# EDGAR Filing Document

**Accession Number:** 0000100334
**File Stem:** 0001193125-25-334933
**Filing Date:** 2025-12
**Character Count:** 269095
**Document Hash:** edc82dce2c196f817482c712804d45b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-334933.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001193125-25-334933

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00816
- **FILM NUMBER:** 251608064

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

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

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

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

## Series and Classes Contracts Data

### BALANCED FUND (Series ID: S000006192)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** American Century Mutual Funds, Inc.

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Balanced Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $933039760.65

**Total Liabilities:** $15218000.81

**Net Assets:** $917821759.84

**Cash Not Reported:** $718.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 586.000000000000 | **1-Year:** 3163.000000000000 | **5-Year:** 12700.000000000000 | **10-Year:** 31842.000000000000 | **30-Year:** 74963.000000000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 187.000000000000 | **5-Year:** 43.000000000000 | **10-Year:** 431.000000000000 | **30-Year:** 1200.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017045 | 1.77%                | 2.04%                | 1.33%                |
| Class ID C000017047 | 1.82%                | 2.09%                | 1.33%                |
| Class ID C000189734 | 1.77%                | 2.09%                | 1.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2530986.90              | $11914334.80                               |
| Month 2  | $2486041.67              | $14285764.72                               |
| Month 3  | $3745436.94              | $6913197.23                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                  | Title                                                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS + CO LLC                                                | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-429.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES INC                                   | SOLD NZD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: I7331LVCZKQKX5T7XV54       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $47514.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                               | SOLD NZD/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $60.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                         | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $9919.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $9790.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $9888.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $9859.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1022.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $703.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $1389.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $454.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $817.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS + CO LLC                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $395.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $475.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | SOLD EUR/BOUGHT USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $162.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                                                | BOUGHT NZD/SOLD USD                                                                       | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-1142.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-194.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY AND CO., LLC                                           | BOUGHT EUR/SOLD USD                                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-368.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1022958 | PA      | $953022.85    | 0.10%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1678670 | PA      | $1440456.64   | 0.16%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KMEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    633469 | PA      | $565268.79    | 0.06%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.00                                                                     | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1399588 | PA      | $1146008.69   | 0.12%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3133KNNV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    827699 | PA      | $743864.47    | 0.08%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPGB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1288968 | PA      | $1230062.53   | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133KPMJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2808055 | PA      | $2693074.27   | 0.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3133KQDW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2467141 | PA      | $2544004.66   | 0.28%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                     | CUSIP: 3133KQE28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    388067 | PA      | $395184.64    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                       | Federal Home Loan Mortgage Corp 6.25 07/15/2032                                           | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGA              | US        |    700000 | PA      | $796546.95    | 0.09%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 6.63 11/15/2030                                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |    400000 | PA      | $452759.22    | 0.05%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.88 08/05/2030                                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   1900000 | PA      | $1668980.79   | 0.18%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | Federal National Mortgage Association 0.75 10/08/2027                                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1892917.14   | 0.21%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                     | Fannie Mae REMICS 2.00                                                                    | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7392629 | PA      | $949133.73    | 0.10%             | 2052-07-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106447 | PA      | $106926.88    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    478048 | PA      | $458366.92    | 0.05%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.17                                                                      | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     69138 | PA      | $69185.79     | 0.01%             | 2047-03-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.10                                                                      | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     43453 | PA      | $43443.17     | 0.00%             | 2047-04-01      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    106382 | PA      | $96262.24     | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1664944 | PA      | $1496733.26   | 0.16%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140MKAG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    487703 | PA      | $467734.02    | 0.05%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140N24W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    622519 | PA      | $616060.14    | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    776125 | PA      | $781376.09    | 0.09%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    349891 | PA      | $334271.55    | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHWY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1624170 | PA      | $1457099.65   | 0.16%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    391216 | PA      | $350793.20    | 0.04%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XKAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    500925 | PA      | $430786.91    | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XKZH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1378261 | PA      | $1291416.06   | 0.14%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    766017 | PA      | $652987.72    | 0.07%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140XNVZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2609613 | PA      | $2647189.60   | 0.29%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    214482 | PA      | $192611.02    | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 31418DQH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    821304 | PA      | $704458.76    | 0.08%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1264064 | PA      | $1282641.97   | 0.14%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.50                                                                     | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1266713 | PA      | $1316308.35   | 0.14%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.50                                                                     | CUSIP: 3142GRMN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1391162 | PA      | $1416604.85   | 0.15%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer 2021-1                                              | Flexential Issuer 2021-1 3.25                                                             | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995128.00    | 0.11%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                      | Goodgreen 2018-1 3.93                                                                     | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |    232127 | PA      | $214332.36    | 0.02%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                      | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                     | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    548605 | PA      | $449607.30    | 0.05%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 6.20 03/01/2055                                                                   | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135126.21    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 4.90 11/15/2035                                                                   | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    545000 | PA      | $538753.28    | 0.06%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                               | HCA Inc 5.70 11/15/2055                                                                   | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    382000 | PA      | $372893.16    | 0.04%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 6.25 09/30/2029                                                | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    179000 | PA      | $184096.82    | 0.02%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     52205 | NS      | $19296534.15  | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                           | CDW Corp/DE                                                                               | CUSIP: 12514G108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12740 | NS      | $2030373.80   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                                       | Cigna Group/The                                                                           | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     16053 | NS      | $3923513.73   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                            | Cadence Design Systems Inc                                                                | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |     17184 | NS      | $5820048.96   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |     17981 | NS      | $3811972.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                                                | Church & Dwight Co Inc                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     28174 | NS      | $2470578.06   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co                                                  | Colgate-Palmolive Co                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |     21608 | NS      | $1664896.40   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                            | Copart Inc                                                                                | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |     38741 | NS      | $1666250.41   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                                                 | Costco Wholesale Corp                                                                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      3892 | NS      | $3547363.40   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                                              | Crowdstrike Holdings Inc                                                                  | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      5070 | NS      | $2753060.70   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                                           | Cummins Inc                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     10717 | NS      | $4690616.56   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                                          | Danaher Corp                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     24109 | NS      | $5192596.42   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                            | Deere & Co                                                                                | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      5658 | NS      | $2611902.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                                                         | Dynatrace Inc                                                                             | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55025 | NS      | $2782614.25   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                                                            | Ecolab Inc                                                                                | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     11684 | NS      | $2995777.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                                                           | Equinix Inc                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      3130 | NS      | $2648011.30   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc                                                                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     18921 | NS      | $12267430.35  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corp                                                            | FedEx Corp                                                                                | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7476 | NS      | $1897558.32   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                              | Ferguson Enterprises Inc                                                                  | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     10651 | NS      | $2646773.50   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                                                        | GE Vernova Inc                                                                            | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      4227 | NS      | $2473386.78   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                   | Gilead Sciences Inc                                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     34665 | NS      | $4152520.35   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The                                                               | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      5106 | NS      | $4030523.22   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                                                    | Home Depot Inc/The                                                                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     19916 | NS      | $7559914.44   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepperdine University                                                 | Pepperdine University 3.30 12/01/2059                                                     | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |    355000 | PA      | $225161.88    | 0.02%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 6.84 01/23/2030                                                       | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    103000 | PA      | $105790.17    | 0.01%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                   | Petroleos Mexicanos 5.95 01/28/2031                                                       | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1110000 | PA      | $1086469.11   | 0.12%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 9.25 07/20/2028                                         | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    435000 | PA      | $481576.84    | 0.05%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                     | Piedmont Operating Partnership LP 6.88 07/15/2029                                         | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     78000 | PA      | $82654.30     | 0.01%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                               | Port Authority of New York & New Jersey 4.93% 10/01/2051                                  | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     50000 | PA      | $47981.13     | 0.01%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                | Prologis Targeted US Logistics Fund LP 4.25 01/15/2031                                    | CUSIP: 74350LAD6<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124143.35    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Prologis Targeted US Logistics Fund LP                                | Prologis Targeted US Logistics Fund LP 4.75 01/15/2036                                    | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274325.56    | 0.03%             | 2036-01-15      | Fixed         | 4.75%                 | 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        |   1528130 | PA      | $1536019.64   | 0.17%             | 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        |   1254681 | PA      | $1261724.58   | 0.14%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                               | Provident Funding Mortgage Trust 2024-1 5.50                                              | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217051 | PA      | $1224259.27   | 0.13%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES2                                         | RCKT Mortgage Trust 2024-CES2 6.14                                                        | CUSIP: 74938PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313209 | PA      | $316722.69    | 0.03%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                         | RCKT Mortgage Trust 2024-CES4 6.15                                                        | CUSIP: 74939FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    697176 | PA      | $705526.15    | 0.08%             | 2044-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES6                                         | RCKT Mortgage Trust 2024-CES6 5.34% 09/25/2044                                            | CUSIP: 749410AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243467 | PA      | $244270.04    | 0.03%             | 2044-09-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES8                                         | RCKT Mortgage Trust 2024-CES8 5.49                                                        | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625224 | PA      | $629452.99    | 0.07%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                         | RCKT Mortgage Trust 2024-CES1 6.03                                                        | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504146 | PA      | $508033.37    | 0.06%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                         | RCKT Mortgage Trust 2024-CES3 6.59                                                        | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229748 | PA      | $233138.23    | 0.03%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                    | RWE Finance US LLC 5.13 09/18/2035                                                        | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    151000 | PA      | $149041.29    | 0.02%             | 2035-09-18      | Fixed         | 5.12%                 | 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        |    565767 | PA      | $568949.44    | 0.06%             | 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        |    268381 | PA      | $268805.37    | 0.03%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 205-J1                                            | Rate Mortgage Trust 205-J1 5.50                                                           | CUSIP: 75410CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    367783 | PA      | $370979.68    | 0.04%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J1                                           | Rate Mortgage Trust 2024-J1 6.00                                                          | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397378 | PA      | $399701.16    | 0.04%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.20 09/16/2030                                         | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    413000 | PA      | $414687.69    | 0.05%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                            | AbbVie Inc                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     23703 | NS      | $5168202.12   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc                                              | Agilent Technologies Inc                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |     15025 | NS      | $2199059.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                                                            | Airbnb Inc                                                                                | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |      7386 | NS      | $934624.44    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                          | Alphabet Inc                                                                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    105992 | NS      | $29803890.48  | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                          | Thermo Fisher Scientific Inc                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6908 | NS      | $3919530.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                     | Tractor Supply Co                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |     63373 | NS      | $3429113.03   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                 | Uber Technologies Inc                                                                     | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     30613 | NS      | $2954154.50   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                                    | Union Pacific Corp                                                                        | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     11347 | NS      | $2500538.39   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                    | United Rentals Inc                                                                        | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      3694 | NS      | $3218138.92   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc                                                                    | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      8694 | NS      | $2969522.64   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc                                            | Verizon Communications Inc                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     41125 | NS      | $1634307.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                            | Vertex Pharmaceuticals Inc                                                                | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6697 | NS      | $2850042.29   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                              | Visa Inc                                                                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     15046 | NS      | $5126774.04   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                         | Welltower Inc                                                                             | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               | CORP              | US        |     29790 | NS      | $5393181.60   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                  | Williams Cos Inc/The                                                                      | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     74088 | NS      | $4287472.56   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 5.45 01/14/2028                                                | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161266.43    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                            | HPS Corporate Lending Fund 4.90 09/11/2028                                                | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    278000 | PA      | $276052.77    | 0.03%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                           | Workday Inc                                                                               | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | EC               | CORP              | US        |     13026 | NS      | $3125197.92   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem Inc/NY                                                          | Xylem Inc/NY                                                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |     31264 | NS      | $4716174.40   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co                                         | Hewlett Packard Enterprise Co 4.85 10/15/2031                                             | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    295000 | PA      | $298151.01    | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hologic Inc                                                           | Hologic Inc 3.25 02/15/2029                                                               | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138297.59    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                            | Zoetis Inc                                                                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     23598 | NS      | $3400235.82   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                                       | ASML Holding NV                                                                           | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |      1944 | NS      | $2055409.38   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                        | Eaton Corp PLC                                                                            | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     11592 | NS      | $4423043.52   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International plc                                    | Johnson Controls International plc                                                        | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     67947 | NS      | $7772457.33   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                             | Linde PLC                                                                                 | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | US        |     11723 | NS      | $4903730.90   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1186522 | PA      | $1202918.08   | 0.13%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                      | JP Morgan Mortgage Trust 2024-11 6.00                                                     | CUSIP: 46659AAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460712 | PA      | $464201.39    | 0.05%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                       | Jersey Central Power & Light Co 5.15 01/15/2036                                           | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    267000 | PA      | $270873.24    | 0.03%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KAISER FDTN HOSPITALS                                                 | Kaiser Foundation Hospitals 3.00 06/01/2051                                               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    220000 | PA      | $147893.11    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                 | Kentucky Utilities Co 5.85 08/15/2055                                                     | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75386.81     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                             | Keysight Technologies Inc 5.35 07/30/2030                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    258000 | PA      | $268197.91    | 0.03%             | 2030-07-30      | Fixed         | 5.35%                 | 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        |    215000 | PA      | $198233.60    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.50 11/15/2032                                                          | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    280000 | PA      | $232903.90    | 0.03%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                      | Kilroy Realty LP 2.65 11/15/2033                                                          | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    283000 | PA      | $231421.65    | 0.03%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                      | LPL Holdings Inc 5.15 06/15/2030                                                          | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366707.70    | 0.04%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 4.75 06/15/2029        | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $667310.79    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp    | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031        | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    525000 | PA      | $551885.78    | 0.06%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                              | Liberty Mutual Group Inc 4.13 12/15/2051                                                  | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    440000 | PA      | $430200.46    | 0.05%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                 | Lincoln National Corp 7.00 06/15/2040                                                     | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    258000 | PA      | $292990.14    | 0.03%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                              | Lloyds Banking Group PLC (pfd) 6.75% 09/27/2174 Perpetual                                 | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    520000 | NS      | $524388.80    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                        | Louisville Gas and Electric Co 5.85 08/15/2055                                            | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75271.16     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc 4.50 10/15/2032                                                            | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396375.88    | 0.04%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                        | Lowe's Cos Inc 4.85 10/15/2035                                                            | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    585000 | PA      | $577909.47    | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                         | M&T Bank Corp (pfd) 5.13% 05/01/2174 Perpetual                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |     40000 | NS      | $39980.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                        | MF1 2021-FL7 Ltd 5.59                                                                     | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1072777.22   | 0.12%             | 2036-10-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| MFA 2024-NQM1 Trust                                                   | MFA 2024-NQM1 Trust 6.58                                                                  | CUSIP: 55286VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523806 | PA      | $530549.07    | 0.06%             | 2069-03-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| MIRA Trust 2023-MILE                                                  | MIRA Trust 2023-MILE 6.75                                                                 | CUSIP: 55318EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $795838.22    | 0.09%             | 2038-06-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                             | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |    647000 | NS      | $659703.85    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| LELAND STANFORD JR UNIV                                               | Leland Stanford Junior University/The 4.68 03/01/2035                                     | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    675000 | PA      | $684396.55    | 0.07%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                    | Subway Funding LLC 6.03                                                                   | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180080 | PA      | $1195438.51   | 0.13%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                             | Sunoco LP 5.88 03/15/2034                                                                 | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337162.10    | 0.04%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                                 | Switch ABS Issuer LLC 5.44                                                                | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $527243.22    | 0.06%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                          | Synopsys Inc 5.00 04/01/2032                                                              | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    670000 | PA      | $684278.65    | 0.07%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                      | T-Mobile USA Inc 6.70 12/15/2033                                                          | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    461000 | PA      | $515840.89    | 0.06%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 5.13 11/01/2027                                                     | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133943.21    | 0.01%             | 2027-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 09/15/2026                                          | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $302202.81    | 0.03%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.88 10/31/2030                                          | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4841410.16   | 0.53%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/30/2030                                          | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10800000 | PA      | $11123367.23  | 1.21%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 12/31/2030                                          | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2502783.20   | 0.27%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 02/28/2031                                          | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $1126748.05   | 0.12%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 03/31/2029                                          | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13100000 | PA      | $13308013.72  | 1.45%             | 2029-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 06/30/2029                                          | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1020800.78   | 0.11%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 10/31/2031                                          | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1220367.19   | 0.13%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 05/31/2032                                          | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3553388.69   | 0.39%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 05/31/2030                                          | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $3951339.83   | 0.43%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 06/15/2028                                          | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3870000 | PA      | $3897891.21   | 0.42%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 06/30/2032                                          | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $4434976.57   | 0.48%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.00 08/31/2032                                          | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1199812.50   | 0.13%             | 2032-08-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.75 08/31/2030                                          | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6600000 | PA      | $6577828.09   | 0.72%             | 2030-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.05 04/15/2053                                                    | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    495000 | PA      | $454738.11    | 0.05%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.50 07/15/2044                                                    | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    436000 | PA      | $437769.47    | 0.05%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                | UnitedHealth Group Inc 5.30 06/15/2035                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    393000 | PA      | $406946.10    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue | Regents of the University of California Medical Center Pooled Revenue 3.26% 05/15/2060    | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $161416.17    | 0.02%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CALIFORNIA                                              | University of California 3.07% 05/15/2051                                                 | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    180000 | PA      | $125042.35    | 0.01%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                    | Venture Global Plaquemines LNG LLC 6.75 01/15/2036                                        | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    248000 | PA      | $262817.01    | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                | VERTICAL BRIDGE CC LLC 5.16                                                               | CUSIP: 92535VAQ5<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   1028427 | PA      | $1029927.47   | 0.11%             | 2055-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                    | Verus Securitization Trust 2021-R2 1.23                                                   | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137957 | PA      | $128961.16    | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                      | Paramount Global 4.38 03/15/2043                                                          | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    467000 | PA      | $353880.91    | 0.04%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  16801224 | NS      | $16801224.25  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Institutional US Government Money Market Fund            | State Street Institutional US Government Money Market Fund                                | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    778896 | NS      | $778896.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.88 05/15/2045                                          | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $314062.50    | 0.03%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 11/15/2032                                          | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1217554.69   | 0.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 3.88 12/31/2029                                          | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $403132.81    | 0.04%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.25 08/31/2030                                          | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9200000 | PA      | $9366570.32   | 1.02%             | 2030-08-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                    | Expand Energy Corp 6.75 04/15/2029                                                        | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    122000 | PA      | $123006.16    | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Weir Group Inc                                                        | Weir Group Inc 5.35 05/06/2030                                                            | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |    421000 | PA      | $432042.85    | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co (pfd) 3.9% 06/15/2169 Perpetual                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |   1110000 | NS      | $1103389.62   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.01 04/04/2051                                                          | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $298884.14    | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.56 07/25/2034                                                          | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    212000 | PA      | $222695.82    | 0.02%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                      | Wells Fargo & Co 5.61 04/23/2036                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    460000 | PA      | $483577.32    | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wynnton Funding Trust II                                              | Wynnton Funding Trust II 5.99 08/15/2055                                                  | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $358818.41    | 0.04%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                              | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2174 Perpetual                                 | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   1000000 | NS      | $988216.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                       | Danske Bank A/S (pfd) 4.38% 11/18/2173 Perpetual                                          | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |   1470000 | NS      | $1463779.81   | 0.16%             |  |  |  | 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        |    835000 | NS      | $873244.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                         | US 10YR NOTE (CBT)Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -5 | NC      | $3584.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT FUTURE                                                      | LONG GILT FUTURE  Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | GB        |        15 | NC      | $45891.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                   | US 10yr Ultra Fut Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        73 | NC      | $-45597.34    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                       | US ULTRA BOND CBT Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       155 | NC      | $472804.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT US Long Bond Future                                              | US LONG BOND(CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        13 | NC      | $28240.23     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                          | US 2YR NOTE (CBT) Dec25                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -9 | NC      | $3568.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                      | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2173 Perpetual                         | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |    800000 | NS      | $820945.26    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Lxviii Ltd                                       | Madison Park Funding Lxviii Ltd 5.68                                                      | CUSIP: 55822XAG2<br>LEI: 213800XCOFXF5X7M9P78 | Long             | ABS-CBDO         | CORP              | US        |    843000 | PA      | $844639.89    | 0.09%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                        | Warnermedia Holdings Inc 3.76 03/15/2027                                                  | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    415000 | PA      | $407737.50    | 0.04%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                     | Magnetite Xli Ltd 5.64                                                                    | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $400867.16    | 0.04%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                   | Hotwire Funding LLC 5.89                                                                  | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $609755.52    | 0.07%             | 2054-06-20      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                    | City of Houston TX 3.96% 03/01/2047                                                       | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    120000 | PA      | $106367.51    | 0.01%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.20 03/01/2035                                                                  | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    528000 | PA      | $542130.38    | 0.06%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.65 05/01/2045                                                                  | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    315000 | PA      | $321257.77    | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                           | Hubbell Inc 4.80 11/15/2035                                                               | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129521.65    | 0.01%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                     | Hyatt Hotels Corp 5.75 03/30/2032                                                         | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    161000 | PA      | $168185.91    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                              | Mars Inc 5.70 05/01/2055                                                                  | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    179000 | PA      | $182262.02    | 0.02%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                 | Massachusetts Institute of Technology 5.62 06/01/2055                                     | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101118.41    | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                               | Hyundai Capital America 6.50 01/16/2029                                                   | CUSIP: 44891ACR6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    117000 | PA      | $124154.33    | 0.01%             | 2029-01-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                              | Icon Investments Six DAC 6.00 05/08/2034                                                  | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    166000 | PA      | $174236.26    | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                             | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                 | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    428000 | PA      | $440841.28    | 0.05%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc 5.70 09/15/2055                                                            | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    249000 | PA      | $256973.79    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                          | ING Groep NV (pfd) 5.75% 11/16/2173 Perpetual                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |    700000 | NS      | $703445.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.15 02/21/2034                                                                | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284343.38    | 0.03%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                            | Intel Corp 5.60 02/21/2054                                                                | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    215000 | PA      | $205768.48    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                   | Intesa Sanpaolo SpA 4.20 06/01/2032                                                       | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    536000 | PA      | $508288.76    | 0.06%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc 6.40 12/15/2066                                                               | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    504000 | PA      | $532199.30    | 0.06%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FLINT WATER ADVOCACY FUND                                             | Michigan Strategic Fund 3.23% 09/01/2047                                                  | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    570000 | PA      | $442998.30    | 0.05%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                             | IQVIA Inc 6.25 02/01/2029                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    442000 | PA      | $465950.65    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                              | JP Morgan Mortgage Trust 2020-3 3.50                                                      | CUSIP: 46592ABH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134342 | PA      | $121153.34    | 0.01%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-2                                | JP Morgan Mortgage Trust Series 2025-2 6.00                                               | CUSIP: 46593NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1065534 | PA      | $1080675.62   | 0.12%             | 2055-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.77 04/22/2035                                                       | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    644000 | PA      | $687045.94    | 0.07%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                 | Micron Technology Inc 5.30 01/15/2031                                                     | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    620000 | PA      | $641091.51    | 0.07%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                 | MidAmerican Energy Co 5.85 09/15/2054                                                     | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1034805.97   | 0.11%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                          | Missouri Highway & Transportation Commission 5.45% 05/01/2033                             | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    130000 | PA      | $134723.21    | 0.01%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.16 04/20/2029                                                            | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    271000 | PA      | $277104.00    | 0.03%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.29 07/22/2035                                                       | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $217229.60    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 5.10 04/22/2031                                                       | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    549000 | PA      | $567163.00    | 0.06%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co 4.26 10/22/2031                                                       | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274101.18    | 0.03%             | 2031-10-22      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                     | J.P. Morgan Mortgage Trust 2023-8 6.00                                                    | CUSIP: 46657CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $284254.49    | 0.03%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.41 11/01/2029                                                            | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180256.40    | 0.02%             | 2029-11-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 6.63 11/01/2034                                                            | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    760000 | PA      | $852124.05    | 0.09%             | 2034-11-01      | Variable      | 6.63%                 | 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        |   1082228 | PA      | $1088673.06   | 0.12%             | 2054-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                    | J.P. Morgan Mortgage Trust 2024-10 5.50                                                   | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763826 | PA      | $767168.78    | 0.08%             | 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        |    532011 | PA      | $532856.91    | 0.06%             | 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        |    724537 | PA      | $735292.76    | 0.08%             | 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        |    598724 | PA      | $601283.41    | 0.07%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.83 04/19/2035                                                            | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    152000 | PA      | $162121.32    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 5.52 11/19/2055                                                            | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    143000 | PA      | $144714.15    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley 4.89 10/22/2036                                                            | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164156.67    | 0.02%             | 2036-10-22      | Variable      | 4.89%                 | 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        |    225000 | PA      | $228580.34    | 0.02%             | 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: 617944AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689314 | PA      | $699363.68    | 0.08%             | 2055-03-25      | Variable      | 6.00%                 | 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        |    537787 | PA      | $544551.61    | 0.06%             | 2055-03-25      | Variable      | 6.00%                 | 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        |    436308 | PA      | $438303.86    | 0.05%             | 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        |    304245 | PA      | $304533.70    | 0.03%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                         | Sequoia Mortgage Trust 2025-7 5.50                                                        | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1422465 | PA      | $1427230.99   | 0.16%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                         | Sequoia Mortgage Trust 2025-8 5.50                                                        | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    998297 | PA      | $1004252.50   | 0.11%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO Ltd                                                    | Shackleton 2017-XI Clo Ltd 6.12                                                           | CUSIP: 81883EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575781 | PA      | $575425.22    | 0.06%             | 2030-08-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                  | Shell Finance US Inc 4.38 05/11/2045                                                      | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $157797.22    | 0.02%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                                  | Siemens Financieringsmaatschappij NV 1.20 03/11/2026                                      | CUSIP: 82620KAZ6<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    350000 | PA      | $346485.96    | 0.04%             | 2026-03-11      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                       | Sierra Timeshare 2021-1 Receivables Funding LLC 1.79                                      | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57590 | PA      | $57307.96     | 0.01%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                              | Snam SpA 6.50 05/28/2055                                                                  | CUSIP: 83304JAC1<br>LEI: 8156002278562044AF79 | Long             | DBT              | CORP              | IT        |    208000 | PA      | $224235.46    | 0.02%             | 2055-05-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                   | Societe Generale SA (pfd) 4.75% 11/26/2173 Perpetual                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |     92000 | NS      | $91629.74     | 0.01%             |  |  |  | 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        |    600000 | NS      | $644652.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc                                       | Solstice Advanced Materials Inc 5.63 09/30/2033                                           | CUSIP: 83443QAA1<br>LEI: 2138004GZ4H9TW6HK435 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170256.70    | 0.02%             | 2033-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                       | Southern Co/The 4.00 01/15/2051                                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    296000 | PA      | $295366.74    | 0.03%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                          | Southern Co Gas Capital Corp 5.10 09/15/2035                                              | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    378000 | PA      | $380413.12    | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                 | Southwest Airlines Co 4.38 11/15/2028                                                     | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    505000 | PA      | $503989.22    | 0.05%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                   | Sprint Capital Corp 6.88 11/15/2028                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    291000 | PA      | $312702.26    | 0.03%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 8.63 10/27/2082                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $551520.32    | 0.06%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                        | Mosaic Solar Loan Trust 2023-2 5.36                                                       | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1209614 | PA      | $1167863.94   | 0.13%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Mountain View Funding CLO                                             | Mountain View CLO 2017-2 LLC 5.86                                                         | CUSIP: 62432LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     90757 | PA      | $90646.55     | 0.01%             | 2031-01-16      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                           | Nationwide Building Society 4.13 10/18/2032                                               | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $247440.51    | 0.03%             | 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        |    327000 | PA      | $299429.64    | 0.03%             | 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        |   1350000 | PA      | $885269.93    | 0.10%             | 2061-10-20      | Fixed         | 2.41%                 | 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        |    480000 | PA      | $512648.64    | 0.06%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                               | Bank of Nova Scotia/The 6.88 10/27/2085                                                   | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201968.92    | 0.02%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                   | New Jersey Turnpike Authority 7.10% 01/01/2041                                            | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |     95000 | PA      | $111224.28    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                   | City of New York NY 6.27% 12/01/2037                                                      | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     95000 | PA      | $103570.88    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                               | Newmont Corp / Newcrest Finance Pty Ltd 5.35 03/15/2034                                   | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $395503.65    | 0.04%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Niagara Mohawk Power Corp                                             | Niagara Mohawk Power Corp 4.65 10/03/2030                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136133.18    | 0.01%             | 2030-10-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                 | BANK5 Trust 2024-5YR6 6.23                                                                | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692000 | PA      | $730037.30    | 0.08%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES2                                                        | EFMT 2025-CES2 5.66                                                                       | CUSIP: 28225GAA2<br>LEI: 254900G4WO4UX6N3D818 | Long             | ABS-MBS          | CORP              | US        |    818395 | PA      | $827011.12    | 0.09%             | 2060-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                          | NiSource Inc 5.35 07/15/2035                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    340000 | PA      | $347073.80    | 0.04%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                       | Nordea Bank Abp (pfd) 6.63% 09/26/2174 Perpetual                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | EP               | CORP              | FI        |   1250000 | NS      | $1259880.00   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd                                                    | Elmwood CLO 37 Ltd 5.58                                                                   | CUSIP: 29004UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $850946.82    | 0.09%             | 2038-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                          | Enbridge Inc 6.00 01/15/2077                                                              | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $854009.45    | 0.09%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                          | Nordson Corp 4.50 12/15/2029                                                              | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    495000 | PA      | $499313.71    | 0.05%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Natural Gas Co                                               | Northern Natural Gas Co 5.63 02/01/2054                                                   | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153790.08    | 0.02%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.10 05/15/2053                                               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $249370.98    | 0.03%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                           | Northern States Power Co/MN 5.65 05/15/2055                                               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    157000 | PA      | $162100.94    | 0.02%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                   | Northern Trust Corp 3.38 05/08/2032                                                       | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $1051131.32   | 0.11%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                 | Northrop Grumman Corp 5.15 05/01/2040                                                     | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190798.06    | 0.02%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.13 12/15/2045                                                        | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339619.77    | 0.04%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                    | Energy Transfer LP 6.55 12/01/2033                                                        | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    601000 | PA      | $657140.46    | 0.07%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust 2024-CES1                     | Saluda Grade Alternative Mortgage Trust 2024-CES1 6.31                                    | CUSIP: 79581VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    669378 | PA      | $676816.85    | 0.07%             | 2054-03-25      | Variable      | 6.31%                 | 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        |   1110000 | NS      | $1101221.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 3.25 06/15/2027                                                                    | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177075.69    | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                | Sempra 4.13 04/01/2052                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    728000 | PA      | $711845.46    | 0.08%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.50 11/15/2045                                                        | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    195000 | PA      | $193449.47    | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.75 11/15/2065                                                        | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287837.28    | 0.03%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 4.60 11/15/2032                                                        | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    595000 | PA      | $598165.39    | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 4.88 11/15/2035                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422019.72    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                   | Elevance Health Inc 5.00 01/15/2036                                                       | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164398.35    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.13 12/01/2029                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    107000 | PA      | $109250.09    | 0.01%             | 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        |    211000 | PA      | $217868.83    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp 5.50 12/01/2034                                                             | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    345000 | PA      | $354555.28    | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                             | Arizona Public Service Co 5.70 08/15/2034                                                 | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    292000 | PA      | $307286.69    | 0.03%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                   | Ashtead Capital Inc 5.95 10/15/2033                                                       | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423138.74    | 0.05%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-6                                         | Sequoia Mortgage Trust 2024-6 6.00                                                        | CUSIP: 81743DAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691634 | PA      | $696196.17    | 0.08%             | 2054-07-27      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                         | Sequoia Mortgage Trust 2024-8 5.50                                                        | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336765 | PA      | $338016.22    | 0.04%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                 | Athene Global Funding 5.53 07/11/2031                                                     | CUSIP: 04685A3Z2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    292000 | PA      | $300575.85    | 0.03%             | 2031-07-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                         | Atlas Warehouse Lending Co LP 6.25 01/15/2030                                             | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047726.76   | 0.11%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                    | Meta Platforms Inc 5.63 11/15/2055                                                        | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    540000 | PA      | $536388.59    | 0.06%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FS Commercial Mortgage Trust 2023-4SZN                                | FS Commercial Mortgage Trust 2023-4SZN 7.07                                               | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760000 | PA      | $775953.01    | 0.08%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                 | Tenet Healthcare Corp 6.25 02/01/2027                                                     | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325756.68    | 0.04%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                         | Texas Natural Gas Securitization Finance Corp 5.17% 04/01/2041                            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $190242.88    | 0.02%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                             | Australia & New Zealand Banking Group Ltd 2.57 11/25/2035                                 | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    599000 | PA      | $536926.56    | 0.06%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom              | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2173 Perpetual | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |    205000 | NS      | $208248.64    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                         | Fannie Mae Connecticut Avenue Securities 7.30                                             | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     96060 | PA      | $98433.27     | 0.01%             | 2029-10-25      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1013383 | PA      | $902386.04    | 0.10%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                        | BBCMS Mortgage Trust 2024-5C27 6.01                                                       | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338000 | PA      | $355610.61    | 0.04%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                        | BNP Paribas SA (pfd) 8.50% 02/14/2174 Perpetual                                           | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   1042000 | NS      | $1104369.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.00                                                                     | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1473911 | PA      | $1307668.28   | 0.14%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DN3B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2024725 | PA      | $1984984.31   | 0.22%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                               | BPCE SA 3.65 01/14/2037                                                                   | CUSIP: 05578QAH6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $435973.74    | 0.05%             | 2037-01-14      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Trust 2023-LIFE                                                    | BX Trust 2023-LIFE 5.05                                                                   | CUSIP: 05609DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1064000 | PA      | $1053541.52   | 0.11%             | 2028-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                    | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2174 Perpetual                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |    600000 | NS      | $602743.20    | 0.07%             |  |  |  | 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        |    800000 | NS      | $788857.42    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron Inc                                                           | Textron Inc 4.95 03/15/2036                                                               | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    232000 | PA      | $229773.71    | 0.03%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                 | Time Warner Cable LLC 6.55 05/01/2037                                                     | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    429000 | PA      | $439875.28    | 0.05%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    806947 | PA      | $751907.42    | 0.08%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    260655 | PA      | $242691.71    | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 5.00                                                                     | CUSIP: 3132DNXS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    508264 | PA      | $512477.58    | 0.06%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 6.00                                                                     | CUSIP: 3132DPM96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1270314 | PA      | $1307958.70   | 0.14%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 3.50                                                                     | CUSIP: 3132DQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1592425 | PA      | $1499097.51   | 0.16%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.50                                                                     | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    705487 | PA      | $691129.31    | 0.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp 5.51 01/24/2036                                                      | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    340000 | PA      | $356098.25    | 0.04%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                       | BANK5 2024-5YR7 5.77                                                                      | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1267000 | PA      | $1322946.67   | 0.14%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 2.50                                                                     | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1538036 | PA      | $1312368.21   | 0.14%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                      | Freddie Mac Pool 4.00                                                                     | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    854433 | PA      | $819447.74    | 0.09%             | 2052-05-01      | Fixed         | 4.00%                 | 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        |    211000 | PA      | $223925.86    | 0.02%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 4.00 08/01/2028                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    585000 | PA      | $575850.76    | 0.06%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                         | Carnival Corp 5.13 05/01/2029                                                             | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    207000 | PA      | $209688.45    | 0.02%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                          | Centene Corp 4.63 12/15/2029                                                              | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165023.05    | 0.02%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                             | Toronto-Dominion Bank/The 8.13 10/31/2082                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    901000 | PA      | $952792.18    | 0.10%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-1                                      | Towd Point Mortgage Trust 2024-1 4.89                                                     | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    932669 | PA      | $949310.04    | 0.10%             | 2064-03-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.50 09/27/2064                                                               | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174596.93    | 0.02%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 4.80 09/26/2032                                                               | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1247389.49   | 0.14%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES3                                   | Towd Point Mortgage Trust 2024-CES3 6.29                                                  | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510659 | PA      | $516696.85    | 0.06%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                       | Trust Fibra Uno 4.87 01/15/2030                                                           | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     60000 | PA      | $58667.99     | 0.01%             | 2030-01-15      | Fixed         | 4.87%                 | 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        |    482696 | PA      | $482799.90    | 0.05%             | 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        |    794499 | PA      | $804895.09    | 0.09%             | 2055-10-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                              | Chase Home Lending Mortgage Trust 2024-9 5.50                                             | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795701 | PA      | $797915.29    | 0.09%             | 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        |    289159 | PA      | $289145.30    | 0.03%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                           | Oracle Corp 5.20 09/26/2035                                                               | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    540000 | PA      | $532034.08    | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.75 04/04/2029                                          | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    268000 | PA      | $274069.91    | 0.03%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                 | Blue Owl Capital Corp 5.95 03/15/2029                                                     | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    268000 | PA      | $271631.76    | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | 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        |    485000 | NS      | $529195.63    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Electric Co                                                     | Union Electric Co 5.45 03/15/2053                                                         | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222181.42    | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | 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        |   1680807 | PA      | $1694248.17   | 0.18%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                              | Chase Home Lending Mortgage Trust 2025-8 6.00                                             | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   1374173 | PA      | $1393722.54   | 0.15%             | 2056-06-25      | Variable      | 6.00%                 | 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        |    305000 | PA      | $302268.94    | 0.03%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                       | United Nations Development Corp 6.54% 08/01/2055                                          | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $59068.31     | 0.01%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| United Rentals North America Inc                                      | United Rentals North America Inc 6.00 12/15/2029                                          | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    155000 | PA      | $159205.93    | 0.02%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 11/15/2039                                          | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $598734.37    | 0.07%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.38 05/15/2041                                          | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1383265.63   | 0.15%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 2.50 02/15/2045                                          | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1231636.72   | 0.13%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                       | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                      | CUSIP: 161929BH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335890 | PA      | $339891.89    | 0.04%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                              | Chase Home Lending Mortgage Trust 2025-5 5.50                                             | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   1155935 | PA      | $1163983.84   | 0.13%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                   | Cheniere Energy Inc 4.63 10/15/2028                                                       | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    385000 | PA      | $384255.47    | 0.04%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                   | Chile Government International Bond 5.33 01/05/2054                                       | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    170000 | PA      | $168278.75    | 0.02%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.75 11/15/2043                                          | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3800000 | PA      | $3871917.96   | 0.42%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.63 05/15/2044                                          | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1800000 | PA      | $1801757.81   | 0.20%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                         | United States Treasury Note/Bond 4.13 08/15/2044                                          | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1300000 | PA      | $1217175.78   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc/Delaware                                            | Cisco Systems Inc 5.50 02/24/2055                                                         | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259672.18    | 0.03%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                  | Citigroup Mortgage Loan Trust 2025-2 6.00                                                 | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829958 | PA      | $841667.42    | 0.09%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 4.41 03/31/2031                                                             | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119863.62    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 4.00% 03/10/2174 Perpetual                                            | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    547000 | NS      | $546669.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc (pfd) 3.88% 05/18/2174 Perpetual                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   1487000 | NS      | $1479548.64   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.17 09/11/2036                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    490000 | PA      | $496288.01    | 0.05%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                         | Citigroup Inc 5.61 03/04/2056                                                             | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    185000 | PA      | $187902.24    | 0.02%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                               | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                              | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1229870 | PA      | $1234920.10   | 0.13%             | 2054-06-25      | Variable      | 5.50%                 | 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        |    777454 | PA      | $782431.63    | 0.09%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Operating Co LLC                                   | Columbia Pipelines Operating Co LLC 6.04 11/15/2033                                       | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $352213.89    | 0.04%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2789110 | PA      | $2743686.44   | 0.30%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.50                                                                   | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2297065 | PA      | $2259301.00   | 0.25%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179YU36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3704609 | PA      | $3518118.89   | 0.38%             | 2054-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                    | Ally Financial Inc 8.00 11/01/2031                                                        | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    646000 | PA      | $735723.95    | 0.08%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 7.00                                                                   | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       365 | PA      | $374.37       | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 4.50                                                                    | CUSIP: 36204DT66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    106658 | PA      | $106356.89    | 0.01%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.50                                                                    | CUSIP: 36225AN55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       607 | PA      | $608.47       | 0.00%             | 2026-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                     | Ginnie Mae I Pool 7.00                                                                    | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7960 | PA      | $8306.37      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 5.00                                                                   | CUSIP: 3622ADQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1455333 | PA      | $1454605.83   | 0.16%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.25 05/06/2029                                                         | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    727000 | PA      | $764396.72    | 0.08%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                     | GXO Logistics Inc 6.50 05/06/2034                                                         | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    210000 | PA      | $225508.26    | 0.02%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2023-PJ6                          | GS Mortgage-Backed Securities Trust 2023-PJ6 6.00                                         | CUSIP: 36268FAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421505 | PA      | $425329.71    | 0.05%             | 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        |    779778 | PA      | $784685.52    | 0.09%             | 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        |    429049 | PA      | $434421.87    | 0.05%             | 2054-01-25      | 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        |   1221770 | PA      | $1228422.18   | 0.13%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                  | GCAT 2024-INV3 Trust 5.50                                                                 | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545797 | PA      | $550167.39    | 0.06%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                       | General Motors Financial Co Inc 5.60 06/18/2031                                           | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    298000 | PA      | $310068.12    | 0.03%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co In                                        | General Motors Financial Co Inc 6.15 07/15/2035                                           | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $221565.50    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 4.70 10/07/2030                                                     | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $154367.35    | 0.02%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                 | Gildan Activewear Inc 5.40 10/07/2035                                                     | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $264066.59    | 0.03%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.89 04/04/2054                                                      | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112518.72    | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                  | Glencore Funding LLC 5.19 04/01/2030                                                      | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $617815.98    | 0.07%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                              | Golden State Tobacco Securitization Corp 2.75% 06/01/2034                                 | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    660000 | PA      | $603196.90    | 0.07%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                        | Blackstone Private Credit Fund 5.95 07/16/2029                                            | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92037.03     | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                      | Blue Owl Technology Finance Corp 6.10 03/15/2028                                          | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    898000 | PA      | $905208.40    | 0.10%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                         | Boeing Co/The 5.71 05/01/2040                                                             | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $392780.18    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024 RPL1                             | BRAVO Residential Funding Trust 2024 RPL1 3.25                                            | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    945357 | PA      | $882914.65    | 0.10%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-NQM2                             | BRAVO Residential Funding Trust 2024-NQM2 6.29                                            | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    745135 | PA      | $751593.07    | 0.08%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2024-CES1                             | BRAVO Residential Funding Trust 2024-CES1 6.38                                            | CUSIP: 10570NAA6<br>LEI: 254900UJENIYH5UEYD42 | Long             | ABS-MBS          | CORP              | US        |    515089 | PA      | $522102.17    | 0.06%             | 2054-04-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co 5.55 02/22/2054                                                   | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363444.00    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                          | Broadcom Inc 4.80 02/15/2036                                                              | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258175.56    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Capital Automotive REIT                                               | Capital Automotive REIT 4.90                                                              | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    731083 | PA      | $729305.54    | 0.08%             | 2054-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                    | CNA Financial Corp 5.20 08/15/2035                                                        | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    497000 | PA      | $498323.75    | 0.05%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                               | CNO Financial Group Inc 6.45 06/15/2034                                                   | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    215000 | PA      | $228281.70    | 0.02%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 6.00 06/01/2044                                                           | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415580.01    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 7.00 03/10/2055                                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    245000 | PA      | $257795.37    | 0.03%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                       | CVS Health Corp 5.45 09/15/2035                                                           | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    174000 | PA      | $177749.37    | 0.02%             | 2035-09-15      | Fixed         | 5.45%                 | 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        |       711 | PA      | $708.53       | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                   | State of California 7.60% 11/01/2040                                                      | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     80000 | PA      | $99066.01     | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                              | Ameriprise Financial Inc                                                                  | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      6509 | NS      | $2947079.93   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                                                    | Analog Devices Inc                                                                        | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     27350 | NS      | $6403455.50   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                                             | Apple Inc                                                                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    101749 | NS      | $27509877.13  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                                                 | Applied Materials Inc                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |      7995 | NS      | $1863634.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                         | AppLovin Corp                                                                             | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      4381 | NS      | $2792142.73   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                   | Arista Networks Inc                                                                       | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     22939 | NS      | $3617250.91   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ARM Holdings PLC                                                      | ARM Holdings PLC                                                                          | CUSIP: 042068205<br>LEI: 2138001E66EELTE7Y904 | Long             | EC               | CORP              | GB        |      7608 | NS      | $1291990.56   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                                         | Automatic Data Processing Inc                                                             | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |     14655 | NS      | $3814696.50   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                                             | Ball Corp                                                                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     45732 | NS      | $2149404.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                  | Bank of America Corp                                                                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    147440 | NS      | $7880668.00   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                                                         | Blackrock Inc                                                                             | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      3213 | NS      | $3479068.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                  | Booking Holdings Inc                                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       563 | NS      | $2858767.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| State of California                                                   | State of California 4.60% 04/01/2038                                                      | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    180000 | PA      | $183707.35    | 0.02%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                               | Bristol-Myers Squibb Co                                                                   | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     29524 | NS      | $1360170.68   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                           | Honeywell International Inc                                                               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     18828 | NS      | $3790641.24   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc                                                | IDEXX Laboratories Inc                                                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |      4754 | NS      | $2992690.54   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                         | Intercontinental Exchange Inc                                                             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     16349 | NS      | $2391695.21   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| California State University                                           | California State University 2.98% 11/01/2051                                              | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $347993.55    | 0.04%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                            | Capital One Financial Corp 2.36 07/29/2032                                                | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $356360.64    | 0.04%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                  | International Business Machines Corp                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |     27826 | NS      | $8553990.66   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                | Intuitive Surgical Inc                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      5354 | NS      | $2860535.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core S&P 500 ETF                                              | iShares Core S&P 500 ETF                                                                  | CUSIP: 464287200<br>LEI: 5493007M4YMN8XL48C14 | Long             | EC               | RF                | US        |      3433 | NS      | $2352394.59   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                   | JPMorgan Chase & Co                                                                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     27221 | NS      | $8468997.52   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc                                                          | KKR & Co Inc                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |     22163 | NS      | $2622547.79   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty Formula One                                | Liberty Media Corp-Liberty Formula One                                                    | CUSIP: 531229755<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9164 | NS      | $915025.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                        | Eli Lilly & Co                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      7999 | NS      | $6902017.14   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                              | Marsh & McLennan Cos Inc                                                                  | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     12971 | NS      | $2310783.65   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                         | Marriott International Inc/MD                                                             | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |     12464 | NS      | $3247869.12   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                        | Mastercard Inc                                                                            | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     17135 | NS      | $9458348.65   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                                                      | Carlisle Cos Inc 5.55 09/15/2040                                                          | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    202000 | PA      | $205383.45    | 0.02%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.30 02/01/2053                                                    | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    144000 | PA      | $140520.21    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                        | Merck & Co Inc                                                                            | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     26527 | NS      | $2280791.46   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                                                           | MetLife Inc                                                                               | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     47864 | NS      | $3820504.48   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Commonwealth Edison Co                                                | Commonwealth Edison Co 5.95 06/01/2055                                                    | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    123000 | PA      | $131429.97    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                              | Corebridge Financial Inc 6.38 09/15/2054                                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    263000 | PA      | $271022.03    | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                            | G2SF 5 11/25 MBS 30yr                                                                     | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1636000 | PA      | $1631218.92   | 0.18%             | 2055-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC  | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031      | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    445000 | PA      | $446860.55    | 0.05%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                        | Microsoft Corp                                                                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     86205 | NS      | $44637811.05  | 4.86%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                                           | MongoDB Inc                                                                               | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |      4141 | NS      | $1490014.62   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                        | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     22832 | NS      | $3744448.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                            | PK Alift Loan Funding 3 LP 5.84                                                           | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    536789 | PA      | $551197.13    | 0.06%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                        | PECO Energy Co 5.65 09/15/2055                                                            | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    229000 | PA      | $235256.22    | 0.03%             | 2055-09-15      | Fixed         | 5.65%                 | 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        |   1934136 | PA      | $1948547.90   | 0.21%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                        | Palmer Square Loan Funding 2025-1 Ltd 5.41                                                | CUSIP: 69704CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $496308.90    | 0.05%             | 2033-02-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                                     | Repsol E&P Capital Markets US LLC 5.98 09/16/2035                                         | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    207000 | PA      | $210727.83    | 0.02%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                     | Flowers Foods Inc 5.75 03/15/2035                                                         | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    225000 | PA      | $227610.97    | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                       | Foothill-Eastern Transportation Corridor Agency 4.09% 01/15/2049                          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $224221.66    | 0.02%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 7.20 06/10/2030                                                  | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $278380.16    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                              | Ford Motor Credit Co LLC 6.05 11/05/2031                                                  | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    592000 | PA      | $605450.76    | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                             | Rio Tinto Finance USA PLC 5.75 03/14/2055                                                 | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    251000 | PA      | $259822.17    | 0.03%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                     | NatWest Group PLC (pfd) 6.00% 09/30/2174 Perpetual                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EP               | CORP              | GB        |   1425000 | NS      | $1429064.10   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                           | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                               | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    494000 | PA      | $507315.40    | 0.06%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                  | Royal Bank of Canada 4.31 11/03/2031                                                      | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    485000 | PA      | $482467.11    | 0.05%             | 2031-11-03      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.56                                                     | CUSIP: 783896AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $310503.90    | 0.03%             | 2032-04-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Leasing 2024-1 LLC                                      | SCF Equipment Leasing 2024-1 LLC 5.82                                                     | CUSIP: 783896AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $155428.98    | 0.02%             | 2032-09-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ABN Amro Mortgage Corp                                                | ABN Amro Mortgage Corp 5.50                                                               | CUSIP: 000780BZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       985 | PA      | $986.62       | 0.00%             | 2033-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.88 01/25/2034                                                     | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    215000 | PA      | $222196.81    | 0.02%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.25 01/25/2035                                                     | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $436768.48    | 0.05%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 5.50 01/25/2031                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    417000 | PA      | $432767.89    | 0.05%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.10 01/25/2036                                                     | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    252000 | PA      | $266502.16    | 0.03%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                          | SM Energy Co 6.75 09/15/2026                                                              | CUSIP: 78454LAN0<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    265000 | PA      | $265416.85    | 0.03%             | 2026-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Sofi Mortgage Trust 2016-1                                            | Sofi Mortgage Trust 2016-1 3.00                                                           | CUSIP: 78471KAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33224 | PA      | $29955.24     | 0.00%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                             | AGCO Corp 5.80 03/21/2034                                                                 | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    293000 | PA      | $305376.99    | 0.03%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                               | AEP Transmission Co LLC 5.38 06/15/2035                                                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76692.11     | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                 | Foundry JV Holdco LLC 6.30 01/25/2039                                                     | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    497000 | PA      | $529319.83    | 0.06%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM1 Trust                                                  | GCAT 2021-NQM1 Trust 1.15                                                                 | CUSIP: 36167TAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147017 | PA      | $131705.23    | 0.01%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| ARZ Trust 2024-BILT                                                   | ARZ Trust 2024-BILT 5.77                                                                  | CUSIP: 00218TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $519522.79    | 0.06%             | 2039-06-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ACREC Trust                                                           | ACREC 2023-FL2 LLC 6.26                                                                   | CUSIP: 00501BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197895 | PA      | $197942.61    | 0.02%             | 2038-02-19      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                       | Aligned Data Centers Issuer LLC 2.48                                                      | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642000 | PA      | $626294.95    | 0.07%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                 | FNCL 5 11/25 MBS 30yr                                                                     | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7698000 | PA      | $7660444.23   | 0.83%             | 2055-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                              | SWCH Commercial Mortgage Trust 2025-DATA 5.48                                             | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1213000 | PA      | $1207278.64   | 0.13%             | 2042-02-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV2 Trust                                                  | GCAT 2024-INV2 Trust 6.00                                                                 | CUSIP: 36170KAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406110 | PA      | $410974.05    | 0.04%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179ME30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198854 | PA      | $189432.12    | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                   | American Express Co 4.80 10/24/2036                                                       | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    546000 | PA      | $539955.99    | 0.06%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                           | American Honda Finance Corp 4.95 01/09/2026                                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | CA        |    495000 | PA      | $495535.56    | 0.05%             | 2026-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VMD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    440380 | PA      | $396808.89    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1163401 | PA      | $1049770.53   | 0.11%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.50                                                                   | CUSIP: 36179WG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    755506 | PA      | $696986.22    | 0.08%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                   | American Tower Corp 5.35 03/15/2035                                                       | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    480000 | PA      | $493552.67    | 0.05%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                             | Amgen Inc 5.65 03/02/2053                                                                 | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434425.06    | 0.05%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 3.00                                                                   | CUSIP: 36179WJS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1088487 | PA      | $979789.57    | 0.11%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                              | Ginnie Mae II Pool 4.00                                                                   | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2977271 | PA      | $2840722.02   | 0.31%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp 4.13 11/15/2030                                                             | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    406000 | PA      | $402873.52    | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities Ltd                                     | GoldenTree Loan Management US CLO 23 Ltd 5.63                                             | CUSIP: 38139KAJ8<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $851409.13    | 0.09%             | 2039-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 6.48 10/24/2029                                               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    630000 | PA      | $669541.67    | 0.07%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.69 10/23/2030                                               | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    193000 | PA      | $195479.78    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                           | Goldman Sachs Group Inc/The 4.37 10/21/2031                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408323.71    | 0.04%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                 | Golub Capital BDC Inc 7.05 12/05/2028                                                     | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    293000 | PA      | $307483.25    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                     | Golub Capital Private Credit Fund 5.45 08/15/2028                                         | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347191.54    | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                       | Goodgreen 2020-1 Trust 2.63                                                               | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445178 | PA      | $369004.34    | 0.04%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                     | Novant Health Inc 3.17 11/01/2051                                                         | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    245000 | PA      | $168875.27    | 0.02%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB2 Trust                                                   | OBX 2024-HYB2 Trust 3.70                                                                  | CUSIP: 67118RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329342 | PA      | $324865.21    | 0.04%             | 2053-04-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM7 Trust                                                   | OBX 2024-NQM7 Trust 6.24                                                                  | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    272597 | PA      | $276169.09    | 0.03%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                     | OBX 2025-J1 Trust 6.00                                                                    | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556390 | PA      | $565538.91    | 0.06%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                             | Ohio Turnpike & Infrastructure Commission 3.22% 02/15/2048                                | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    330000 | PA      | $249124.46    | 0.03%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                  | OneMain Finance Corp 7.50 05/15/2031                                                      | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    179000 | PA      | $187133.22    | 0.02%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                        | Amazon.com Inc                                                                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     87052 | NS      | $21259839.44  | 2.32%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                                                   | American Express Co                                                                       | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     14968 | NS      | $5399406.64   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Cencora Inc                                                           | Cencora Inc                                                                               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      8097 | NS      | $2735247.57   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp 4.40 02/15/2033                                                             | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346203.02    | 0.04%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp 4.63 02/15/2036                                                             | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    430000 | PA      | $422775.68    | 0.05%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                         | Amphenol Corp 5.30 11/15/2055                                                             | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185033.85    | 0.02%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                   | Antares Holdings LP 6.35 10/23/2029                                                       | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $678811.90    | 0.07%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Beacon Funding Trust                                                  | Beacon Funding Trust 6.27 08/15/2054                                                      | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319130.22    | 0.03%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Beignet Investor LLC                                                  | Beignet Investor LLC 6.58 05/30/2049                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $549769.93    | 0.06%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                               | Blackbird Capital II Aircraft Lease Ltd 2.44                                              | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    577673 | PA      | $547570.38    | 0.06%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                | Cox Communications Inc 5.70 06/15/2033                                                    | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    278000 | PA      | $283305.35    | 0.03%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                    | CyrusOne Data Centers Issuer I LLC 0.00                                                   | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $689731.56    | 0.08%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                         | DI Issuer LLC 3.72                                                                        | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1748776 | PA      | $1675845.37   | 0.18%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA A                                                      | DBSG 2024-ALTA A 6.14                                                                     | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557000 | PA      | $565657.67    | 0.06%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 4.50 02/15/2031                                         | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    455000 | PA      | $453858.77    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                     | Dell International LLC / EMC Corp 5.30 04/01/2032                                         | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    168000 | PA      | $173565.24    | 0.02%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                      | Duke Energy Corp 4.95 09/15/2035                                                          | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    176000 | PA      | $175113.17    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.15 12/01/2044                                                  | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    425000 | PA      | $363548.57    | 0.04%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.35 03/15/2053                                                  | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117698.32    | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 4.35 03/06/2027                                                  | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325900.37    | 0.04%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                              | Duke Energy Progress LLC 5.55 03/15/2055                                                  | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    460000 | PA      | $464565.56    | 0.05%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                     | Duke University Health System Inc 3.92 06/01/2047                                         | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    160000 | PA      | $131904.34    | 0.01%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                               | Duke Energy Florida LLC 5.95 11/15/2052                                                   | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    225000 | PA      | $237743.61    | 0.03%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                              | Electricite de France SA 6.95 01/26/2039                                                  | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    503000 | PA      | $563839.80    | 0.06%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-NQM1                                                        | EFMT 2024-NQM1 5.81                                                                       | CUSIP: 26845DAB1<br>LEI: 254900GTI06L3BTCLG55 | Long             | ABS-MBS          | CORP              | US        |    548369 | PA      | $552356.61    | 0.06%             | 2069-11-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                               | Eni SpA 5.95 05/15/2054                                                                   | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    307000 | PA      | $305545.78    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 4.95 04/15/2028                                                            | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    520000 | PA      | $525163.10    | 0.06%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                        | EPR Properties 3.75 08/15/2029                                                            | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105995.79    | 0.01%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                              | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    865000 | PA      | $879834.75    | 0.10%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                       | Eastern Energy Gas Holdings LLC 5.65 10/15/2054                                           | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    158000 | PA      | $155615.57    | 0.02%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                | Motorola Solutions Inc                                                                    | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |     10267 | NS      | $4175691.57   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                                           | Netflix Inc                                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      4571 | NS      | $5114309.06   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                    | NextEra Energy Inc                                                                        | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105437 | NS      | $8582571.80   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                                                           | NVIDIA Corp                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    248699 | NS      | $50359060.51  | 5.49%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                                               | O'Reilly Automotive Inc                                                                   | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |     33669 | NS      | $3179700.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp                                                  | Parker-Hannifin Corp                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3686 | NS      | $2848651.38   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                           | PepsiCo Inc                                                                               | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     26757 | NS      | $3908930.13   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                               | Procter & Gamble Co/The                                                                   | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     38916 | NS      | $5851798.92   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                                                  | Progressive Corp/The                                                                      | CUSIP: 743315103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10778 | NS      | $2220268.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                                          | Prologis Inc                                                                              | CUSIP: 74340W103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43246 | NS      | $5366396.14   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                | Regions Financial Corp                                                                    | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    254439 | NS      | $6157423.80   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                        | S&P Global Inc                                                                            | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10879 | NS      | $5300357.59   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| salesforce.com Inc                                                    | Salesforce Inc                                                                            | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      9398 | NS      | $2447333.18   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                                                               | SLB Ltd                                                                                   | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     95301 | NS      | $3436554.06   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                                        | ServiceNow Inc                                                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      4852 | NS      | $4460346.56   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc                                       | Solstice Advanced Materials Inc                                                           | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |      4707 | NS      | $212144.49    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                            | Sysco Corp                                                                                | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     50352 | NS      | $3740146.56   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                       | TJX Cos Inc/The                                                                           | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     39626 | NS      | $5553187.64   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                             | Taiwan Semiconductor Manufacturing Co Ltd                                                 | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9040 | NS      | $2715887.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                             | Tesla Inc                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     20743 | NS      | $9470424.08   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140QG5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2132806 | PA      | $1841031.67   | 0.20%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1412192 | PA      | $1323773.30   | 0.14%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140QN4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1680746 | PA      | $1600496.32   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1753194 | PA      | $1623291.21   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140QNF31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    924156 | PA      | $829087.91    | 0.09%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140QPAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1571250 | PA      | $1454348.32   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1215177 | PA      | $1190447.16   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QPXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2812087 | PA      | $2820782.55   | 0.31%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQ7G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2001654 | PA      | $2007327.94   | 0.22%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.00                                                                      | CUSIP: 3140QQKL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2431323 | PA      | $2438340.43   | 0.27%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QREQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2228717 | PA      | $2267408.78   | 0.25%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.50                                                                      | CUSIP: 3140QREU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1848016 | PA      | $1922242.64   | 0.21%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QRR21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    368467 | PA      | $376470.03    | 0.04%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1259050 | PA      | $1302493.86   | 0.14%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QS4T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1928979 | PA      | $1979221.81   | 0.22%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 5.50                                                                      | CUSIP: 3140QUBQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3261935 | PA      | $3304789.62   | 0.36%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 6.00                                                                      | CUSIP: 3140QUNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1564812 | PA      | $1603843.94   | 0.17%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.50                                                                      | CUSIP: 3140W3AV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3435198 | PA      | $3360817.65   | 0.37%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.50                                                                      | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    901033 | PA      | $774338.65    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 2.00                                                                      | CUSIP: 3140XF4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2427112 | PA      | $1996715.04   | 0.22%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 4.00                                                                      | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1137830 | PA      | $1086244.04   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.50                                                                      | CUSIP: 3140XGST7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    639998 | PA      | $591702.51    | 0.06%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                       | Fannie Mae Pool 3.00                                                                      | CUSIP: 3140XHCM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    979212 | PA      | $884162.68    | 0.10%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                         | MARKIT CDX.NA.HY.44 06/30                                                                 | CUSIP: SPED05UQ1<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |   2400000 | OU      | $-181039.25   | -0.02%            | 2030-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-29

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer