# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-248864
**Filing Date:** 2026-5
**Character Count:** 135982
**Document Hash:** e8ed98fee68619a2d304b09318878e43
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248864.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248864

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 261046182

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

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

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

## Series and Classes Contracts Data

### SHORT DURATION FUND (Series ID: S000014385)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000039175 | C CLASS        | ACSKX           |
| C000039176 | R CLASS        | ACSPX           |
| C000039177 | INVESTOR CLASS | ACSNX           |
| C000039178 | R5 CLASS       | ACSUX           |
| C000039179 | A CLASS        | ACSQX           |
| C000189692 | I CLASS        | ASHHX           |
| C000194393 | R6 CLASS       | ASDDX           |
| C000224786 | G CLASS        | ASDOX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

- **b. EDGAR series identifier (if any):** S000014385

- **c. LEI of Series:** 3VTVXMH1JRM312VF5K71

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1008211304.55

**Total Liabilities:** $4298037.18

**Net Assets:** $1003913267.37

**Cash Not Reported:** $16362.47

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1411.000000000000 | **1-Year:** 20322.000000000000 | **5-Year:** 47662.000000000000 | **10-Year:** 10758.000000000000 | **30-Year:** 52985.000000000000

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

- **3-Month:** 122.000000000000 | **1-Year:** 4537.000000000000 | **5-Year:** 9535.000000000000 | **10-Year:** 2561.000000000000 | **30-Year:** 10001.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000039175 | 0.37%                | 0.28%                | -0.64%               |
| Class ID C000039176 | 0.41%                | 0.42%                | -0.70%               |
| Class ID C000039177 | 0.36%                | 0.46%                | -0.55%               |
| Class ID C000039178 | 0.37%                | 0.48%                | -0.54%               |
| Class ID C000039179 | 0.44%                | 0.44%                | -0.68%               |
| Class ID C000189692 | 0.36%                | 0.47%                | -0.54%               |
| Class ID C000194393 | 0.38%                | 0.48%                | -0.53%               |
| Class ID C000224786 | 0.40%                | 0.50%                | -0.51%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $659946.13               | $-522854.30                                |
| Month 2  | $1359588.92              | $307205.53                                 |
| Month 3  | $-625801.17              | $-9124929.14                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Government & Credit (1-3 Y)

- **Index Identifier:** Bloomberg US Aggregate Government & Credit (1-3 Y)

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Airbnb Inc                                                         | Airbnb Inc 4.40 03/16/2029                                                         | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2457194.44   | 0.24%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                     | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                    | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   2800000 | NS      | $2794908.48   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                      | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                     | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   5556000 | NS      | $5548308.83   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                        | Ovintiv Inc 7.38 11/01/2031                                                        | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    578000 | PA      | $639663.01    | 0.06%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                     | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                    | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   5049000 | NS      | $5264072.25   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                 | BX Trust 2019-OC11 3.86                                                            | CUSIP: 05606FAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4755850.50   | 0.47%             | 2041-12-09      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust 2025-STAR                            | BPR Commercial Mortgage Trust 2025-STAR 5.02                                       | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2989000 | PA      | $2974882.65   | 0.30%             | 2042-11-05      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                 | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   1600000 | NS      | $1597440.32   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                              | Flexential Issuer LLC 6.03                                                         | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2620000 | PA      | $2607982.85   | 0.26%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 5.80 03/05/2027                                           | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2715533.64   | 0.27%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                           | Ford Motor Credit Co LLC 5.13 11/05/2026                                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   2950000 | PA      | $2956647.12   | 0.29%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                           | Fortitude Global Funding 4.63 10/06/2028                                           | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1680487.77   | 0.17%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2021-DNA7                            | Freddie Mac STACR REMIC Trust 2021-DNA7 4.51                                       | CUSIP: 35564KMA4<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    517585 | PA      | $517146.55    | 0.05%             | 2041-11-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                              | Freedom Mortgage Corp 6.63 01/15/2027                                              | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1738806.19   | 0.17%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                      | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                      | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1673586.75   | 0.17%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                      | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                      | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2007469.25   | 0.20%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                               | Frontier Communications Holdings LLC 6.00 01/15/2030                               | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2755000 | PA      | $2773243.61   | 0.28%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                            | GA Global Funding Trust 5.20 12/09/2031                                            | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2808669.60   | 0.28%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                       | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                  | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2927605 | PA      | $2939409.85   | 0.29%             | 2054-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ1                       | GS Mortgage-Backed Securities Trust 2024-PJ1 6.00                                  | CUSIP: 36268VAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3011974 | PA      | $3018884.61   | 0.30%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ4                       | GS Mortgage-Backed Securities Trust 2023-PJ4 6.00                                  | CUSIP: 36270XAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4660941 | PA      | $4683895.54   | 0.47%             | 2054-01-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                       | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                  | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918205 | PA      | $1927077.17   | 0.19%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                       | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                  | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2845109 | PA      | $2848328.90   | 0.28%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                     | General Motors Financial Co Inc 5.40 04/06/2026                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |   2810000 | PA      | $2810274.09   | 0.28%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                             | Global Atlantic Fin Co 4.40 10/15/2029                                             | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1229091.00   | 0.12%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The 5.73 04/25/2030                                        | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1929604.34   | 0.19%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2174 Perpetual                       | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   3320000 | NS      | $3314732.16   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc                                                            | HCA Inc 5.25 06/15/2026                                                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5003021.50   | 0.50%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                  | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                 | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   1963000 | NS      | $1977522.27   | 0.20%             |  |  |  | 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        |   2875000 | PA      | $2854731.85   | 0.28%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                         | HPS Corporate Lending Fund 5.15 04/02/2029                                         | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    865000 | PA      | $840873.06    | 0.08%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM3 Trust                                              | HOMES 2025-NQM3 Trust 5.63                                                         | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5839635 | PA      | $5872731.85   | 0.58%             | 2070-02-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                              | HOMES 2025-AFC3 Trust 4.93                                                         | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400968 | PA      | $2394394.98   | 0.24%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                            | Honeywell Aerospace Inc 4.30 03/16/2031                                            | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2386719.10   | 0.24%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                       | Huntington Bancshares Inc/OH 4.62 01/28/2032                                       | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2168563.34   | 0.22%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America 5.95 09/21/2026                                            | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2279180.51   | 0.23%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                            | Hyundai Capital America 4.88 11/01/2027                                            | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3425526.75   | 0.34%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                       | Illumina Inc 4.65 09/09/2026                                                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2661636.22   | 0.27%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM2                          | JP Morgan Mortgage Trust Series 2025-NQM2 5.77                                     | CUSIP: 46590SAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3353569 | PA      | $3366607.74   | 0.34%             | 2065-09-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JP Morgan Mortgage Trust 2019-5 4.00                                               | CUSIP: 46591FAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215869 | PA      | $203402.17    | 0.02%             | 2049-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-9                                    | JP Morgan Mortgage Trust 2024-9 5.50                                               | CUSIP: 46593DAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393815 | PA      | $393101.10    | 0.04%             | 2055-02-25      | Variable      | 5.50%                 | 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        |   1993917 | PA      | $1992448.64   | 0.20%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                           | JP Morgan Mortgage Trust 6.16                                                      | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2948061 | PA      | $2955414.92   | 0.29%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2014-5                                    | JP Morgan Mortgage Trust 2014-5 2.53                                               | CUSIP: 46643KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18049 | PA      | $17878.03     | 0.00%             | 2029-10-25      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-5                                    | JP Morgan Mortgage Trust 2020-5 3.00                                               | CUSIP: 46653JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2481629 | PA      | $2151016.04   | 0.21%             | 2050-12-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                    | JP Morgan Mortgage Trust 2023-7 5.50                                               | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2697043 | PA      | $2701727.12   | 0.27%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                   | ABN AMRO Bank NV 3.32 03/13/2037                                                   | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $1964569.40   | 0.20%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | Corebridge Global Funding 4.45 10/02/2030                                          | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3585000 | PA      | $3517976.13   | 0.35%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                           | AT&T Inc 7.30 08/15/2026                                                           | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $2030283.86   | 0.20%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                    | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        24 | PA      | $24.36        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 Trust                                               | CSMC 2020-AFC1 Trust 3.51                                                          | CUSIP: 12597MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323476 | PA      | $309644.06    | 0.03%             | 2050-02-25      | Variable      | 3.51%                 | 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        |       483 | PA      | $474.78       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                | Cardinal Health Inc 4.70 11/15/2026                                                | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4328241.26   | 0.43%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                       | Centene Corp 4.25 12/15/2027                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1730851.15   | 0.17%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                 | Cenovus Energy Inc 4.65 03/20/2031                                                 | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   2301000 | PA      | $2285874.42   | 0.23%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                            | Centersquare Issuer LLC 5.00                                                       | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5062733 | PA      | $4840904.29   | 0.48%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                    | Chase Home Lending Mortgage Trust Series 2024-3 6.00                               | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2582225 | PA      | $2598373.97   | 0.26%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                     | Chase Home Lending Mortgage Trust Series 2024-7 6.00                               | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2531562 | PA      | $2542552.13   | 0.25%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                           | Chase Home Lending Mortgage Trust 2024-8 5.50                                      | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597307 | PA      | $596566.63    | 0.06%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-10                          | Chase Home Lending Mortgage Trust 2024-10 6.00                                     | CUSIP: 16159YAD2<br>LEI: 529900OE9S6KWRJHHJ57 | Long             | ABS-MBS          | CORP              | US        |   1645334 | PA      | $1652944.98   | 0.16%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                          | Chase Home Lending Mortgage Trust 2025-10 5.50                                     | CUSIP: 16160BAE7<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-MBS          | CORP              | US        |   3268389 | PA      | $3273561.56   | 0.33%             | 2056-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                           | Chase Home Lending Mortgage Trust 2024-9 5.50                                      | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1537784 | PA      | $1539873.69   | 0.15%             | 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        |    275969 | PA      | $275510.64    | 0.03%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-9                    | Chase Home Lending Mortgage Trust Series 2025-9 5.50                               | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   4393251 | PA      | $4399771.94   | 0.44%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                          | Chesapeake Funding II LLC 5.52                                                     | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-MBS          | CORP              | US        |   2245480 | PA      | $2268534.38   | 0.23%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                | Citadel Finance LLC 5.90 02/10/2030                                                | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005333.56   | 0.10%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                | Citadel Finance LLC 4.75 02/14/2029                                                | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1706110.35   | 0.17%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                         | Fifth Third Financial Corp 5.98 01/30/2030                                         | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2760715.45   | 0.27%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                    | Concentrix Corp 6.60 08/02/2028                                                    | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2525232.92   | 0.25%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                       | Connecticut Avenue Securities Trust 2022-R09 6.16                                  | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692717 | PA      | $699424.79    | 0.07%             | 2042-09-25      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2021-R03                       | Connecticut Avenue Securities Trust 2021-R03 5.31                                  | CUSIP: 20754AAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4950067 | PA      | $4959416.36   | 0.49%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                       | Connecticut Avenue Securities Trust 2024-R02 4.76                                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    803187 | PA      | $802852.25    | 0.08%             | 2044-02-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R03                       | Connecticut Avenue Securities Trust 2024-R03 4.81                                  | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    751404 | PA      | $750870.90    | 0.07%             | 2044-03-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                       | DNB Bank ASA 4.83 03/30/2032                                                       | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2530000 | PA      | $2524708.43   | 0.25%             | 2032-03-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                    | DataBank Issuer 5.81                                                               | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3728000 | PA      | $3712699.54   | 0.37%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                             | Diamondback Energy Inc 5.20 04/18/2027                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4002152.51   | 0.40%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                          | Emera Inc 6.75 06/15/2076                                                          | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2305000 | PA      | $2309759.83   | 0.23%             | 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        |   4010000 | PA      | $4013713.26   | 0.40%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                       | Enbridge Inc 5.90 11/15/2026                                                       | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2435000 | PA      | $2455795.73   | 0.24%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1513000 | NS      | $1514351.11   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   2415000 | NS      | $2412158.39   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                  | Enterprise Products Operating LLC 5.25 08/16/2077                                  | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2975425.80   | 0.30%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                | Equinix Asia Financing Corp Pte Ltd 4.40 03/15/2031                                | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   1870000 | PA      | $1831330.77   | 0.18%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                   | Essent Group Ltd 6.25 07/01/2029                                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   2200000 | PA      | $2276993.14   | 0.23%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                           | F&G Annuities & Life Inc 6.50 06/04/2029                                           | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3535000 | PA      | $3551848.48   | 0.35%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                        | FNB Corp/PA 5.72 12/11/2030                                                        | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2525334.39   | 0.25%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                      | RCKT Mortgage Trust 2024-CES1 6.03                                                 | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358786 | PA      | $2370300.46   | 0.24%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1                                                        | RKTL 2026-1 4.07                                                                   | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2927490 | PA      | $2924859.15   | 0.29%             | 2035-02-26      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J3                              | Radian Mortgage Capital Trust 2025-J3 5.50                                         | CUSIP: 75024RAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3552064 | PA      | $3556686.30   | 0.35%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                        | RATE Mortgage Trust 2024-J3 5.50                                                   | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405172 | PA      | $405116.35    | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | 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        |   3920000 | NS      | $4100825.68   | 0.41%             |  |  |  | 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        |   2595000 | PA      | $2617756.57   | 0.26%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                         | Standard Industries Inc/NY 4.75 01/15/2028                                         | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2641288.42   | 0.26%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                  | State Street Corp 3.03 11/01/2034                                                  | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3531047.59   | 0.35%             | 2034-11-01      | Variable      | 3.03%                 | 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        |   1865394 | PA      | $1868616.36   | 0.19%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                 | J.P. Morgan Mortgage Trust 2024-10 5.50                                            | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    997472 | PA      | $997617.10    | 0.10%             | 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        |   1894690 | PA      | $1902877.40   | 0.19%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                             | JP Morgan Mortgage Trust Series 2024-5 6.00                                        | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    685423 | PA      | $685237.44    | 0.07%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Bill 0.00 03/18/2027                                        | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $10623010.86  | 1.06%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 0.75 04/30/2026                                   | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2992921.56   | 0.30%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.63 10/15/2026                                   | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5022874.80   | 0.50%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                      | Universal Health Services Inc 1.65 09/01/2026                                      | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   3822000 | PA      | $3776792.70   | 0.38%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2025-5                      | Velocity Commercial Capital Loan Trust 2025-5 5.94                                 | CUSIP: 92262KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2338347 | PA      | $2336424.86   | 0.23%             | 2055-12-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                 | Venture Global Plaquemines LNG LLC 6.13 12/15/2030                                 | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1646361.60   | 0.16%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                             | Venture Global LNG Inc 8.13 06/01/2028                                             | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1519475.76   | 0.15%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                      | US 10YR NOTE (CBT)Jun26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       152 | NC      | $-153890.15   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                               | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2192000 | NS      | $2183205.48   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                            | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                           | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   2675000 | NS      | $2654339.91   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                   | Kilroy Realty LP 4.25 08/15/2029                                                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4540000 | PA      | $4392109.41   | 0.44%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                   | Kilroy Realty LP 3.05 02/15/2030                                                   | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    605000 | PA      | $551791.27    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                     | Morgan Stanley Private Bank NA 4.21 02/08/2030                                     | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1930516.22   | 0.19%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                     | Morgan Stanley Private Bank NA 4.73 07/18/2031                                     | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49854.72     | 0.00%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-1              | Morgan Stanley Residential Mortgage Loan Trust 2025-1 6.00                         | CUSIP: 617944AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1316833 | PA      | $1323519.50   | 0.13%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                | NCMF Trust 2025-MFS 6.04                                                           | CUSIP: 62887TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4621000 | PA      | $4660503.54   | 0.46%             | 2033-06-10      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K55 Mortgage Trust                                      | FREMF 2016-K55 Mortgage Trust 4.40                                                 | CUSIP: 30289HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831751 | PA      | $829156.91    | 0.08%             | 2049-04-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K69 Mortgage Trust                                      | FREMF 2017-K69 Mortgage Trust 3.73                                                 | CUSIP: 30305KAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4920000 | PA      | $4843662.76   | 0.48%             | 2049-10-25      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                 | Freddie Mac Strips 2.00                                                            | CUSIP: 3133Q5E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  22037549 | PA      | $2897702.28   | 0.29%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 4.00                                                             | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7010581 | PA      | $1184746.86   | 0.12%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                 | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    892000 | NS      | $964377.77    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   3000000 | NS      | $2968935.90   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                 | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    800000 | NS      | $862152.53    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                              | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   2375000 | NS      | $2347518.64   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                               | Bank of America Corp 4.98 01/24/2029                                               | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3447717.87   | 0.34%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                   | Bank of Montreal 7.70 05/26/2084                                                   | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2218000 | PA      | $2279338.79   | 0.23%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                            | Bank of Nova Scotia/The 8.00 01/27/2084                                            | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3759000 | PA      | $3938454.66   | 0.39%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                              | Banque Federative du Credit Mutuel SA 4.54 01/15/2031                              | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    556000 | PA      | $548558.52    | 0.05%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                       | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                      | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   2073000 | NS      | $2146153.64   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                             | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                        | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4887585 | PA      | $4826176.21   | 0.48%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Basepoint Mca Securitization II LLC                                | Basepoint Mca Securitization II LLC 5.93                                           | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5498279.05   | 0.55%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                           | Baxter International Inc 4.45 02/15/2029                                           | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3071838.47   | 0.31%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                        | Truist Bank 4.63 09/17/2029                                                        | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1507867.27   | 0.15%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | Blackstone Private Credit Fund 2.63 12/15/2026                                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    651000 | PA      | $637047.32    | 0.06%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | Blackstone Private Credit Fund 3.25 03/15/2027                                     | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3535399.50   | 0.35%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                    | Blackstone Secured Lending Fund 2.75 09/16/2026                                    | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2545640.54   | 0.25%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                   | Blue Owl Technology Finance Corp 6.10 03/15/2028                                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1967826.62   | 0.20%             | 2028-03-15      | Fixed         | 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        |     88381 | PA      | $89211.35     | 0.01%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bunker Hill Loan Depositary Trust 2019-2                           | Bunker Hill Loan Depositary Trust 2019-2 3.08                                      | CUSIP: 12061RAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175751 | PA      | $172842.54    | 0.02%             | 2049-07-25      | Floating      | 3.08%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                       | Alphabet Inc 4.10 02/15/2031                                                       | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2622227.94   | 0.26%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | Amazon.com Inc 4.00 03/13/2029                                                     | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1383226.95   | 0.14%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                     | Amazon.com Inc 4.25 03/13/2031                                                     | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1707711.44   | 0.17%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                        | Ameren Corp 5.70 12/01/2026                                                        | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2191025.03   | 0.22%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                | American Airlines 2014-1 Class A Pass Through Trust 3.70 04/01/2028                | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103196 | PA      | $102853.71    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc                                               | Global Net Lease Inc 4.50 09/30/2028                                               | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2627420.88   | 0.26%             | 2028-09-30      | Fixed         | 4.50%                 | 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        |   1090000 | PA      | $1079519.57   | 0.11%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                          | Apollo Debt Solutions BDC 5.20 12/08/2028                                          | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1511604.79   | 0.15%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                      | AppLovin Corp 5.13 12/01/2029                                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $2216288.74   | 0.22%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                      | AppLovin Corp 5.38 12/01/2031                                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2348654.27   | 0.23%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust 2025-B                                   | Aqua Finance Issuer Trust 2025-B 6.16                                              | CUSIP: 03837GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2207069 | PA      | $2223037.36   | 0.22%             | 2051-05-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                             | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.14                        | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    737152 | PA      | $737168.67    | 0.07%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                         | Ares Strategic Income Fund 5.70 03/15/2028                                         | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   2133000 | PA      | $2130582.37   | 0.21%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                      | Arroyo Mortgage Trust 2021-1R 1.48                                                 | CUSIP: 042853AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634169 | PA      | $580130.43    | 0.06%             | 2048-10-25      | Variable      | 1.48%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust 2021-1R                                      | Arroyo Mortgage Trust 2021-1R 1.64                                                 | CUSIP: 042853AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502050 | PA      | $460001.72    | 0.05%             | 2048-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                      | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                      | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2199658.16   | 0.22%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                      | Atlas Warehouse Lending Co LP 4.63 11/15/2028                                      | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2931000 | PA      | $2887619.09   | 0.29%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd                                               | Avilease Capital Ltd 4.75 11/12/2030                                               | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   2140000 | PA      | $2084659.71   | 0.21%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                     | BBCMS 2019-BWAY Mortgage Trust 5.95                                                | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4370000 | PA      | $57585.68     | 0.01%             | 2034-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                   | Paramount Global 2.90 01/15/2027                                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2387000 | PA      | $2346967.50   | 0.23%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                       | CCO Holdings LLC / CCO Holdings Capital Corp 5.00 02/01/2028                       | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1558060.78   | 0.16%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                       | Fedex Freight Holding Co Inc 4.65 03/15/2031                                       | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2055117.44   | 0.20%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust 2025-1                                             | FinBe USA Trust 2025-1 5.70                                                        | CUSIP: 317967AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2014861 | PA      | $2015233.53   | 0.20%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                        | Goldman Sachs Group Inc/The 4.52 01/21/2032                                        | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2112936.75   | 0.21%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                  | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                  | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1546780.11   | 0.15%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                              | Golub Capital BDC Inc 2.05 02/15/2027                                              | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1575523.25   | 0.16%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                  | Golub Capital Private Credit Fund 5.45 08/15/2028                                  | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1272643.50   | 0.13%             | 2028-08-15      | Fixed         | 5.45%                 | 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        |  50203887 | NS      | $50203886.51  | 5.00%             |  |  |  | No            |                  1 | 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        |   4861000 | PA      | $5017869.33   | 0.50%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                   | Towd Point Mortgage Trust 2024-1 4.90                                              | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3180593 | PA      | $3234922.32   | 0.32%             | 2064-03-25      | Variable      | 4.90%                 | 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        |   2032948 | PA      | $2037827.00   | 0.20%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Trackside Rail LLC                                                 | Trackside Rail LLC 4.89                                                            | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3599000 | PA      | $3561831.69   | 0.35%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                        | Truist Bank 4.67 05/20/2027                                                        | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2030099.06   | 0.20%             | 2027-05-20      | Variable      | 4.67%                 | 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        |   5035000 | NS      | $5369602.03   | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                | United Airlines Inc 4.63 04/15/2029                                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1310674.83   | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 0.88 09/30/2026                                   | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $985962.19    | 0.10%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.00 06/30/2028                                   | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1004335.94   | 0.10%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.25 03/15/2027                                   | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10551674.49  | 1.05%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                     | United States Treasury Inflation Indexed Bonds 2.13 04/15/2029                     | CUSIP: 91282CKL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2628875 | PA      | $2699666.45   | 0.27%             | 2029-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 4.38 12/31/2029                                   | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6102304.68   | 0.61%             | 2029-12-31      | Fixed         | 4.38%                 | 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        |  82200000 | PA      | $82322016.04  | 8.20%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.88 07/31/2027                                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14000000 | PA      | $14007109.34  | 1.40%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.50 09/15/2028                                   | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19795312.40  | 1.97%             | 2028-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.50 02/15/2029                                   | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23500000 | PA      | $23297128.97  | 2.32%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.38 02/29/2028                                   | CUSIP: 91282CQB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7937500.00   | 0.79%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.50 03/15/2029                                   | CUSIP: 91282CQE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  68100000 | PA      | $67501465.01  | 6.72%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                      | United States Treasury Note/Bond 3.75 03/31/2028                                   | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18027421.92  | 1.80%             | 2028-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verdant Receivables 2024-1 LLC                                     | Verdant Receivables 2024-1 LLC 5.68                                                | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2972703 | PA      | $3020267.55   | 0.30%             | 2031-12-12      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                             | VERTICAL BRIDGE CC LLC 7.45                                                        | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   3539352 | PA      | $3591111.48   | 0.36%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                                  | Verus Securitization Trust 2026-1 5.12                                             | CUSIP: 92541JAL5<br>LEI: 2138009KJR7Q44BI8668 | Long             | ABS-MBS          | CORP              | US        |   4086945 | PA      | $4063731.48   | 0.40%             | 2071-01-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                  | Vornado Realty LP 2.15 06/01/2026                                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4357562.29   | 0.43%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                               | WB Commercial Mortgage Trust 2024-HQ 5.54                                          | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4009621.20   | 0.40%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | Wells Fargo & Co 4.97 04/23/2029                                                   | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2123478.78   | 0.21%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                   | Wells Fargo & Co 4.18 01/23/2030                                                   | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3162000 | PA      | $3134473.24   | 0.31%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                             | WESCO Distribution Inc 5.25 04/15/2031                                             | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    228000 | PA      | $227209.05    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                           | Western Alliance Bancorp 3.00 06/15/2031                                           | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3031103.15   | 0.30%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                     | Western Midstream Operating LP 4.80 03/01/2031                                     | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1035003.95   | 0.10%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                   | Zions Bancorp NA 4.70 08/18/2028                                                   | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2284136.92   | 0.23%             | 2028-08-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                   | Zions Bancorp NA 4.48 02/09/2029                                                   | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3589354.32   | 0.36%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                           | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                          | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   2400000 | NS      | $2360637.10   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                      | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   3312000 | NS      | $3388587.58   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                        | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                       | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |   3800000 | NS      | $3909427.57   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                       | US 2YR NOTE (CBT) Jun26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       422 | NC      | $173661.41    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                | US 10yr Ultra Fut Jun26                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       -57 | NC      | $22310.72     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ING Groep NV                                                       | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                      | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   4253000 | NS      | $4011506.20   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                   | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                  | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   2200000 | NS      | $2213863.17   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                          | Corebridge Global Funding 4.55 01/09/2031                                          | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2746128.92   | 0.27%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-4                                              | ACM Auto Trust 2025-4 5.87                                                         | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1986201 | PA      | $1990994.81   | 0.20%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                              | ACM Auto Trust 2025-2 7.25                                                         | CUSIP: 00161TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2438000 | PA      | $2449936.20   | 0.24%             | 2032-02-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-3                                              | ACM Auto Trust 2025-3 6.08                                                         | CUSIP: 00161UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2227000 | PA      | $2216093.71   | 0.22%             | 2032-07-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                      | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                     | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3024000 | NS      | $3128960.02   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-3 Trust                         | Citigroup Mortgage Loan Trust 2025-3 Trust 5.50                                    | CUSIP: 17332RAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1727354 | PA      | $1728889.62   | 0.17%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                | Coinbase Global Inc 3.38 10/01/2028                                                | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   1594000 | PA      | $1493368.39   | 0.15%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COLT 2026-2 Mortgage Loan Trust                                    | COLT 2026-2 Mortgage Loan Trust 5.09                                               | CUSIP: 19689FAJ3<br>LEI: 213800O4MIR3K4EURE50 | Long             | ABS-MBS          | CORP              | US        |   3900000 | PA      | $3867105.84   | 0.39%             | 2071-03-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 6.00                                                             | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3978213 | PA      | $660454.92    | 0.07%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates       | Freddie Mac Multifamily Structured Pass Through Certificates 2.28                  | CUSIP: 3137FNWX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7784420 | PA      | $7747514.90   | 0.77%             | 2026-07-25      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 4.08                                                             | CUSIP: 31395NSC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    182937 | PA      | $181662.48    | 0.02%             | 2036-07-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                          | Fannie Mae Interest Strip 4.00                                                     | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2271551 | PA      | $309149.62    | 0.03%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                  | Fannie Mae REMICS 4.60                                                             | CUSIP: 31397NXK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    197261 | PA      | $198653.28    | 0.02%             | 2037-03-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J5                                             | PMT Loan Trust 2025-J5 5.50                                                        | CUSIP: 69392KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3822337 | PA      | $3829087.30   | 0.38%             | 2057-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                             | PMT Loan Trust 2025-J2 5.50                                                        | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4374642 | PA      | $4376004.36   | 0.44%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J3                                             | PMT Loan Trust 2025-J3 5.50                                                        | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4329578 | PA      | $4336595.20   | 0.43%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                        | Ovintiv Inc 7.20 11/01/2031                                                        | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    777000 | PA      | $854189.32    | 0.09%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pawneee Equipment Receivables Series 2022-1 LLC                    | Pawneee Equipment Receivables Series 2022-1 LLC 7.23                               | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362000 | PA      | $2367519.05   | 0.24%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                    | Permian Resources Operating LLC 6.25 02/01/2033                                    | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2507541.96   | 0.25%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |   2626000 | PA      | $2752092.48   | 0.27%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                              | PRKCM 2026-AFC1 Trust 4.68                                                         | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3731612 | PA      | $3695172.48   | 0.37%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                            | Provident Funding Mortgage Trust 2025-4 5.50                                       | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2508568 | PA      | $2513016.79   | 0.25%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-1                            | Provident Funding Mortgage Trust 2025-1 5.50                                       | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3889396 | PA      | $3894856.55   | 0.39%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                            | Provident Funding Mortgage Trust 2025-3 5.50                                       | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2839667 | PA      | $2843611.65   | 0.28%             | 2055-08-25      | Variable      | 5.50%                 | 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        |   2306753 | PA      | $2309419.39   | 0.23%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                | Purchasing Power Funding 2026-A LLC 4.37                                           | CUSIP: 74614AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3495000 | PA      | $3477073.80   | 0.35%             | 2030-08-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                      | RCKT Mortgage Trust 2024-CES2 6.14                                                 | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    985898 | PA      | $992582.09    | 0.10%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2025-J2                                        | RATE Mortgage Trust 2025-J2 5.50                                                   | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3702216 | PA      | $3707325.76   | 0.37%             | 2055-07-25      | Variable      | 5.50%                 | 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        |   1592336 | PA      | $1600589.19   | 0.16%             | 2055-03-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                         | Rate Mortgage Trust 205-J1 5.50                                                    | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875785 | PA      | $880065.08    | 0.09%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                   | SCF Equipment Leasing 2024-1 LLC 5.52                                              | CUSIP: 783896AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2720038.98   | 0.27%             | 2032-01-20      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SCMS 2025-BNC1 Mortgage Trust                                      | SCMS 2025-BNC1 Mortgage Trust 5.31                                                 | CUSIP: 78398LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4017895.20   | 0.40%             | 2057-12-15      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                            | SBA Communications Corp 3.13 02/01/2029                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3094845.81   | 0.31%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                 | Salesforce Inc 4.50 03/15/2028                                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801084.18   | 0.18%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                 | Salesforce Inc 4.65 03/15/2029                                                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1874166.83   | 0.19%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM3                | Santander Mortgage Asset Receivable Trust 2026-NQM3 5.18                           | CUSIP: 802929AC3<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |   3080548 | PA      | $3076066.42   | 0.31%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                           | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   3883115 | PA      | $3856391.26   | 0.38%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                           | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |   2822182 | PA      | $2793394.84   | 0.28%             | 2066-01-25      | Variable      | 4.70%                 | 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        |   4315000 | NS      | $4288449.81   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                      | Sequoia Mortgage Trust 2024-9 5.50                                                 | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200745 | PA      | $1202286.93   | 0.12%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                     | Sequoia Mortgage Trust 2024-10 5.50                                                | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980252 | PA      | $981874.04    | 0.10%             | 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        |    462994 | PA      | $462781.39    | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                      | Sequoia Mortgage Trust 2025-8 5.50                                                 | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2472551 | PA      | $2476071.87   | 0.25%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer 2025-1 LLC                                  | Service Experts Issuer 2025-1 LLC 5.38                                             | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4218347 | PA      | $4208494.52   | 0.42%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                | Sirius XM Radio LLC 4.00 07/15/2028                                                | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    960000 | PA      | $927221.66    | 0.09%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                               | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   1025000 | NS      | $1021711.49   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                  | Store Capital LLC 4.95 02/11/2031                                                  | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3500972.21   | 0.35%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                             | Takeoff Merger Sub Inc 4.50 03/24/2029                                             | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1878196.25   | 0.19%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                             | Takeoff Merger Sub Inc 4.85 03/24/2031                                             | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    775000 | PA      | $765607.67    | 0.08%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                               | Targa Resources Corp 4.35 01/15/2029                                               | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1484094.68   | 0.15%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                               | Targa Resources Corp 4.35 04/15/2031                                               | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1091877.56   | 0.11%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                    | Taylor Morrison Communities Inc 5.75 01/15/2028                                    | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1986609.24   | 0.20%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                          | Toronto-Dominion Bank/The 4.11 10/13/2028                                          | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2965000 | PA      | $2949927.24   | 0.29%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-12                                   | JP Morgan Mortgage Trust 2024-12 6.15                                              | CUSIP: 46658TAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1934062 | PA      | $1949386.66   | 0.19%             | 2055-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                          | JP Morgan Mortgage Trust Series 2025-CCM2 5.50                                     | CUSIP: 46659EAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3497388 | PA      | $3502042.68   | 0.35%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                 | JP Morgan Mortgage Trust 2026-CES1 4.91                                            | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5264274 | PA      | $5226093.86   | 0.52%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES7                          | JP Morgan Mortgage Trust Series 2025-CES7 5.06                                     | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901711 | PA      | $1894238.48   | 0.19%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-ACES1                         | JP Morgan Mortgage Trust Series 2026-ACES1 4.89                                    | CUSIP: 46664MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5058311 | PA      | $5033036.47   | 0.50%             | 2066-04-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Kobalt Music Assets LP                                             | Kobalt Music Assets LP 6.63                                                        | CUSIP: 499876AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1811184.65   | 0.18%             | 2064-04-07      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                               | Kyndryl Holdings Inc 2.70 10/15/2028                                               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1442413.69   | 0.14%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                               | Lmrk Issuer Co 2 LLC 5.52                                                          | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |   4047000 | PA      | $4046232.28   | 0.40%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031 | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2750472.26   | 0.27%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                   | Lamar Media Corp 3.75 02/15/2028                                                   | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2807727.78   | 0.28%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                           | Liberty Mutual Group Inc 4.13 12/15/2051                                           | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4006122.83   | 0.40%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | Lloyds Banking Group PLC                                                           | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   2733000 | NS      | $2871153.15   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                     | Lowe's Cos Inc 3.10 05/03/2027                                                     | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1932180.93   | 0.19%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust 2025-A                      | Luxury Lease Partners Auto Lease Trust 2025-A 5.51                                 | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2004270 | PA      | $2003550.01   | 0.20%             | 2032-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                           | M&T Bank RV Trust 2026-1 4.35                                                      | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5552109 | PA      | $5500034.20   | 0.55%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MVW 2019-2 LLC                                                     | MVW 2019-2 LLC 2.44                                                                | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254530 | PA      | $254164.08    | 0.03%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                          | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                         | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |   3037000 | NS      | $3057955.30   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                     | Discovery Global Holdings Inc 3.76 03/15/2027                                      | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2149000 | PA      | $2122674.75   | 0.21%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                      | Marriott International Inc/MD 5.45 09/15/2026                                      | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3860490.89   | 0.38%             | 2026-09-15      | Fixed         | 5.45%                 | 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        |   1649000 | PA      | $1682364.02   | 0.17%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                              | Micron Technology Inc 5.30 01/15/2031                                              | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2601938.66   | 0.26%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Co                                               | Monongahela Power Co 3.55 05/15/2027                                               | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4522000 | PA      | $4478910.27   | 0.45%             | 2027-05-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 6.41 11/01/2029                                                     | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2484358.84   | 0.25%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                     | Morgan Stanley 4.13 10/18/2029                                                     | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3766575.53   | 0.38%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| NMEF Funding 2025-B LLC                                            | NMEF Funding 2025-B LLC 5.47                                                       | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2999823.00   | 0.30%             | 2033-01-18      | Fixed         | 5.47%                 | 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        |   2270000 | PA      | $2323390.51   | 0.23%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                        | Nationwide Building Society 4.13 10/18/2032                                        | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3626000 | PA      | $3580425.39   | 0.36%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                  | NatWest Group PLC 3.03 11/28/2035                                                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2213000 | PA      | $2015618.33   | 0.20%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                           | New Economy Assets - Phase 1 Sponsor LLC 2.41                                      | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3221902.00   | 0.32%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                  | Nexstar Media Inc 4.75 11/01/2028                                                  | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2666682.19   | 0.27%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                | North Haven Private Income Fund LLC 5.13 09/25/2028                                | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3709698.46   | 0.37%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                | Northern Trust Corp (pfd) 4.60% 04/01/2175 Perpetual                               | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   2760000 | NS      | $2740911.84   | 0.27%             |  |  |  | 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        |   1710000 | PA      | $1686671.27   | 0.17%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                  | Omnicom Group Inc 4.20 03/02/2029                                                  | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1335922.55   | 0.13%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                               | OneMain Finance Corp 6.13 05/15/2030                                               | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    645000 | PA      | $631149.21    | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | Oracle Corp 4.45 09/26/2030                                                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5444000 | PA      | $5247666.77   | 0.52%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                        | Oracle Corp 4.95 02/04/2031                                                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1698183.99   | 0.17%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                        | Blue Owl Credit Income Corp 7.75 09/16/2027                                        | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1481097.88   | 0.15%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                              | Blue Owl Capital Corp 3.40 07/15/2026                                              | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3864754.43   | 0.38%             | 2026-07-15      | Fixed         | 3.40%                 | 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        |   1642211 | PA      | $1658181.15   | 0.17%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer