# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-25-302540
**Filing Date:** 2025-11
**Character Count:** 179746
**Document Hash:** 3e63ec8b5d25b7e6ea1d829b6666f99f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-302540.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001193125-25-302540

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 251535818

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

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

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

## Series and Classes Contracts Data

### SHORT DURATION STRATEGIC INCOME FUND (Series ID: S000046093)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000144162 | INVESTOR CLASS | ASDVX           |
| C000144163 | R5 CLASS       | ASDJX           |
| C000144164 | A CLASS        | ASADX           |
| C000144165 | C CLASS        | ASCDX           |
| C000144166 | R CLASS        | ASDRX           |
| C000144167 | R6 CLASS       | ASXDX           |
| C000189693 | I CLASS        | ASDHX           |
| C000189694 | Y CLASS        | ASYDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Short Duration Strategic Income Fund

- **b. EDGAR series identifier (if any):** S000046093

- **c. LEI of Series:** 549300QPYXNQEHM2HI70

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $782629345.12

**Total Liabilities:** $19080468.92

**Net Assets:** $763548876.20

**Cash Not Reported:** $0.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1093.000000000000 | **1-Year:** 19570.000000000000 | **5-Year:** 41060.000000000000 | **10-Year:** 11572.000000000000 | **30-Year:** 47799.000000000000

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

- **3-Month:** 169.000000000000 | **1-Year:** 6866.000000000000 | **5-Year:** 5495.000000000000 | **10-Year:** 3170.000000000000 | **30-Year:** 11558.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144162 | 0.06%                | 0.97%                | 0.40%                |
| Class ID C000144163 | 0.19%                | 0.99%                | 0.42%                |
| Class ID C000144164 | 0.15%                | 0.95%                | 0.38%                |
| Class ID C000144165 | 0.09%                | 0.88%                | 0.32%                |
| Class ID C000144166 | 0.13%                | 0.93%                | 0.36%                |
| Class ID C000144167 | 0.20%                | 0.99%                | 0.31%                |
| Class ID C000189693 | 0.18%                | 0.98%                | 0.41%                |
| Class ID C000189694 | 0.19%                | 0.99%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $759107.17               | $-1935469.20                               |
| Month 2  | $663639.32               | $3048916.81                                |
| Month 3  | $704111.62               | $-487576.58                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK N.A.                                                         | SOLD CAD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $7608.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 6.16                                                             | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860060 | PA      | $2886231.38   | 0.38%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-6                                     | J.P. Morgan Mortgage Trust 2023-6 6.00                                                    | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1520188 | PA      | $1539554.87   | 0.20%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.51 10/22/2028                                                       | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    544000 | PA      | $548797.26    | 0.07%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                    | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3193913 | PA      | $3231498.63   | 0.42%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-1                                     | J.P. Morgan Mortgage Trust 2024-1 6.00                                                    | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2115129 | PA      | $2136218.80   | 0.28%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-6                                | JP Morgan Mortgage Trust Series 2024-6 6.00                                               | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630014 | PA      | $633831.82    | 0.08%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                | JP Morgan Mortgage Trust Series 2024-8 5.50                                               | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1313625 | PA      | $1319177.30   | 0.17%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                | JP Morgan Mortgage Trust Series 2024-8 5.50                                               | CUSIP: 46658GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1136230 | PA      | $1139529.60   | 0.15%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452208 | PA      | $1458768.29   | 0.19%             | 2055-03-25      | Variable      | 5.50%                 | 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        |   2085203 | PA      | $2104005.88   | 0.28%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                             | JP Morgan Mortgage Trust Series 2025-CCM2 6.00                                            | CUSIP: 46659EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3900707 | PA      | $3961354.06   | 0.52%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                       | Jersey Central Power & Light Co 4.15 01/15/2029                                           | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1900376.43   | 0.25%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KBC Group NV                                                          | KBC Group NV 4.45 09/23/2031                                                              | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   2528000 | PA      | $2515579.18   | 0.33%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                         | KKR CLO 10 Ltd 6.00                                                                       | CUSIP: 48250GAS9<br>LEI: 549300N7FISC1W1QKR21 | Long             | ABS-CBDO         | CORP              | US        |    165459 | PA      | $165423.96    | 0.02%             | 2029-09-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 4.25 08/15/2029                                                          | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2655071.81   | 0.35%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 3.05 02/15/2030                                                          | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    455000 | PA      | $420230.98    | 0.06%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                  | Kyndryl Holdings Inc 2.70 10/15/2028                                                      | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2369107.30   | 0.31%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                                  | Lmrk Issuer Co 2 LLC 5.52                                                                 | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |   2671000 | PA      | $2687744.50   | 0.35%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2399439.69   | 0.31%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                      | Lamar Media Corp 3.75 02/15/2028                                                          | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1882929.81   | 0.25%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                               | Latam Airlines Group SA 7.88 04/15/2030                                                   | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    465000 | PA      | $484390.50    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | 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        |   2795000 | PA      | $2745815.97   | 0.36%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                          | Life 2021-BMR Mortgage Trust 5.66                                                         | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180500 | PA      | $2167549.79   | 0.28%             | 2038-03-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                                 | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   1487000 | NS      | $1510948.14   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                         | Lyra Music Assets Delaware LP 5.76                                                        | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   2483436 | PA      | $2521800.81   | 0.33%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                         | Lyra Music Assets Delaware LP 5.60                                                        | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   1435000 | PA      | $1452870.92   | 0.19%             | 2065-09-20      | Fixed         | 5.60%                 | 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        |     73000 | NS      | $73108.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                   | MFA 2023-NQM3 Trust 6.62                                                                  | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1728139 | PA      | $1745854.05   | 0.23%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                   | MFA 2024-NQM1 Trust 6.83                                                                  | CUSIP: 55286VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919636 | PA      | $933810.15    | 0.12%             | 2069-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                       | MPT Operating Partnership LP / MPT Finance Corp 8.50 02/15/2032                           | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1438681.43   | 0.19%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                             | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |   3537000 | NS      | $3596559.54   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $2064955.20   | 0.27%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                            | Mattel Inc 5.88 12/15/2027                                                                | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2275257.30   | 0.30%             | 2027-12-15      | Fixed         | 5.88%                 | 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        |   1888000 | PA      | $1938324.00   | 0.25%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mexico City Airport Trust                                             | Mexico City Airport Trust 3.88 04/30/2028                                                 | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2802000 | PA      | $2741574.87   | 0.36%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                 | Mission Lane Credit Card Master Trust 5.41                                                | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2293000 | PA      | $2300986.52   | 0.30%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                | Morgan Stanley Bank NA 5.02 01/12/2029                                                    | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4040000 | PA      | $4113266.98   | 0.54%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                | Morgan Stanley Capital I Trust 2018-L1 3.00                                               | CUSIP: 61691QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769000 | PA      | $639437.03    | 0.08%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 4.99 04/12/2029                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    968000 | PA      | $987451.08    | 0.13%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                | Morgan Stanley Capital I Trust 2018-H3 3.00                                               | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437000 | PA      | $365136.09    | 0.05%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                        | Morgan Stanley Private Bank NA 4.73 07/18/2031                                            | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    485000 | PA      | $492477.54    | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                 | Morgan Stanley Residential Mortgage Loan Trust 2024-3 6.00                                | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918741 | PA      | $925295.30    | 0.12%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1              | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1 6.14                             | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3053984 | PA      | $3087995.14   | 0.40%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                        | Mosaic Solar Loan Trust 2023-2 5.36                                                       | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    953330 | PA      | $914332.85    | 0.12%             | 2053-09-22      | Fixed         | 5.36%                 | 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        |   3566000 | PA      | $3498542.69   | 0.46%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                             | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   3510000 | NS      | $3880985.94   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                | UBS Commercial Mortgage Trust 2018-C14 5.10                                               | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1874880.55   | 0.25%             | 2051-12-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                | UBS Commercial Mortgage Trust 2018-C15 5.31                                               | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $347004.25    | 0.05%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                      | UWM Holdings LLC 6.25 03/15/2031                                                          | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $632372.60    | 0.08%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                         | UniCredit SpA 5.86 06/19/2032                                                             | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1458000 | PA      | $1481077.12   | 0.19%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                   | United Airlines Inc 4.38 04/15/2026                                                       | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2103577.25   | 0.28%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024-CES1                            | Vista Point Securitization Trust 2024-CES1 6.68                                           | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1452611 | PA      | $1471489.05   | 0.19%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                               | Volkswagen Group of America Finance LLC 4.90 08/14/2026                                   | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155648.50   | 0.15%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                     | Vornado Realty LP 2.15 06/01/2026                                                         | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3200919.84   | 0.42%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                  | WB Commercial Mortgage Trust 2024-HQ 6.13                                                 | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939000 | PA      | $1943990.40   | 0.25%             | 2040-03-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 4.90 01/24/2028                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1534162.02   | 0.20%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 4.97 04/23/2029                                                          | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1493102.73   | 0.20%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                        | Wells Fargo Commercial Mortgage Trust 2017-C41 2.60                                       | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $330023.99    | 0.04%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                        | Wells Fargo Commercial Mortgage Trust 2020-C55 2.50                                       | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $313564.92    | 0.04%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                  | Western Digital Corp 2.85 02/01/2029                                                      | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1293391.13   | 0.17%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wireless PropCo Funding LLC                                           | Wireless PropCo Funding LLC 4.07                                                          | CUSIP: 97655EAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110265 | PA      | $1075435.43   | 0.14%             | 2055-06-25      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                      | Zions Bancorp NA 4.70 08/18/2028                                                          | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3801000 | PA      | $3813754.48   | 0.50%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                 | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   1600000 | NS      | $1576334.18   | 0.21%             |  |  |  | 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        |   3853000 | NS      | $3831290.81   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                             | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   2518000 | NS      | $2619920.93   | 0.34%             |  |  |  | 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        |   4400000 | NS      | $4519168.94   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   2230000 | NS      | $2394114.62   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co/The                                                       | Southern Co/The 4.00 01/15/2051                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3476335.94   | 0.46%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                | Spirit AeroSystems Inc 4.60 06/15/2028                                                    | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2284043.27   | 0.30%             | 2028-06-15      | Fixed         | 4.60%                 | 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        |   1440000 | PA      | $1549214.83   | 0.20%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                      | ABN AMRO Bank NV 3.32 03/13/2037                                                          | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2713631.55   | 0.36%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                             | Corebridge Global Funding 4.45 10/02/2030                                                 | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2503888.93   | 0.33%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2023-2                                                 | ACM Auto Trust 2023-2 9.85                                                                | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2450781 | PA      | $2468828.73   | 0.32%             | 2030-06-20      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                              | AT&T Inc 7.30 08/15/2026                                                                  | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1759671.07   | 0.23%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                       | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                           | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2977190 | PA      | $2981034.05   | 0.39%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                | Advance Auto Parts Inc 7.00 08/01/2030                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1548530.12   | 0.20%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                        | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1875000 | NS      | $1853384.93   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                         | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   3003000 | NS      | $2990205.12   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                         | Aircastle Ltd 6.50 07/18/2028                                                             | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2270934.30   | 0.30%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 4.63 01/15/2027     | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3726745.75   | 0.49%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                   | Alliant Energy Corp 5.75 04/01/2056                                                       | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    501000 | PA      | $502135.27    | 0.07%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                    | Ally Financial Inc (pfd) 4.70% 08/15/2174 Perpetual                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EP               | CORP              | US        |   1730000 | NS      | $1597398.61   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                 | AMERICAN AIRLINES INC 2024 1ST LIEN TERM LOAN B                                           | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    470450 | PA      | $470351.21    | 0.06%             | 2028-02-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                 | American Airlines Inc 7.25 02/15/2028                                                     | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1532808.55   | 0.20%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                   | American Airlines 2014-1 Class A Pass Through Trust 3.70 04/01/2028                       | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     69092 | PA      | $68698.97     | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class B                                      | American Airlines 2017-2 Class B 3.70 04/15/2027                                          | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1135417 | PA      | $1134506.38   | 0.15%             | 2027-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                        | American Electric Power Co Inc 5.80 03/15/2056                                            | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    562000 | PA      | $561435.75    | 0.07%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                        | American Electric Power Co Inc 6.05 03/15/2056                                            | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    563000 | PA      | $565199.22    | 0.07%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                   | American Express Co 4.35 07/20/2029                                                       | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1891376.37   | 0.25%             | 2029-07-20      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                       | Angel Oak Mortgage Trust 2019-5 2.92                                                      | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595325 | PA      | $589519.86    | 0.08%             | 2049-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-2                                       | Angel Oak Mortgage Trust 2020-2 3.86                                                      | CUSIP: 03464XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765138 | PA      | $746566.10    | 0.10%             | 2065-01-26      | Variable      | 3.86%                 | 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        |   2730000 | PA      | $2792839.41   | 0.37%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2210235.25   | 0.29%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.61                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    675841 | PA      | $676188.37    | 0.09%             | 2036-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                            | Ares Strategic Income Fund 5.70 03/15/2028                                                | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1658267.18   | 0.22%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 4.38 08/15/2027                                                       | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200701.80   | 0.29%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |     29527 | NS      | $29527.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -110 | NC      | $27973.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd                                          | Aspen Insurance Holdings Ltd 5.75 07/01/2030                                              | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |   2085000 | PA      | $2184089.50   | 0.29%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                 | Athene Global Funding 5.35 07/09/2027                                                     | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    437000 | PA      | $445325.61    | 0.06%             | 2027-07-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -51 | NC      | $-24630.70    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        84 | NC      | $8695.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                          | Fixed Income Clearing Corp 4.19 10/01/2025                                                | CUSIP: RPEO30LL7<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |   8227000 | PA      | $8227000.00   | 1.08%             | 2025-10-01      | Fixed         | 4.19%                 | 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        |   1955000 | PA      | $2000257.06   | 0.26%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom              | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |   2613000 | NS      | $2649041.11   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                        | BBCMS 2019-BWAY Mortgage Trust 6.42                                                       | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683000 | PA      | $26507.25     | 0.00%             | 2034-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                        | BBCMS 2019-BWAY Mortgage Trust 7.11                                                       | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581000 | PA      | $16600.50     | 0.00%             | 2034-11-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                           | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   2755000 | NS      | $2947029.01   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 4.63% 07/12/2174 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   2691000 | NS      | $2651670.23   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BSPRT 2017-FL1 Co-Issuer LLC                                          | BSPRT 2023-FL10 Issuer Ltd 6.41                                                           | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1282648 | PA      | $1283390.62   | 0.17%             | 2035-09-15      | Floating      | 6.41%                 | 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        |   3800000 | NS      | $3803314.74   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA 6.53 11/07/2027                                                        | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2459150.78   | 0.32%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                    | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   3500000 | NS      | $3443250.76   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                             | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2174 Perpetual                | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |   1600000 | NS      | $1636769.60   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                             | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2174 Perpetual                | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |   1091000 | NS      | $1084394.98   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                       | BANK 2018-BNK15 3.00                                                                      | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462000 | PA      | $375282.09    | 0.05%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1710000 | NS      | $1683869.66   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp (pfd) 6.25% 10/26/2173 Perpetual                                     | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1740000 | NS      | $1763797.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                      | Bank of Montreal 7.70 05/26/2084                                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2814000 | PA      | $2993713.30   | 0.39%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.63 10/27/2082                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1671000 | PA      | $1778139.51   | 0.23%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.00 01/27/2084                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    880000 | PA      | $945770.32    | 0.12%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                       | BANK 2019-BNK17 3.00                                                                      | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $520020.99    | 0.07%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                 | Banque Federative du Credit Mutuel SA 4.59 10/16/2028                                     | CUSIP: 06675DCR1<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2081000 | PA      | $2100739.68   | 0.28%             | 2028-10-16      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC (pfd) 6.13% 12/15/2173 Perpetual                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   2872000 | NS      | $2875660.68   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                          | Barclays PLC (pfd) 8.00% 12/15/2173 Perpetual                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |    838000 | NS      | $888180.85    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Bank                                                           | Truist Bank 4.63 09/17/2029                                                               | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    980000 | PA      | $987995.55    | 0.13%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                      | Benchmark 2018-B5 Mortgage Trust 4.57                                                     | CUSIP: 08160BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921010 | PA      | $865678.11    | 0.11%             | 2051-07-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                      | Benchmark 2018-B5 Mortgage Trust 3.25                                                     | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834000 | PA      | $651362.51    | 0.09%             | 2051-07-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                     | Benchmark 2019-B13 Mortgage Trust 2.50                                                    | CUSIP: 08162DAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $270509.00    | 0.04%             | 2057-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHG Securitization Trust 2025-1CON                                    | BHG Securitization Trust 2025-1CON 5.26                                                   | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250982 | PA      | $2277587.37   | 0.30%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                      | Black Hills Corp 4.55 01/31/2031                                                          | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2894734.56   | 0.38%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                               | Blackbird Capital II Aircraft Lease Ltd 3.45                                              | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143507 | PA      | $1091270.51   | 0.14%             | 2046-07-15      | Fixed         | 3.45%                 | 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        |    880000 | PA      | $905703.93    | 0.12%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                    | Blue Racer Midstream LLC / Blue Racer Finance Corp 7.00 07/15/2029                        | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1400897.82   | 0.18%             | 2029-07-15      | Fixed         | 7.00%                 | 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        |   2228000 | PA      | $2257114.30   | 0.30%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                         | Boeing Co/The 6.30 05/01/2029                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4944000 | PA      | $5248212.72   | 0.69%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                   | Brandywine Operating Partnership LP 6.13 01/15/2031                                       | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1218780.00   | 0.16%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV 4.50 01/10/2028                                            | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1472000 | PA      | $636640.00    | 0.08%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                        | Braskem Netherlands Finance BV 4.50 01/31/2030                                            | CUSIP: 10554TAD7<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    631000 | PA      | $238271.91    | 0.03%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Trust 2025-SR1                                                  | BRAVO Trust 2025-SR1 3.00                                                                 | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2459569 | PA      | $2367334.73   | 0.31%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM7                             | BRAVO Residential Funding Trust 2025-NQM7 5.46                                            | CUSIP: 10570TAB1<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   2743705 | PA      | $2767170.12   | 0.36%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc 4.80 04/15/2028                                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1940421.70   | 0.25%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                              | Builders FirstSource Inc 4.25 02/01/2032                                                  | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1901369.86   | 0.25%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 2.90 01/15/2027                                                          | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $3050215.86   | 0.40%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                          | CCO Holdings LLC / CCO Holdings Capital Corp 5.13 05/01/2027                              | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2047804.18   | 0.27%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                    | CSN Inova Ventures 6.75 01/28/2028                                                        | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | KY        |   1541000 | PA      | $1498064.21   | 0.20%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                        | CSMC 2021-BHAR 5.42                                                                       | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799000 | PA      | $794156.22    | 0.10%             | 2038-11-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                        | CSMC 2021-BHAR 5.77                                                                       | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726000 | PA      | $1710941.00   | 0.22%             | 2038-11-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                            | COPT Defense Properties LP 4.50 10/15/2030                                                | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242363.50   | 0.16%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                    | Canadian Imperial Bank of Commerce 7.00 10/28/2085                                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    557000 | PA      | $572693.48    | 0.08%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                       | Castlelake Aircraft Securitization Trust 2018-1 4.13                                      | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566968 | PA      | $559641.21    | 0.07%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                              | Celanese US Holdings LLC 6.67 07/15/2027                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    602000 | PA      | $617944.51    | 0.08%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                               | Centersquare Issuer LLC 5.00                                                              | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342769 | PA      | $3265985.93   | 0.43%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                        | Chase Home Lending Mortgage Trust Series 2024-7 6.00                                      | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3051108 | PA      | $3085618.01   | 0.40%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-2                       | Chase Home Lending Mortgage Trust Series 2025-2 6.00                                      | CUSIP: 16159VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2769862 | PA      | $2825947.90   | 0.37%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                              | Chase Home Lending Mortgage Trust 2024-8 5.50                                             | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918950 | PA      | $920207.72    | 0.12%             | 2055-08-25      | 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: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1592121 | PA      | $1600799.91   | 0.21%             | 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        |    626250 | PA      | $627991.27    | 0.08%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-9                       | Chase Home Lending Mortgage Trust Series 2025-9 5.50                                      | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   3728204 | PA      | $3753783.89   | 0.49%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                              | Chase Home Lending Mortgage Trust 2025-8 6.00                                             | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   3043537 | PA      | $3084903.24   | 0.40%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                              | Chase Home Lending Mortgage Trust 2025-8 6.25                                             | CUSIP: 16162UAU7<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2539237 | PA      | $2578848.04   | 0.34%             | 2056-06-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                      | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1805063 | PA      | $1817887.15   | 0.24%             | 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: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380663 | PA      | $1393671.35   | 0.18%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                              | Chase Home Lending Mortgage Trust 2025-5 5.50                                             | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   2587390 | PA      | $2604957.04   | 0.34%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust 2025-1                                    | Cherry Securitization Trust 2025-1 6.53                                                   | CUSIP: 16473RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349000 | PA      | $3419728.87   | 0.45%             | 2032-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                   | Citadel Finance LLC 5.90 02/10/2030                                                       | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014933.81   | 0.13%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                  | Citigroup Mortgage Loan Trust 2025-2 6.00                                                 | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3595054 | PA      | $3645806.57   | 0.48%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 6.25% 02/15/2174 Perpetual                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2200000 | NS      | $2216539.60   | 0.29%             |  |  |  | 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        |   2241000 | NS      | $2235010.26   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   2377000 | NS      | $2357667.62   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 4.64 05/07/2028                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1903373.34   | 0.25%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                           | Citibank NA 4.58 05/29/2027                                                               | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2185201.70   | 0.29%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                  | Citigroup Mortgage Loan Trust 2024-1 6.00                                                 | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372738 | PA      | $1390813.55   | 0.18%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 CMI1 A11 144A                | CITIGROUP MORTGAGE LOAN TRUST CMLTI 2024 CMI1 A11 144A                                    | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2377219 | PA      | $2387224.14   | 0.31%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivables 2024-1 Trust                         | ClickLease Equipment Receivables 2024-1 Trust 7.34                                        | CUSIP: 18682FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1114208 | PA      | $1116261.16   | 0.15%             | 2030-02-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                   | Coinbase Global Inc 3.38 10/01/2028                                                       | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1401114.45   | 0.18%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans 2019-A LLC                                  | College Ave Student Loans 2019-A LLC 4.46                                                 | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2859425 | PA      | $2796919.11   | 0.37%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                               | Freddie Mac STACR REMIC Trust 2022-DNA6 6.51                                              | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |    226320 | PA      | $227624.51    | 0.03%             | 2042-09-25      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                               | Freddie Mac STACR REMIC Trust 2022-DNA5 7.31                                              | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    645755 | PA      | $658776.04    | 0.09%             | 2042-06-25      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                 | Freedom Mortgage Corp 6.63 01/15/2027                                                     | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3300452.32   | 0.43%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                 | Freedom Mortgage Corp 12.00 10/01/2028                                                    | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    785000 | PA      | $832100.00    | 0.11%             | 2028-10-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                         | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                             | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    346000 | PA      | $364315.72    | 0.05%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                  | Frontier Communications Holdings LLC 8.63 03/15/2031                                      | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3439000 | PA      | $3628457.95   | 0.48%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                               | GA Global Funding Trust 2.25 01/06/2027                                                   | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2585590.37   | 0.34%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                               | GA Global Funding Trust 4.40 09/23/2027                                                   | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1593871.38   | 0.21%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-NQM4 Trust                                                  | GCAT 2022-NQM4 Trust 5.73                                                                 | CUSIP: 36170HAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3022526 | PA      | $3020784.64   | 0.40%             | 2067-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 1.65 07/15/2026                                                         | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2937996.60   | 0.38%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-HE1                          | GS Mortgage-Backed Securities Trust 2024-HE1 5.96                                         | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020893 | PA      | $1024650.58   | 0.13%             | 2054-08-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ5                          | GS Mortgage-Backed Securities Trust 2025-PJ5 5.50                                         | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1887161 | PA      | $1899235.77   | 0.25%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                          | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                         | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3298579 | PA      | $3348563.60   | 0.44%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                          | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                         | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2714493 | PA      | $2728760.88   | 0.36%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ7                          | GS Mortgage-Backed Securities Trust 2024-PJ7 5.50                                         | CUSIP: 362949AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700497 | PA      | $1702235.52   | 0.22%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                  | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2256625 | PA      | $2274720.17   | 0.30%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc 7.00 06/15/2030                                                         | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2827551.52   | 0.37%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                   | Hilton Grand Vacations Trust 2024-2 6.91                                                  | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663227 | PA      | $681592.45    | 0.09%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2019-A                                   | Hilton Grand Vacations Trust 2019-A 2.34                                                  | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2162489 | PA      | $2145808.08   | 0.28%             | 2033-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                     | Hyatt Hotels Corp 5.05 03/30/2028                                                         | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2541291.60   | 0.33%             | 2028-03-30      | Fixed         | 5.05%                 | 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        |   3892000 | PA      | $3817120.37   | 0.50%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                              | OnDeck Asset Securitization Trust IV LLC 5.42                                             | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1360998.81   | 0.18%             | 2031-10-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM9 Trust                                                   | OBX 2022-NQM9 Trust 6.45                                                                  | CUSIP: 67118LAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1923110 | PA      | $1919418.86   | 0.25%             | 2062-09-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM8 Trust                                                   | OBX 2024-NQM8 Trust 6.23                                                                  | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   1181264 | PA      | $1198690.08   | 0.16%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 Trust                                                  | OBX 2024-NQM11 Trust 6.23                                                                 | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   1969846 | PA      | $1990165.11   | 0.26%             | 2064-06-25      | Variable      | 6.23%                 | 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        |   1341801 | PA      | $1360597.78   | 0.18%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10 Trust                                                  | OBX 2024-NQM10 Trust 6.43                                                                 | CUSIP: 67119MAC2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    481851 | PA      | $487633.27    | 0.06%             | 2064-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| OBX 2024-J1 Trust                                                     | OBX 2024-J1 Trust 5.50                                                                    | CUSIP: 67119QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    882673 | PA      | $886128.44    | 0.12%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                     | OBX 2025-J1 Trust 6.00                                                                    | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3394804 | PA      | $3451226.85   | 0.45%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 6.13 05/15/2030                                                      | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $562461.98    | 0.07%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 6.50 03/15/2033                                                      | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    763000 | PA      | $765159.29    | 0.10%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.45 09/26/2030                                                               | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2629314.94   | 0.34%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                           | Blue Owl Credit Income Corp 7.75 01/15/2029                                               | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3363095.23   | 0.44%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                 | Blue Owl Capital Corp 3.40 07/15/2026                                                     | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1902937.17   | 0.25%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |    515000 | PA      | $525115.54    | 0.07%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                  | PNC Financial Services Group Inc/The 5.10 07/23/2027                                      | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3101038.46   | 0.41%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                | PMT Loan Trust 2025-J2 5.50                                                               | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4221961 | PA      | $4252215.94   | 0.56%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    945000 | PA      | $941643.79    | 0.12%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5555000 | PA      | $5384098.20   | 0.71%             | 2031-01-28      | Fixed         | 5.95%                 | 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        |   2339543 | PA      | $2353222.18   | 0.31%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                         | RCKT Mortgage Trust 2024-CES4 6.67                                                        | CUSIP: 74939FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2718302.37   | 0.36%             | 2044-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                   | RCKT Trust 2025-PL1 5.42                                                                  | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1274617.04   | 0.17%             | 2034-07-25      | Fixed         | 5.42%                 | 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        |    492775 | PA      | $501209.81    | 0.07%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J2                                 | Radian Mortgage Capital Trust 2025-J2 5.50                                                | CUSIP: 75023XAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343545 | PA      | $3373801.46   | 0.44%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                           | RATE Mortgage Trust 2024-J3 5.50                                                          | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2869761 | PA      | $2877311.75   | 0.38%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2025-J2                                           | RATE Mortgage Trust 2025-J2 5.50                                                          | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3462960 | PA      | $3489314.99   | 0.46%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ready Capital Corp                                                    | Ready Capital Mortgage Financing 2023-FL11 LLC 6.53                                       | CUSIP: 75575RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10219 | PA      | $10224.11     | 0.00%             | 2039-10-25      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                    | Realty Income Corp 3.95 02/01/2029                                                        | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1089884.15   | 0.14%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                    | Regal Rexnord Corp 6.05 02/15/2026                                                        | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2532537.55   | 0.33%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                         | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1631000 | PA      | $1643542.00   | 0.22%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust 2025-4                       | Research-Driven Pagaya Motor Asset Trust 2025-4 5.50                                      | CUSIP: 76089MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3603967 | PA      | $3623946.67   | 0.47%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc 6.13 08/01/2030                                                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $775426.53    | 0.10%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                        | Rocket Cos Inc 6.38 08/01/2033                                                            | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $656186.14    | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC (pfd) 6.00% 09/30/2174 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |   3010000 | NS      | $3025209.53   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 4.97 01/24/2029                                                      | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2110000 | PA      | $2146611.24   | 0.28%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 4.50 08/06/2029                                                      | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2011000 | PA      | $2027117.88   | 0.27%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                   | SHR Trust 2024-LXRY 6.60                                                                  | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171000 | PA      | $2178340.80   | 0.29%             | 2041-10-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP Mortgage Trust                                           | SCG 2024-MSP Mortgage Trust 6.59                                                          | CUSIP: 78436EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2568025.99   | 0.34%             | 2041-04-15      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                       | Slam 2021-1 Ltd 3.42                                                                      | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1283275 | PA      | $1219499.44   | 0.16%             | 2046-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                        | SMRT 2022-MINI 5.50                                                                       | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996758.70    | 0.13%             | 2039-01-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.59                                             | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2241500.85   | 0.29%             | 2042-02-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                 | Santander Bank Auto Credit-Linked Notes Series 2023-B 5.64                                | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1030064 | PA      | $1040065.86   | 0.14%             | 2033-12-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                          | Scalelogix Abs Us Issuer LLC 6.16                                                         | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2347611.46   | 0.31%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                               | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   2386000 | NS      | $2361796.42   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |   1999000 | NS      | $2001158.92   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 4.13 04/01/2052                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2591831.23   | 0.34%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                         | Sequoia Mortgage Trust 2025-8 5.50                                                        | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3621244 | PA      | $3643098.69   | 0.48%             | 2055-06-25      | Variable      | 5.50%                 | 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        |   1822385 | PA      | $1829691.88   | 0.24%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357644 | PA      | $1359204.41   | 0.18%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                         | Sequoia Mortgage Trust 2024-9 5.50                                                        | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1158475 | PA      | $1163985.56   | 0.15%             | 2054-10-25      | 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        |    837963 | PA      | $841903.42    | 0.11%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                        | Sequoia Mortgage Trust 2024-10 5.50                                                       | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    587963 | PA      | $589147.05    | 0.08%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                         | Sequoia Mortgage Trust 2025-7 5.50                                                        | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3234172 | PA      | $3256362.62   | 0.43%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                         | Sequoia Mortgage Trust 2025-8 5.50                                                        | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2227075 | PA      | $2243864.75   | 0.29%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                              | Service Properties Trust 0.00 09/30/2028                                                  | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2637000 | PA      | $2326954.73   | 0.30%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                   | Sirius XM Radio LLC 4.00 07/15/2028                                                       | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1146012.71   | 0.15%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd                                             | SIXST 2017-8A BR2 0.00                                                                    | CUSIP: 83012VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2925000 | PA      | $2932027.61   | 0.38%             | 2034-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                 | Delta Air Lines Inc / SkyMiles IP Ltd 4.50 10/20/2025                                     | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87750 | PA      | $87644.29     | 0.01%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 5.00 05/28/2030                                                                  | CUSIP: 83304JAA5<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    940000 | PA      | $953832.06    | 0.12%             | 2030-05-28      | Fixed         | 5.00%                 | 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        |    760000 | NS      | $753860.87    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                | Standard Chartered PLC (pfd) 7.75% 02/15/2174 Perpetual                                   | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    519000 | NS      | $538979.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                            | Standard Industries Inc/NY 4.75 01/15/2028                                                | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2639313.63   | 0.35%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                     | State Street Corp 3.03 11/01/2034                                                         | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2328955.70   | 0.31%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                 | Stellantis Financial Services US Corp 4.95 09/15/2028                                     | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3359670.96   | 0.44%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP (pfd) 7.88% 03/18/2174 Perpetual                                                | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    926000 | NS      | $941144.73    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 5.88 03/15/2034                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1572000 | PA      | $1559371.92   | 0.20%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc 4.65 04/01/2028                                                              | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1016423.41   | 0.13%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL Mortgage Trust                                          | THPT 2023-THL Mortgage Trust 7.92                                                         | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3027566.66   | 0.40%             | 2034-12-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| TRTX 2021-FL4 Issuer Ltd                                              | TRTX 2021-FL4 Issuer Ltd 5.46                                                             | CUSIP: 87276WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    395365 | PA      | $395468.83    | 0.05%             | 2038-03-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GAIA Aviation Ltd                                                     | GAIA Aviation Ltd 3.97                                                                    | CUSIP: 87404LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361298 | PA      | $350550.07    | 0.05%             | 2044-12-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                       | Taylor Morrison Communities Inc 5.75 01/15/2028                                           | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    946000 | PA      | $960006.48    | 0.13%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                             | TEGNA Inc 4.63 03/15/2028                                                                 | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1944192.47   | 0.25%             | 2028-03-15      | Fixed         | 4.62%                 | 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        |   2190000 | PA      | $2191116.46   | 0.29%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                   | United Airlines Inc 4.63 04/15/2029                                                       | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1152969.19   | 0.15%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 12/31/2029                                          | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11072402.33  | 1.45%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 09/30/2028                                          | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1028222.66   | 0.13%             | 2028-09-30      | Fixed         | 4.62%                 | 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        |  50000000 | PA      | $50770508.00  | 6.65%             | 2029-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.75 05/15/2027                                          | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $405273.44    | 0.05%             | 2027-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 10/15/2027                                          | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $904570.31    | 0.12%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 03/15/2028                                          | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $6541894.52   | 0.86%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                            | Uniti Fiber Abs Issuer Llc 6.37                                                           | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993738 | PA      | $2054471.25   | 0.27%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                         | Universal Health Services Inc 1.65 09/01/2026                                             | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2112539.03   | 0.28%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                              | VB-S1 Issuer LLC - VBTEL 4.29                                                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2460617.75   | 0.32%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                | Venture Global LNG Inc 8.13 06/01/2028                                                    | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1926532.20   | 0.25%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                | VERTICAL BRIDGE CC LLC 7.45                                                               | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   2339519 | PA      | $2341909.52   | 0.31%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                     | Verus Securitization Trust 2024-4 6.22                                                    | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1442023 | PA      | $1462634.27   | 0.19%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                     | Verus Securitization Trust 2024-4 6.57                                                    | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1514142 | PA      | $1536997.39   | 0.20%             | 2069-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-5                                     | Verus Securitization Trust 2024-5 6.19                                                    | CUSIP: 92540HAA4<br>LEI: 213800YE6HC7EZSFHW30 | Long             | ABS-MBS          | CORP              | US        |   1462412 | PA      | $1483777.69   | 0.19%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-9                                     | Verus Securitization Trust 2024-9 5.89                                                    | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2676261 | PA      | $2693932.78   | 0.35%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                     | Verus Securitization Trust 2025-4 5.75                                                    | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1287783 | PA      | $1294924.08   | 0.17%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 4.95 01/15/2031                                                          | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1855024.82   | 0.24%             | 2031-01-15      | Fixed         | 4.95%                 | 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        |    285000 | PA      | $287998.81    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | 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        |   2012193 | PA      | $2017646.49   | 0.26%             | 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        |   1367361 | PA      | $1387835.49   | 0.18%             | 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        |    950985 | PA      | $958014.40    | 0.13%             | 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        |   2310935 | PA      | $2344069.17   | 0.31%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                           | Concord Music Royalties LLC 5.51                                                          | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362000 | PA      | $2381511.54   | 0.31%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                          | UBS Group AG 6.33 12/22/2027                                                              | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3125000 | PA      | $3203789.25   | 0.42%             | 2027-12-22      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 5.63 05/01/2027                                                        | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1550709.23   | 0.20%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H3 Mortgage Trust                                          | Cross 2024-H3 Mortgage Trust 6.58                                                         | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865504 | PA      | $1892105.43   | 0.25%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                       | DataBank Issuer 5.12                                                                      | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2859263.93   | 0.37%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 4.15 02/15/2029                                         | CUSIP: 24703DBR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1411928.42   | 0.18%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Deluxe Corp                                                           | Deluxe Corp 8.13 09/15/2029                                                               | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |   1834000 | PA      | $1917384.64   | 0.25%             | 2029-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                          | Deutsche Bank AG/New York NY 4.88 12/01/2032                                              | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3878000 | PA      | $3876470.21   | 0.51%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                   | Dominion Energy Inc 6.00 02/15/2056                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915694.27   | 0.25%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                               | Dryden 30 Senior Loan Fund 6.17                                                           | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | US        |   1775000 | PA      | $1779264.79   | 0.23%             | 2028-11-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                  | EDI ABS Issuer 1 LLC 4.55                                                                 | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1300710.05   | 0.17%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                        | EFMT 2025-NQM3 5.49                                                                       | CUSIP: 26846YAB4<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   3557664 | PA      | $3589754.48   | 0.47%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                       | General Motors Financial Co Inc 5.40 04/06/2026                                           | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |   2650000 | PA      | $2665043.07   | 0.35%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                | Global Atlantic Fin Co 4.40 10/15/2029                                                    | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970974.12   | 0.26%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| goeasy Ltd                                                            | goeasy Ltd 6.88 02/15/2031                                                                | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |    791000 | PA      | $766858.13    | 0.10%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 5.73 04/25/2030                                               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1611562.75   | 0.21%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2173 Perpetual                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2290000 | NS      | $2265574.61   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The (pfd) 7.38% 02/10/2174 Perpetual                              | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2235000 | NS      | $2259846.50   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                    | Goldman Sachs Bank USA/New York NY 5.41 05/21/2027                                        | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1390836.45   | 0.18%             | 2027-05-21      | Variable      | 5.41%                 | 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        |   1309000 | PA      | $1384304.78   | 0.18%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                     | Golub Capital Private Credit Fund 5.45 08/15/2028                                         | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1231690.44   | 0.16%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                      | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                     | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1173055 | PA      | $973229.09    | 0.13%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                   | Greenko Wind Projects Mauritius Ltd 7.25 09/27/2028                                       | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |   1062000 | PA      | $1081616.76   | 0.14%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                                            | Grupo Aeromexico SAB de CV 8.25 11/15/2029                                                | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1630000 | PA      | $1631874.50   | 0.21%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.00% 11/22/2173 Perpetual                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   3089000 | NS      | $3104729.37   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC 7.39 11/03/2028                                                         | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1925000 | PA      | $2044688.78   | 0.27%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                     | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                        | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    706000 | NS      | $734578.88    | 0.10%             |  |  |  | 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        |   1965000 | PA      | $1983267.54   | 0.26%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 4.90 09/11/2028                                                | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $407969.85    | 0.05%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                              | Hawaiian Electric Co Inc 6.00 10/01/2033                                                  | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    743000 | PA      | $749922.72    | 0.10%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                     | Herc Holdings Inc 5.50 07/15/2027                                                         | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1373587.05   | 0.18%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                          | Illumina Inc 5.80 12/12/2025                                                              | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3594978.76   | 0.47%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                          | Illumina Inc 4.65 09/09/2026                                                              | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1297356.45   | 0.17%             | 2026-09-09      | Fixed         | 4.65%                 | 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        |   1885000 | NS      | $1892926.43   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 4.88 02/10/2026                                                                | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1773806.72   | 0.23%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 4.20 06/01/2032                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   4187000 | PA      | $3960444.44   | 0.52%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 5.00 05/15/2027                                                                 | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2245783.50   | 0.29%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 5.70 05/15/2028                                                                 | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1472559.38   | 0.19%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM2                             | JP Morgan Mortgage Trust Series 2025-NQM2 5.57                                            | CUSIP: 46590SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135066 | PA      | $2154720.34   | 0.28%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-9                                       | JP Morgan Mortgage Trust 2024-9 5.50                                                      | CUSIP: 46593DAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1025894 | PA      | $1027464.65   | 0.13%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-3                                        | Mosaic Solar Loan Trust 2021-3 1.92                                                       | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2984027 | PA      | $2300840.24   | 0.30%             | 2052-06-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                             | Mountain View CLO 2017-2 LLC 6.28                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1260646 | PA      | $1260834.89   | 0.17%             | 2031-01-16      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                   | NCMF Trust 2025-MFS 6.24                                                                  | CUSIP: 62887TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954000 | PA      | $3009848.03   | 0.39%             | 2033-06-10      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                      | NMI Holdings Inc 6.00 08/15/2029                                                          | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1655664.00   | 0.22%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                          | NP SPE IX LP 2.57                                                                         | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |    482364 | PA      | $476001.88    | 0.06%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| National Bank Canada                                                  | National Bank of Canada 5.60 07/02/2027                                                   | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1580000 | PA      | $1595920.22   | 0.21%             | 2027-07-02      | Variable      | 5.60%                 | 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        |   2887000 | PA      | $2852395.58   | 0.37%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                         | TopBuild Corp 3.63 03/15/2029                                                             | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1415415.84   | 0.19%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                             | Toronto-Dominion Bank/The 8.13 10/31/2082                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3620000 | PA      | $3831048.72   | 0.50%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc 4.63 01/15/2029                                                             | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1515386.68   | 0.20%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TransDigm Inc 4.88 05/01/2029                                                             | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1523505.98   | 0.20%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                         | TRANSDIGM INC 2025 TERM LOAN K                                                            | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    992462 | PA      | $992606.22    | 0.13%             | 2030-03-22      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2023-1 Ltd                                                | Triangle Re 2023-1 Ltd 7.76                                                               | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945040 | PA      | $954122.43    | 0.12%             | 2033-11-25      | Floating      | 7.76%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                           | Truist Bank 4.67 05/20/2027                                                               | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1473406.31   | 0.19%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                            | Cologix Canadian Issuer LP 7.74                                                           | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1850000 | PA      | $1298309.98   | 0.17%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                          | Comerica Inc 5.98 01/30/2030                                                              | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1665359.60   | 0.22%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                           | Concord Music Royalties LLC 5.64                                                          | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4087000 | PA      | $4121241.70   | 0.54%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                                    | F&G Global Funding 4.65 09/08/2028                                                        | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1766775.93   | 0.23%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 4.00                                                                    | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1158316 | PA      | $201901.73    | 0.03%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 6.00                                                                    | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    735995 | PA      | $112410.34    | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                             | Fannie Mae Interest Strip 4.00                                                            | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1102268 | PA      | $153822.96    | 0.02%             | 2042-07-25      | Fixed         | 4.00%                 | 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        |   2000000 | PA      | $1942595.40   | 0.25%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PONTE VEDRA PINE OBLIG                                                | Florida Local Government Finance Commission 6.75% 11/15/2030                              | CUSIP: 34077UAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1926741.50   | 0.25%             | 2030-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 5.80 03/05/2027                                                  | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   1530000 | PA      | $1545937.23   | 0.20%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 5.13 11/05/2026                                                  | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   3025000 | PA      | $3035939.16   | 0.40%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                              | Fortitude Global Funding 4.63 10/06/2028                                                  | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1269481.43   | 0.17%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                | ELP Commercial Mortgage Trust 2021-ELP 5.39                                               | CUSIP: 26863LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639670 | PA      | $639299.39    | 0.08%             | 2038-11-15      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                              | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1879000 | PA      | $1908706.99   | 0.25%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                  | Edison International (pfd) 5.38% 09/15/2174 Perpetual                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    830000 | NS      | $807062.88    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Elanco Animal Health Inc                                              | ELANCO ANIMAL HEALTH INCORPORA TERM LOAN B                                                | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   1695782 | PA      | $1695824.11   | 0.22%             | 2027-08-02      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                             | Emera Inc 6.75 06/15/2076                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1594000 | PA      | $1604257.39   | 0.21%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3720000 | PA      | $3736914.84   | 0.49%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                          | Enerflex Ltd 9.00 10/15/2027                                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |   1780000 | PA      | $1818583.28   | 0.24%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP (pfd) 6.50% 11/15/2173 Perpetual                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   3750000 | NS      | $3777412.50   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                      | Essent Group Ltd 6.25 07/01/2029                                                          | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2106803.69   | 0.28%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EUSHI Finance Inc                                                     | EUSHI Finance Inc 6.25 04/01/2056                                                         | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1893399.57   | 0.25%             | 2056-04-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Westar Energy Inc                                                     | Evergy Kansas Central Inc 4.70 03/13/2028                                                 | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    771000 | PA      | $780881.16    | 0.10%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Excelerate Energy LP                                                  | Excelerate Energy LP 0.00 05/15/2030                                                      | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |    258000 | PA      | $274832.95    | 0.04%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                              | F&G Annuities & Life Inc 6.50 06/04/2029                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2514061.75   | 0.33%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                  | Extended Stay America Trust 2021-ESH 6.51                                                 | CUSIP: 30227FAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3020615 | PA      | $3025122.03   | 0.40%             | 2038-07-15      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                  | Extended Stay America Trust 2021-ESH 7.11                                                 | CUSIP: 30227FAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349242 | PA      | $1351709.70   | 0.18%             | 2038-07-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                           | Nationwide Building Society 4.35 09/30/2030                                               | CUSIP: 63861VAP2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2280000 | PA      | $2272449.21   | 0.30%             | 2030-09-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC 3.03 11/28/2035                                                         | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2113705.62   | 0.28%             | 2035-11-28      | Variable      | 3.03%                 | 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        |   2500000 | PA      | $1697867.00   | 0.22%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                     | Nexstar Media Inc 4.75 11/01/2028                                                         | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3770727.08   | 0.49%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                        | Nissan Motor Acceptance Co LLC 6.95 09/15/2026                                            | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3700014.09   | 0.48%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |   2660000 | NS      | $2676784.60   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                   | North Haven Private Income Fund LLC 5.13 09/25/2028                                       | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1427964.58   | 0.19%             | 2028-09-25      | Fixed         | 5.12%                 | 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        |   1123000 | PA      | $1247283.07   | 0.16%             | 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        |    240000 | PA      | $254055.91    | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                            | Pinnacle West Capital Corp 5.15 05/15/2030                                                | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1363302.64   | 0.18%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                               | Provident Funding Mortgage Trust 2025-3 5.50                                              | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2736319 | PA      | $2745314.82   | 0.36%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  31560000 | OU      | $-2520696.88  | -0.33%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer