# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-25-190059
**Filing Date:** 2025-8
**Character Count:** 337729
**Document Hash:** 60f38ad41ffca26916c0d5bc878c308a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-190059.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001193125-25-190059

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250827

**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:** 251266997

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Core Plus Fund**

**June 30, 2025**

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| |
|:---|
| **<u>Core Plus - Schedule of Investments</u>** |
| **JUNE 30, 2025 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Principal**<br>**Amount ($)/Shares** | **Value ($)** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 35.0%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Security — 0.0%** | | |
| FNMA, VRN, 3.18%, (1-year RFUCC plus 1.61%), 3/1/47 | 13470 | 13342 |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 35.0%** |  |  |
| FHLMC, 6.00%, 9/1/35 | 116337 | 121662 |
| FHLMC, 2.00%, 6/1/36 | 1638794 | 1513635 |
| FHLMC, 6.00%, 2/1/38 | 59536 | 62512 |
| FHLMC, 3.50%, 2/1/49 | 1898960 | 1747945 |
| FHLMC, 3.50%, 5/1/50 | 315947 | 287383 |
| FHLMC, 2.50%, 10/1/50 | 1518358 | 1261972 |
| FHLMC, 2.50%, 5/1/51 | 2095342 | 1756500 |
| FHLMC, 3.50%, 5/1/51 | 569069 | 518475 |
| FHLMC, 3.00%, 7/1/51 | 1376288 | 1199678 |
| FHLMC, 2.00%, 8/1/51 | 1785038 | 1427157 |
| FHLMC, 2.50%, 10/1/51 | 908431 | 763373 |
| FHLMC, 3.00%, 12/1/51 | 433135 | 376362 |
| FHLMC, 2.50%, 2/1/52 | 2045857 | 1714510 |
| FHLMC, 3.00%, 2/1/52 | 1969973 | 1725340 |
| FHLMC, 3.50%, 5/1/52 | 1012674 | 921858 |
| FHLMC, 4.00%, 5/1/52 | 973038 | 912905 |
| FHLMC, 4.00%, 5/1/52 | 562520 | 524535 |
| FHLMC, 4.00%, 6/1/52 | 2439753 | 2288977 |
| FHLMC, 5.00%, 6/1/52 | 1079262 | 1064405 |
| FHLMC, 5.00%, 7/1/52 | 649509 | 642993 |
| FHLMC, 5.00%, 8/1/52 | 1359331 | 1347727 |
| FHLMC, 4.50%, 10/1/52 | 2575920 | 2471971 |
| FHLMC, 4.50%, 10/1/52 | 2041385 | 1957467 |
| FHLMC, 4.50%, 10/1/52 | 794902 | 762222 |
| FHLMC, 6.00%, 11/1/52 | 2581099 | 2633403 |
| FHLMC, 5.50%, 12/1/52 | 587922 | 592171 |
| FHLMC, 6.00%, 1/1/53 | 2657125 | 2715558 |
| FHLMC, 6.50%, 11/1/53 | 1541828 | 1598404 |
| FHLMC, 5.50%, 4/1/54 | 840340 | 846413 |
| FNMA, 6.00%, 12/1/33 | 90911 | 93918 |
| FNMA, 2.00%, 5/1/36 | 751459 | 695572 |
| FNMA, 6.00%, 9/1/37 | 89784 | 94174 |
| FNMA, 6.00%, 11/1/37 | 81742 | 85739 |
| FNMA, 4.50%, 4/1/39 | 97859 | 97690 |
| FNMA, 4.50%, 5/1/39 | 279407 | 278924 |
| FNMA, 6.50%, 5/1/39 | 39124 | 40994 |
| FNMA, 4.50%, 10/1/39 | 478917 | 478090 |
| FNMA, 4.00%, 8/1/41 | 420923 | 406903 |
| FNMA, 3.50%, 5/1/42 | 139993 | 131549 |
| FNMA, 3.50%, 5/1/45 | 215240 | 200292 |
| FNMA, 4.00%, 11/1/45 | 244932 | 232451 |
| FNMA, 4.00%, 11/1/45 | 97977 | 92924 |
| FNMA, 4.00%, 2/1/46 | 411740 | 390461 |
| FNMA, 4.00%, 4/1/46 | 308507 | 292611 |
| FNMA, 3.50%, 2/1/47 | 563930 | 520220 |
| FNMA, 2.50%, 6/1/50 | 577830 | 485914 |

---

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| | | |
|:---|:---|:---|
| FNMA, 2.50%, 10/1/50 | 2056280 | 1717161 |
| FNMA, 2.50%, 2/1/51 | 3829071 | 3219100 |
| FNMA, 2.50%, 12/1/51 | 1483449 | 1245784 |
| FNMA, 2.50%, 2/1/52 | 771432 | 646259 |
| FNMA, 3.00%, 2/1/52 | 2113282 | 1847190 |
| FNMA, 3.00%, 2/1/52 | 1389363 | 1214413 |
| FNMA, 2.00%, 3/1/52 | 3140134 | 2519490 |
| FNMA, 3.00%, 3/1/52 | 1183458 | 1039435 |
| FNMA, 3.00%, 4/1/52 | 1772575 | 1549388 |
| FNMA, 3.50%, 4/1/52 | 1609930 | 1451044 |
| FNMA, 3.50%, 4/1/52 | 634141 | 571902 |
| FNMA, 4.00%, 4/1/52 | 1648055 | 1543146 |
| FNMA, 4.00%, 4/1/52 | 558308 | 523805 |
| FNMA, 4.00%, 4/1/52 | 501041 | 468321 |
| FNMA, 3.00%, 5/1/52 | 1248225 | 1100651 |
| FNMA, 3.50%, 5/1/52 | 2245522 | 2030992 |
| FNMA, 3.50%, 5/1/52 | 1267731 | 1146161 |
| FNMA, 4.00%, 5/1/52 | 1565458 | 1459583 |
| FNMA, 3.00%, 6/1/52 | 1229706 | 1074863 |
| FNMA, 3.00%, 6/1/52 | 488654 | 430880 |
| FNMA, 3.50%, 6/1/52 | 1447863 | 1325774 |
| FNMA, 4.50%, 7/1/52 | 464254 | 445184 |
| FNMA, 5.00%, 8/1/52 | 1564999 | 1546684 |
| FNMA, 4.50%, 9/1/52 | 782800 | 757508 |
| FNMA, 5.00%, 9/1/52 | 992313 | 980571 |
| FNMA, 5.50%, 10/1/52 | 1476631 | 1481595 |
| FNMA, 5.50%, 1/1/53 | 2983485 | 2998181 |
| FNMA, 5.50%, 1/1/53 | 2972959 | 2979737 |
| FNMA, 6.50%, 1/1/53 | 2294299 | 2379326 |
| FNMA, 5.50%, 3/1/53 | 661642 | 667711 |
| FNMA, 4.50%, 8/1/53 | 563649 | 544106 |
| FNMA, 6.00%, 9/1/53 | 1582435 | 1611353 |
| FNMA, 6.00%, 9/1/53 | 1514540 | 1553157 |
| FNMA, 5.50%, 3/1/54 | 3554955 | 3566359 |
| FNMA, 6.00%, 5/1/54 | 1797356 | 1830074 |
| GNMA, 2.50%, TBA | 2707000 | 2300278 |
| GNMA, 4.00%, TBA | 4503000 | 4187487 |
| GNMA, 5.50%, TBA | 1938000 | 1941149 |
| GNMA, 7.00%, 4/20/26 | 7 | 7 |
| GNMA, 7.50%, 8/15/26 | 27 | 27 |
| GNMA, 8.00%, 8/15/26 | 3 | 3 |
| GNMA, 6.50%, 3/15/28 | 167 | 168 |
| GNMA, 6.50%, 5/15/28 | 355 | 359 |
| GNMA, 7.00%, 5/15/31 | 562 | 583 |
| GNMA, 5.50%, 12/15/32 | 22920 | 23787 |
| GNMA, 4.50%, 8/15/33 | 32817 | 32667 |
| GNMA, 6.00%, 9/20/38 | 32405 | 34583 |
| GNMA, 6.00%, 1/20/39 | 7398 | 7750 |
| GNMA, 4.50%, 4/15/39 | 44397 | 43308 |
| GNMA, 4.50%, 6/15/39 | 111512 | 109680 |
| GNMA, 4.50%, 1/15/40 | 83131 | 81688 |
| GNMA, 4.50%, 4/15/40 | 72383 | 71059 |
| GNMA, 4.50%, 12/15/40 | 130795 | 128147 |
| GNMA, 3.50%, 6/20/42 | 375455 | 351636 |
| GNMA, 3.00%, 5/20/50 | 497109 | 441725 |

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| | | |
|:---|:---|:---|
| GNMA, 3.00%, 7/20/50 | 951842 | 845205 |
| GNMA, 2.00%, 10/20/50 | 4848308 | 3952631 |
| GNMA, 2.50%, 11/20/50 | 1949082 | 1629112 |
| GNMA, 2.50%, 2/20/51 | 2015610 | 1715353 |
| GNMA, 3.50%, 6/20/51 | 977967 | 894895 |
| GNMA, 3.00%, 7/20/51 | 2089012 | 1851679 |
| GNMA, 4.00%, 9/20/52 | 3521344 | 3292932 |
| GNMA, 4.50%, 9/20/52 | 3368456 | 3253948 |
| GNMA, 4.50%, 10/20/52 | 3309247 | 3197435 |
| GNMA, 5.00%, 12/20/54 | 1847528 | 1818505 |
| UMBS, 5.00%, TBA | 13960000 | 13682678 |
| UMBS, 5.50%, TBA | 10464000 | 10463241 |
|  |  | 148196532 |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $150,499,528) |  | **148209874** |
| **CORPORATE BONDS — 31.9%** |  |  |
| **Aerospace and Defense — 0.3%** |  |  |
| Axon Enterprise, Inc., 6.125%, 3/15/30<sup>(1)</sup> | 101000 | 104117 |
| Axon Enterprise, Inc., 6.25%, 3/15/33<sup>(1)</sup> | 57000 | 58833 |
| Boeing Co., 5.71%, 5/1/40 | 355000 | 350961 |
| Northrop Grumman Corp., 5.15%, 5/1/40 | 233000 | 228109 |
| TransDigm, Inc., 4.625%, 1/15/29 | 215000 | 211111 |
| TransDigm, Inc., 4.875%, 5/1/29 | 215000 | 211401 |
|  |  | 1164532 |
| **Air Freight and Logistics — 0.3%** |  |  |
| GXO Logistics, Inc., 6.25%, 5/6/29 | 830000 | 866945 |
| GXO Logistics, Inc., 6.50%, 5/6/34 | 243000 | 254345 |
|  |  | 1121290 |
| **Automobile Components — 0.2%** |  |  |
| Aptiv Swiss Holdings Ltd., VRN, 6.875%, 12/15/54 | 419000 | 424212 |
| ZF North America Capital, Inc., 6.875%, 4/23/32<sup>(1)</sup> | 404000 | 373713 |
|  |  | 797925 |
| **Automobiles — 0.7%** |  |  |
| American Honda Finance Corp., 4.95%, 1/9/26 | 545000 | 546263 |
| Ford Motor Credit Co. LLC, 5.85%, 5/17/27 | 440000 | 443531 |
| Ford Motor Credit Co. LLC, 7.20%, 6/10/30 | 550000 | 579044 |
| Ford Motor Credit Co. LLC, 6.05%, 11/5/31 | 285000 | 283654 |
| Ford Motor Credit Co. LLC, 6.125%, 3/8/34 | 420000 | 409049 |
| General Motors Financial Co., Inc., 5.60%, 6/18/31 | 330000 | 336711 |
| Honda Motor Co. Ltd., 5.34%, 7/8/35<sup>(2)</sup> | 300000 | 300880 |
| Hyundai Capital America, 6.50%, 1/16/29<sup>(1)</sup> | 133000 | 140319 |
|  |  | 3039451 |
| **Banks — 3.2%** |  |  |
| Australia & New Zealand Banking Group Ltd., VRN, 2.57%, 11/25/35<sup>(1)</sup> | 721000 | 632981 |
| Bank of America Corp., VRN, 5.47%, 1/23/35 | 615000 | 632052 |
| Bank of America Corp., VRN, 5.51%, 1/24/36 | 410000 | 421724 |
| Bank of Nova Scotia, VRN, 3.625%, 10/27/81 | 670000 | 628546 |
| Bank of Nova Scotia, VRN, 8.625%, 10/27/82 | 885000 | 941391 |
| BNP Paribas SA, VRN, 4.375%, 3/1/33<sup>(1)</sup> | 419000 | 410765 |
| BPCE SA, VRN, 7.00%, 10/19/34<sup>(1)</sup> | 295000 | 324244 |
| BPCE SA, VRN, 3.65%, 1/14/37<sup>(1)</sup> | 720000 | 633459 |
| Citibank NA, 4.91%, 5/29/30 | 638000 | 650404 |
| Citigroup, Inc., VRN, 4.41%, 3/31/31 | 500000 | 494806 |
| Citigroup, Inc., VRN, 5.61%, 3/4/56 | 220000 | 216095 |
| Danske Bank AS, VRN, 5.71%, 3/1/30<sup>(1)</sup> | 245000 | 254264 |

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| | | |
|:---|:---|:---|
| Freedom Mortgage Holdings LLC, 9.25%, 2/1/29<sup>(1)</sup> | 400000 | 415770 |
| Intesa Sanpaolo SpA, 3.875%, 7/14/27<sup>(1)</sup> | 200000 | 197445 |
| Intesa Sanpaolo SpA, VRN, 4.20%, 6/1/32<sup>(1)</sup> | 920000 | 846768 |
| JPMorgan Chase & Co., VRN, 5.10%, 4/22/31 | 643000 | 659112 |
| JPMorgan Chase & Co., VRN, 5.34%, 1/23/35 | 246000 | 251910 |
| JPMorgan Chase & Co., VRN, 5.77%, 4/22/35 | 771000 | 810323 |
| JPMorgan Chase & Co., VRN, 5.29%, 7/22/35 | 230000 | 234148 |
| Nationstar Mortgage Holdings, Inc., 7.125%, 2/1/32<sup>(1)</sup> | 505000 | 524889 |
| Royal Bank of Canada, VRN, 5.15%, 2/4/31 | 703000 | 717730 |
| Societe Generale SA, VRN, 5.51%, 5/22/31<sup>(1)</sup> | 200000 | 204032 |
| Toronto-Dominion Bank, VRN, 8.125%, 10/31/82 | 200000 | 209381 |
| UniCredit SpA, VRN, 5.86%, 6/19/32<sup>(1)</sup> | 600000 | 604958 |
| Wells Fargo & Co., VRN, 5.39%, 4/24/34 | 429000 | 439132 |
| Wells Fargo & Co., VRN, 5.56%, 7/25/34 | 257000 | 265328 |
| Wells Fargo & Co., VRN, 5.01%, 4/4/51 | 380000 | 346271 |
| Zions Bancorp NA, VRN, 6.82%, 11/19/35 | 501000 | 521006 |
|  |  | 13488934 |
| **Biotechnology — 0.3%** |  |  |
| AbbVie, Inc., 5.35%, 3/15/44 | 313000 | 307027 |
| Amgen, Inc., 5.65%, 3/2/53 | 520000 | 508075 |
| Biocon Biologics Global PLC, 6.67%, 10/9/29<sup>(1)</sup> | 620000 | 589321 |
|  |  | 1404423 |
| **Building Products — 0.4%** |  |  |
| Builders FirstSource, Inc., 5.00%, 3/1/30<sup>(1)</sup> | 653000 | 641531 |
| Builders FirstSource, Inc., 6.375%, 3/1/34<sup>(1)</sup> | 219000 | 223451 |
| Standard Building Solutions, Inc., 6.50%, 8/15/32<sup>(1)</sup> | 80000 | 82023 |
| Standard Industries, Inc., 4.375%, 7/15/30<sup>(1)</sup> | 584000 | 553320 |
|  |  | 1500325 |
| **Capital Markets — 2.2%** |  |  |
| Ares Strategic Income Fund, 5.70%, 3/15/28 | 395000 | 398322 |
| Ares Strategic Income Fund, 6.35%, 8/15/29 | 565000 | 579481 |
| Blackstone Private Credit Fund, 7.30%, 11/27/28 | 155000 | 165367 |
| Blackstone Private Credit Fund, 5.95%, 7/16/29 | 135000 | 137630 |
| Blue Owl Capital Corp., 2.875%, 6/11/28 | 160000 | 149099 |
| Blue Owl Capital Corp., 5.95%, 3/15/29 | 551000 | 554016 |
| Blue Owl Credit Income Corp., 7.75%, 1/15/29 | 605000 | 642768 |
| Blue Owl Credit Income Corp., 6.60%, 9/15/29 | 245000 | 252155 |
| Blue Owl Technology Finance Corp., 6.10%, 3/15/28<sup>(1)</sup> | 403000 | 405294 |
| Goldman Sachs Group, Inc., VRN, 6.48%, 10/24/29 | 430000 | 456197 |
| Goldman Sachs Group, Inc., VRN, 4.69%, 10/23/30 | 352000 | 353135 |
| Golub Capital BDC, Inc., 7.05%, 12/5/28 | 485000 | 509429 |
| Golub Capital Private Credit Fund, 5.80%, 9/12/29 | 386000 | 385752 |
| Golub Capital Private Credit Fund, 5.875%, 5/1/30 | 176000 | 175852 |
| HPS Corporate Lending Fund, 5.45%, 1/14/28 | 190000 | 190590 |
| HPS Corporate Lending Fund, 6.25%, 9/30/29 | 332000 | 338609 |
| LPL Holdings, Inc., 5.15%, 6/15/30 | 865000 | 876067 |
| Morgan Stanley, VRN, 6.63%, 11/1/34 | 975000 | 1075152 |
| Morgan Stanley, VRN, 5.83%, 4/19/35 | 170000 | 178172 |
| Morgan Stanley, VRN, 5.52%, 11/19/55 | 172000 | 168215 |
| Northern Trust Corp., VRN, 3.375%, 5/8/32 | 1256000 | 1219874 |
|  |  | 9211176 |
| **Chemicals — 0.4%** |  |  |
| Braskem Netherlands Finance BV, 4.50%, 1/10/28<sup>(1)</sup> | 200000 | 172430 |
| Braskem Netherlands Finance BV, 4.50%, 1/31/30<sup>(1)</sup> | 1040000 | 806790 |
| Celanese U.S. Holdings LLC, 6.42%, 7/15/27 | 242000 | 250772 |

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| | | |
|:---|:---|:---|
| Orbia Advance Corp. SAB de CV, 2.875%, 5/11/31<sup>(1)</sup> | 710000 | 597208 |
|  |  | 1827200 |
| **Communications Equipment — 0.2%** |  |  |
| Cisco Systems, Inc., 5.50%, 2/24/55 | 378000 | 377595 |
| Motorola Solutions, Inc., 4.85%, 8/15/30 | 310000 | 313429 |
| Motorola Solutions, Inc., 5.20%, 8/15/32 | 315000 | 320406 |
|  |  | 1011430 |
| **Construction Materials — 0.3%** |  |  |
| CRH America Finance, Inc., 5.50%, 1/9/35 | 500000 | 512679 |
| Quikrete Holdings, Inc., 6.375%, 3/1/32<sup>(1)</sup> | 255000 | 262381 |
| Quikrete Holdings, Inc., 6.75%, 3/1/33<sup>(1)</sup> | 368000 | 379942 |
|  |  | 1155002 |
| **Consumer Finance — 0.7%** |  |  |
| Ally Financial, Inc., 8.00%, 11/1/31 | 752000 | 856644 |
| Avolon Holdings Funding Ltd., 6.375%, 5/4/28<sup>(1)</sup> | 175000 | 182566 |
| Avolon Holdings Funding Ltd., 5.15%, 1/15/30<sup>(1)</sup> | 152000 | 153199 |
| Bread Financial Holdings, Inc., VRN, 8.375%, 6/15/35<sup>(1)</sup> | 401000 | 404081 |
| Encore Capital Group, Inc., 9.25%, 4/1/29<sup>(1)</sup> | 522000 | 555764 |
| OneMain Finance Corp., 7.50%, 5/15/31 | 203000 | 212250 |
| PRA Group, Inc., 8.875%, 1/31/30<sup>(1)</sup> | 448000 | 462269 |
|  |  | 2826773 |
| **Consumer Staples Distribution & Retail — 0.4%** |  |  |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.25%, 3/15/26<sup>(1)</sup> | 883000 | 871678 |
| Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 4.625%, 1/15/27<sup>(1)</sup> | 410000 | 407799 |
| Walgreens Boots Alliance, Inc., 3.45%, 6/1/26 | 370000 | 362250 |
|  |  | 1641727 |
| **Diversified Consumer Services — 0.1%** |  |  |
| Leland Stanford Junior University, 4.68%, 3/1/35 | 100000 | 99454 |
| Massachusetts Institute of Technology, 5.62%, 6/1/55 | 120000 | 123826 |
| Novant Health, Inc., 3.17%, 11/1/51 | 330000 | 217291 |
|  |  | 440571 |
| **Diversified REITs — 1.0%** |  |  |
| American Assets Trust LP, 3.375%, 2/1/31 | 795000 | 712324 |
| Cousins Properties LP, 5.375%, 2/15/32 | 534000 | 540030 |
| GLP Capital LP/GLP Financing II, Inc., 5.375%, 4/15/26 | 200000 | 200169 |
| Highwoods Realty LP, 4.20%, 4/15/29 | 751000 | 730665 |
| Kilroy Realty LP, 2.50%, 11/15/32 | 325000 | 261778 |
| Kilroy Realty LP, 2.65%, 11/15/33 | 640000 | 503079 |
| Piedmont Operating Partnership LP, 9.25%, 7/20/28 | 543000 | 605042 |
| Piedmont Operating Partnership LP, 6.875%, 7/15/29 | 101000 | 106432 |
| Piedmont Operating Partnership LP, 3.15%, 8/15/30 | 79000 | 70914 |
| Trust Fibra Uno, 4.87%, 1/15/30<sup>(1)</sup> | 214000 | 203376 |
| Trust Fibra Uno, 7.70%, 1/23/32<sup>(1)</sup> | 400000 | 417346 |
|  |  | 4351155 |
| **Diversified Telecommunication Services — 0.4%** |  |  |
| AT&T, Inc., 6.375%, 3/1/41 | 70000 | 74845 |
| Frontier Communications Holdings LLC, 8.625%, 3/15/31<sup>(1)</sup> | 957000 | 1017595 |
| Sprint Capital Corp., 6.875%, 11/15/28 | 272000 | 292070 |
| Verizon Communications, Inc., 2.99%, 10/30/56 | 315000 | 189760 |
|  |  | 1574270 |
| **Electric Utilities — 2.4%** |  |  |
| AEP Transmission Co. LLC, 5.375%, 6/15/35 | 89000 | 90977 |
| AES Andes SA, 6.25%, 3/14/32<sup>(1)</sup> | 223000 | 227685 |
| Arizona Public Service Co., 5.70%, 8/15/34 | 323000 | 333365 |
| Black Hills Corp., 6.00%, 1/15/35 | 229000 | 237679 |

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| | | |
|:---|:---|:---|
| Commonwealth Edison Co., 5.30%, 2/1/53 | 160000 | 151777 |
| Commonwealth Edison Co., 5.95%, 6/1/55 | 148000 | 153389 |
| DTE Electric Co., 5.85%, 5/15/55 | 100000 | 102476 |
| Duke Energy Corp., 5.00%, 8/15/52 | 220000 | 193166 |
| Duke Energy Corp., 5.80%, 6/15/54 | 405000 | 395958 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 | 265000 | 272437 |
| Duke Energy Progress LLC, 4.35%, 3/6/27 | 378000 | 379949 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 | 616000 | 502966 |
| Duke Energy Progress LLC, 5.35%, 3/15/53 | 170000 | 161892 |
| Duke Energy Progress LLC, 5.55%, 3/15/55 | 240000 | 234828 |
| Electricite de France SA, 6.375%, 1/13/55<sup>(1)</sup> | 600000 | 602580 |
| Emera, Inc., Series 16-A, VRN, 6.75%, 6/15/76 | 1049000 | 1058203 |
| Florida Power & Light Co., 4.125%, 2/1/42 | 720000 | 612784 |
| MidAmerican Energy Co., 5.85%, 9/15/54 | 1092000 | 1125301 |
| Nevada Power Co., VRN, 6.25%, 5/15/55 | 180000 | 179578 |
| Niagara Mohawk Power Corp., 4.65%, 10/3/30<sup>(1)(2)</sup> | 160000 | 160000 |
| Northern States Power Co., 5.10%, 5/15/53 | 300000 | 276904 |
| Northern States Power Co., 5.65%, 5/15/55 | 186000 | 185849 |
| NRG Energy, Inc., 2.00%, 12/2/25<sup>(1)</sup> | 965000 | 951061 |
| Pacific Gas & Electric Co., 4.20%, 6/1/41 | 190000 | 146284 |
| Palomino Funding Trust I, 7.23%, 5/17/28<sup>(1)</sup> | 280000 | 295934 |
| PECO Energy Co., 4.375%, 8/15/52 | 405000 | 336021 |
| Public Service Electric & Gas Co., 5.50%, 3/1/55 | 445000 | 439265 |
| Union Electric Co., 5.45%, 3/15/53 | 270000 | 261304 |
| Vistra Operations Co. LLC, 6.00%, 4/15/34<sup>(1)</sup> | 164000 | 170451 |
|  |  | 10240063 |
| **Electronic Equipment, Instruments and Components — 0.1%** |  |  |
| Keysight Technologies, Inc., 5.35%, 7/30/30 | 366000 | 377595 |
| **Energy Equipment and Services — 0.1%** |  |  |
| Enerflex Ltd., 9.00%, 10/15/27<sup>(1)</sup> | 501000 | 518365 |
| **Entertainment — 0.1%** |  |  |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27 | 535000 | 499268 |
| **Financial Services — 1.5%** |  |  |
| Antares Holdings LP, 6.35%, 10/23/29<sup>(1)</sup> | 815000 | 823715 |
| Atlas Warehouse Lending Co. LP, 6.25%, 1/15/30<sup>(1)</sup> | 751000 | 759282 |
| Corebridge Financial, Inc., 5.75%, 1/15/34 | 200000 | 207918 |
| Corebridge Financial, Inc., VRN, 6.375%, 9/15/54 | 308000 | 307747 |
| Essent Group Ltd., 6.25%, 7/1/29 | 985000 | 1020711 |
| NMI Holdings, Inc., 6.00%, 8/15/29 | 990000 | 1017076 |
| PennyMac Financial Services, Inc., 7.125%, 11/15/30<sup>(1)</sup> | 783000 | 811994 |
| PennyMac Financial Services, Inc., 6.875%, 2/15/33<sup>(1)</sup> | 178000 | 182673 |
| Rocket Cos., Inc., 6.125%, 8/1/30<sup>(1)</sup> | 335000 | 341584 |
| Rocket Cos., Inc., 6.375%, 8/1/33<sup>(1)</sup> | 350000 | 358558 |
| Voya Financial, Inc., 5.00%, 9/20/34 | 348000 | 340272 |
|  |  | 6171530 |
| **Food Products — 0.4%** |  |  |
| Flowers Foods, Inc., 5.75%, 3/15/35 | 265000 | 271769 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 | 335000 | 302407 |
| Mars, Inc., 5.20%, 3/1/35<sup>(1)</sup> | 616000 | 623688 |
| Mars, Inc., 5.65%, 5/1/45<sup>(1)</sup> | 370000 | 371111 |
| Mars, Inc., 5.70%, 5/1/55<sup>(1)</sup> | 210000 | 209637 |
|  |  | 1778612 |
| **Gas Utilities — 0.2%** |  |  |
| Boston Gas Co., 5.84%, 1/10/35<sup>(1)</sup> | 153000 | 159138 |
| Eastern Energy Gas Holdings LLC, 5.65%, 10/15/54 | 173000 | 165572 |

---

------

---

| | | |
|:---|:---|:---|
| Excelerate Energy LP, 8.00%, 5/15/30<sup>(1)</sup> | 142000 | 149801 |
| Snam SpA, 6.50%, 5/28/55<sup>(1)</sup> | 417000 | 433756 |
|  |  | 908267 |
| **Ground Transportation — 0.2%** |  |  |
| Ashtead Capital, Inc., 5.95%, 10/15/33<sup>(1)</sup> | 600000 | 621829 |
| United Rentals North America, Inc., 6.00%, 12/15/29<sup>(1)</sup> | 400000 | 409974 |
|  |  | 1031803 |
| **Health Care Equipment and Supplies — 0.2%** |  |  |
| Medline Borrower LP/Medline Co-Issuer, Inc., 6.25%, 4/1/29<sup>(1)</sup> | 700000 | 719974 |
| **Health Care Providers and Services — 1.4%** |  |  |
| CVS Health Corp., 6.00%, 6/1/44 | 460000 | 455008 |
| CVS Health Corp., VRN, 7.00%, 3/10/55 | 357000 | 369106 |
| Duke University Health System, Inc., 3.92%, 6/1/47 | 148000 | 117359 |
| HCA, Inc., 6.20%, 3/1/55 | 152000 | 153207 |
| Humana, Inc., 5.75%, 4/15/54 | 229000 | 213496 |
| Icon Investments Six DAC, 6.00%, 5/8/34 | 458000 | 468321 |
| IQVIA, Inc., 5.00%, 5/15/27<sup>(1)</sup> | 650000 | 648227 |
| IQVIA, Inc., 6.25%, 2/1/29 | 555000 | 580442 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 270000 | 175115 |
| Surgery Center Holdings, Inc., 7.25%, 4/15/32<sup>(1)</sup> | 373000 | 380558 |
| Tenet Healthcare Corp., 5.125%, 11/1/27 | 609000 | 608422 |
| Tenet Healthcare Corp., 6.125%, 10/1/28 | 225000 | 225456 |
| UnitedHealth Group, Inc., 5.30%, 6/15/35 | 473000 | 482274 |
| UnitedHealth Group, Inc., 5.50%, 7/15/44 | 474000 | 461990 |
| UnitedHealth Group, Inc., 5.05%, 4/15/53 | 585000 | 522590 |
| Universal Health Services, Inc., 5.05%, 10/15/34 | 272000 | 259728 |
|  |  | 6121299 |
| **Hotels, Restaurants and Leisure — 1.1%** |  |  |
| Caesars Entertainment, Inc., 4.625%, 10/15/29<sup>(1)</sup> | 428000 | 408817 |
| Carnival Corp., 4.00%, 8/1/28<sup>(1)</sup> | 643000 | 629738 |
| Expedia Group, Inc., 5.40%, 2/15/35 | 422000 | 425116 |
| Hyatt Hotels Corp., 5.75%, 3/30/32 | 383000 | 393345 |
| International Game Technology PLC, 5.25%, 1/15/29<sup>(1)</sup> | 875000 | 867702 |
| Light & Wonder International, Inc., 7.00%, 5/15/28<sup>(1)</sup> | 310000 | 311097 |
| Light & Wonder International, Inc., 7.25%, 11/15/29<sup>(1)</sup> | 580000 | 597911 |
| Royal Caribbean Cruises Ltd., 6.00%, 2/1/33<sup>(1)</sup> | 983000 | 1002564 |
|  |  | 4636290 |
| **Household Durables — 0.3%** |  |  |
| DR Horton, Inc., 4.85%, 10/15/30 | 299000 | 301756 |
| KB Home, 4.80%, 11/15/29 | 590000 | 575050 |
| Meritage Homes Corp., 5.65%, 3/15/35 | 293000 | 294049 |
|  |  | 1170855 |
| **Independent Power and Renewable Electricity Producers — 0.2%** |  |  |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, 1/31/41<sup>(1)</sup> | 397700 | 404024 |
| Saavi Energia SARL, 8.875%, 2/10/35<sup>(1)</sup> | 570000 | 595507 |
|  |  | 999531 |
| **Industrial Conglomerates — 0.1%** |  |  |
| Siemens Financieringsmaatschappij NV, 1.20%, 3/11/26<sup>(1)</sup> | 400000 | 391851 |
| Siemens Funding BV, 5.80%, 5/28/55<sup>(1)</sup> | 239000 | 246129 |
|  |  | 637980 |
| **Insurance — 1.3%** |  |  |
| American International Group, Inc., 4.375%, 6/30/50 | 245000 | 205319 |
| Athene Global Funding, 5.53%, 7/11/31<sup>(1)</sup> | 330000 | 337367 |
| Beacon Funding Trust, 6.27%, 8/15/54<sup>(1)</sup> | 365000 | 361693 |
| Brown & Brown, Inc., 4.90%, 6/23/30 | 470000 | 474633 |

---

------

---

| | | |
|:---|:---|:---|
| CNO Financial Group, Inc., 5.25%, 5/30/29 | 630000 | 635858 |
| CNO Financial Group, Inc., 6.45%, 6/15/34 | 251000 | 263406 |
| F&G Annuities & Life, Inc., 6.50%, 6/4/29 | 170000 | 175381 |
| F&G Annuities & Life, Inc., 6.25%, 10/4/34 | 224000 | 221906 |
| Global Atlantic Fin Co., 7.95%, 6/15/33<sup>(1)</sup> | 940000 | 1065282 |
| Liberty Mutual Group, Inc., VRN, 4.125%, 12/15/51<sup>(1)</sup> | 525000 | 511410 |
| Lincoln National Corp., 7.00%, 6/15/40 | 385000 | 425741 |
| MetLife, Inc., 6.40%, 12/15/66 | 360000 | 377674 |
| Prudential Financial, Inc., VRN, 6.50%, 3/15/54 | 425000 | 437643 |
|  |  | 5493313 |
| **IT Services — 0.5%** |  |  |
| CoreWeave, Inc., 9.25%, 6/1/30<sup>(1)</sup> | 660000 | 675301 |
| Genpact Luxembourg SARL/Genpact USA, Inc., 6.00%, 6/4/29 | 536000 | 555072 |
| Kyndryl Holdings, Inc., 3.15%, 10/15/31 | 827000 | 747252 |
|  |  | 1977625 |
| **Machinery — 0.6%** |  |  |
| AGCO Corp., 5.80%, 3/21/34 | 329000 | 334118 |
| Caterpillar, Inc., 5.20%, 5/15/35 | 201000 | 204996 |
| Chart Industries, Inc., 7.50%, 1/1/30<sup>(1)</sup> | 850000 | 890950 |
| Nordson Corp., 4.50%, 12/15/29 | 540000 | 540568 |
| Weir Group, Inc., 5.35%, 5/6/30<sup>(1)</sup> | 428000 | 434137 |
|  |  | 2404769 |
| **Marine Transportation — 0.2%** |  |  |
| Yinson Bergenia Production BV, 8.50%, 1/31/45<sup>(1)(2)</sup> | 407000 | 413036 |
| Yinson Boronia Production BV, 8.95%, 7/31/42<sup>(1)</sup> | 382596 | 407669 |
|  |  | 820705 |
| **Media — 1.0%** |  |  |
| CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 5/1/27<sup>(1)</sup> | 38000 | 37904 |
| Cox Communications, Inc., 5.70%, 6/15/33<sup>(1)</sup> | 335000 | 339242 |
| Lamar Media Corp., 3.75%, 2/15/28 | 575000 | 557762 |
| Nexstar Media, Inc., 5.625%, 7/15/27<sup>(1)</sup> | 1020000 | 1018272 |
| Sirius XM Radio LLC, 3.125%, 9/1/26<sup>(1)</sup> | 1125000 | 1104632 |
| TEGNA, Inc., 4.75%, 3/15/26<sup>(1)</sup> | 551000 | 550521 |
| Time Warner Cable LLC, 6.55%, 5/1/37 | 519000 | 536302 |
|  |  | 4144635 |
| **Metals and Mining — 0.6%** |  |  |
| Cleveland-Cliffs, Inc., 7.50%, 9/15/31<sup>(1)</sup> | 346000 | 333994 |
| CSN Inova Ventures, 6.75%, 1/28/28<sup>(1)</sup> | 751000 | 710576 |
| Glencore Funding LLC, 5.19%, 4/1/30<sup>(1)</sup> | 450000 | 459000 |
| Glencore Funding LLC, 5.89%, 4/4/54<sup>(1)</sup> | 130000 | 127534 |
| Newmont Corp./Newcrest Finance Pty. Ltd., 5.35%, 3/15/34 | 462000 | 474245 |
| Rio Tinto Finance USA PLC, 5.75%, 3/14/55 | 296000 | 296664 |
| Windfall Mining Group, Inc./Groupe Minier Windfall, Inc., 5.85%, 5/13/32<sup>(1)</sup> | 241000 | 246446 |
|  |  | 2648459 |
| **Mortgage Real Estate Investment Trusts (REITs) — 0.6%** |  |  |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.75%, 6/15/29<sup>(1)</sup> | 830000 | 808724 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 5.50%, 8/1/30<sup>(2)</sup> | 252000 | 253800 |
| Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 7.00%, 7/15/31<sup>(1)</sup> | 1465000 | 1532895 |
|  |  | 2595419 |
| **Multi-Utilities — 0.5%** |  |  |
| Dominion Energy, Inc., 4.90%, 8/1/41 | 553000 | 499515 |
| Engie SA, 5.875%, 4/10/54<sup>(1)</sup> | 545000 | 539066 |
| NiSource, Inc., 5.35%, 7/15/35 | 410000 | 413520 |
| Sempra, 3.25%, 6/15/27 | 357000 | 349711 |

---

------

---

| | | |
|:---|:---|:---|
| WEC Energy Group, Inc., 5.60%, 9/12/26 | 163000 | 165192 |
|  |  | 1967004 |
| **Oil, Gas and Consumable Fuels — 2.9%** |  |  |
| 3R Lux SARL, 9.75%, 2/5/31<sup>(1)</sup> | 269000 | 272235 |
| Antero Resources Corp. , 7.625%, 2/1/29<sup>(1)</sup> | 338000 | 347243 |
| Cheniere Energy, Inc., 4.625%, 10/15/28 | 470000 | 469486 |
| Columbia Pipelines Holding Co. LLC, 5.68%, 1/15/34<sup>(1)</sup> | 530000 | 536819 |
| Columbia Pipelines Operating Co. LLC, 6.04%, 11/15/33<sup>(1)</sup> | 395000 | 414693 |
| Crescent Energy Finance LLC, 8.375%, 1/15/34<sup>(1)(2)</sup> | 114000 | 114149 |
| Diamondback Energy, Inc., 6.25%, 3/15/33 | 370000 | 394231 |
| Enbridge, Inc., VRN, 6.00%, 1/15/77 | 1045000 | 1046181 |
| Encino Acquisition Partners Holdings LLC, 8.75%, 5/1/31<sup>(1)</sup> | 400000 | 442058 |
| Energy Transfer LP, 6.55%, 12/1/33 | 658000 | 714281 |
| Energy Transfer LP, 6.125%, 12/15/45 | 390000 | 383436 |
| Eni SpA, 5.95%, 5/15/54<sup>(1)</sup> | 339000 | 328320 |
| EOG Resources, Inc., 5.95%, 7/15/55<sup>(2)</sup> | 80000 | 81535 |
| Expand Energy Corp., 6.75%, 4/15/29<sup>(1)</sup> | 134000 | 135688 |
| Expand Energy Corp., 5.375%, 3/15/30 | 867000 | 870047 |
| Geopark Ltd., 8.75%, 1/31/30<sup>(1)</sup> | 395000 | 347908 |
| Greensaif Pipelines Bidco SARL, 5.85%, 2/23/36<sup>(1)</sup> | 619000 | 626644 |
| Matador Resources Co., 6.50%, 4/15/32<sup>(1)</sup> | 300000 | 300354 |
| Northern Natural Gas Co., 5.625%, 2/1/54<sup>(1)</sup> | 175000 | 168870 |
| Petroleos Mexicanos, 6.49%, 1/23/27 | 408000 | 406196 |
| Petroleos Mexicanos, 6.50%, 3/13/27 | 1006000 | 999640 |
| Petroleos Mexicanos, 5.35%, 2/12/28 | 1666000 | 1600829 |
| Petroleos Mexicanos, 6.84%, 1/23/30 | 124000 | 119873 |
| Petroleos Mexicanos, 5.95%, 1/28/31 | 232000 | 209954 |
| Shell Finance U.S., Inc., 4.375%, 5/11/45 | 235000 | 198988 |
| SM Energy Co., 6.75%, 9/15/26 | 488000 | 488626 |
| Sunoco LP, 7.00%, 5/1/29<sup>(1)</sup> | 304000 | 316796 |
|  |  | 12335080 |
| **Paper and Forest Products — 0.1%** |  |  |
| Louisiana-Pacific Corp., 3.625%, 3/15/29<sup>(1)</sup> | 311000 | 296559 |
| **Passenger Airlines — 1.3%** |  |  |
| American Airlines, Inc., 7.25%, 2/15/28<sup>(1)</sup> | 415000 | 424098 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, 4/20/26<sup>(1)</sup> | 1120431 | 1118560 |
| Delta Air Lines, Inc., 4.95%, 7/10/28 | 370000 | 372354 |
| Grupo Aeromexico SAB de CV, 8.25%, 11/15/29<sup>(1)</sup> | 600000 | 590820 |
| Latam Airlines Group SA, 7.875%, 4/15/30<sup>(1)</sup> | 258000 | 263483 |
| Latam Airlines Group SA, 7.625%, 1/7/31<sup>(1)(2)</sup> | 172000 | 173075 |
| Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(1)</sup> | 1641735 | 1644915 |
| United Airlines, Inc., 4.375%, 4/15/26<sup>(1)</sup> | 1061000 | 1054649 |
|  |  | 5641954 |
| **Pharmaceuticals — 0.1%** |  |  |
| Bristol-Myers Squibb Co., 5.55%, 2/22/54 | 435000 | 424681 |
| **Professional Services — 0.1%** |  |  |
| Paychex, Inc., 5.35%, 4/15/32 | 476000 | 488990 |
| **Real Estate Management and Development — 0.1%** |  |  |
| Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.75%, 4/15/30<sup>(1)</sup> | 298000 | 303039 |
| First Industrial LP, 5.25%, 1/15/31 | 283000 | 286440 |
|  |  | 589479 |
| **Semiconductors and Semiconductor Equipment — 0.9%** |  |  |
| Foundry JV Holdco LLC, 5.50%, 1/25/31<sup>(1)</sup> | 700000 | 718494 |
| Foundry JV Holdco LLC, 5.90%, 1/25/33<sup>(1)</sup> | 266000 | 276004 |
| Foundry JV Holdco LLC, 5.875%, 1/25/34<sup>(1)</sup> | 210000 | 213596 |

---

------

---

| | | |
|:---|:---|:---|
| Foundry JV Holdco LLC, 6.10%, 1/25/36<sup>(1)</sup> | 300000 | 310740 |
| Foundry JV Holdco LLC, 6.30%, 1/25/39<sup>(1)</sup> | 247000 | 258725 |
| Intel Corp., 3.90%, 3/25/30 | 630000 | 610958 |
| Intel Corp., 5.15%, 2/21/34 | 320000 | 319485 |
| Intel Corp., 5.70%, 2/10/53 | 270000 | 251459 |
| Intel Corp., 5.60%, 2/21/54 | 252000 | 231342 |
| Micron Technology, Inc., 5.30%, 1/15/31 | 720000 | 737543 |
|  |  | 3928346 |
| **Software — 0.6%** |  |  |
| AppLovin Corp., 5.125%, 12/1/29 | 129000 | 130716 |
| AppLovin Corp., 5.375%, 12/1/31 | 232000 | 236180 |
| Oracle Corp., 3.60%, 4/1/40 | 1268000 | 1015598 |
| Oracle Corp., 5.50%, 9/27/64 | 235000 | 214209 |
| Synopsys, Inc., 5.00%, 4/1/32 | 780000 | 790410 |
|  |  | 2387113 |
| **Specialized REITs — 0.3%** |  |  |
| EPR Properties, 4.95%, 4/15/28 | 590000 | 589082 |
| EPR Properties, 3.75%, 8/15/29 | 125000 | 119074 |
| VICI Properties LP, 5.75%, 4/1/34 | 170000 | 173884 |
| VICI Properties LP/VICI Note Co., Inc., 4.125%, 8/15/30<sup>(1)</sup> | 482000 | 462838 |
|  |  | 1344878 |
| **Specialty Retail — 0.1%** |  |  |
| Home Depot, Inc., 5.30%, 6/25/54 | 280000 | 269038 |
| **Technology Hardware, Storage and Peripherals — 0.3%**  |  |  |
| Apple, Inc., 4.50%, 5/12/32 | 625000 | 633103 |
| Dell International LLC/EMC Corp., 5.30%, 4/1/32 | 201000 | 205517 |
| Hewlett Packard Enterprise Co., 4.85%, 10/15/31 | 324000 | 323305 |
|  |  | 1161925 |
| **Trading Companies and Distributors — 0.3%** |  |  |
| Aircastle Ltd., 5.95%, 2/15/29<sup>(1)</sup> | 420000 | 434115 |
| Aircastle Ltd./Aircastle Ireland DAC, 5.75%, 10/1/31<sup>(1)</sup> | 175000 | 180064 |
| Herc Holdings, Inc., 5.50%, 7/15/27<sup>(1)</sup> | 168000 | 168149 |
| Herc Holdings, Inc., 7.25%, 6/15/33<sup>(1)</sup> | 373000 | 391072 |
|  |  | 1173400 |
| **Wireless Telecommunication Services — 0.1%** |  |  |
| U.S. Cellular Corp., 6.70%, 12/15/33 | 542000 | 571801 |
| **TOTAL CORPORATE BONDS**<br>(Cost $134,234,667) |  | **135032789** |
| **U.S. TREASURY SECURITIES — 9.5%** |  |  |
| U.S. Treasury Bonds, 3.375%, 11/15/48 | 1000000 | 791367 |
| U.S. Treasury Notes, 3.875%, 11/30/27 | 600000 | 602391 |
| U.S. Treasury Notes, 3.875%, 6/15/28 | 1500000 | 1508027 |
| U.S. Treasury Notes, 4.125%, 3/31/29 | 2400000 | 2433000 |
| U.S. Treasury Notes, 4.00%, 5/31/30 | 15700000 | 15854547 |
| U.S. Treasury Notes, 4.125%, 8/31/30<sup>(3)</sup> | 3500000 | 3551270 |
| U.S. Treasury Notes, 4.375%, 11/30/30 | 6000000 | 6156328 |
| U.S. Treasury Notes, 4.125%, 5/31/32 | 7000000 | 7060703 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 2000000 | 2014219 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $39,597,702) |  | **39971852** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 8.4%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 8.0%** |  |  |
| Angel Oak Mortgage Trust, Series 2024-3, Class A1, 4.80%, 11/26/68<sup>(1)</sup> | 417063 | 415291 |
| BRAVO Residential Funding Trust, Series 2024-NQM1, Class A2, 6.10%, 12/1/63<sup>(1)</sup> | 300431 | 301822 |
| BRAVO Residential Funding Trust, Series 2024-NQM2, Class A1, 6.29%, 2/25/64<sup>(1)</sup> | 933816 | 943053 |

---

------

---

| | | |
|:---|:---|:---|
| Chase Home Lending Mortgage Trust, Series 2024-6, Class A4, VRN, 6.00%, 5/25/55<sup>(1)</sup> | 585981 | 591478 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A4, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 1118338 | 1122576 |
| Chase Home Lending Mortgage Trust, Series 2024-9, Class A6, SEQ, VRN, 5.50%, 9/25/55<sup>(1)</sup> | 472952 | 473203 |
| CHL Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | 1632 | 1631 |
| CHNGE Mortgage Trust, Series 2022-NQM1, Class A2, 5.82%, 6/25/67<sup>(1)</sup> | 669263 | 667449 |
| Citigroup Mortgage Loan Trust, Series 2024-1, Class A7A, VRN, 6.00%, 7/25/54<sup>(1)</sup> | 938511 | 949530 |
| Citigroup Mortgage Loan Trust, Series 2024-CMI1, Class A11, VRN, 5.50%, 6/25/54<sup>(1)</sup> | 1548619 | 1552121 |
| Citigroup Mortgage Loan Trust, Series 2024-CMI1, Class A5, VRN, 5.50%, 6/25/54<sup>(1)</sup> | 709969 | 709013 |
| COLT Mortgage Loan Trust, Series 2024-4, Class A2, 6.20%, 7/25/69<sup>(1)</sup> | 1158856 | 1169118 |
| Eagle RE Ltd., Series 2023-1, Class M1A, VRN, 6.31%, (30-day average SOFR plus 2.00%), 9/26/33<sup>(1)</sup> | 308203 | 309039 |
| EFMT, Series 2024-CES1, Class A2, 5.80%, 1/26/60<sup>(1)</sup> | 906000 | 914914 |
| GS Mortgage-Backed Securities Trust, Series 2025-PJ3, Class A4, VRN, 6.00%, 7/25/55<sup>(1)</sup> | 729348 | 738206 |
| JP Morgan Mortgage Trust, Series 2005-S2, Class 3A1, VRN, 7.17%, 2/25/32 | 8321 | 8171 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A4, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 980647 | 983453 |
| JP Morgan Mortgage Trust, Series 2024-10, Class A6, SEQ, VRN, 5.50%, 3/25/55<sup>(1)</sup> | 708896 | 708566 |
| JP Morgan Mortgage Trust, Series 2024-12, Class A4, VRN, 6.00%, 6/25/55<sup>(1)</sup> | 2015030 | 2040045 |
| JP Morgan Mortgage Trust, Series 2024-5, Class A6, SEQ, VRN, 6.00%, 11/25/54<sup>(1)</sup> | 796350 | 798764 |
| JP Morgan Mortgage Trust, Series 2024-6, Class A6, SEQ, VRN, 6.00%, 12/25/54<sup>(1)</sup> | 493605 | 495813 |
| JP Morgan Mortgage Trust, Series 2024-INV1, Class A4, SEQ, VRN, 6.00%, 4/25/55<sup>(1)</sup> | 884395 | 894971 |
| JP Morgan Mortgage Trust, Series 2025-5MPR, Class A1D, 5.50%, 11/25/55<sup>(1)</sup> | 1154385 | 1171646 |
| MFA Trust, Series 2023-NQM3, Class A1, SEQ, 6.62%, 7/25/68<sup>(1)</sup> | 1176514 | 1185940 |
| MFA Trust, Series 2024-NQM1, Class A1, SEQ, 6.58%, 3/25/69<sup>(1)</sup> | 199962 | 202521 |
| MFA Trust, Series 2024-NQM1, Class A2, SEQ, 6.83%, 3/25/69<sup>(1)</sup> | 647878 | 656200 |
| Morgan Stanley Residential Mortgage Loan Trust, Series 2023-2, Class A4, VRN, 6.00%, 6/25/53<sup>(1)</sup> | 2031132 | 2037965 |
| OBX Trust, Series 2024-NQM8, Class A1, 6.23%, 5/25/64<sup>(1)</sup> | 639622 | 647045 |
| PRKCM Trust, Series 2024-HOME1, Class A1, 6.43%, 5/25/59<sup>(1)</sup> | 728677 | 736727 |
| Provident Funding Mortgage Trust, Series 2024-1, Class A3, VRN, 5.50%, 12/25/54<sup>(1)</sup> | 1460167 | 1465476 |
| Provident Funding Mortgage Trust, Series 2025-2, Class A4, SEQ, VRN, 5.50%, 6/25/55<sup>(1)</sup> | 1462134 | 1466385 |
| Rate Mortgage Trust, Series 2025-J1, Class A4, VRN, 6.00%, 3/25/55<sup>(1)</sup> | 883337 | 893267 |
| Sequoia Mortgage Trust, Series 2024-10, Class A11, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 440332 | 440211 |
| Sequoia Mortgage Trust, Series 2024-10, Class A5, SEQ, VRN, 5.50%, 11/25/54<sup>(1)</sup> | 591809 | 593552 |
| Sequoia Mortgage Trust, Series 2024-2, Class A4, VRN, 6.00%, 3/25/54<sup>(1)</sup> | 1242465 | 1254822 |
| Sequoia Mortgage Trust, Series 2024-6, Class A11, SEQ, VRN, 6.00%, 7/27/54<sup>(1)</sup> | 1462924 | 1470734 |
| SoFi Mortgage Trust, Series 2016-1A, Class 1A4, SEQ, VRN, 3.00%, 11/25/46<sup>(1)</sup> | 69884 | 62596 |
| Verus Securitization Trust, Series 2022-INV1, Class A2, SEQ, 5.80%, 8/25/67<sup>(1)</sup> | 661263 | 660691 |
| Verus Securitization Trust, Series 2024-4, Class A1, 6.22%, 6/25/69<sup>(1)</sup> | 579311 | 586000 |
| Verus Securitization Trust, Series 2024-5, Class A1, 6.19%, 6/25/69<sup>(1)</sup> | 1628947 | 1646033 |
|  |  | 33966038 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.4%** |  |  |
| FHLMC, Series 2023-HQA2, Class M1A, VRN, 6.31%, (30-day average SOFR plus 2.00%), 6/25/43<sup>(1)</sup> | 240441 | 241821 |
| FHLMC, Series 3397, Class GF, VRN, 4.92%, (30-day average SOFR plus 0.61%), 12/15/37 | 59514 | 59245 |
| FNMA, Series 2023-39, Class AI, IO, 2.00%, 7/25/52 | 8593388 | 1098666 |
| FNMA, Series 2023-R05, Class 1M1, VRN, 6.21%, (30-day average SOFR plus 1.90%), 6/25/43<sup>(1)</sup> | 282450 | 285266 |
| GNMA, Series 2007-5, Class FA, VRN, 4.57%, (1-month SOFR plus 0.25%), 2/20/37 | 79179 | 79160 |
|  |  | 1764158 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $35,329,350) |  | **35730196** |
| **CONVERTIBLE PREFERRED SECURITIES — 7.0%** |  |  |
| **Banks — 5.9%** |  |  |
| Australia & New Zealand Banking Group Ltd., 6.75%<sup>(1)</sup> | 1461000 | 1480290 |
| Banco Bilbao Vizcaya Argentaria SA, 6.125% | 400000 | 392793 |
| Banco Mercantil del Norte SA, 5.875%<sup>(1)</sup> | 215000 | 208977 |
| Banco Mercantil del Norte SA, 7.50%<sup>(1)</sup> | 400000 | 396215 |
| Banco Santander SA, 4.75% | 2200000 | 2138243 |
| Barclays PLC, 6.125% | 1400000 | 1402283 |

---

------

---

| | | |
|:---|:---|:---|
| BNP Paribas SA, 4.625%<sup>(1)</sup> | 1899000 | 1849216 |
| Credit Agricole SA, 8.125%<sup>(1)</sup> | 1150000 | 1165347 |
| Danske Bank AS, 4.375% | 1895000 | 1867309 |
| HSBC Holdings PLC, 6.00% | 1875000 | 1877791 |
| ING Groep NV, 5.75% | 2085000 | 2075279 |
| Intesa Sanpaolo SpA, 7.70%<sup>(1)</sup> | 1765000 | 1772669 |
| Lloyds Banking Group PLC, 7.50% | 1385000 | 1392181 |
| Macquarie Bank Ltd., 6.125%<sup>(1)</sup> | 401000 | 403206 |
| NatWest Group PLC, 8.00% | 860000 | 865400 |
| NatWest Group PLC, 6.00% | 870000 | 870746 |
| Nordea Bank Abp, 6.625%<sup>(1)</sup> | 2145000 | 2162696 |
| Skandinaviska Enskilda Banken AB, 6.875% | 800000 | 816331 |
| Societe Generale SA, 4.75%<sup>(1)</sup> | 1059000 | 1045915 |
| Societe Generale SA, 9.375%<sup>(1)</sup> | 845000 | 898843 |
|  |  | 25081730 |
| **Capital Markets — 0.7%** |  |  |
| Deutsche Bank AG, 6.00% | 1600000 | 1596712 |
| UBS Group AG, 9.25%<sup>(1)</sup> | 1350000 | 1476865 |
|  |  | 3073577 |
| **Insurance — 0.4%** |  |  |
| Allianz SE, 3.50%<sup>(1)</sup> | 1400000 | 1379919 |
| **TOTAL CONVERTIBLE PREFERRED SECURITIES**<br>(Cost $29,207,064) |  | **29535226** |
| **ASSET-BACKED SECURITIES — 3.5%** |  |  |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(1)</sup> | 975000 | 936446 |
| BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A, 6.38%, 4/25/54<sup>(1)</sup> | 282841 | 285775 |
| Capital Automotive REIT, Series 2024-2A, Class A2, SEQ, 5.25%, 5/15/54<sup>(1)</sup> | 813828 | 808578 |
| Castlelake Aircraft Securitization Trust, Series 2018-1, Class A, SEQ, 4.125%, 6/15/43<sup>(1)</sup> | 152335 | 148094 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-1A, Class A2, SEQ, 4.76%, 3/22/49<sup>(1)</sup> | 1500000 | 1480444 |
| CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2, SEQ, 4.50%, 5/20/49<sup>(1)</sup> | 750000 | 731337 |
| DI Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.72%, 9/15/51<sup>(1)</sup> | 2462092 | 2342124 |
| Diamond Resorts Owner Trust, Series 2021-1A, Class C, 2.70%, 11/21/33<sup>(1)</sup> | 242188 | 240898 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(1)</sup> | 653170 | 605503 |
| Lyra Music Assets Delaware LP, Series 2024-2A, Class A2, SEQ, 5.76%, 12/22/64<sup>(1)</sup> | 1505839 | 1514377 |
| New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(1)</sup> | 1700000 | 1561171 |
| RCKT Mortgage Trust, Series 2024-CES4, Class A1A, 6.15%, 6/25/44<sup>(1)</sup> | 907763 | 916386 |
| SEB Funding LLC, Series 2024-1A, Class A2, SEQ, 7.39%, 4/30/54<sup>(1)</sup> | 700000 | 716780 |
| Stonepeak ABS, Series 2021-1A, Class AA, 2.30%, 2/28/33<sup>(1)</sup> | 243003 | 232841 |
| Switch ABS Issuer LLC, Series 2024-2A, Class A2, SEQ, 5.44%, 6/25/54<sup>(1)</sup> | 575000 | 580069 |
| Towd Point Mortgage Trust, Series 2024-CES1, Class A1A, VRN, 5.85%, 1/25/64<sup>(1)</sup> | 833329 | 837010 |
| VB-S1 Issuer LLC, Series 2024-1A, Class F, 8.87%, 5/15/54<sup>(1)</sup> | 1000000 | 1044974 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $14,867,855) |  | **14982807** |
| **COLLATERALIZED LOAN OBLIGATIONS — 3.1%** |  |  |
| Apidos CLO XIIX Ltd., Series 2024-49A, Class B, VRN, 5.88%, (3-month SOFR plus 1.60%), 10/24/37<sup>(1)</sup> | 1500000 | 1503348 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2021-FL4, Class A, VRN, 5.78%, (1-month SOFR plus 1.46%), 11/15/36<sup>(1)</sup> | 916136 | 916871 |
| ARES LII CLO Ltd., Series 2019-52A, Class CRR, VRN, 5.82%, (3-month SOFR plus 1.55%), 4/22/31<sup>(1)</sup> | 2200000 | 2203032 |
| ARES XLVIII CLO Ltd., Series 2018-48A, Class B, VRN, 6.11%, (3-month SOFR plus 1.84%), 7/20/30<sup>(1)</sup> | 1000000 | 1002416 |
| Birch Grove CLO 4 Ltd., Series 2022-4A, Class BR, VRN, 6.06%, (3-month SOFR plus 1.80%), 7/15/37<sup>(1)</sup> | 1440000 | 1435073 |
| Jamestown CLO XIV Ltd., Series 2019-14A, Class BRR, VRN, 6.02%, (3-month SOFR plus 1.75%), 10/20/34<sup>(1)</sup> | 1820000 | 1820919 |
| KKR CLO 18 Ltd., Series 2018, Class CR, VRN, 6.63%, (3-month SOFR plus 2.36%), 7/18/30<sup>(1)</sup> | 600000 | 601665 |
| Madison Park Funding XL Ltd., Series 9A, Class BR2, VRN, 6.09%, (3-month SOFR plus 1.76%), 5/28/30<sup>(1)</sup> | 625000 | 626040 |
| Mountain View CLO LLC, Series 2017-2A, Class B, VRN, 6.22%, (3-month SOFR plus 1.96%), 1/16/31<sup>(1)</sup> | 500000 | 501660 |
| Stewart Park CLO Ltd., Series 2015-1A, Class CR, VRN, 6.32%, (3-month SOFR plus 2.06%), 1/15/30<sup>(1)</sup> | 675000 | 676863 |

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| | | |
|:---|:---|:---|
| Trimaran CAVU Ltd., Series 2019-1A, Class CR, VRN, 6.22%, (3-month SOFR plus 1.95%), 1/20/37<sup>(1)</sup> | 1875000 | 1883177 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $13,139,883) |  | **13171064** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 2.4%** |  |  |
| Bank, Series 2018-BN15, Class D, 3.00%, 11/15/61<sup>(1)</sup> | 304000 | 251947 |
| Bank, Series 2019-BN17, Class D, 3.00%, 4/15/52<sup>(1)</sup> | 388000 | 327973 |
| Bank, Series 2021-BN36, Class D, VRN, 2.50%, 9/15/64<sup>(1)</sup> | 387896 | 286016 |
| BBCMS Mortgage Trust, Series 2019-C5, Class D, 2.50%, 11/15/52<sup>(1)</sup> | 415246 | 339807 |
| BBCMS Mortgage Trust, Series 2024-5C27, Class AS, SEQ, VRN, 6.41%, 7/15/57 | 1337000 | 1404617 |
| Benchmark Mortgage Trust, Series 2018-B5, Class D, VRN, 3.25%, 7/15/51<sup>(1)</sup> | 529000 | 408209 |
| Benchmark Mortgage Trust, Series 2020-B16, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 752000 | 554905 |
| Benchmark Mortgage Trust, Series 2021-B31, Class D, 2.25%, 12/15/54<sup>(1)</sup> | 318000 | 210406 |
| Credit Suisse Mortgage Trust, Series 2021-BHAR, Class B, VRN, 5.93%, (1-month SOFR plus 1.61%), 11/15/38<sup>(1)</sup> | 469000 | 467953 |
| CSAIL Commercial Mortgage Trust, Series 2019-C15, Class D, 3.00%, 3/15/52<sup>(1)</sup> | 625000 | 498402 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, SEQ, 7.07%, 11/10/39<sup>(1)</sup> | 860000 | 881337 |
| Morgan Stanley Capital I Trust, Series 2018-H3, Class D, 3.00%, 7/15/51<sup>(1)</sup> | 289000 | 242573 |
| Morgan Stanley Capital I Trust, Series 2020-L4, Class D, 2.50%, 2/15/53<sup>(1)</sup> | 628000 | 460744 |
| One Market Plaza Trust, Series 2017-1MKT, Class B, 3.85%, 2/10/32<sup>(1)</sup> | 1097000 | 1022585 |
| ONNI Commerical Mortgage Trust, Series 2024-APT, Class A, SEQ, VRN, 5.75%, 7/15/39<sup>(1)</sup> | 1355000 | 1386400 |
| THPT Mortgage Trust, Series 2023-THL, Class B, VRN, 7.92%, 12/10/34<sup>(1)</sup> | 970000 | 980987 |
| UBS Commercial Mortgage Trust, Series 2018-C15, Class D, VRN, 5.31%, 12/15/51<sup>(1)</sup> | 240000 | 217148 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $9,488,920) |  | **9942009** |
| **PREFERRED SECURITIES — 2.3%** |  |  |
| **Banks — 1.0%** |  |  |
| Citigroup, Inc., 3.875% | 985000 | 973902 |
| Citigroup, Inc., 4.00% | 880000 | 875998 |
| Citizens Financial Group, Inc., 5.65% | 439000 | 439911 |
| Comerica, Inc., 5.625% | 965000 | 965000 |
| Fifth Third Bancorp, 4.50% | 1100000 | 1097677 |
| M&T Bank Corp., 5.125% | 46000 | 45874 |
|  |  | 4398362 |
| **Capital Markets — 0.2%** |  |  |
| Charles Schwab Corp., 4.00% | 838000 | 826462 |
| **Consumer Finance — 0.1%** |  |  |
| American Express Co., 3.55% | 545000 | 533635 |
| **Electric Utilities — 0.2%** |  |  |
| Edison International, 5.00% | 562000 | 487221 |
| Edison International, 5.375% | 232000 | 219013 |
|  |  | 706234 |
| **Multi-Utilities — 0.2%** |  |  |
| Sempra, 4.875% | 905000 | 903532 |
| **Oil, Gas and Consumable Fuels — 0.4%** |  |  |
| BP Capital Markets PLC, 4.375% | 416000 | 415808 |
| Energy Transfer LP, 6.50% | 1035000 | 1042212 |
|  |  | 1458020 |
| **Trading Companies and Distributors — 0.2%** |  |  |
| Aircastle Ltd., 5.25%<sup>(1)</sup> | 1010000 | 1002224 |
| **TOTAL PREFERRED SECURITIES**<br>(Cost $9,787,504) |  | **9828469** |
| **MUNICIPAL SECURITIES — 1.2%** |  |  |
| California State University Rev., 2.98%, 11/1/51  | 400000 | 268121 |
| Escambia County Health Facilities Authority Rev., (Baptist Hospital, Inc. Obligated Group), 3.61%, 8/15/40 (AG) | 105000 | 83838 |
| Foothill-Eastern Transportation Corridor Agency Rev., 4.09%, 1/15/49  | 387000 | 310584 |

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------

---

| | | | |
|:---|:---|:---|:---|
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  |  | 910000 | 788044 |
| Houston GO, 3.96%, 3/1/47  |  | 255000 | 212490 |
| Los Angeles Community College District GO, 6.75%, 8/1/49  |  | 130000 | 145470 |
| Metropolitan St. Louis Sewer District Rev., Series C, 3.26%, 5/1/45  |  | 250000 | 193414 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  |  | 580000 | 431062 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  |  | 50000 | 51209 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  |  | 40000 | 45857 |
| New York GO, Series B-1, 5.83%, 10/1/53  |  | 750000 | 773972 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  |  | 455000 | 329714 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  |  | 150000 | 138675 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  |  | 225000 | 142217 |
| State of California GO, 4.60%, 4/1/28, Prerefunded at 100% of Par<sup>(4)</sup> |  | 140000 | 142387 |
| State of California GO, 7.60%, 11/1/40  |  | 25000 | 30175 |
| Sumter Landing Community Development District Rev., 5.57%, 10/1/40 (AG) |  | 65000 | 65915 |
| Sumter Landing Community Development District Rev., 5.74%, 10/1/45 (AG) |  | 100000 | 100404 |
| Sumter Landing Community Development District Rev., 5.82%, 10/1/54 (AG) |  | 185000 | 185531 |
| Texas Natural Gas Securitization Finance Corp. Rev., SEQ, 5.17%, 4/1/41  |  | 460000 | 465040 |
| United Nations Development Corp. Rev., (City of New York), Series A, 6.54%, 8/1/55  |  | 70000 | 73205 |
| University of California Rev., 3.07%, 5/15/51  |  | 220000 | 145762 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $6,092,708) |  |  | **5123086** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.9%** |  |  |  |
| **Brazil — 0.2%** |  |  |  |
| Brazil Government International Bonds, 6.625%, 3/15/35 |  | 779000 | 787976 |
| **Chile — 0.1%** |  |  |  |
| Chile Government International Bonds, 5.33%, 1/5/54 |  | 300000 | 281993 |
| **Colombia — 0.1%** |  |  |  |
| Colombia Government International Bonds, 8.00%, 11/14/35 |  | 200000 | 201358 |
| Colombia Government International Bonds, 7.75%, 11/7/36 |  | 200000 | 195890 |
|  |  |  | 397248 |
| **Jordan — 0.1%** |  |  |  |
| Jordan Government International Bonds, 5.85%, 7/7/30<sup>(1)</sup> |  | 690000 | 665455 |
| **New Zealand — 0.4%** |  |  |  |
| New Zealand Government Bonds, 4.50%, 5/15/35 | NZD | 2900000 | 1763986 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $3,846,507) |  |  | **3896658** |
| **SHORT-TERM INVESTMENTS — 2.2%** |  |  |  |
| **Commercial Paper**<sup>(5)</sup> **— 2.1%** |  |  |  |
| Overwatch Alpha Funding LLC, 4.45%, 7/1/25<sup>(1)</sup> |  | 8700000 | 8698952 |
| **Money Market Funds — 0.1%** |  |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class<sup>(6)</sup> |  | 555092 | 555092 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $9,255,092) |  |  | **9254044** |
| **TOTAL INVESTMENT SECURITIES — 107.4%**<br>(Cost $455,346,780) |  |  | **454678074** |
| **OTHER ASSETS AND LIABILITIES — (7.4)%** |  |  | **(31217252)** |
| **TOTAL NET ASSETS — 100.0%** |  |  | $**423460822** |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** |
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Counterparty** | **Settlement Date** | **Unrealized Appreciation <br>(Depreciation)** |
| USD | 1746584 | NZD | 2894845 | JPMorgan Chase Bank NA | 9/17/25 | $(22505) |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional**<br>**Amount** | &nbsp;&nbsp;**Unrealized**<br>**Appreciation**<br>**(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 96 | September 2025 | $19970250 | $82374 |
| U.S. Treasury 5-Year Notes | 186 | September 2025 | 20274000 | 149389 |
| U.S. Treasury 10-Year Notes | 144 | September 2025 | 16146000 | 134125 |
| U.S. Treasury Long Bonds | 175 | September 2025 | 20207031 | 598705 |
| U.S. Treasury Ultra Bonds | 116 | September 2025 | 13818500 | 351993 |
|  |  |  | $90415781 | $1316586 |

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^Amount represents value and unrealized appreciation (depreciation).

---

| | | |
|:---|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| AG | – | Assured Guaranty, Inc. |
| FHLMC | – | Federal Home Loan Mortgage Corp. |
| FNMA | – | Federal National Mortgage Association |
| GNMA | – | Government National Mortgage Association |
| GO | – | General Obligation |
| IO | – | Interest Only |
| NZD | – | New Zealand Dollar |
| RFUCC | – | FTSE USD IBOR Consumer Cash Fallbacks |
| SEQ | – | Sequential Payer |
| SOFR | – | Secured Overnight Financing Rate |
| TBA | – | To-Be-Announced. Security was purchased on a forward commitment basis with an approximate principal amount and maturity date. Actual principal amount and maturity date will be determined upon settlement. |
| UMBS | – | Uniform Mortgage-Backed Securities |
| USD | – | United States Dollar |
| VRN | – | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

(1)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $153,824,634, which represented 36.3% of total net assets.

(2)When-issued security. The issue price and yield are fixed on the date of the commitment, but payment and delivery are scheduled for a future date.

(3)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on forward commitments, forward foreign currency exchange contracts and/or futures contracts. At the period end, the aggregate value of securities pledged was $2,293,104.

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

(5)The rate indicated is the yield to maturity at purchase for non-interest bearing securities. For interest bearing securities, the stated coupon rate is shown.

(6)Includes securities purchased with cash collateral received at the custodian bank for collateral requirements on forward commitments. At the period end, the aggregate value of cash deposits received was $273,000.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS** 

**1. Investment Valuations**

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

Fixed income securities are valued at the evaluated mean as provided by independent pricing services or at the mean of the most recent bid and asked prices as provided by investment dealers. Corporate bonds, U.S. Treasury and Government Agency securities, municipal securities, and sovereign governments and agencies are valued using market models that consider trade data, quotations from dealers and active market makers, relevant yield curve and spread data, creditworthiness, trade data or market information on comparable securities, and other relevant security specific information. Mortgage-related and asset-backed securities are valued based on models that consider trade data, prepayment and default projections, benchmark yield and spread data and estimated cash flows of each tranche of the issuer. Collateralized loan obligations are valued based on discounted cash flow models that consider trade and economic data, prepayment assumptions and default projections. Commercial paper is valued using a curve-based approach that considers money market rates for specific instruments, programs, currencies and maturity points from a variety of active market makers.

Equity securities that are listed or traded on a domestic securities exchange are valued at the last reported sales price or at the official closing price as provided by the exchange. Equity securities traded on foreign securities exchanges are generally valued at the closing price of such securities on the exchange where primarily traded or at the close of the NYSE, if that is earlier. If no last sales price is reported, or if local convention or regulation so provides, the mean of the latest bid and asked prices may be used. Securities traded over-the-counter are valued at the mean of the latest bid and asked prices, the last sales price, or the official closing price.

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

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

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | &nbsp;&nbsp;**Level 3** |
| **Assets** |  |  |  |
| **Investment Securities** |  |  |  |
| U.S. Government Agency Mortgage-Backed Securities |  | $148209874 |  |
| Corporate Bonds |  | 135032789 |  |
| U.S. Treasury Securities |  | 39971852 |  |
| Collateralized Mortgage Obligations |  | 35730196 |  |
| Convertible Preferred Securities |  | 29535226 |  |
| Asset-Backed Securities |  | 14982807 |  |
| Collateralized Loan Obligations |  | 13171064 |  |
| Commercial Mortgage-Backed Securities |  | 9942009 |  |
| Preferred Securities |  | 9828469 |  |
| Municipal Securities |  | 5123086 |  |
| Sovereign Governments and Agencies |  | 3896658 |  |
| Short-Term Investments | $555092 | 8698952 |  |
|  | $555092 | $454122982 |  |
| **Other Financial Instruments** |  |  |  |
| Futures Contracts | $1316586 |  |  |
| **Liabilities** |  |  |  |
| **Other Financial Instruments** |  |  |  |
| Forward Foreign Currency Exchange Contracts |  | $22505 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $466926752.54

**Total Liabilities:** $45150843.27

**Net Assets:** $421775909.27

**Cash Not Reported:** $262.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 384.000000000000 | **1-Year:** 3957.000000000000 | **5-Year:** 20761.000000000000 | **10-Year:** 39476.000000000000 | **30-Year:** 96992.000000000000

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

- **3-Month:** 48.000000000000 | **1-Year:** 1801.000000000000 | **5-Year:** 5729.000000000000 | **10-Year:** 2874.000000000000 | **30-Year:** 3555.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039168 | 0.20%                | -0.47%               | 1.84%                |
| Class ID C000039169 | 0.21%                | -0.45%               | 1.85%                |
| Class ID C000039170 | 0.18%                | -0.49%               | 1.82%                |
| Class ID C000039172 | 0.12%                | -0.55%               | 1.75%                |
| Class ID C000039173 | 0.05%                | -0.51%               | 1.80%                |
| Class ID C000189691 | 0.21%                | -0.46%               | 1.84%                |
| Class ID C000222299 | 0.13%                | -0.43%               | 2.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-761906.07              | $-172622.79                                |
| Month 2  | $-94617.16               | $-1810798.05                               |
| Month 3  | $-74948.69               | $5026928.84                                |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate

- **Index Identifier:** Bloomberg US Aggregate

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE BANK N.A                                                   | SOLD NZD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-22505.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                               | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |    545000 | PA      | $546263.09    | 0.13%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                          | American International Group Inc 4.38 06/30/2050                                          | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    245000 | PA      | $205318.94    | 0.05%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                 | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    520000 | PA      | $508075.14    | 0.12%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2024-3                                           | Angel Oak Mortgage Trust 2024-3 4.80                                                      | CUSIP: 03466HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417063 | PA      | $415290.90    | 0.10%             | 2068-11-26      | Variable      | 4.80%                 | 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        |    815000 | PA      | $823714.57    | 0.20%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                     | Antero Resources Corp 7.63 02/01/2029                                                     | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    338000 | PA      | $347243.29    | 0.08%             | 2029-02-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                | Apidos Clo Xlix 5.88                                                                      | CUSIP: 03771BAE6<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1503348.30   | 0.36%             | 2037-10-24      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                 | Apple Inc 4.50 05/12/2032                                                                 | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    625000 | PA      | $633102.34    | 0.15%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA 4.38 03/01/2033                                                            | CUSIP: 09659T2A8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    419000 | PA      | $410765.01    | 0.10%             | 2033-03-01      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                             | Boeing Co/The 5.71 05/01/2040                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350961.03    | 0.08%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Boston Gas Co                                                             | Boston Gas Co 5.84 01/10/2035                                                             | CUSIP: 100743AP8<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |    153000 | PA      | $159138.18    | 0.04%             | 2035-01-10      | Fixed         | 5.84%                 | 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        |    200000 | PA      | $172430.17    | 0.04%             | 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        |   1040000 | PA      | $806789.81    | 0.19%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-NQM2                                 | BRAVO Residential Funding Trust 2024-NQM2 6.29                                            | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933816 | PA      | $943052.98    | 0.22%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-NQM1                                 | BRAVO Residential Funding Trust 2024-NQM1 6.10                                            | CUSIP: 10570FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300431 | PA      | $301822.18    | 0.07%             | 2063-12-01      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-CES1                                 | BRAVO Residential Funding Trust 2024-CES1 6.38                                            | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    282841 | PA      | $285775.55    | 0.07%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                   | Brazilian Government International Bond 6.63 03/15/2035                                   | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    779000 | PA      | $787976.08    | 0.19%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                   | Bristol-Myers Squibb Co 5.55 02/22/2054                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    435000 | PA      | $424680.64    | 0.10%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                         | Brown & Brown Inc 4.90 06/23/2030                                                         | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    470000 | PA      | $474633.16    | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-NQM1                                            | CHNGE Mortgage Trust 2022-NQM1 5.82                                                       | CUSIP: 12569CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669264 | PA      | $667448.74    | 0.16%             | 2067-06-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                   | CNO Financial Group Inc 5.25 05/30/2029                                                   | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    630000 | PA      | $635857.54    | 0.15%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                   | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    251000 | PA      | $263406.26    | 0.06%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                   | CRH America Finance Inc 5.50 01/09/2035                                                   | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512679.27    | 0.12%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSN Inova Ventures                                                        | CSN Inova Ventures 6.75 01/28/2028                                                        | CUSIP: 12642KAB0<br>LEI: 222100R8R68DM7VM3661 | Long             | DBT              | CORP              | BR        |    751000 | PA      | $710575.75    | 0.17%             | 2028-01-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                            | CSMC 2021-BHAR 5.93                                                                       | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    469000 | PA      | $467953.15    | 0.11%             | 2038-11-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                           | CVS Health Corp 6.00 06/01/2044                                                           | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    460000 | PA      | $455007.54    | 0.11%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                           | CVS Health Corp 7.00 03/10/2055                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    357000 | PA      | $369105.96    | 0.09%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2005-17                                   | CHL Mortgage Pass-Through Trust 2005-17 5.50                                              | CUSIP: 12669G5X5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1632 | PA      | $1630.54      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                 | Caesars Entertainment Inc 4.63 10/15/2029                                                 | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    428000 | PA      | $408817.05    | 0.10%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California 7.60% 11/01/2040                                                      | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $30174.66     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                       | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    140000 | PA      | $142387.10    | 0.03%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                               | California State University 2.98% 11/01/2051                                              | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $268120.84    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                             | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    643000 | PA      | $629738.13    | 0.15%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |    152335 | PA      | $148094.08    | 0.04%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                           | Caterpillar Inc 5.20 05/15/2035                                                           | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    201000 | PA      | $204995.89    | 0.05%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                  | Celanese US Holdings LLC 6.42 07/15/2027                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    242000 | PA      | $250772.20    | 0.06%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                      | Chart Industries Inc 7.50 01/01/2030                                                      | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    850000 | PA      | $890949.60    | 0.21%             | 2030-01-01      | Fixed         | 7.50%                 | 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        |   1118338 | PA      | $1122575.75   | 0.27%             | 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        |    472952 | PA      | $473203.32    | 0.11%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                           | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                      | CUSIP: 161931AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585981 | PA      | $591477.85    | 0.14%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                       | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469485.81    | 0.11%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                       | Chile Government International Bond 5.33 01/05/2054                                       | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    300000 | PA      | $281992.50    | 0.07%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1376288 | PA      | $1199678.07   | 0.28%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1785038 | PA      | $1427157.10   | 0.34%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1969973 | PA      | $1725340.01   | 0.41%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KNSE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2045857 | PA      | $1714509.96   | 0.41%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    562520 | PA      | $524534.71    | 0.12%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.00                                                                     | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1079262 | PA      | $1064405.09   | 0.25%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2439753 | PA      | $2288976.49   | 0.54%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2581099 | PA      | $2633403.08   | 0.62%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.50                                                                     | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    587922 | PA      | $592170.58    | 0.14%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133L8JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1638794 | PA      | $1513635.24   | 0.36%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                         | Fannie Mae REMICS 2.00                                                                    | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8593388 | PA      | $1098666.42   | 0.26%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    420923 | PA      | $406903.21    | 0.10%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1541828 | PA      | $1598404.25   | 0.38%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    840340 | PA      | $846413.31    | 0.20%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                       | Fifth Third Bancorp (pfd) 4.50% 09/30/2173 Perpetual                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |   1100000 | NS      | $1097677.35   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| First Industrial LP                                                       | First Industrial LP 5.25 01/15/2031                                                       | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              | CORP              | US        |    283000 | PA      | $286440.56    | 0.07%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                  | Florida Power & Light Co 4.13 02/01/2042                                                  | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    720000 | PA      | $612784.25    | 0.15%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                         | Flowers Foods Inc 5.75 03/15/2035                                                         | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    265000 | PA      | $271768.64    | 0.06%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                           | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    387000 | PA      | $310584.02    | 0.07%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 7.20 06/10/2030                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $579043.51    | 0.14%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 6.13 03/08/2034                                                  | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $409049.34    | 0.10%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 5.85 05/17/2027                                                  | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $443530.49    | 0.11%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                  | Ford Motor Credit Co LLC 6.05 11/05/2031                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    285000 | PA      | $283653.75    | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                        | Ally Financial Inc 8.00 11/01/2031                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    752000 | PA      | $856644.33    | 0.20%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 36200MTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32817 | PA      | $32666.65     | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 7.00                                                                   | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $7.10         | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 6.00                                                                   | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32405 | PA      | $34582.71     | 0.01%             | 2038-09-20      | Fixed         | 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        |    796350 | PA      | $798764.05    | 0.19%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                          | JP Morgan Mortgage Trust 2024-12 6.00                                                     | CUSIP: 46658TAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2015030 | PA      | $2040044.64   | 0.48%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                                         | Jamestown CLO XIV Ltd 6.02                                                                | CUSIP: 47048XBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1820919.46   | 0.43%             | 2034-10-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                             | KKR CLO 18 Ltd 6.63                                                                       | CUSIP: 48251JAQ6<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601665.00    | 0.14%             | 2030-07-18      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Stewart Park CLO                                                          | Stewart Park CLO Ltd 6.32                                                                 | CUSIP: 860444AS7<br>LEI: 549300FC1IHOM4H6GL63 | Long             | ABS-CBDO         | CORP              | US        |    675000 | PA      | $676863.34    | 0.16%             | 2030-01-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                             | Sumter Landing Community Development District 5.57% 10/01/2040                            | CUSIP: 86657MCH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     65000 | PA      | $65915.04     | 0.02%             | 2040-10-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                             | Sumter Landing Community Development District 5.74% 10/01/2045                            | CUSIP: 86657MCJ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $100404.24    | 0.02%             | 2045-10-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Sumter Landing Community Development District                             | Sumter Landing Community Development District 5.82% 10/01/2054                            | CUSIP: 86657MCK0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $185530.99    | 0.04%             | 2054-10-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                 | Sunoco LP 7.00 05/01/2029                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    304000 | PA      | $316796.27    | 0.08%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                               | Surgery Center Holdings Inc 7.25 04/15/2032                                               | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    373000 | PA      | $380557.75    | 0.09%             | 2032-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                     | Switch ABS Issuer LLC 5.44                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $580068.63    | 0.14%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                              | Synopsys Inc 5.00 04/01/2032                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    780000 | PA      | $790409.63    | 0.19%             | 2032-04-01      | Fixed         | 5.00%                 | 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        |    970000 | PA      | $980987.09    | 0.23%             | 2034-12-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                 | TEGNA Inc 4.75 03/15/2026                                                                 | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    551000 | PA      | $550520.91    | 0.13%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    609000 | PA      | $608421.58    | 0.14%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                     | Tenet Healthcare Corp 6.13 10/01/2028                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225455.83    | 0.05%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                             | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    460000 | PA      | $465039.67    | 0.11%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| 3R Lux SARL                                                               | 3R Lux SARL 9.75 02/05/2031                                                               | CUSIP: 88563PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    269000 | PA      | $272234.84    | 0.06%             | 2031-02-05      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                     | Time Warner Cable LLC 6.55 05/01/2037                                                     | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    519000 | PA      | $536302.19    | 0.13%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                 | Toronto-Dominion Bank/The 8.13 10/31/2082                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $209381.40    | 0.05%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES1                                       | Towd Point Mortgage Trust 2024-CES1 5.85                                                  | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833329 | PA      | $837010.22    | 0.20%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                             | TransDigm Inc 4.63 01/15/2029                                                             | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211111.29    | 0.05%             | 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        |    215000 | PA      | $211401.12    | 0.05%             | 2029-05-01      | Fixed         | 4.88%                 | 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        |    240000 | PA      | $217148.23    | 0.05%             | 2051-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                             | UniCredit SpA 5.86 06/19/2032                                                             | CUSIP: 904678AF6<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    600000 | PA      | $604957.64    | 0.14%             | 2032-06-19      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                         | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    270000 | PA      | $261303.60    | 0.06%             | 2053-03-15      | Fixed         | 5.45%                 | 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        |   1061000 | PA      | $1054648.96   | 0.25%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                           | United Nations Development Corp 6.54% 08/01/2055                                          | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $73205.34     | 0.02%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                          | United Rentals North America Inc 6.00 12/15/2029                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409974.00    | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Cellular Corp                                               | United States Cellular Corp 6.70 12/15/2033                                               | CUSIP: 911684AD0<br>LEI: 549300B164AZXESI6E03 | Long             | DBT              | CORP              | US        |    542000 | PA      | $571800.79    | 0.14%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.38 11/15/2048                                          | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $395683.60    | 0.09%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 11/15/2032                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2014218.76   | 0.48%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.88 11/30/2027                                          | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $602390.63    | 0.14%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.25 08/31/2030                                          | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3551269.54   | 0.84%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.38 11/30/2030                                          | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6156328.14   | 1.46%             | 2030-11-30      | Fixed         | 4.38%                 | 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        |   1035000 | NS      | $1042211.81   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP 6.55 12/01/2033                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    658000 | PA      | $714280.84    | 0.17%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                  | Engie SA 5.88 04/10/2054                                                                  | CUSIP: 29286DAC9<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    545000 | PA      | $539066.05    | 0.13%             | 2054-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAPTIST HOSP INC OBLIG GP                                                 | Escambia County Health Facilities Authority 3.61% 08/15/2040                              | CUSIP: 296110GG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    105000 | PA      | $83838.03     | 0.02%             | 2040-08-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.88 01/25/2034                                                     | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213595.95    | 0.05%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718493.86    | 0.17%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 5.90 01/25/2033                                                     | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    266000 | PA      | $276004.27    | 0.07%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 6.10 01/25/2036                                                     | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310739.81    | 0.07%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                     | Foundry JV Holdco LLC 6.30 01/25/2039                                                     | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    247000 | PA      | $258725.18    | 0.06%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                                   | Freddie Mac STACR REMIC Trust 2023-HQA2 6.31                                              | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    240441 | PA      | $241821.14    | 0.06%             | 2043-06-25      | Floating      | 6.31%                 | 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        |    400000 | PA      | $415770.00    | 0.10%             | 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        |    957000 | PA      | $1017595.07   | 0.24%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    375455 | PA      | $351636.02    | 0.08%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2015610 | PA      | $1715353.21   | 0.41%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    497109 | PA      | $441725.28    | 0.10%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    951842 | PA      | $845205.32    | 0.20%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.00                                                                   | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4848308 | PA      | $3952631.14   | 0.94%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    977967 | PA      | $894895.39    | 0.21%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2089012 | PA      | $1851679.38   | 0.44%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3521344 | PA      | $3292931.77   | 0.78%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3368456 | PA      | $3253948.44   | 0.77%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3309247 | PA      | $3197434.66   | 0.76%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                     | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                     | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $200168.60    | 0.05%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                 | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    329000 | PA      | $334118.22    | 0.08%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AES Andes SA                                                              | AES Andes SA 6.25 03/14/2032                                                              | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    223000 | PA      | $227685.45    | 0.05%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                   | AEP Transmission Co LLC 5.38 06/15/2035                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     89000 | PA      | $90977.36     | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                  | AT&T Inc 6.38 03/01/2041                                                                  | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74845.00     | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | 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        |   1120431 | PA      | $1118560.19   | 0.27%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                | AbbVie Inc 5.35 03/15/2044                                                                | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    313000 | PA      | $307027.22    | 0.07%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd (pfd) 5.25% 09/15/2173 Perpetual                                            | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   1010000 | NS      | $1002223.90   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                             | Aircastle Ltd 5.95 02/15/2029                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    420000 | PA      | $434114.71    | 0.10%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd / Aircastle Ireland DAC                                     | Aircastle Ltd / Aircastle Ireland DAC 5.75 10/01/2031                                     | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180064.39    | 0.04%             | 2031-10-01      | Fixed         | 5.75%                 | 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        |    410000 | PA      | $407799.49    | 0.10%             | 2027-01-15      | Fixed         | 4.62%                 | 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 3.25 03/15/2026     | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    883000 | PA      | $871678.26    | 0.21%             | 2026-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                           | Aligned Data Centers Issuer LLC 2.48                                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $936445.87    | 0.22%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                              | Bread Financial Holdings Inc 8.38 06/15/2035                                              | CUSIP: 018581AQ1<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    401000 | PA      | $404080.88    | 0.10%             | 2035-06-15      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                | Allianz SE (pfd) 3.50% 04/30/2174 Perpetual                                               | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | EP               | CORP              | DE        |   1400000 | NS      | $1379919.66   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5 7/25 MBS 30yr                                                                      | CUSIP: 01F050676<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22569000 | PA      | $22120656.43  | 5.24%             | 2055-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                     | FNCL 5.5 7/25 MBS 30yr                                                                    | CUSIP: 01F052672<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10464000 | PA      | $10463241.05  | 2.48%             | 2055-01-25      | Fixed         | 5.50%                 | 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        |    415000 | PA      | $424098.46    | 0.10%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                  | American Assets Trust LP 3.38 02/01/2031                                                  | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    795000 | PA      | $712324.13    | 0.17%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                       | American Express Co (pfd) 3.55% 09/15/2173 Perpetual                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | EP               | CORP              | US        |    545000 | NS      | $533634.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                  | Builders FirstSource Inc 5.00 03/01/2030                                                  | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    653000 | PA      | $641531.62    | 0.15%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                  | Builders FirstSource Inc 6.38 03/01/2034                                                  | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    219000 | PA      | $223450.74    | 0.05%             | 2034-03-01      | Fixed         | 6.38%                 | 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        |    106000 | PA      | $105731.61    | 0.03%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                                   | Capital Automotive REIT 5.25                                                              | CUSIP: 12510HAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813828 | PA      | $808577.56    | 0.19%             | 2054-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                                | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    378000 | PA      | $377595.00    | 0.09%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 4.41 03/31/2031                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494805.70    | 0.12%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc (pfd) 4.00% 03/10/2174 Perpetual                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    880000 | NS      | $875998.38    | 0.21%             |  |  |  | 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        |    985000 | NS      | $973901.75    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                               | Citibank NA 4.91 05/29/2030                                                               | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    638000 | PA      | $650404.32    | 0.15%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                             | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216095.13    | 0.05%             | 2056-03-04      | Variable      | 5.61%                 | 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        |    938511 | PA      | $949529.57    | 0.23%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                   | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                              | CUSIP: 17332DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709969 | PA      | $709013.46    | 0.17%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                   | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                              | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1548619 | PA      | $1552120.65   | 0.37%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                              | Citizens Financial Group Inc (pfd) 5.65% 10/06/2173 Perpetual                             | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EP               | CORP              | US        |    439000 | NS      | $439910.71    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International (pfd) 5.00% 03/15/2174 Perpetual                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    562000 | NS      | $487221.30    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                            | EFMT 2024-CES1 5.80                                                                       | CUSIP: 281907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $914913.68    | 0.22%             | 2060-01-26      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                  | Electricite de France SA 6.38 01/13/2055                                                  | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $602580.07    | 0.14%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                 | Emera Inc 6.75 06/15/2076                                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   1049000 | PA      | $1058203.19   | 0.25%             | 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        |   1045000 | PA      | $1046181.37   | 0.25%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                                  | Encino Acquisition Partners Holdings LLC 8.75 05/01/2031                                  | CUSIP: 29254BAB3<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |    400000 | PA      | $442058.40    | 0.10%             | 2031-05-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Encore Capital Group Inc                                                  | Encore Capital Group Inc 9.25 04/01/2029                                                  | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |    522000 | PA      | $555764.49    | 0.13%             | 2029-04-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Enerflex Ltd                                                              | Enerflex Ltd 9.00 10/15/2027                                                              | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $518364.66    | 0.12%             | 2027-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                        | Energy Transfer LP 6.13 12/15/2045                                                        | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    390000 | PA      | $383436.04    | 0.09%             | 2045-12-15      | Fixed         | 6.12%                 | 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        |    985000 | PA      | $1020710.91   | 0.24%             | 2029-07-01      | Fixed         | 6.25%                 | 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        |    142000 | PA      | $149801.27    | 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        |    170000 | PA      | $175380.61    | 0.04%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                  | F&G Annuities & Life Inc 6.25 10/04/2034                                                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    224000 | PA      | $221906.25    | 0.05%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                         | Expedia Group Inc 5.40 02/15/2035                                                         | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $425116.42    | 0.10%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                    | FS Commercial Mortgage Trust 2023-4SZN 7.07                                               | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $881336.77    | 0.21%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                     | Freddie Mac Gold Pool 6.00                                                                | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    116337 | PA      | $121662.30    | 0.03%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                     | Freddie Mac Gold Pool 6.00                                                                | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59536 | PA      | $62511.50     | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                             | AppLovin Corp 5.13 12/01/2029                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    129000 | PA      | $130716.57    | 0.03%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                  | Ares XLVIII CLO Ltd 6.11                                                                  | CUSIP: 04017FAE9<br>LEI: 5493005WFBSWHJ1WGQ35 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002415.70   | 0.24%             | 2030-07-20      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                | Ares Strategic Income Fund 6.35 08/15/2029                                                | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    565000 | PA      | $579481.29    | 0.14%             | 2029-08-15      | Fixed         | 6.35%                 | 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        |    395000 | PA      | $398321.97    | 0.09%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    433135 | PA      | $376362.41    | 0.09%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2575920 | PA      | $2471970.99   | 0.59%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    569069 | PA      | $518474.80    | 0.12%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    315947 | PA      | $287382.97    | 0.07%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                 | Arizona Public Service Co 5.70 08/15/2034                                                 | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    323000 | PA      | $333365.02    | 0.08%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                       | Ashtead Capital Inc 5.95 10/15/2033                                                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621828.76    | 0.15%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                             | AppLovin Corp 5.38 12/01/2031                                                             | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    232000 | PA      | $236179.81    | 0.06%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                  | Aptiv Swiss Holdings Ltd 6.88 12/15/2054                                                  | CUSIP: 03837AAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |    419000 | PA      | $424212.39    | 0.10%             | 2054-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                    | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.78                               | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    916136 | PA      | $916871.23    | 0.22%             | 2036-11-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                  | ARES LII CLO Ltd 5.82                                                                     | CUSIP: 04009ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2203031.82   | 0.52%             | 2031-04-22      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                     | Athene Global Funding 5.53 07/11/2031                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    330000 | PA      | $337367.10    | 0.08%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                             | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    751000 | PA      | $759281.62    | 0.18%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple          | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple 7.25 01/31/2041          | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    397700 | PA      | $404023.56    | 0.10%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                           | BANK 2018-BNK15 3.00                                                                      | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304000 | PA      | $251946.84    | 0.06%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                 | Australia & New Zealand Banking Group Ltd 2.57 11/25/2035                                 | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    721000 | PA      | $632980.67    | 0.15%             | 2035-11-25      | Variable      | 2.57%                 | 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        |   1461000 | NS      | $1480289.58   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 5.47 01/23/2035                                                      | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    615000 | PA      | $632051.83    | 0.15%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                      | Bank of America Corp 5.51 01/24/2036                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    410000 | PA      | $421724.04    | 0.10%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.00                                                                     | CUSIP: 3132DNTZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1359331 | PA      | $1347726.96   | 0.32%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 5.00                                                                     | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    649509 | PA      | $642992.91    | 0.15%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 6.38 05/04/2028                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    175000 | PA      | $182565.70    | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd                                               | Avolon Holdings Funding Ltd 5.15 01/15/2030                                               | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | IE        |    152000 | PA      | $153199.23    | 0.04%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                       | Axon Enterprise Inc 6.13 03/15/2030                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104116.86    | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                       | Axon Enterprise Inc 6.25 03/15/2033                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58833.21     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                | Barclays Commercial Mortgage Trust 2019-C5 2.50                                           | CUSIP: 05492JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415246 | PA      | $339806.81    | 0.08%             | 2052-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                            | BBCMS Mortgage Trust 2024-5C27 6.41                                                       | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1337000 | PA      | $1404616.64   | 0.33%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                            | BNP Paribas SA (pfd) 4.63% 07/12/2173 Perpetual                                           | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1899000 | NS      | $1849215.63   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                    | BP Capital Markets PLC (pfd) 4.38% 09/22/2173 Perpetual                                   | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | EP               | CORP              | GB        |    416000 | NS      | $415808.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                   | Bank of Nova Scotia/The 3.63 10/27/2081                                                   | CUSIP: 0641598N9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    670000 | PA      | $628546.03    | 0.15%             | 2081-10-27      | Variable      | 3.62%                 | 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        |    885000 | PA      | $941391.32    | 0.22%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 7.00 10/19/2034                                                                   | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    295000 | PA      | $324243.47    | 0.08%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                   | BPCE SA 3.65 01/14/2037                                                                   | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    720000 | PA      | $633459.25    | 0.15%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                           | BANK 2019-BNK17 3.00                                                                      | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $327972.75    | 0.08%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                           | BANK 2021-BNK36 2.50                                                                      | CUSIP: 06540DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    387896 | PA      | $286016.47    | 0.07%             | 2064-09-15      | Variable      | 2.50%                 | 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        |    400000 | NS      | $392793.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                        | Banco Santander SA (pfd) 4.75% 08/12/2173 Perpetual                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   2200000 | NS      | $2138242.48   | 0.51%             |  |  |  | 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        |   1400000 | NS      | $1402283.40   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                      | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    365000 | PA      | $361693.21    | 0.09%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                 | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2173 Perpetual                | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |    400000 | NS      | $396215.08    | 0.09%             |  |  |  | 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        |    215000 | NS      | $208977.29    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2657125 | PA      | $2715557.63   | 0.64%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1898960 | PA      | $1747944.72   | 0.41%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    794902 | PA      | $762221.58    | 0.18%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    908431 | PA      | $763373.30    | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | 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        |    403000 | PA      | $405293.82    | 0.10%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                      | Cleveland-Cliffs Inc 7.50 09/15/2031                                                      | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    346000 | PA      | $333993.80    | 0.08%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | Colombia Government International Bond 8.00 11/14/2035                                    | CUSIP: 195325EL5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $201358.00    | 0.05%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                    | Colombia Government International Bond 7.75 11/07/2036                                    | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $195890.00    | 0.05%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                           | Danske Bank A/S 5.71 03/01/2030                                                           | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    245000 | PA      | $254263.57    | 0.06%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                         | Dell International LLC / EMC Corp 5.30 04/01/2032                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205517.17    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | 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        |    529000 | PA      | $408208.62    | 0.10%             | 2051-07-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                         | Benchmark 2020-B16 Mortgage Trust 2.50                                                    | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752000 | PA      | $554905.16    | 0.13%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                       | Delta Air Lines Inc 4.95 07/10/2028                                                       | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372353.94    | 0.09%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                          | Deutsche Bank AG (pfd) 6.00% 04/30/2174 Perpetual                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | EP               | CORP              | DE        |   1600000 | NS      | $1596711.84   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                         | Benchmark 2021-B31 Mortgage Trust 2.25                                                    | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    318000 | PA      | $210406.26    | 0.05%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO                                                           | Birch Grove CLO 4 Ltd 6.06                                                                | CUSIP: 09077CAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1440000 | PA      | $1435072.75   | 0.34%             | 2037-07-15      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    973038 | PA      | $912904.87    | 0.22%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 3.50                                                                     | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1012674 | PA      | $921857.92    | 0.22%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                               | Biocon Biologics Global PLC 6.67 10/09/2029                                               | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $589320.39    | 0.14%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                          | Black Hills Corp 6.00 01/15/2035                                                          | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    229000 | PA      | $237678.60    | 0.06%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 4.50                                                                     | CUSIP: 3133BPZW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2041385 | PA      | $1957466.57   | 0.46%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1518358 | PA      | $1261971.70   | 0.30%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                          | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2095342 | PA      | $1756500.16   | 0.42%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 6.00                                                                   | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7398 | PA      | $7749.81      | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 8.00                                                                    | CUSIP: 36206W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         3 | PA      | $3.31         | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 6.50                                                                    | CUSIP: 36207MUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       167 | PA      | $168.33       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 6.50                                                                    | CUSIP: 36208RXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       355 | PA      | $358.52       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620A2MJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     44397 | PA      | $43307.63     | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust 2021-1                                        | Diamond Resorts Owner Trust 2021-1 2.70                                                   | CUSIP: 25273CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    242188 | PA      | $240898.12    | 0.06%             | 2033-11-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                    | Diamondback Energy Inc 6.25 03/15/2033                                                    | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    370000 | PA      | $394230.56    | 0.09%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                       | Dominion Energy Inc 4.90 08/01/2041                                                       | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    553000 | PA      | $499515.12    | 0.12%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.00 08/15/2052                                                          | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $193165.98    | 0.05%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                          | Duke Energy Corp 5.80 06/15/2054                                                          | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    405000 | PA      | $395958.38    | 0.09%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    616000 | PA      | $502965.61    | 0.12%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 5.35 03/15/2053                                                  | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $161892.49    | 0.04%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    378000 | PA      | $379949.34    | 0.09%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    240000 | PA      | $234828.04    | 0.06%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                         | Duke University Health System Inc 3.92 06/01/2047                                         | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    148000 | PA      | $117359.32    | 0.03%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                   | Duke Energy Florida LLC 5.95 11/15/2052                                                   | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    265000 | PA      | $272437.25    | 0.06%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                   | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    339000 | PA      | $328320.19    | 0.08%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                         | EOG Resources Inc 5.95 07/15/2055                                                         | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81534.70     | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589081.55    | 0.14%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                            | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119073.95    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    139993 | PA      | $131548.80    | 0.03%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83131 | PA      | $81687.99     | 0.02%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    130795 | PA      | $128147.31    | 0.03%             | 2040-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 3620AQ6T5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     72383 | PA      | $71059.24     | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 5.50                                                                    | CUSIP: 36213TF81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22920 | PA      | $23787.20     | 0.01%             | 2032-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    244932 | PA      | $232450.61    | 0.06%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97978 | PA      | $92924.16     | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 7.50                                                                    | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        27 | PA      | $27.41        | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 7.00                                                                    | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       562 | PA      | $582.66       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 2.50                                                                   | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1949082 | PA      | $1629112.23   | 0.39%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | Ginnie Mae II Pool 5.00                                                                   | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1847528 | PA      | $1818504.73   | 0.43%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    411740 | PA      | $390461.34    | 0.09%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    308507 | PA      | $292610.63    | 0.07%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 6.25 05/06/2029                                                         | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    830000 | PA      | $866944.80    | 0.21%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                         | GXO Logistics Inc 6.50 05/06/2034                                                         | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    243000 | PA      | $254345.16    | 0.06%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138WJYA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    563930 | PA      | $520219.83    | 0.12%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138YGYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    215240 | PA      | $200291.80    | 0.05%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund 7.30 11/27/2028                                            | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165366.59    | 0.04%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                            | Blackstone Private Credit Fund 5.95 07/16/2029                                            | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137630.20    | 0.03%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ3                              | GS Mortgage-Backed Securities Trust 2025-PJ3 6.00                                         | CUSIP: 36273WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729348 | PA      | $738206.29    | 0.18%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.77 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    771000 | PA      | $810322.97    | 0.19%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                               | Blue Owl Credit Income Corp 6.60 09/15/2029                                               | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252154.93    | 0.06%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| COLT 2024-4 Mortgage Loan Trust                                           | COLT 2024-4 Mortgage Loan Trust 6.20                                                      | CUSIP: 19688WAB4<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   1158856 | PA      | $1169118.31   | 0.28%             | 2069-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 6.63 11/01/2034                                                            | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1075152.27   | 0.25%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                        | Freddie Mac REMICS 4.92                                                                   | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     59514 | PA      | $59245.23     | 0.01%             | 2037-12-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.18                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     13470 | PA      | $13342.24     | 0.00%             | 2047-03-01      | Floating      | 3.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.29 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234147.68    | 0.06%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.10 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    643000 | PA      | $659112.45    | 0.16%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.83 04/19/2035                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $178171.92    | 0.04%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                            | Morgan Stanley 5.52 11/19/2055                                                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168214.68    | 0.04%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1183458 | PA      | $1039435.10   | 0.25%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    558308 | PA      | $523805.11    | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | 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        |    289000 | PA      | $242573.10    | 0.06%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                    | Morgan Stanley Capital I Trust 2020-L4 2.50                                               | CUSIP: 61770KAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    628000 | PA      | $460744.07    | 0.11%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    782800 | PA      | $757507.97    | 0.18%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    992313 | PA      | $980571.27    | 0.23%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2023-2                     | Morgan Stanley Residential Mortgage Loan Trust 2023-2 6.00                                | CUSIP: 61775JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2031132 | PA      | $2037965.10   | 0.48%             | 2053-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                    | Motorola Solutions Inc 4.85 08/15/2030                                                    | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313428.92    | 0.07%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co                                             | Columbia Pipelines Holding Co LLC 5.68 01/15/2034                                         | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $536819.34    | 0.13%             | 2034-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                       | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $414692.75    | 0.10%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                    | Motorola Solutions Inc 5.20 08/15/2032                                                    | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    315000 | PA      | $320405.70    | 0.08%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                                 | Mountain View CLO 2017-2 LLC 6.22                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501659.50    | 0.12%             | 2031-01-16      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QFFH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2056280 | PA      | $1717160.71   | 0.41%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3829071 | PA      | $3219100.19   | 0.76%             | 2051-02-01      | Fixed         | 2.50%                 | 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        |    990000 | PA      | $1017076.50   | 0.24%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                            | NRG Energy Inc 2.00 12/02/2025                                                            | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    965000 | PA      | $951060.65    | 0.23%             | 2025-12-02      | Fixed         | 2.00%                 | 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        |    493605 | PA      | $495812.66    | 0.12%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                        | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980647 | PA      | $983453.34    | 0.23%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                              | Comerica Inc (pfd) 5.63% 10/01/2173 Perpetual                                             | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EP               | CORP              | US        |    965000 | NS      | $965000.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                    | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151776.75    | 0.04%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                          | Nationstar Mortgage Holdings Inc 7.13 02/01/2032                                          | CUSIP: 63861CAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    505000 | PA      | $524889.43    | 0.12%             | 2032-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                           | Nevada Power Co 6.25 05/15/2055                                                           | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179577.56    | 0.04%             | 2055-05-15      | Variable      | 6.25%                 | 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        |   1700000 | PA      | $1561171.37   | 0.37%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                       | New Jersey Turnpike Authority 7.10% 01/01/2041                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     40000 | PA      | $45856.76     | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                       | City of New York NY 5.83% 10/01/2053                                                      | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    750000 | PA      | $773972.40    | 0.18%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                   | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $474245.70    | 0.11%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1565458 | PA      | $1459583.43   | 0.35%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2245522 | PA      | $2030991.81   | 0.48%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                         | Nexstar Media Inc 5.63 07/15/2027                                                         | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1018271.70   | 0.24%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                              | NiSource Inc 5.35 07/15/2035                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413519.37    | 0.10%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                    | Commonwealth Edison Co 5.95 06/01/2055                                                    | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    148000 | PA      | $153389.08    | 0.04%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R05                              | Connecticut Avenue Securities Trust 2023-R05 6.21                                         | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282450 | PA      | $285265.60    | 0.07%             | 2043-06-25      | Floating      | 6.21%                 | 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        |    708896 | PA      | $708566.31    | 0.17%             | 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        |    884395 | PA      | $894970.55    | 0.21%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185848.75    | 0.04%             | 2055-05-15      | Fixed         | 5.65%                 | 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        |   1256000 | PA      | $1219874.15   | 0.29%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 5.75 01/15/2034                                                  | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207917.82    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                  | Corebridge Financial Inc 6.38 09/15/2054                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    308000 | PA      | $307747.50    | 0.07%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                     | Lincoln National Corp 7.00 06/15/2040                                                     | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    385000 | PA      | $425740.88    | 0.10%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                  | Lloyds Banking Group PLC (pfd) 7.50% 12/27/2173 Perpetual                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   1385000 | NS      | $1392181.23   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                 | Los Angeles Community College District/CA 6.75% 08/01/2049                                | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $145470.42    | 0.03%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                    | Louisiana-Pacific Corp 3.63 03/15/2029                                                    | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |    311000 | PA      | $296558.74    | 0.07%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1389363 | PA      | $1214413.08   | 0.29%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QNXA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1609930 | PA      | $1451044.45   | 0.34%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1267731 | PA      | $1146160.53   | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    464254 | PA      | $445183.81    | 0.11%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1564999 | PA      | $1546684.02   | 0.37%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2983485 | PA      | $2998181.30   | 0.71%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                   | HCA Inc 6.20 03/01/2055                                                                   | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    152000 | PA      | $153207.41    | 0.04%             | 2055-03-01      | Fixed         | 6.20%                 | 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        |   1875000 | NS      | $1877790.94   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                | HPS Corporate Lending Fund 6.25 09/30/2029                                                | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    332000 | PA      | $338608.54    | 0.08%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190589.58    | 0.05%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bond                                      | Jordan Government International Bond 5.85 07/07/2030                                      | CUSIP: 418097AL5<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    690000 | PA      | $665455.14    | 0.16%             | 2030-07-07      | Fixed         | 5.85%                 | 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        |    168000 | PA      | $168148.68    | 0.04%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                         | Herc Holdings Inc 7.25 06/15/2033                                                         | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    373000 | PA      | $391072.32    | 0.09%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                             | Hewlett Packard Enterprise Co 4.85 10/15/2031                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    324000 | PA      | $323305.25    | 0.08%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                     | Northrop Grumman Corp 5.15 05/01/2040                                                     | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    233000 | PA      | $228109.01    | 0.05%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                         | Novant Health Inc 3.17 11/01/2051                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    330000 | PA      | $217291.15    | 0.05%             | 2051-11-01      | Fixed         | 3.17%                 | 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        |    639622 | PA      | $647045.09    | 0.15%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                 | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $329714.48    | 0.08%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                       | Highwoods Realty LP 4.20 04/15/2029                                                       | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    751000 | PA      | $730664.88    | 0.17%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                        | Home Depot Inc/The 5.30 06/25/2054                                                        | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    280000 | PA      | $269038.17    | 0.06%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                        | Honda Motor Co Ltd 5.34 07/08/2035                                                        | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $300879.99    | 0.07%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                        | City of Houston TX 3.96% 03/01/2047                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    255000 | PA      | $212489.51    | 0.05%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| One Market Plaza Trust 2017-1MKT                                          | One Market Plaza Trust 2017-1MKT 3.85                                                     | CUSIP: 68245HAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1097000 | PA      | $1022584.90   | 0.24%             | 2032-02-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                      | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    203000 | PA      | $212250.10    | 0.05%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                | Humana Inc 5.75 04/15/2054                                                                | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    229000 | PA      | $213495.91    | 0.05%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                         | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    383000 | PA      | $393345.16    | 0.09%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                   | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    133000 | PA      | $140319.07    | 0.03%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                  | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    458000 | PA      | $468321.39    | 0.11%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                               | Crescent Energy Finance LLC 8.38 01/15/2034                                               | CUSIP: 45344LAG8<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114149.27    | 0.03%             | 2034-01-15      | Fixed         | 8.38%                 | 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        |   2085000 | NS      | $2075279.10   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 3.90 03/25/2030                                                                | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    630000 | PA      | $610958.29    | 0.14%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.70 02/10/2053                                                                | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    270000 | PA      | $251458.45    | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                             | CoreWeave Inc 9.25 06/01/2030                                                             | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675301.00    | 0.16%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 2.5 7/25 MBS 30yr                                                                    | CUSIP: 21H022671<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2707000 | PA      | $2300278.34   | 0.55%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 4 7/25 MBS 30yr                                                                      | CUSIP: 21H040673<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4503000 | PA      | $4187487.35   | 0.99%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | G2SF 5.5 7/25 MBS 30yr                                                                    | CUSIP: 21H052678<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1938000 | PA      | $1941148.84   | 0.46%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319485.21    | 0.08%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    252000 | PA      | $231342.24    | 0.05%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                     | Cousins Properties LP 5.38 02/15/2032                                                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    534000 | PA      | $540030.40    | 0.13%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                    | Cox Communications Inc 5.70 06/15/2033                                                    | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    335000 | PA      | $339242.40    | 0.08%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA (pfd) 8.13% 03/23/2174 Perpetual                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |   1150000 | NS      | $1165346.75   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                        | Credit Agricole SA 5.22 05/27/2031                                                        | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $254749.92    | 0.06%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                  | CSAIL 2019-C15 Commercial Mortgage Trust 3.00                                             | CUSIP: 22945DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $498402.06    | 0.12%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                        | CyrusOne Data Centers Issuer I LLC 4.76                                                   | CUSIP: 23284BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1480444.35   | 0.35%             | 2049-03-22      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| International Game Technology PLC                                         | International Game Technology PLC 5.25 01/15/2029                                         | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |    875000 | PA      | $867701.77    | 0.21%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-2                                   | Provident Funding Mortgage Trust 2025-2 5.50                                              | CUSIP: 74389DAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462134 | PA      | $1466385.14   | 0.35%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                   | ONNI Commerical Mortgage Trust 2024-APT 5.75                                              | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1355000 | PA      | $1386400.50   | 0.33%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 3.60 04/01/2040                                                               | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1015597.58   | 0.24%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                  | Prudential Financial Inc 6.50 03/15/2054                                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $437643.33    | 0.10%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                        | Public Service Electric and Gas Co 5.50 03/01/2055                                        | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $439264.86    | 0.10%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                               | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    235000 | PA      | $214209.46    | 0.05%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orbia Advance Corp SAB de CV                                              | Orbia Advance Corp SAB de CV 2.88 05/11/2031                                              | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    710000 | PA      | $597207.85    | 0.14%             | 2031-05-11      | Fixed         | 2.88%                 | 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        |    605000 | PA      | $642768.13    | 0.15%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 2.88 06/11/2028                                                     | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149098.93    | 0.04%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                     | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    551000 | PA      | $554016.48    | 0.13%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                            | PECO Energy Co 4.38 08/15/2052                                                            | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    405000 | PA      | $336021.30    | 0.08%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRA Group Inc                                                             | PRA Group Inc 8.88 01/31/2030                                                             | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    448000 | PA      | $462268.80    | 0.11%             | 2030-01-31      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 Trust                                                    | PRKCM 2024-HOME1 Trust 6.43                                                               | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    728677 | PA      | $736726.53    | 0.17%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                               | Pacific Gas and Electric Co 4.20 06/01/2041                                               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    190000 | PA      | $146284.07    | 0.03%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                  | Palomino Funding Trust I 7.23 05/17/2028                                                  | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $295934.11    | 0.07%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                        | CyrusOne Data Centers Issuer I LLC 0.00                                                   | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $731336.78    | 0.17%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                             | DI Issuer LLC 3.72                                                                        | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2462092 | PA      | $2342123.59   | 0.56%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                             | DR Horton Inc 4.85 10/15/2030                                                             | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    299000 | PA      | $301756.55    | 0.07%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                           | DTE Electric Co 5.85 05/15/2055                                                           | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102476.04    | 0.02%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2294299 | PA      | $2379326.01   | 0.56%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    661642 | PA      | $667711.46    | 0.16%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                     | Quikrete Holdings Inc 6.38 03/01/2032                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    255000 | PA      | $262380.95    | 0.06%             | 2032-03-01      | Fixed         | 6.38%                 | 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        |    591809 | PA      | $593552.02    | 0.14%             | 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        |    440332 | PA      | $440210.78    | 0.10%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                      | Shell Finance US Inc 4.38 05/11/2045                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $198988.12    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                      | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $391850.80    | 0.09%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                                        | Siemens Funding BV 5.80 05/28/2055                                                        | CUSIP: 82622RAF3<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |    239000 | PA      | $246129.49    | 0.06%             | 2055-05-28      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                       | Sirius XM Radio LLC 3.13 09/01/2026                                                       | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1104631.45   | 0.26%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                                  | Snam SpA 6.50 05/28/2055                                                                  | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    417000 | PA      | $433756.29    | 0.10%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                       | Societe Generale SA 5.51 05/22/2031                                                       | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $204032.30    | 0.05%             | 2031-05-22      | Variable      | 5.51%                 | 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        |   1059000 | NS      | $1045915.42   | 0.25%             |  |  |  | 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        |    845000 | NS      | $898842.56    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1514540 | PA      | $1553156.55   | 0.37%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1582435 | PA      | $1611352.54   | 0.38%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2023-1 Ltd                                                       | Eagle RE 2023-1 Ltd 6.31                                                                  | CUSIP: 26982EAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    308203 | PA      | $309039.34    | 0.07%             | 2033-09-26      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                           | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    173000 | PA      | $165571.76    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Edison International                                                      | Edison International (pfd) 5.38% 09/15/2173 Perpetual                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | EP               | CORP              | US        |    232000 | NS      | $219013.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Paychex Inc                                                               | Paychex Inc 5.35 04/15/2032                                                               | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    476000 | PA      | $488990.02    | 0.12%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan St Louis Sewer District                                      | Metropolitan St Louis Sewer District 3.26% 05/01/2045                                     | CUSIP: 592481LV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $193413.75    | 0.05%             | 2045-05-01      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.50                                                                      | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     39124 | PA      | $40994.36     | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 31413YQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     81742 | PA      | $85738.82     | 0.02%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     90911 | PA      | $93918.25     | 0.02%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    279407 | PA      | $278924.46    | 0.07%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                                 | Michigan Strategic Fund 3.23% 09/01/2047                                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $431062.09    | 0.10%             | 2047-09-01      | Fixed         | 3.23%                 | 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        |    555092 | NS      | $555092.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    478917 | PA      | $478089.54    | 0.11%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    577830 | PA      | $485914.28    | 0.12%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                        | Expand Energy Corp 5.38 03/15/2030                                                        | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    867000 | PA      | $870046.64    | 0.21%             | 2030-03-15      | Fixed         | 5.38%                 | 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        |    272000 | PA      | $292069.87    | 0.07%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1476631 | PA      | $1481594.65   | 0.35%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                         | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 36296XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    111512 | PA      | $109679.82    | 0.03%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                           | Standard Building Solutions Inc 6.50 08/15/2032                                           | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82022.72     | 0.02%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                | Standard Industries Inc/NY 4.38 07/15/2030                                                | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    584000 | PA      | $553320.40    | 0.13%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3554955 | PA      | $3566358.90   | 0.85%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1797356 | PA      | $1830073.64   | 0.43%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    751459 | PA      | $695572.13    | 0.16%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1483449 | PA      | $1245783.53   | 0.30%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                                   | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99453.91     | 0.02%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU LLC                                                         | Trimaran Cavu 2019-1 Ltd 6.22                                                             | CUSIP: 89624CDL3<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | US        |   1875000 | PA      | $1883176.88   | 0.45%             | 2037-01-20      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3140134 | PA      | $2519490.41   | 0.60%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1648055 | PA      | $1543146.41   | 0.37%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    634141 | PA      | $571901.47    | 0.14%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1248225 | PA      | $1100650.46   | 0.26%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    214000 | PA      | $203375.73    | 0.05%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                           | Trust Fibra Uno 7.70 01/23/2032                                                           | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    400000 | PA      | $417346.00    | 0.10%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                              | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                             | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   1350000 | NS      | $1476864.90   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2022-INV1                                      | Verus Securitization Trust 2022-INV1 5.80                                                 | CUSIP: 92539JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    661263 | PA      | $660691.12    | 0.16%             | 2067-08-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                           | General Motors Financial Co Inc 5.60 06/18/2031                                           | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    330000 | PA      | $336711.37    | 0.08%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                   | Genpact Luxembourg SARL/Genpact USA Inc 6.00 06/04/2029                                   | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    536000 | PA      | $555071.98    | 0.13%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Geopark Ltd                                                               | Geopark Ltd 8.75 01/31/2030                                                               | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | CO        |    395000 | PA      | $347908.10    | 0.08%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC 5.89 04/04/2054                                                      | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127534.28    | 0.03%             | 2054-04-04      | Fixed         | 5.89%                 | 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        |    579311 | PA      | $586000.37    | 0.14%             | 2069-06-25      | Variable      | 6.22%                 | 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        |   1628947 | PA      | $1646033.33   | 0.39%             | 2069-06-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                      | Glencore Funding LLC 5.19 04/01/2030                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458999.84    | 0.11%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                    | Global Atlantic Fin Co 7.95 06/15/2033                                                    | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    940000 | PA      | $1065282.04   | 0.25%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co Inc                                     | VICI Properties LP / VICI Note Co Inc 4.13 08/15/2030                                     | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    482000 | PA      | $462837.82    | 0.11%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                        | VICI Properties LP 5.75 04/01/2034                                                        | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173884.37    | 0.04%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                        | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135687.86    | 0.03%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                  | Vistra Operations Co LLC 6.00 04/15/2034                                                  | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    164000 | PA      | $170450.94    | 0.04%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                  | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    910000 | PA      | $788043.80    | 0.19%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    430000 | PA      | $456197.43    | 0.11%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                        | Voya Financial Inc 5.00 09/20/2034                                                        | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    348000 | PA      | $340272.15    | 0.08%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                      | WEC Energy Group Inc 5.60 09/12/2026                                                      | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    163000 | PA      | $165191.90    | 0.04%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                              | Walgreens Boots Alliance Inc 3.45 06/01/2026                                              | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176229.62    | 0.04%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                            | Weir Group Inc 5.35 05/06/2030                                                            | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    428000 | PA      | $434136.76    | 0.10%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                               | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    352000 | PA      | $353135.07    | 0.08%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                     | Golub Capital BDC Inc 7.05 12/05/2028                                                     | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $509428.87    | 0.12%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.01 04/04/2051                                                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $346271.07    | 0.08%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.39 04/24/2034                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    429000 | PA      | $439131.69    | 0.10%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                          | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    257000 | PA      | $265328.09    | 0.06%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Windfall Mining Group Inc / Groupe Minier Windfall Inc                    | Windfall Mining Group Inc / Groupe Minier Windfall Inc 5.85 05/13/2032                    | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |    241000 | PA      | $246445.72    | 0.06%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Yinson Boronia Production BV                                              | Yinson Boronia Production BV 8.95 07/31/2042                                              | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    382595 | PA      | $407669.39    | 0.10%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                             | Yinson Bergenia Production BV 8.50 01/31/2045                                             | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    407000 | PA      | $413035.61    | 0.10%             | 2045-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ZF North America Capital Inc                                              | ZF North America Capital Inc 6.88 04/23/2032                                              | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    404000 | PA      | $373712.50    | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                          | Zions Bancorp NA 6.82 11/19/2035                                                          | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    501000 | PA      | $521005.47    | 0.12%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                         | Golub Capital Private Credit Fund 5.80 09/12/2029                                         | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    386000 | PA      | $385752.54    | 0.09%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                         | Golub Capital Private Credit Fund 5.88 05/01/2030                                         | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175851.66    | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                              | US 5YR NOTE (CBT) Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       162 | NC      | $149248.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                             | US 10YR NOTE (CBT)Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       184 | NC      | $204422.44    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                           | US ULTRA BOND CBT Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       109 | NC      | $349818.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US Long Bond Future                                                  | US LONG BOND(CBT) Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       175 | NC      | $598704.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                       | US 10yr Ultra Fut Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -33 | NC      | $-70972.91    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                              | US 2YR NOTE (CBT) Sep25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       123 | NC      | $106242.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    501041 | PA      | $468320.80    | 0.11%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    488654 | PA      | $430880.30    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2113282 | PA      | $1847189.52   | 0.44%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJCU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1229706 | PA      | $1074862.81   | 0.25%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1772575 | PA      | $1549388.03   | 0.37%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    771432 | PA      | $646258.92    | 0.15%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1447863 | PA      | $1325774.25   | 0.31%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140XMAY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    563649 | PA      | $544105.90    | 0.13%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2972959 | PA      | $2979736.94   | 0.71%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 4.50                                                                      | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     97859 | PA      | $97690.18     | 0.02%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                           | Fannie Mae Pool 6.00                                                                      | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89784 | PA      | $94174.37     | 0.02%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                          | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    653170 | PA      | $605502.93    | 0.14%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                | Government National Mortgage Association 4.57                                             | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79178 | PA      | $79159.68     | 0.02%             | 2037-02-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                            | Greensaif Pipelines Bidco Sarl 5.85 02/23/2036                                            | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    619000 | PA      | $626643.72    | 0.15%             | 2036-02-23      | Fixed         | 5.85%                 | 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        |    600000 | PA      | $590820.00    | 0.14%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA (pfd) 7.70% 03/17/2174 Perpetual                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | EP               | CORP              | IT        |   1765000 | NS      | $1772668.93   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                       | Intesa Sanpaolo SpA 3.88 07/14/2027                                                       | CUSIP: 46115HBB2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $197444.53    | 0.05%             | 2027-07-14      | Fixed         | 3.88%                 | 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        |    920000 | PA      | $846768.17    | 0.20%             | 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        |    650000 | PA      | $648227.32    | 0.15%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                 | IQVIA Inc 6.25 02/01/2029                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    555000 | PA      | $580441.76    | 0.14%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                  | JP Morgan Mortgage Trust 5.50                                                             | CUSIP: 46593VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1154385 | PA      | $1171646.30   | 0.28%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2005-S2                                          | JP Morgan Mortgage Trust 2005-S2 7.17                                                     | CUSIP: 466247VM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      8321 | PA      | $8171.03      | 0.00%             | 2032-02-25      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                       | JPMorgan Chase & Co 5.34 01/23/2035                                                       | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    246000 | PA      | $251910.18    | 0.06%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                           | PennyMac Financial Services Inc 7.13 11/15/2030                                           | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    783000 | PA      | $811994.49    | 0.19%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                           | PennyMac Financial Services Inc 6.88 02/15/2033                                           | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    178000 | PA      | $182672.50    | 0.04%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.50 03/13/2027                                                       | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1006000 | PA      | $999639.67    | 0.24%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 5.35 02/12/2028                                                       | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1666000 | PA      | $1600828.75   | 0.38%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.49 01/23/2027                                                       | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    647000 | PA      | $644138.90    | 0.15%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                       | Petroleos Mexicanos 6.84 01/23/2030                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    124000 | PA      | $119873.22    | 0.03%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                         | Piedmont Operating Partnership LP 3.15 08/15/2030                                         | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70914.10     | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | 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        |    543000 | PA      | $605041.84    | 0.14%             | 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        |    101000 | PA      | $106432.09    | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                   | Port Authority of New York & New Jersey 4.93% 10/01/2051                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    150000 | PA      | $138674.93    | 0.03%             | 2051-10-01      | Fixed         | 4.93%                 | 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        |   1460167 | PA      | $1465476.23   | 0.35%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                     | Quikrete Holdings Inc 6.75 03/01/2033                                                     | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    368000 | PA      | $379941.97    | 0.09%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                             | RCKT Mortgage Trust 2024-CES4 6.15                                                        | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907763 | PA      | $916385.79    | 0.22%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                                | Rate Mortgage Trust 205-J1 6.00                                                           | CUSIP: 75410CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    883337 | PA      | $893266.79    | 0.21%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                   | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp 9.75 04/15/2030                   | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $303038.79    | 0.07%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                 | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    296000 | PA      | $296664.06    | 0.07%             | 2055-03-14      | Fixed         | 5.75%                 | 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        |    335000 | PA      | $341584.43    | 0.08%             | 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        |    350000 | PA      | $358557.68    | 0.09%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 6.00% 09/30/2173 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |    870000 | NS      | $870745.85    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                         | NatWest Group PLC (pfd) 8.00% 09/30/2173 Perpetual                                        | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |    860000 | NS      | $865399.94    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                               | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    983000 | PA      | $1002563.67   | 0.24%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                      | Royal Bank of Canada 5.15 02/04/2031                                                      | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    703000 | PA      | $717730.14    | 0.17%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                           | SEB Funding LLC 7.39                                                                      | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $716780.12    | 0.17%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Stonepeak 2021-1 ABS                                                      | Stonepeak 2021-1 ABS 2.30                                                                 | CUSIP: 78433XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243004 | PA      | $232841.09    | 0.06%             | 2033-02-28      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                              | SM Energy Co 6.75 09/15/2026                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    488000 | PA      | $488625.62    | 0.12%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                                | Sofi Mortgage Trust 2016-1 3.00                                                           | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69884 | PA      | $62596.14     | 0.01%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                        | Saavi Energia Sarl 8.88 02/10/2035                                                        | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    570000 | PA      | $595507.50    | 0.14%             | 2035-02-10      | Fixed         | 8.88%                 | 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        |    838000 | NS      | $826462.42    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                          | Light & Wonder International Inc 7.00 05/15/2028                                          | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311096.76    | 0.07%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                          | Light & Wonder International Inc 7.25 11/15/2029                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    580000 | PA      | $597910.81    | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    357000 | PA      | $349711.25    | 0.08%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                    | Sempra (pfd) 4.88% 10/15/2173 Perpetual                                                   | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EP               | CORP              | US        |    905000 | NS      | $903531.51    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-6                                             | Sequoia Mortgage Trust 2024-6 6.00                                                        | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1462924 | PA      | $1470733.85   | 0.35%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-2                                             | Sequoia Mortgage Trust 2024-2 6.00                                                        | CUSIP: 81749HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1242465 | PA      | $1254821.96   | 0.30%             | 2054-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    270000 | PA      | $175114.72    | 0.04%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                   | KB Home 4.80 11/15/2029                                                                   | CUSIP: 48666KAY5<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    590000 | PA      | $575049.99    | 0.14%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                 | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    366000 | PA      | $377594.80    | 0.09%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                          | Kilroy Realty LP 2.50 11/15/2032                                                          | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    325000 | PA      | $261777.67    | 0.06%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                          | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    640000 | PA      | $503079.39    | 0.12%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                      | Kraft Heinz Foods Co 5.00 06/04/2042                                                      | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302407.37    | 0.07%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                      | Kyndryl Holdings Inc 3.15 10/15/2031                                                      | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    827000 | PA      | $747251.70    | 0.18%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                          | LPL Holdings Inc 5.15 06/15/2030                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    865000 | PA      | $876067.21    | 0.21%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    830000 | PA      | $808723.72    | 0.19%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1532895.43   | 0.36%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp        | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 5.50 08/01/2030        | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    252000 | PA      | $253800.09    | 0.06%             | 2030-08-01      | Fixed         | 5.50%                 | 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        |    575000 | PA      | $557762.31    | 0.13%             | 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        |    258000 | PA      | $263482.50    | 0.06%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                   | Latam Airlines Group SA 7.63 01/07/2031                                                   | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    172000 | PA      | $173075.00    | 0.04%             | 2031-01-07      | Fixed         | 7.62%                 | 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        |    525000 | PA      | $511409.44    | 0.12%             | 2051-12-15      | Variable      | 4.12%                 | 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        |   1505839 | PA      | $1514376.89   | 0.36%             | 2064-12-22      | Fixed         | 5.76%                 | 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        |     46000 | NS      | $45874.15     | 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        |   1176514 | PA      | $1185940.12   | 0.28%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                       | MFA 2024-NQM1 Trust 6.58                                                                  | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199962 | PA      | $202520.70    | 0.05%             | 2069-03-25      | Variable      | 6.58%                 | 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        |    647878 | PA      | $656200.24    | 0.16%             | 2069-03-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                 | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2173 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |    401000 | NS      | $403205.90    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                  | Madison Park Funding XL Ltd 6.09                                                          | CUSIP: 55821CAC8<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $626040.06    | 0.15%             | 2030-05-28      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                            | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1691000 | PA      | $1578059.31   | 0.37%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    616000 | PA      | $623687.93    | 0.15%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    370000 | PA      | $371111.64    | 0.09%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                  | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209636.73    | 0.05%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                     | Massachusetts Institute of Technology 5.62 06/01/2055                                     | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123825.52    | 0.03%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                      | Matador Resources Co 6.50 04/15/2032                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300354.23    | 0.07%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                 | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    700000 | PA      | $719973.80    | 0.17%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                       | Meritage Homes Corp 5.65 03/15/2035                                                       | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    293000 | PA      | $294048.94    | 0.07%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                               | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    360000 | PA      | $377673.89    | 0.09%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Overwatch Alpha Funding LLC                                               | Overwatch Alpha Funding LLC 0.00 07/01/2025                                               | CUSIP: 69039TU12<br>LEI: 254900B3TINYQPJOZP37 | Long             | STIV             | CORP              | US        |   8700000 | PA      | $8698951.65   | 2.06%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.13 05/31/2032                                          | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7060703.16   | 1.67%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 4.00 05/31/2030                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15700000 | PA      | $15854546.88  | 3.76%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                             | United States Treasury Note/Bond 3.88 06/15/2028                                          | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1508027.34   | 0.36%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.05 04/15/2053                                                    | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $522590.28    | 0.12%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.50 07/15/2044                                                    | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    474000 | PA      | $461990.49    | 0.11%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                    | UnitedHealth Group Inc 5.30 06/15/2035                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    473000 | PA      | $482274.39    | 0.11%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue     | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $142217.17    | 0.03%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                             | Universal Health Services Inc 5.05 10/15/2034                                             | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    272000 | PA      | $259727.53    | 0.06%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                                  | University of California 3.07% 05/15/2051                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    220000 | PA      | $145762.01    | 0.03%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                  | VB-S1 Issuer LLC - VBTEL 8.87                                                             | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1044973.60   | 0.25%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                | Verizon Communications Inc 2.99 10/30/2056                                                | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    315000 | PA      | $189760.44    | 0.04%             | 2056-10-30      | Fixed         | 2.99%                 | 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        |   1895000 | NS      | $1867309.31   | 0.44%             |  |  |  | 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        |    800000 | NS      | $816331.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand Government Bond                                               | New Zealand Government Bond 4.50 05/15/2035                                               | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        |   2900000 | PA      | $1763986.41   | 0.42%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                     | Micron Technology Inc 5.30 01/15/2031                                                     | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    720000 | PA      | $737543.04    | 0.17%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                     | MidAmerican Energy Co 5.85 09/15/2054                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1125300.54   | 0.27%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027 | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1641735 | PA      | $1644915.24   | 0.39%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                              | Missouri Highway & Transportation Commission 5.45% 05/01/2033                             | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $51209.15     | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                           | Nordea Bank Abp (pfd) 6.63% 09/26/2173 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |   2145000 | NS      | $2162696.25   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordson Corp                                                              | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    540000 | PA      | $540568.40    | 0.13%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                                   | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168870.01    | 0.04%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                               | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276904.08    | 0.07%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer