# EDGAR Filing Document

**Accession Number:** 0000100334
**File Stem:** 0001145549-25-043334
**Filing Date:** 2025-6
**Character Count:** 299007
**Document Hash:** 2395bdcbe6fd4e2d4969e2dc5dcad610
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-043334.hdr.sgml**: 20250627

**ACCESSION NUMBER**: 0001145549-25-043334

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250627

**DATE AS OF CHANGE**: 20250627

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY MUTUAL FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000100334

**ORGANIZATION NAME:**
- **EIN:** 446006315
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00816
- **FILM NUMBER:** 251083395

**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:** AMERICAN CENTURY MUTUAL FUNDS INC
- **DATE OF NAME CHANGE:** 19970107

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** TWENTIETH CENTURY INVESTORS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### BALANCED FUND (Series ID: S000006192)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017045 | INVESTOR CLASS | TWBIX           |
| C000017047 | I CLASS        | ABINX           |
| C000189734 | R5 CLASS       | ABGNX           |

## 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 Mutual Funds, Inc.

- **b. Investment Company Act file number:** 811-00816

- **c. CIK number of Registrant:** 0000100334

- **d. LEI of Registrant:** 549300DMFK0SMVLOE939

- **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:** Balanced Fund

- **b. EDGAR series identifier (if any):** S000006192

- **c. LEI of Series:** TEE5XU4ZMMYOHLLT7896

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $883385833.76

**Total Liabilities:** $33354690.85

**Net Assets:** $850031142.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 194.000000000000 | **1-Year:** 3065.000000000000 | **5-Year:** 17175.000000000000 | **10-Year:** 35004.000000000000 | **30-Year:** 88721.000000000000

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

- **3-Month:** 3.000000000000 | **1-Year:** 643.000000000000 | **5-Year:** 814.000000000000 | **10-Year:** 437.000000000000 | **30-Year:** 2575.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017045 | -0.75%               | -4.13%               | -0.42%               |
| Class ID C000017047 | -0.75%               | -4.13%               | -0.37%               |
| Class ID C000189734 | -0.70%               | -4.13%               | -0.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6115669.29              | $-15005308.20                              |
| Month 2  | $5789213.78              | $-44535605.52                              |
| Month 3  | $298540.25               | $-4874324.69                               |

**Designated Index Information**

- **Index Name:** 60% S&P 500/40% Bloomberg U.S. Aggregate Bond

- **Index Identifier:** 60% S&P 500/40% Bloomberg U.S. Aggregate Bond

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2987.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2261.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3292.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1294.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $4880.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1224.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-161.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | BOUGHT DKK/SOLD USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-428.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $5078.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $2991.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3461.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                               | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $3199.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                               | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1964.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1932.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $786.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-286.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                             | SOLD DKK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $233.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-27927.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                               | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-28010.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-27985.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-28161.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-2231.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-144.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                    | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $545.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA N.A.                                                      | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $334.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | SOLD DKK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-85679.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                             | SOLD DKK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $227.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                    | SOLD DKK/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-315.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1184642 | PA      | $997267.03    | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1636990 | PA      | $1483230.04   | 0.17%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1297790 | PA      | $1244166.27   | 0.15%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2905226 | PA      | $2855619.78   | 0.34%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    529281 | PA      | $443531.88    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1451782 | PA      | $1333408.17   | 0.16%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XLUL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    444081 | PA      | $417501.82    | 0.05%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2762139 | PA      | $2763061.91   | 0.33%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    223960 | PA      | $196998.48    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    858101 | PA      | $723860.04    | 0.09%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1360688 | PA      | $1362089.51   | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1428829 | PA      | $1478522.67   | 0.17%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1442750 | PA      | $1450363.64   | 0.17%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp (pfd) 4.50% 09/30/2173 Perpetual                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |    545000 | NS      | $539192.70    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                                  | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $954406.50    | 0.11%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                  | Florida Power & Light Co 4.13 02/01/2042                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    614000 | PA      | $518275.96    | 0.06%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                         | Flowers Foods Inc 5.75 03/15/2035                                                         | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    370000 | PA      | $373586.94    | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                           | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $224152.53    | 0.03%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 7.20 06/10/2030                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $267886.68    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 6.13 03/08/2034                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    380000 | PA      | $359848.13    | 0.04%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 5.85 05/17/2027                                                  | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    390000 | PA      | $388366.94    | 0.05%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 6.05 11/05/2031                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    262000 | PA      | $254139.15    | 0.03%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.88 01/25/2034                                                     | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180938.65    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    617000 | PA      | $625265.28    | 0.07%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.90 01/25/2033                                                     | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    232000 | PA      | $236828.49    | 0.03%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 6.10 01/25/2036                                                     | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $257047.38    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 6.30 01/25/2039                                                     | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    207000 | PA      | $215125.85    | 0.03%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                                   | Freddie Mac STACR REMIC Trust 2023-HQA2 6.35                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    116867 | PA      | $117514.01    | 0.01%             | 2043-06-25      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-CM2 Trust                                                       | GCAT 2021-CM2 Trust 2.35                                                                  | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671476 | PA      | $622918.83    | 0.07%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                      | GCAT 2021-NQM1 Trust 1.15                                                                 | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157189 | PA      | $137408.34    | 0.02%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                      | GCAT 2024-INV2 Trust 6.00                                                                 | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    501350 | PA      | $507258.34    | 0.06%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    210423 | PA      | $196070.15    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                          | United Rentals North America Inc 6.00 12/15/2029                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157123.04    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp 5.73 10/21/2026                                                                | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271347.83    | 0.03%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                | US Bancorp 5.05 02/12/2031                                                                | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    384000 | PA      | $389145.89    | 0.05%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                               | United States Cellular Corp 6.70 12/15/2033                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    461000 | PA      | $499688.71    | 0.06%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.50 02/15/2039                                          | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $181585.94    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.38 11/15/2039                                          | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $593285.15    | 0.07%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.63 02/15/2040                                          | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $710308.59    | 0.08%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.38 05/15/2041                                          | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1369156.25   | 0.16%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.75 08/15/2041                                          | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    700000 | PA      | $632597.66    | 0.07%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 2.50 02/15/2045                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1209125.00   | 0.14%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                            | United States Treasury Note/Bond 4.25 11/15/2042                                          | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $461191.41    | 0.05%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.50 08/15/2043                                          | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    800000 | PA      | $771625.00    | 0.09%             | 2043-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.75 11/15/2043                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5053222.65   | 0.59%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.50 02/15/2044                                          | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1661650.40   | 0.20%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.63 05/15/2044                                          | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1786394.54   | 0.21%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 08/15/2044                                          | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1205343.75   | 0.14%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 1.13 02/29/2028                                          | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $934394.53    | 0.11%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 2.875 06/15/2025                                         | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $499136.61    | 0.06%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.88 02/28/2030                                          | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6585312.50   | 0.77%             | 2030-02-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.25 08/31/2030                                          | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4475367.20   | 0.53%             | 2030-08-31      | Fixed         | 4.25%                 | 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      | $303521.48    | 0.04%             | 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        |   5100000 | PA      | $5372630.85   | 0.63%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.38 11/30/2030                                          | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1234523.44   | 0.15%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.38 11/30/2028                                          | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1332093.75   | 0.16%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.75 12/31/2030                                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2492333.98   | 0.29%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.25 03/31/2029                                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4800000 | PA      | $4881562.51   | 0.57%             | 2029-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                       | American Express Co (pfd) 3.55% 09/15/2173 Perpetual                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |    465000 | NS      | $446089.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                               | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $496588.59    | 0.06%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                          | American International Group Inc 5.75 04/01/2048                                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $144253.08    | 0.02%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                          | American International Group Inc 4.38 06/30/2050                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $171103.94    | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                     | Cousins Properties LP 5.38 02/15/2032                                                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    448000 | PA      | $444363.68    | 0.05%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA (pfd) 8.13% 03/23/2174 Perpetual                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |   1550000 | NS      | $1571190.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                          | Crown Castle Inc 5.20 09/01/2034                                                          | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    236000 | PA      | $231646.92    | 0.03%             | 2034-09-01      | Fixed         | 5.20%                 | 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        |    700000 | PA      | $677932.78    | 0.08%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 7.00                                                                   | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1168 | PA      | $1201.48      | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    109603 | PA      | $107265.68    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 7.50                                                                    | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1244 | PA      | $1248.79      | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 7.00                                                                    | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9191 | PA      | $9584.62      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                                    | ABN Amro Mortgage Corp 5.50                                                               | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1679 | PA      | $1668.71      | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                 | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    293000 | PA      | $291243.96    | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 6.38 03/01/2041                                                                  | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67329.43     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 5.45 03/01/2047                                                                  | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    320000 | PA      | $296992.22    | 0.03%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARZ Trust 2024-BILT                                                       | ARZ Trust 2024-BILT 5.77                                                                  | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $518290.24    | 0.06%             | 2029-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                | AbbVie Inc 5.35 03/15/2044                                                                | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266195.71    | 0.03%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ACREC Trust                                                               | ACREC 2023-FL2 LLC 6.55                                                                   | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    458822 | PA      | $458099.26    | 0.05%             | 2038-02-19      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd 5.95 02/15/2029                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200176.22    | 0.02%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                     | Aircastle Ltd / Aircastle Ireland DAC 5.75 10/01/2031                                     | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    158000 | PA      | $159714.68    | 0.02%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                           | Aligned Data Centers Issuer LLC 2.48                                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $611786.07    | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (pfd) 3.50% 04/30/2174 Perpetual                                               | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |   1400000 | NS      | $1347793.16   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 4 5/25 MBS 30yr                                                                      | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3741000 | PA      | $3486905.03   | 0.41%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5 5/25 MBS 30yr                                                                      | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  14198000 | PA      | $13900560.42  | 1.64%             | 2054-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5.5 5/25 MBS 30yr                                                                    | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8886000 | PA      | $8868205.52   | 1.04%             | 2054-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                         | Allstate Corp/The 5.55 05/09/2035                                                         | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    168000 | PA      | $172718.07    | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                 | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    465000 | PA      | $446626.19    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                       | Antares Holdings LP 6.35 10/23/2029                                                       | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $663431.63    | 0.08%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                             | AppLovin Corp 5.38 12/01/2031                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343312.93    | 0.04%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                 | Arizona Public Service Co 5.70 08/15/2034                                                 | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296609.88    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                       | Ashtead Capital Inc 5.95 10/15/2033                                                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404908.83    | 0.05%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding 5.53 07/11/2031                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    292000 | PA      | $296866.57    | 0.03%             | 2031-07-11      | Fixed         | 5.53%                 | 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        |    265000 | PA      | $266866.20    | 0.03%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                             | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002909.64   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 6.38 05/04/2028                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    148000 | PA      | $152664.93    | 0.02%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 5.15 01/15/2030                                               | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    128000 | PA      | $126615.00    | 0.01%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                            | BBCMS Mortgage Trust 2024-5C27 6.01                                                       | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $355040.61    | 0.04%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA (pfd) 7.38% 02/19/2174 Perpetual                                           | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    300000 | NS      | $301362.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA (pfd) 4.63% 07/12/2173 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |    635000 | NS      | $601639.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 7.00 10/19/2034                                                                   | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $282895.77    | 0.03%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 5.34 06/12/2029                                                            | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $301015.57    | 0.04%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BX Trust 2023-LIFE                                                        | BX Trust 2023-LIFE 5.05                                                                   | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1052666.80   | 0.12%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                        | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    200000 | NS      | $192725.93    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA (pfd) 4.75% 08/12/2173 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    600000 | NS      | $567521.10    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 5.47 01/23/2035                                                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    535000 | PA      | $542844.48    | 0.06%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 5.51 01/24/2036                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471503.48    | 0.06%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                           | BANK5 2024-5YR7 5.77                                                                      | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1318027.16   | 0.16%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The 3.63 10/27/2081                                                   | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $508016.07    | 0.06%             | 2081-10-27      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The (pfd) 4.90% 09/04/2173 Perpetual                                  | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EP               | CORP              | CA        |    555000 | NS      | $554053.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                     | BANK5 Trust 2024-5YR6 6.23                                                                | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692000 | PA      | $730312.86    | 0.09%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                     | Banque Federative du Credit Mutuel SA 5.54 01/22/2030                                     | CUSIP: 06675DCN0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $827058.46    | 0.10%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                              | Barclays PLC 5.09 02/25/2029                                                              | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    765000 | PA      | $770718.39    | 0.09%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                      | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303497.35    | 0.04%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                          | Black Hills Corp 6.00 01/15/2035                                                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    204000 | PA      | $210882.34    | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                   | Blackbird Capital II Aircraft Lease Ltd 2.44                                              | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607564 | PA      | $565490.15    | 0.07%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund 7.30 11/27/2028                                            | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    105000 | PA      | $111138.83    | 0.01%             | 2028-11-27      | Fixed         | 7.30%                 | 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        |     90000 | PA      | $90506.19     | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                               | Blue Owl Credit Income Corp 6.60 09/15/2029                                               | CUSIP: 09581CAA9<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    530000 | PA      | $536196.41    | 0.06%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                          | Blue Owl Technology Finance Corp 6.10 03/15/2028                                          | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    346000 | PA      | $343596.76    | 0.04%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 5.79 01/13/2033                                                            | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204991.94    | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                             | Boeing Co/The 6.53 05/01/2034                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    575000 | PA      | $618057.06    | 0.07%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                             | Boston Gas Co 5.84 01/10/2035                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    132000 | PA      | $136025.98    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                      | Boston Properties LP 2.55 04/01/2032                                                      | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    790000 | PA      | $650598.65    | 0.08%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                            | BP Capital Markets America Inc 3.06 06/17/2041                                            | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $180258.73    | 0.02%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024 RPL1                                 | BRAVO Residential Funding Trust 2024 RPL1 3.25                                            | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000590 | PA      | $920297.69    | 0.11%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                        | Meta Platforms Inc                                                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     22154 | NS      | $12162546.00  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                                | FedEx Corp                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7904 | NS      | $1662448.32   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                                  | Ferguson Enterprises Inc                                                                  | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     11386 | NS      | $1931748.76   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                                                                | Fiserv Inc                                                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     17171 | NS      | $3169251.47   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                            | GE Vernova Inc                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4426 | NS      | $1641249.32   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                             | Hilton Worldwide Holdings Inc                                                             | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     15831 | NS      | $3569573.88   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                        | Home Depot Inc/The                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     21601 | NS      | $7786944.49   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                               | Honeywell International Inc                                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     17219 | NS      | $3624599.50   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                    | IDEXX Laboratories Inc                                                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      6877 | NS      | $2975334.05   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                             | Intercontinental Exchange Inc                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16704 | NS      | $2805770.88   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp                                      | International Business Machines Corp                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     21672 | NS      | $5240723.04   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                    | Intuitive Surgical Inc                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      7340 | NS      | $3785972.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                                                | AbbVie Inc                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     26732 | NS      | $5215413.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                                  | Agilent Technologies Inc                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     15493 | NS      | $1667046.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                                | Airbnb Inc                                                                                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      7386 | NS      | $900501.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                              | Alphabet Inc                                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    119536 | NS      | $18982316.80  | 2.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                                            | Amazon.com Inc                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     95128 | NS      | $17543505.76  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                       | American Express Co                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     13888 | NS      | $3699902.08   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                                  | Ameriprise Financial Inc                                                                  | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      7159 | NS      | $3372032.18   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                        | Analog Devices Inc                                                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     26858 | NS      | $5235161.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                                 | Apple Inc                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    109385 | NS      | $23244312.50  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                     | Applied Materials Inc                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      3375 | NS      | $508646.25    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                       | Arista Networks Inc                                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     29359 | NS      | $2415364.93   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings PLC                                                          | ARM Holdings PLC                                                                          | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |      7996 | NS      | $911943.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                             | Automatic Data Processing Inc                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      8758 | NS      | $2632654.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                                 | Ball Corp                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     40127 | NS      | $2084196.38   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp                                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    130362 | NS      | $5198836.56   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                             | Blackrock Inc                                                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3500 | NS      | $3199910.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                      | Booking Holdings Inc                                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       608 | NS      | $3100362.24   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                                  | iShares Core S&P 500 ETF                                                                  | CUSIP: 464287200<br>LEI: N/A                  | Long             | EC               | RF                | US        |     15070 | NS      | $8408457.20   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     36475 | NS      | $8922514.50   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                              | KKR & Co Inc                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     23091 | NS      | $2638608.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                                                  | LKQ Corp                                                                                  | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     59659 | NS      | $2279570.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                    | Liberty Media Corp-Liberty Formula One                                                    | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $812571.88    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                            | Eli Lilly & Co                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      8644 | NS      | $7770523.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                                                   | Bristol-Myers Squibb Co                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     30693 | NS      | $1540788.60   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                              | Broadcom Inc                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     61295 | NS      | $11797448.65  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                  | Marsh & McLennan Cos Inc                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     13551 | NS      | $3055343.97   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                            | Mastercard Inc                                                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18376 | NS      | $10071150.56  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                            | Merck & Co Inc                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     27764 | NS      | $2365492.80   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                               | CDW Corp/DE                                                                               | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13362 | NS      | $2145402.72   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                           | Cigna Group/The                                                                           | CUSIP: 125523100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14058 | NS      | $4780282.32   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                | Cadence Design Systems Inc                                                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     20212 | NS      | $6017920.88   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                                                | CarMax Inc                                                                                | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20430 | NS      | $1321208.10   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                       | Cheniere Energy Inc                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     16547 | NS      | $3824177.17   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                | Chipotle Mexican Grill Inc                                                                | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62590 | NS      | $3162046.80   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                    | Church & Dwight Co Inc                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     28822 | NS      | $2863177.48   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                      | Colgate-Palmolive Co                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     22978 | NS      | $2118341.82   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                                                            | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     25835 | NS      | $2302415.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                | Copart Inc                                                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     40715 | NS      | $2484836.45   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                     | Costco Wholesale Corp                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      4294 | NS      | $4270383.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                                  | Crowdstrike Holdings Inc                                                                  | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5965 | NS      | $2558209.55   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                               | Cummins Inc                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     11250 | NS      | $3305700.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                              | Danaher Corp                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     24694 | NS      | $4922255.02   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp                                                      | Deckers Outdoor Corp                                                                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |     10044 | NS      | $1113176.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                | Deere & Co                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5870 | NS      | $2721097.20   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                             | Dynatrace Inc                                                                             | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40636 | NS      | $1908672.92   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                         | EOG Resources Inc                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     12910 | NS      | $1424360.30   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                                | Ecolab Inc                                                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     15077 | NS      | $3790810.11   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                               | Equinix Inc                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      6394 | NS      | $5503635.50   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11366912 | NS      | $11366912.24  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 10/31/2031                                          | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1215468.74   | 0.14%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 11/15/2027                                          | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1215492.19   | 0.14%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.00 12/15/2027                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4043203.12   | 0.48%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.25 01/15/2028                                          | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2643824.22   | 0.31%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.63 02/15/2035                                          | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2593945.30   | 0.31%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.05 04/15/2053                                                    | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    520000 | PA      | $460103.67    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.50 07/15/2044                                                    | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    436000 | PA      | $423285.87    | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue     | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $154986.88    | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                             | Universal Health Services Inc 5.05 10/15/2034                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    465000 | PA      | $434550.70    | 0.05%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                  | University of California 3.07% 05/15/2051                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $120500.37    | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                | Verizon Communications Inc 2.99 10/30/2056                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $160608.15    | 0.02%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                        | Verus Securitization Trust 2021-R2 1.12                                                   | CUSIP: 92538DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151376 | PA      | $140473.09    | 0.02%             | 2064-02-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                        | Verus Securitization Trust 2021-R2 1.23                                                   | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173103 | PA      | $160659.47    | 0.02%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP 5.75 04/01/2034                                                        | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152957.14    | 0.02%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                        | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    870000 | PA      | $877156.65    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                  | Vistra Operations Co LLC 6.00 04/15/2034                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    146000 | PA      | $147609.65    | 0.02%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                        | Voya Financial Inc 5.00 09/20/2034                                                        | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287117.03    | 0.03%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                       | Vulcan Materials Co 5.70 12/01/2054                                                       | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    164000 | PA      | $156912.28    | 0.02%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                               | Walmart Inc 4.90 04/28/2035                                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82080.61     | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC/The                                                        | Weir Group PLC/The 5.35 05/06/2030                                                        | CUSIP: 94877DAA2<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    221000 | PA      | $222111.43    | 0.03%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1110000 | NS      | $1090896.01   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.01 04/04/2051                                                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    345000 | PA      | $303747.94    | 0.04%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.39 04/24/2034                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    461000 | PA      | $463030.75    | 0.05%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    212000 | PA      | $214963.23    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                      | Westpac Banking Corp 5.62 11/20/2035                                                      | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $595046.29    | 0.07%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                        | THL Credit Wind River 2013-2 CLO Ltd 6.10                                                 | CUSIP: 97314CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    358783 | PA      | $359145.81    | 0.04%             | 2030-10-18      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                          | Zions Bancorp NA 6.82 11/19/2035                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    501000 | PA      | $494405.80    | 0.06%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (pfd) 8.13% 04/30/2174 Perpetual                                         | CUSIP: D18190PH1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |    200000 | NS      | $198372.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (pfd) 5.13% 07/29/2173 Perpetual                                             | CUSIP: H42097BR7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |    416000 | NS      | $410262.69    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |   1470000 | NS      | $1440489.75   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                             | US 10YR NOTE (CBT)Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -5 | NC      | $-12431.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                       | US 10yr Ultra Fut Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       180 | NC      | $239212.91    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US Long Bond Future                                                  | US LONG BOND(CBT) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        32 | NC      | $-4031.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                           | US ULTRA BOND CBT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        82 | NC      | $-173910.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                          | LONG GILT FUTURE  Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |        14 | NC      | $35456.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                              | US 5YR NOTE (CBT) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        72 | NC      | $64109.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                              | US 2YR NOTE (CBT) Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -158 | NC      | $-196911.31   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| AUST 10Y BOND FUT                                                         | AUST 10Y BOND FUT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | AU        |        80 | NC      | $173168.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                          | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |    400000 | NS      | $405750.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                                                   | Invesco Senior Loan ETF                                                                   | CUSIP: 46138G508<br>LEI: N/A                  | Long             | EC               | RF                | US        |     50913 | NS      | $1054917.36   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                        | NextEra Energy Inc                                                                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111288 | NS      | $7442941.44   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                               | NVIDIA Corp                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    235063 | NS      | $25603061.96  | 3.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                      | Parker-Hannifin Corp                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      4142 | NS      | $2506158.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1739403 | NS      | $1739403.16   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Blackstone Senior Loan ETF                                           | SPDR Blackstone Senior Loan ETF                                                           | CUSIP: 78467V608<br>LEI: 549300ME4SR63Y3TRD06 | Long             | EC               | RF                | US        |     12450 | NS      | $507711.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CAN 10YR BOND FUT                                                         | CAN 10YR BOND FUT Jun25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | CA        |       -28 | NC      | $-10034.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-NQM2                                 | BRAVO Residential Funding Trust 2024-NQM2 6.29                                            | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907735 | PA      | $915481.42    | 0.11%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-CES1                                 | BRAVO Residential Funding Trust 2024-CES1 6.38                                            | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    499173 | PA      | $505141.03    | 0.06%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                   | Bristol-Myers Squibb Co 5.50 02/22/2044                                                   | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152088.47    | 0.02%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.83 04/19/2035                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $157000.79    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.52 11/19/2055                                                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    158000 | PA      | $151046.79    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1                     | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                                | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $758946.60    | 0.09%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                   | Bristol-Myers Squibb Co 5.55 02/22/2054                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    410000 | PA      | $395325.41    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                              | Broadcom Inc 5.20 04/15/2032                                                              | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213500.21    | 0.03%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                                 | Mountain View CLO 2017-2 LLC 6.22                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375900.00    | 0.04%             | 2031-01-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                               | Nationwide Building Society 4.13 10/18/2032                                               | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $243193.54    | 0.03%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                          | Burlington Northern Santa Fe LLC 5.20 04/15/2054                                          | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $151876.47    | 0.02%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BX Trust 2018-GW                                                          | BX Trust 2018-GW 5.42                                                                     | CUSIP: 12433UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492000 | PA      | $490595.68    | 0.06%             | 2035-05-15      | Floating      | 5.42%                 | 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        |   1350000 | PA      | $1228859.91   | 0.14%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                       | New Jersey Turnpike Authority 7.10% 01/01/2041                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     95000 | PA      | $108712.03    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                   | Capital Automotive REIT 4.90                                                              | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746583 | PA      | $745730.10    | 0.09%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                   | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222043.09    | 0.03%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                   | CRH America Finance Inc 5.50 01/09/2035                                                   | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406292.08    | 0.05%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Csmc 2021-Nqm6 Trust                                                      | Csmc 2021-Nqm6 Trust 1.17                                                                 | CUSIP: 12662KAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189931 | PA      | $158146.18    | 0.02%             | 2066-07-25      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                       | City of New York NY 6.27% 12/01/2037                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $102604.13    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                   | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $386591.29    | 0.05%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                           | CVS Health Corp 5.63 02/21/2053                                                           | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108941.57    | 0.01%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                           | CVS Health Corp 6.00 06/01/2044                                                           | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    410000 | PA      | $397428.96    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                       | NextEra Energy Capital Holdings Inc 5.30 03/15/2032                                       | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    290000 | PA      | $296109.76    | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp (pfd) 6.63% 09/26/2173 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |   1250000 | NS      | $1253447.50   | 0.15%             |  |  |  | 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        |    245000 | PA      | $248441.86    | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                                   | CHL Mortgage Pass-Through Trust 2005-17 5.50                                              | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       735 | PA      | $722.17       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California 7.60% 11/01/2040                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $97214.54     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $182959.92    | 0.02%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                               | California State University 2.98% 11/01/2051                                              | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $325629.50    | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                    | Canyon Capital CLO 2017-1 Ltd 6.12                                                        | CUSIP: 13876GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $350910.04    | 0.04%             | 2030-07-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                       | Cardinal Health Inc 5.35 11/15/2034                                                       | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587530.52    | 0.07%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                     | Carlyle Global Market Strategies CLO 2013-1 Ltd 6.78                                      | CUSIP: 14310BAW1<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $450425.03    | 0.05%             | 2030-08-14      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                              | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    495000 | PA      | $491191.75    | 0.06%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                                   | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $146636.51    | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $237294.09    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    157000 | PA      | $155791.05    | 0.02%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                            | CARLYLE US CLO 2021-2 LTD 5.87                                                            | CUSIP: 14316KAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375000 | PA      | $372112.39    | 0.04%             | 2038-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                             | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    585000 | PA      | $558350.33    | 0.07%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                       | Northern Trust Corp 3.38 05/08/2032                                                       | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    754000 | PA      | $729853.75    | 0.09%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                     | Northrop Grumman Corp 5.15 05/01/2040                                                     | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182998.90    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                         | Novant Health Inc 3.17 11/01/2051                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    245000 | PA      | $160682.69    | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                       | OBX 2024-HYB2 Trust 3.68                                                                  | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364060 | PA      | $362896.26    | 0.04%             | 2053-04-25      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    435000 | PA      | $471350.83    | 0.06%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 6.88 07/15/2029                                         | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79563.13     | 0.01%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                   | Port Authority of New York & New Jersey 4.93% 10/01/2051                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46318.01     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-1                                   | Provident Funding Mortgage Trust 2025-1 5.50                                              | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1731434 | PA      | $1737454.22   | 0.20%             | 2055-02-25      | Variable      | 5.50%                 | 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        |   1401603 | PA      | $1402755.56   | 0.17%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                        | Public Service Electric and Gas Co 5.50 03/01/2055                                        | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $369898.66    | 0.04%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                             | RCKT Mortgage Trust 2024-CES2 6.14                                                        | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397768 | PA      | $401411.57    | 0.05%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                             | RCKT Mortgage Trust 2024-CES4 6.15                                                        | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833606 | PA      | $842760.43    | 0.10%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES6                                             | RCKT Mortgage Trust 2024-CES6 5.34% 09/25/2044                                            | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    288715 | PA      | $288890.98    | 0.03%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                             | RCKT Mortgage Trust 2024-CES8 5.49                                                        | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728312 | PA      | $730788.41    | 0.09%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                             | RCKT Mortgage Trust 2024-CES1 6.03                                                        | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642527 | PA      | $646234.79    | 0.08%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                             | RCKT Mortgage Trust 2024-CES3 6.59                                                        | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281622 | PA      | $286007.87    | 0.03%             | 2044-05-25      | Variable      | 6.59%                 | 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        |    369646 | PA      | $369952.19    | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                                | Rate Mortgage Trust 205-J1 5.50                                                           | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414778 | PA      | $417113.40    | 0.05%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J1                                               | Rate Mortgage Trust 2024-J1 6.00                                                          | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597117 | PA      | $601177.57    | 0.07%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                        | Ready Capital Mortgage Financing 2023-FL12 LLC 6.66                                       | CUSIP: 75575AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100161 | PA      | $99795.38     | 0.01%             | 2038-05-25      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                          | Reinsurance Group of America Inc 6.65 09/15/2055                                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121433.96    | 0.01%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                 | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    316000 | PA      | $312118.89    | 0.04%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 6.00% 09/30/2173 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |   1120000 | NS      | $1115901.02   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    692000 | NS      | $668994.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 7.13 03/15/2026                                                      | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    207000 | PA      | $208979.96    | 0.02%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                       | Sprint Capital Corp 6.88 11/15/2028                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    291000 | PA      | $311330.33    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                   | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    675000 | PA      | $664681.69    | 0.08%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                                  | Chase Home Lending Mortgage Trust 2024-8 5.50                                             | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    759982 | PA      | $759751.23    | 0.09%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                                 | Chase Home Lending Mortgage Trust 2024-10 6.00                                            | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |   1062633 | PA      | $1073228.42   | 0.13%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                  | Chase Home Lending Mortgage Trust 2024-9 5.50                                             | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1135607 | PA      | $1138035.76   | 0.13%             | 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        |    487437 | PA      | $487825.84    | 0.06%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                           | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                      | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    385516 | PA      | $389412.17    | 0.05%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                           | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                      | CUSIP: 161931AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    617394 | PA      | $623147.25    | 0.07%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                       | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    385000 | PA      | $381426.85    | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                       | Chile Government International Bond 5.33 01/05/2054                                       | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    170000 | PA      | $158483.35    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                | Cisco Systems Inc 4.75 02/24/2030                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    392000 | PA      | $401503.13    | 0.05%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    257000 | PA      | $253358.28    | 0.03%             | 2055-02-24      | Fixed         | 5.50%                 | 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        |    952965 | PA      | $963324.11    | 0.11%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 4.41 03/31/2031                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117852.40    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc (pfd) 4.00% 03/10/2174 Perpetual                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    437000 | NS      | $428436.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc (pfd) 3.88% 05/18/2173 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    845000 | NS      | $823923.55    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219952.85    | 0.03%             | 2056-03-04      | Variable      | 5.61%                 | 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        |   1598013 | PA      | $1599980.37   | 0.19%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                              | Citizens Financial Group Inc (pfd) 5.65% 10/06/2173 Perpetual                             | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    375000 | NS      | $373116.23    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                       | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $382514.91    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                              | Comcast Corp 5.65 06/01/2054                                                              | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    505000 | PA      | $487962.26    | 0.06%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                              | Comerica Inc (pfd) 5.63% 10/01/2173 Perpetual                                             | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |    830000 | NS      | $825112.13    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                    | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    144000 | PA      | $133827.18    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 5.75 01/15/2034                                                  | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173423.60    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 6.38 09/15/2054                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    263000 | PA      | $254036.25    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 2.5 5/25 MBS 30yr                                                                    | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2731000 | PA      | $2327961.12   | 0.27%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 5 5/25 MBS 30yr                                                                      | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1503000 | PA      | $1474684.52   | 0.17%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 5.5 5/25 MBS 30yr                                                                    | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636000 | PA      | $1635635.68   | 0.19%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                             | DI Issuer LLC 3.72                                                                        | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748776 | PA      | $1661404.68   | 0.20%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                             | DR Horton Inc 4.85 10/15/2030                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    251000 | PA      | $252201.28    | 0.03%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S 5.71 03/01/2030                                                           | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    215000 | PA      | $221871.28    | 0.03%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A                                                          | DBSG 2024-ALTA A 6.14                                                                     | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $563431.18    | 0.07%             | 2037-06-10      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                         | Dell International LLC / EMC Corp 5.30 04/01/2032                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    168000 | PA      | $168458.04    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (pfd) 6.00% 04/30/2174 Perpetual                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |    400000 | NS      | $392734.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                    | Diamondback Energy Inc 6.25 03/15/2033                                                    | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    320000 | PA      | $334344.44    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                       | Dominion Energy Inc 4.90 08/01/2041                                                       | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400359.78    | 0.05%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.00 08/15/2052                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    230000 | PA      | $196926.84    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.80 06/15/2054                                                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    405000 | PA      | $388553.34    | 0.05%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $347226.22    | 0.04%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 5.35 03/15/2053                                                  | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112237.23    | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    324000 | PA      | $326633.26    | 0.04%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193499.46    | 0.02%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                         | Duke University Health System Inc 3.92 06/01/2047                                         | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $125107.64    | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC 5.95 11/15/2052                                                   | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227990.64    | 0.03%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    307000 | PA      | $289375.44    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    520000 | PA      | $514159.18    | 0.06%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102998.80    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    158000 | PA      | $148896.45    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                            | EFMT 2025-CES2 5.66                                                                       | CUSIP: 28225GAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898246 | PA      | $905604.02    | 0.11%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA 6.38 01/13/2055                                                  | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $346543.33    | 0.04%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd                                                           | Elmwood CLO 24 Ltd 5.88                                                                   | CUSIP: 290020AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1638450.50   | 0.19%             | 2038-01-17      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd                                                        | Elmwood CLO 37 Ltd 5.99                                                                   | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $829295.36    | 0.10%             | 2038-01-17      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                              | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    535000 | PA      | $525192.86    | 0.06%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP 6.13 12/15/2045                                                        | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $321899.98    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP 6.55 12/01/2033                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    601000 | PA      | $633067.20    | 0.07%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA 5.88 04/10/2054                                                                  | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $496333.91    | 0.06%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                     | Enterprise Fleet Financing 2024-1 LLC 5.23                                                | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548786 | PA      | $553236.70    | 0.07%             | 2030-03-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                   | Essential Properties LP 2.95 07/15/2031                                                   | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    166000 | PA      | $143263.45    | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                         | Expedia Group Inc 5.40 02/15/2035                                                         | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $379221.71    | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                    | FS Commercial Mortgage Trust 2023-4SZN 7.07                                               | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $782763.67    | 0.09%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                             | Fannie Mae Connecticut Avenue Securities 7.47                                             | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    110000 | PA      | $111326.67    | 0.01%             | 2029-10-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1038303 | PA      | $906029.86    | 0.11%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1521673 | PA      | $1322494.49   | 0.16%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2119129 | PA      | $2033103.53   | 0.24%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    846837 | PA      | $769353.74    | 0.09%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    266203 | PA      | $242676.56    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.00                                                                     | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    548478 | PA      | $544038.84    | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1389065 | PA      | $1416019.76   | 0.17%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1647959 | PA      | $1512782.26   | 0.18%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    739490 | PA      | $708934.33    | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1599736 | PA      | $1339219.82   | 0.16%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    793521 | PA      | $668546.16    | 0.08%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    907884 | PA      | $853543.17    | 0.10%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1050741 | PA      | $957446.41    | 0.11%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1497584 | PA      | $1435593.03   | 0.17%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1747170 | PA      | $1470441.51   | 0.17%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    662504 | PA      | $579039.16    | 0.07%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1469803 | PA      | $1177467.53   | 0.14%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    880885 | PA      | $773563.58    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1362875 | PA      | $1273401.03   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2952029 | PA      | $2775333.50   | 0.33%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2591047 | PA      | $2639101.12   | 0.31%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.50                                                                     | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    419172 | PA      | $421384.80    | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1456489 | PA      | $1337849.98   | 0.16%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                           | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                           | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $796737.65    | 0.09%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association 6.63 11/15/2030                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400000 | PA      | $454372.10    | 0.05%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association 0.88 08/05/2030                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1900000 | PA      | $1628917.90   | 0.19%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | Federal National Mortgage Association 0.75 10/08/2027                                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1867381.36   | 0.22%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 2.00                                                                    | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7686298 | PA      | $986437.91    | 0.12%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    115594 | PA      | $114339.13    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    512315 | PA      | $480074.63    | 0.06%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.18                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     77037 | PA      | $75687.70     | 0.01%             | 2047-03-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.10                                                                      | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     44589 | PA      | $43751.55     | 0.01%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    109401 | PA      | $96452.91     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1727278 | PA      | $1517813.11   | 0.18%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    537537 | PA      | $505366.07    | 0.06%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    651300 | PA      | $630108.38    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2150055 | PA      | $2112669.00   | 0.25%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2588237 | PA      | $2544041.96   | 0.30%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2417964 | PA      | $2423674.29   | 0.29%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2055309 | PA      | $2129097.36   | 0.25%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    397053 | PA      | $400276.65    | 0.05%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1354272 | PA      | $1388019.57   | 0.16%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2052227 | PA      | $2091038.85   | 0.25%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3466798 | PA      | $3469028.34   | 0.41%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1690233 | PA      | $1721052.72   | 0.20%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    647201 | PA      | $595777.58    | 0.07%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    966512 | PA      | $814915.63    | 0.10%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2570099 | PA      | $2066222.71   | 0.24%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1217901 | PA      | $1142743.90   | 0.13%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    661755 | PA      | $598139.70    | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1024441 | PA      | $905739.86    | 0.11%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    367318 | PA      | $344043.13    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    446301 | PA      | $394587.57    | 0.05%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1718715 | PA      | $1506331.27   | 0.18%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    409914 | PA      | $359262.34    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 6.09 10/23/2029                                                       | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    789000 | PA      | $829508.46    | 0.10%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.34 01/23/2035                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211836.04    | 0.02%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.77 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    694000 | PA      | $719582.61    | 0.08%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.29 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290575.75    | 0.03%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                            | MF1 2021-FL7 Ltd 5.88                                                                     | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1057399.78   | 0.12%             | 2036-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                       | MFA 2024-NQM1 Trust 6.58                                                                  | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650017 | PA      | $657486.93    | 0.08%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                      | MIRA Trust 2023-MILE 6.75                                                                 | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $800768.49    | 0.09%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                 | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2173 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |    647000 | NS      | $644383.47    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Lxviii Ltd                                           | Madison Park Funding Lxviii Ltd 6.10                                                      | CUSIP: 55822XAG2<br>LEI: 213800XCOFXF5X7M9P78 | Long             | ABS-CBDO         | CORP              | US        |    843000 | PA      | $828240.59    | 0.10%             | 2038-01-20      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    213000 | PA      | $207344.54    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                         | Magnetite Xli Ltd 6.09                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $392392.84    | 0.05%             | 2038-01-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 3.88 04/01/2039                                                                  | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    109000 | PA      | $94044.55     | 0.01%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    528000 | PA      | $530295.83    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $313048.51    | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                               | MetLife Inc                                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     51069 | NS      | $3849070.53   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                                            | Microsoft Corp                                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    100743 | NS      | $39819678.18  | 4.68%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                               | MongoDB Inc                                                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      6605 | NS      | $1137182.85   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     50690 | NS      | $5850639.80   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                    | Motorola Solutions Inc                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     10743 | NS      | $4731109.77   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                               | Netflix Inc                                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3238 | NS      | $3664509.36   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.50 03/13/2027                                                       | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    610000 | PA      | $596388.83    | 0.07%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1197000 | PA      | $1107151.50   | 0.13%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.49 01/23/2027                                                       | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    374000 | PA      | $365671.28    | 0.04%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 3.15 08/15/2030                                         | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     61000 | PA      | $52193.49     | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                              | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   1250000 | NS      | $1230611.75   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                        | Ingersoll Rand Inc 5.70 08/14/2033                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    197000 | PA      | $202572.14    | 0.02%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 3.90 03/25/2030                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    575000 | PA      | $549082.72    | 0.06%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.70 02/10/2053                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205072.46    | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272824.17    | 0.03%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $189872.02    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA (pfd) 7.70% 03/17/2174 Perpetual                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EP               | CORP              | IT        |    555000 | NS      | $558114.79    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 3.88 07/14/2027                                                       | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $393887.49    | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                 | IQVIA Inc 6.25 02/01/2029                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    442000 | PA      | $459698.12    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust 2020-3 3.50                                                      | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143801 | PA      | $129295.84    | 0.02%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-2                                    | JP Morgan Mortgage Trust Series 2025-2 6.00                                               | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1347307 | PA      | $1361373.80   | 0.16%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.10 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    549000 | PA      | $559083.52    | 0.07%             | 2031-04-22      | Variable      | 5.10%                 | 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        |    954158 | PA      | $954616.23    | 0.11%             | 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        |    725318 | PA      | $725605.91    | 0.09%             | 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        |    867009 | PA      | $878613.67    | 0.10%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                    | JP Morgan Mortgage Trust Series 2024-5 6.00                                               | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    824106 | PA      | $827520.74    | 0.10%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                          | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1503784 | PA      | $1519048.04   | 0.18%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                          | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632365 | PA      | $637368.18    | 0.07%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                  | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group 5.95 04/20/2035                  | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $314174.06    | 0.04%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $140513.04    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                 | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    258000 | PA      | $264945.51    | 0.03%             | 2030-07-30      | Fixed         | 5.35%                 | 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        |    280000 | PA      | $216828.95    | 0.03%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                          | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    568000 | PA      | $429408.83    | 0.05%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                      | Kraft Heinz Foods Co 5.00 06/04/2042                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    295000 | PA      | $267247.04    | 0.03%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                      | Kyndryl Holdings Inc 3.15 10/15/2031                                                      | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    580000 | PA      | $509316.70    | 0.06%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                      | Kyndryl Holdings Inc 4.10 10/15/2041                                                      | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    201000 | PA      | $151620.45    | 0.02%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                          | LPL Holdings Inc 5.15 06/15/2030                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    720000 | PA      | $722635.26    | 0.09%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $709045.65    | 0.08%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                      | LXP Industrial Trust 6.75 11/15/2028                                                      | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    172000 | PA      | $182929.78    | 0.02%             | 2028-11-15      | Fixed         | 6.75%                 | 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        |    310000 | PA      | $292877.46    | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    824458 | PA      | $816223.59    | 0.10%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                     | Lincoln National Corp 7.00 06/15/2040                                                     | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    330000 | PA      | $365078.48    | 0.04%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   1285000 | NS      | $1284259.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                             | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     40000 | NS      | $38837.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 Trust                                                       | MFA 2021-INV2 Trust 2.26                                                                  | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    547002 | PA      | $488384.73    | 0.06%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QFFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1804987 | PA      | $1510925.71   | 0.18%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2231220 | PA      | $1880407.54   | 0.22%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                               | PepsiCo Inc                                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     31137 | NS      | $4221554.46   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                   | Procter & Gamble Co/The                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     40998 | NS      | $6665044.86   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QGE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1225926 | PA      | $1021135.81   | 0.12%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1512799 | PA      | $1386452.17   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                      | Progressive Corp/The                                                                      | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11045 | NS      | $3111818.30   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                              | Prologis Inc                                                                              | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     45223 | NS      | $4621790.60   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                    | Regions Financial Corp                                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    204917 | NS      | $4182355.97   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                            | S&P Global Inc                                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     11833 | NS      | $5917091.65   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                   | SBA Communications Corp                                                                   | CUSIP: 78410G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2109 | NS      | $513330.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                                                  | Saia Inc                                                                                  | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |       574 | NS      | $140056.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1749747 | PA      | $1634794.14   | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1815875 | PA      | $1646506.14   | 0.19%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    978920 | PA      | $857946.77    | 0.10%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1180804 | PA      | $1007575.58   | 0.12%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                        | Salesforce Inc                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     10215 | NS      | $2744872.65   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                                                           | Schlumberger NV                                                                           | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    136410 | NS      | $4535632.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                            | ServiceNow Inc                                                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2081 | NS      | $1987375.81   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                 | Block Inc                                                                                 | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     23934 | NS      | $1399420.98   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                                | Sysco Corp                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     55093 | NS      | $3933640.20   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                           | TJX Cos Inc/The                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     46722 | NS      | $6012186.96   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                 | Tesla Inc                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     24717 | NS      | $6974148.72   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                              | Thermo Fisher Scientific Inc                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      7753 | NS      | $3326037.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463372 | PA      | $412071.36    | 0.05%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1226931 | PA      | $1090225.73   | 0.13%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.00                                                                   | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3876812 | PA      | $3166182.30   | 0.37%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    802192 | PA      | $733315.50    | 0.09%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                         | Tractor Supply Co                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     67769 | NS      | $3430466.78   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                     | Uber Technologies Inc                                                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     38111 | NS      | $3087372.11   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                        | Union Pacific Corp                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     15601 | NS      | $3364511.66   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                        | United Rentals Inc                                                                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3324 | NS      | $2098939.80   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     18142 | NS      | $7464344.48   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                                | Verizon Communications Inc                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     85580 | NS      | $3770654.80   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                | Vertex Pharmaceuticals Inc                                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6099 | NS      | $3107440.50   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                  | Visa Inc                                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     14845 | NS      | $5128947.50   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1149115 | PA      | $1018835.97   | 0.12%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3145254 | PA      | $2941686.20   | 0.35%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2972723 | PA      | $2864688.04   | 0.34%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2438442 | PA      | $2349824.91   | 0.28%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                     | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                     | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199622.26    | 0.02%             | 2026-04-15      | Fixed         | 5.38%                 | 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        |    646000 | PA      | $715748.72    | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1671527 | PA      | $1401001.99   | 0.16%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 6.25 05/06/2029                                                         | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457942.82    | 0.05%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                               | Workday Inc                                                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     14200 | NS      | $3479000.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                              | Xylem Inc/NY                                                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     33173 | NS      | $3999668.61   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 6.50 05/06/2034                                                         | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210028.07    | 0.02%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                              | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                         | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    508685 | PA      | $512947.71    | 0.06%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| YETI Holdings Inc                                                         | YETI Holdings Inc                                                                         | CUSIP: 98585X104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30015 | NS      | $856928.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                                                                | Zoetis Inc                                                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     23901 | NS      | $3738116.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                           | ASML Holding NV                                                                           | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      4041 | NS      | $2705214.66   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                          | Novo Nordisk A/S                                                                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |     30884 | NS      | $2064950.91   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ1                              | GS Mortgage-Backed Securities Trust 2024-PJ1 6.00                                         | CUSIP: 36268VAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1086502 | PA      | $1096284.43   | 0.13%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ4                              | GS Mortgage-Backed Securities Trust 2023-PJ4 6.00                                         | CUSIP: 36270XAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484643 | PA      | $488952.61    | 0.06%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                             | Accenture PLC                                                                             | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     16025 | NS      | $4793878.75   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                            | Eaton Corp PLC                                                                            | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     12184 | NS      | $3586604.08   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                      | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626328 | PA      | $629531.39    | 0.07%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 5.60 06/18/2031                                           | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $298894.61    | 0.04%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC 5.89 04/04/2054                                                      | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217176.21    | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC 5.19 04/01/2030                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607706.72    | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                  | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $564801.20    | 0.07%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                         | GoldenTree Loan Management US CLO 23 Ltd 6.03                                             | CUSIP: 38139KAJ8<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $831964.79    | 0.10%             | 2039-01-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                        | Johnson Controls International plc                                                        | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     72624 | NS      | $6093153.60   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                 | Linde PLC                                                                                 | CUSIP: G54950103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12412 | NS      | $5625490.76   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $668589.13    | 0.08%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 5.85 04/25/2035                                               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278492.40    | 0.03%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    193000 | PA      | $192589.19    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 5.56 11/19/2045                                               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $293585.49    | 0.03%             | 2045-11-19      | Variable      | 5.56%                 | 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      | $305771.62    | 0.04%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                           | Goodgreen 2020-1 Trust 2.63                                                               | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487574 | PA      | $410712.26    | 0.05%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                          | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    252422 | PA      | $235088.26    | 0.03%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                            | Greensaif Pipelines Bidco Sarl 5.85 02/23/2036                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    786000 | PA      | $792134.73    | 0.09%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 5.25 03/01/2030                                                                   | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    276000 | PA      | $280804.30    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 6.20 03/01/2055                                                                   | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127519.51    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                         | HSBC Holdings PLC 4.58 06/19/2029                                                         | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $423798.86    | 0.05%             | 2029-06-19      | Variable      | 4.58%                 | 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        |    284000 | PA      | $288198.24    | 0.03%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159939.63    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                             | Hewlett Packard Enterprise Co 4.85 10/15/2031                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291546.00    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                        | Home Depot Inc/The 5.30 06/25/2054                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    252000 | PA      | $239507.75    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                       | Hotwire Funding LLC 5.89                                                                  | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $608644.38    | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                        | City of Houston TX 3.96% 03/01/2047                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $100540.63    | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                | Humana Inc 5.75 04/15/2054                                                                | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    221000 | PA      | $202893.59    | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                         | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    322000 | PA      | $322812.48    | 0.04%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    117000 | PA      | $122240.02    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    301000 | PA      | $300769.05    | 0.04%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    184000 | PA      | $181502.22    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                             | Martin Marietta Materials Inc 5.15 12/01/2034                                             | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    367000 | PA      | $365208.71    | 0.04%             | 2034-12-01      | Fixed         | 5.15%                 | 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        |    428000 | PA      | $431810.48    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                       | Meritage Homes Corp 5.65 03/15/2035                                                       | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    252000 | PA      | $246065.40    | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                               | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198116.46    | 0.02%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                 | Michigan Strategic Fund 3.23% 09/01/2047                                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $426058.47    | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                     | Micron Technology Inc 5.30 01/15/2031                                                     | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    620000 | PA      | $623051.96    | 0.07%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                     | MidAmerican Energy Co 5.85 09/15/2054                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    980000 | PA      | $992252.55    | 0.12%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1083141 | PA      | $1087418.78   | 0.13%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                              | Missouri Highway & Transportation Commission 5.45% 05/01/2033                             | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $132796.46    | 0.02%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.16 04/20/2029                                                            | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    271000 | PA      | $275966.36    | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 6.41 11/01/2029                                                            | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180034.87    | 0.02%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 6.63 11/01/2034                                                            | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $827469.81    | 0.10%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 Trust                                                       | OBX 2024-NQM7 Trust 6.24                                                                  | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    325240 | PA      | $328290.28    | 0.04%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                                           | Oaktree CLO 2024-28 Ltd 6.23                                                              | CUSIP: 67403HAE4<br>LEI: 25490021ZJ1HSWSNGR97 | Long             | ABS-CBDO         | CORP              | US        |   1125000 | PA      | $1112859.68   | 0.13%             | 2038-01-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 Trust                                                       | OBX 2024-HYB1 Trust 3.66                                                                  | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222910 | PA      | $218591.88    | 0.03%             | 2053-03-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                 | Occidental Petroleum Corp 6.45 09/15/2036                                                 | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146278.32    | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                 | Occidental Petroleum Corp 5.38 01/01/2032                                                 | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    216000 | PA      | $205667.70    | 0.02%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                            | Octagon Investment Partners XV Ltd 6.03                                                   | CUSIP: 67590EBJ2<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $701959.93    | 0.08%             | 2030-07-19      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                 | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $239610.03    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181714.49    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 3.60 04/01/2040                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    677000 | PA      | $528082.06    | 0.06%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    245000 | PA      | $217627.53    | 0.03%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 5.25 02/03/2032                                                               | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    388000 | PA      | $393552.09    | 0.05%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 6.00 08/03/2055                                                               | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    280000 | PA      | $272614.01    | 0.03%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 2.88 06/11/2028                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    275000 | PA      | $250944.60    | 0.03%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    263000 | PA      | $261141.73    | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                                | PK Alift Loan Funding 3 LP 5.84                                                           | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    602179 | PA      | $610696.92    | 0.07%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                            | PECO Energy Co 4.38 08/15/2052                                                            | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    340000 | PA      | $278710.40    | 0.03%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                               | Pacific Gas and Electric Co 4.20 06/01/2041                                               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $119855.05    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                            | Palmer Square Loan Funding 2025-1 Ltd 5.52                                                | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501400.05    | 0.06%             | 2033-02-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                      | Panama Government International Bond 6.88 01/31/2036                                      | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    580000 | PA      | $561828.52    | 0.07%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                               | Paychex Inc 5.10 04/15/2030                                                               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307638.05    | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                               | Paychex Inc 5.35 04/15/2032                                                               | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    401000 | PA      | $407491.39    | 0.05%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                       | PayPal Holdings Inc 5.10 04/01/2035                                                       | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    465000 | PA      | $463142.27    | 0.05%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                     | Pepperdine University 3.30 12/01/2059                                                     | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $222648.95    | 0.03%             | 2059-12-01      | Fixed         | 3.30%                 | 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        |    578000 | PA      | $579989.99    | 0.07%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada 5.15 02/04/2031                                                      | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    588000 | PA      | $598527.63    | 0.07%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                          | SCF Equipment Leasing 2024-1 LLC 5.56                                                     | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $307709.10    | 0.04%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                          | SCF Equipment Leasing 2024-1 LLC 5.82                                                     | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $154133.52    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                              | SM Energy Co 6.75 09/15/2026                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $262829.68    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                                | Sofi Mortgage Trust 2016-1 3.00                                                           | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34008 | PA      | $30419.78     | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                                  | SWCH Commercial Mortgage Trust 2025-DATA 5.76                                             | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213000 | PA      | $1194098.79   | 0.14%             | 2042-03-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust 2024-CES1                         | Saluda Grade Alternative Mortgage Trust 2024-CES1 6.31                                    | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813747 | PA      | $820989.51    | 0.10%             | 2054-03-25      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                       | Saudi Government International Bond 5.38 01/13/2031                                       | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    900000 | PA      | $926934.75    | 0.11%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The (pfd) 5.38% 09/01/2173 Perpetual                                  | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    145000 | NS      | $144882.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The (pfd) 4.00% 06/01/2173 Perpetual                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    720000 | NS      | $698139.72    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The (pfd) 5.00% 06/01/2173 Perpetual                                  | CUSIP: 808513CB9<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |    740000 | NS      | $723637.56    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                   | Charles Schwab Corp/The 6.14 08/24/2034                                                   | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $191379.53    | 0.02%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $174989.06    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    720000 | NS      | $712211.90    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-6                                             | Sequoia Mortgage Trust 2024-6 6.00                                                        | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890246 | PA      | $895224.82    | 0.11%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                             | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    489798 | PA      | $489969.87    | 0.06%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                            | Sequoia Mortgage Trust 2024-10 5.50                                                       | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566501 | PA      | $566727.26    | 0.07%             | 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        |    437925 | PA      | $437906.06    | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd                                                        | Shackleton 2017-XI Clo Ltd 6.23                                                           | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $902529.00    | 0.11%             | 2030-08-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                      | Shell Finance US Inc 4.38 05/11/2045                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $150585.61    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                      | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $341069.06    | 0.04%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                           | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                      | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74656 | PA      | $72939.79     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                         | State Street Corp 5.75 11/04/2026                                                         | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271445.74    | 0.03%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                        | Subway Funding LLC 6.03                                                                   | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186040 | PA      | $1202074.79   | 0.14%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                     | Switch ABS Issuer LLC 5.44                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $521983.77    | 0.06%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                              | Synopsys Inc 5.00 04/01/2032                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    670000 | PA      | $674999.86    | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                              | Synopsys Inc 5.70 04/01/2055                                                              | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    264000 | PA      | $255386.38    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                              | Tapestry Inc 5.50 03/11/2035                                                              | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    461000 | PA      | $449204.33    | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    134000 | PA      | $132994.49    | 0.02%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 6.25 02/01/2027                                                     | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325086.71    | 0.04%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                             | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $186866.54    | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | 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        |    901000 | PA      | $933512.59    | 0.11%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                          | Towd Point Mortgage Trust 2024-1 4.77                                                     | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070267 | PA      | $1086622.91   | 0.13%             | 2064-03-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES3                                       | Towd Point Mortgage Trust 2024-CES3 6.29                                                  | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625100 | PA      | $632852.85    | 0.07%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    260000 | PA      | $241225.27    | 0.03%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 7.70 01/23/2032                                                           | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    205000 | PA      | $209655.35    | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                         | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $214284.95    | 0.03%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                           | United Nations Development Corp 6.54% 08/01/2055                                          | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $57117.44     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                             | MARKIT CDX.NA.IG.44 06/30                                                                 | CUSIP: SP2D08925<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   5410000 | OU      | $86074.59     | 0.01%             | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-26

**Name of Applicant:** American Century Mutual Funds, Inc.

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer