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                                            | Meta Platforms Inc 4.60 11/15/2032                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    455000 | PA      | $450689.99    | 0.43%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                                            | Meta Platforms Inc 4.88 11/15/2035                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166844.71    | 0.16%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding LLC                                                                                                        | FIP Master Funding LLC 5.39                                                                  | CUSIP: 30332YAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391066 | PA      | $390997.56    | 0.38%             | 2056-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                                                                            | Freddie Mac Strips 2.00                                                                      | CUSIP: 3133Q5E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2357706 | PA      | $310013.14    | 0.30%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                                                             | Fannie Mae REMICS 4.00                                                                       | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238350 | PA      | $40279.72     | 0.04%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                                                             | Fannie Mae REMICS 6.00                                                                       | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    157825 | PA      | $26201.75     | 0.03%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                                                             | Fannie Mae REMICS 2.00                                                                       | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2198530 | PA      | $276675.28    | 0.27%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                                                                     | Fannie Mae Interest Strip 4.00                                                               | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    163528 | PA      | $22255.50     | 0.02%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                                                                  | Fedex Freight Holding Co Inc 4.65 03/15/2031                                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    239000 | PA      | $235011.04    | 0.23%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust 2025-1                                                                                                        | FinBe USA Trust 2025-1 6.60                                                                  | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $392463.75    | 0.38%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                                                                         | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313000 | PA      | $311564.36    | 0.30%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PONTE VEDRA PINE OBLIG                                                                                                        | Florida Local Government Finance Commission 6.75% 11/15/2030                                 | CUSIP: 34077UAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $445706.88    | 0.43%             | 2030-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                      | Ford Motor Credit Co LLC 7.20 06/10/2030                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $210801.42    | 0.20%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                                                                        | Global Atlantic Fin Co 4.40 10/15/2029                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270980.69    | 0.26%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                                                                         | Goldman Sachs BDC Inc 5.10 01/28/2029                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106885.63    | 0.10%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                                                             | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221672.31    | 0.21%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                                                                         | Golub Capital BDC Inc 2.05 02/15/2027                                                        | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    181000 | PA      | $175381.12    | 0.17%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                                                                      | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $257752.16    | 0.25%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                                                             | Nexstar Media Inc 4.75 11/01/2028                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    445000 | PA      | $437886.93    | 0.42%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                                                             | Nexstar Media Inc 7.25 04/15/2034                                                            | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    283000 | PA      | $284142.38    | 0.27%             | 2034-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                                                                             | Nexstar Media Inc 6.50 09/15/2033                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    278000 | PA      | $280286.27    | 0.27%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                                                | Nissan Motor Acceptance Co LLC 6.13 09/30/2030                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    385000 | PA      | $370333.81    | 0.36%             | 2030-09-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                                                                           | North Haven Private Income Fund LLC 5.13 09/25/2028                                          | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    398000 | PA      | $387725.84    | 0.37%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust                                                                              | Continental Finance Credit Card ABS Master Trust 6.19                                        | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55187 | PA      | $55248.19     | 0.05%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                                                                       | OAK-Eagle Acquireco Inc 7.25 07/01/2033                                                      | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50800.48     | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                                                                       | OAK-Eagle Acquireco Inc 8.75 07/01/2034                                                      | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |     33000 | PA      | $34569.04     | 0.03%             | 2034-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                                                                          | OBX 2025-NQM21 Trust 4.99                                                                    | CUSIP: 67448BAE4<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |     71161 | PA      | $70793.70     | 0.07%             | 2065-10-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                     | Occidental Petroleum Corp 4.10 02/15/2047                                                    | CUSIP: 674599CL7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46710.48     | 0.05%             | 2047-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                     | Occidental Petroleum Corp 4.20 03/15/2048                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45142.46     | 0.04%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                     | Occidental Petroleum Corp 6.20 03/15/2040                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61323.54     | 0.06%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                                             | Omnicom Group Inc 5.00 06/02/2033                                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102592.97    | 0.10%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                                                                | 1261229 BC Ltd 10.00 04/15/2032                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    250000 | PA      | $256172.25    | 0.25%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-12                                                                                                | Sequoia Mortgage Trust 2025-12 5.50                                                          | CUSIP: 81749XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571479 | PA      | $572489.39    | 0.55%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                                                                 | Sequoia Mortgage Trust 2025-6 5.50                                                           | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    248085 | PA      | $248406.76    | 0.24%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                                                                      | Service Properties Trust 0.00 09/30/2028                                                     | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    416000 | PA      | $378994.83    | 0.37%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                                                                       | Sierra Pacific Power Co 6.38 09/15/2056                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142866.46    | 0.14%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | SWAP 12.98 01/02/31                                                                          | CUSIP: SLA5CB4A9<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | BR        |   7000000 | OU      | $-42502.56    | -0.04%            | 2031-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                                                                 | MARKIT CDX.NA.HY.45 12/30                                                                    | CUSIP: SPDX0BBS2<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   4158000 | OU      | $225896.77    | 0.22%             | 2030-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer