# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001145549-23-008275
**Filing Date:** 2023-2
**Character Count:** 394768
**Document Hash:** ee14a0ae4272de2b1c9c1b45dd78aba8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008275.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008275

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0000908406
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 23653796

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

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

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

## Series and Classes Contracts Data

### DIVERSIFIED BOND FUND (Series ID: S000006579)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000017955 | INVESTOR CLASS | ADFIX           |
| C000017956 | A CLASS        | ADFAX           |
| C000017957 | I CLASS        | ACBPX           |
| C000017960 | C CLASS        | CDBCX           |
| C000017961 | R CLASS        | ADVRX           |
| C000131613 | R6 CLASS       | ADDVX           |
| C000189684 | Y CLASS        | ADVYX           |
| C000189686 | R5 CLASS       | ADRVX           |
| C000237256 | G CLASS        | ACDOX           |

## Nport-Ex

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

**Quarterly Portfolio Holdings**

**Diversified Bond Fund**

**December 31, 2022**

------

---

| |
|:---|
| **<u>Diversified Bond - Schedule of Investments</u>** |
| **DECEMBER 31, 2022 (UNAUDITED)** |

---

---

| | | |
|:---|:---|:---|
| | **Principal Amount/Shares ($)** | **Value ($)** |
| **U.S. TREASURY SECURITIES — 28.5%** | | |
| U.S. Treasury Bonds, 5.00%, 5/15/37 | 5000000 | 5588086 |
| U.S. Treasury Bonds, 4.50%, 5/15/38 | 10000000 | 10629492 |
| U.S. Treasury Bonds, 3.50%, 2/15/39 | 25000000 | 23501953 |
| U.S. Treasury Bonds, 1.125%, 8/15/40 | 3000000 | 1864688 |
| U.S. Treasury Bonds, 1.375%, 11/15/40 | 3000000 | 1951992 |
| U.S. Treasury Bonds, 2.25%, 5/15/41 | 8000000 | 6018438 |
| U.S. Treasury Bonds, 3.75%, 8/15/41 | 4000000 | 3796484 |
| U.S. Treasury Bonds, 2.00%, 11/15/41 | 9500000 | 6787861 |
| U.S. Treasury Bonds, 3.125%, 11/15/41 | 20762000 | 17955075 |
| U.S. Treasury Bonds, 2.375%, 2/15/42 | 6000000 | 4584023 |
| U.S. Treasury Bonds, 3.125%, 2/15/42 | 13700000 | 11817856 |
| U.S. Treasury Bonds, 3.00%, 5/15/42 | 44000000 | 37036484 |
| U.S. Treasury Bonds, 3.25%, 5/15/42 | 40000000 | 35087500 |
| U.S. Treasury Bonds, 3.375%, 8/15/42 | 90000000 | 80465625 |
| U.S. Treasury Bonds, 4.00%, 11/15/42 | 37000000 | 36236875 |
| U.S. Treasury Bonds, 2.875%, 5/15/43 | 6500000 | 5311465 |
| U.S. Treasury Bonds, 3.75%, 11/15/43 | 8000000 | 7505625 |
| U.S. Treasury Bonds, 3.125%, 8/15/44 | 1000000 | 845938 |
| U.S. Treasury Bonds, 2.50%, 2/15/45 | 7600000 | 5728945 |
| U.S. Treasury Bonds, 2.50%, 2/15/46 | 8000000 | 5993125 |
| U.S. Treasury Bonds, 2.75%, 8/15/47 | 5000000 | 3905273 |
| U.S. Treasury Bonds, 2.75%, 11/15/47 | 5000000 | 3904492 |
| U.S. Treasury Bonds, 3.00%, 8/15/48 | 2100000 | 1725609 |
| U.S. Treasury Bonds, 3.375%, 11/15/48 | 39000000 | 34423594 |
| U.S. Treasury Bonds, 2.875%, 5/15/49 | 10000000 | 8051953 |
| U.S. Treasury Bonds, 2.25%, 8/15/49 | 20000000 | 14070312 |
| U.S. Treasury Bonds, 2.375%, 11/15/49 | 4000000 | 2893516 |
| U.S. Treasury Bonds, 2.00%, 2/15/50 | 15000000 | 9916113 |
| U.S. Treasury Bonds, 1.25%, 5/15/50 | 4500000 | 2423408 |
| U.S. Treasury Bonds, 1.625%, 11/15/50 | 1000000 | 595371 |
| U.S. Treasury Bonds, 2.25%, 2/15/52 | 5000000 | 3478906 |
| U.S. Treasury Bonds, 2.875%, 5/15/52 | 40000000 | 32062500 |
| U.S. Treasury Bonds, 3.00%, 8/15/52 | 14500000 | 11951172 |
| U.S. Treasury Bonds, 4.00%, 11/15/52 | 58000000 | 58099688 |
| U.S. Treasury Notes, 3.00%, 6/30/24<sup>(1)</sup> | 30000000 | 29285156 |
| U.S. Treasury Notes, 4.50%, 11/30/24<sup>(1)</sup> | 8000000 | 8000938 |
| U.S. Treasury Notes, 4.25%, 12/31/24<sup>(2)</sup> | 5000000 | 4983008 |
| U.S. Treasury Notes, 1.125%, 1/15/25 | 1368000 | 1280416 |
| U.S. Treasury Notes, 2.875%, 6/15/25 | 20000000 | 19332812 |
| U.S. Treasury Notes, 2.75%, 6/30/25 | 30000000 | 28907813 |
| U.S. Treasury Notes, 3.50%, 9/15/25 | 65000000 | 63710156 |
| U.S. Treasury Notes, 3.00%, 9/30/25 | 20000000 | 19334375 |
| U.S. Treasury Notes, 4.50%, 11/15/25 | 180000000 | 181110938 |
| U.S. Treasury Notes, 4.00%, 12/15/25 | 125000000 | 124240118 |
| U.S. Treasury Notes, 2.625%, 12/31/25 | 8000000 | 7651875 |
| U.S. Treasury Notes, 1.75%, 12/31/26 | 3500000 | 3205098 |
| U.S. Treasury Notes, 2.625%, 5/31/27 | 57000000 | 53738086 |
| U.S. Treasury Notes, 0.50%, 8/31/27 | 3000000 | 2553516 |
| U.S. Treasury Notes, 0.625%, 11/30/27 | 20000000 | 16985156 |

---

------

---

| | | |
|:---|:---|:---|
| U.S. Treasury Notes, 3.875%, 11/30/27 | 185000000 | 184017187 |
| U.S. Treasury Notes, 1.25%, 3/31/28 | 17000000 | 14779375 |
| U.S. Treasury Notes, 1.25%, 4/30/28 | 33600000 | 29158500 |
| U.S. Treasury Notes, 1.25%, 6/30/28 | 7000000 | 6054180 |
| U.S. Treasury Notes, 1.25%, 9/30/28 | 2000000 | 1717891 |
| U.S. Treasury Notes, 1.875%, 2/28/29 | 15000000 | 13286133 |
| U.S. Treasury Notes, 3.875%, 9/30/29 | 65000000 | 64548047 |
| U.S. Treasury Notes, 3.875%, 11/30/29 | 115000000 | 114254296 |
| U.S. Treasury Notes, 2.75%, 8/15/32 | 42000000 | 38252813 |
| U.S. Treasury Notes, 4.125%, 11/15/32 | 120000000 | 122484374 |
| **TOTAL U.S. TREASURY SECURITIES**<br>(Cost $1,741,212,996) |  | **1649081694** |
| **U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES — 24.0%** |  |  |
| **Adjustable-Rate U.S. Government Agency Mortgage-Backed Securities — 0.2%** |  |  |
| FHLMC, VRN, 3.39%, (1-year H15T1Y plus 2.25%), 9/1/35 | 187332 | 190475 |
| FHLMC, VRN, 3.49%, (12-month LIBOR plus 1.87%), 7/1/36 | 536873 | 542738 |
| FHLMC, VRN, 4.20%, (1-year H15T1Y plus 2.14%), 10/1/36 | 512474 | 522675 |
| FHLMC, VRN, 3.30%, (1-year H15T1Y plus 2.26%), 4/1/37 | 434624 | 440913 |
| FHLMC, VRN, 3.77%, (12-month LIBOR plus 1.89%), 7/1/41 | 171384 | 171346 |
| FHLMC, VRN, 2.47%, (12-month LIBOR plus 1.65%), 12/1/42 | 198949 | 198699 |
| FHLMC, VRN, 2.98%, (12-month LIBOR plus 1.63%), 1/1/44 | 764902 | 765994 |
| FHLMC, VRN, 3.54%, (12-month LIBOR plus 1.60%), 6/1/45 | 463693 | 467743 |
| FHLMC, VRN, 3.77%, (12-month LIBOR plus 1.63%), 8/1/46 | 611146 | 614336 |
| FHLMC, VRN, 3.09%, (12-month LIBOR plus 1.64%), 9/1/47 | 443216 | 430389 |
| FNMA, VRN, 3.97%, (6-month LIBOR plus 1.57%), 6/1/35 | 57878 | 58076 |
| FNMA, VRN, 4.27%, (6-month LIBOR plus 1.57%), 6/1/35 | 235849 | 236866 |
| FNMA, VRN, 4.39%, (6-month LIBOR plus 1.57%), 6/1/35 | 669093 | 673059 |
| FNMA, VRN, 4.61%, (6-month LIBOR plus 1.57%), 6/1/35 | 362429 | 364384 |
| FNMA, VRN, 3.90%, (6-month LIBOR plus 1.54%), 9/1/35 | 321898 | 327475 |
| FNMA, VRN, 3.66%, (1 year H15T1Y plus 2.15%), 3/1/38 | 534689 | 545237 |
| FNMA, VRN, 3.06%, (12-month LIBOR plus 1.60%), 4/1/46 | 727336 | 750101 |
| FNMA, VRN, 3.18%, (12-month LIBOR plus 1.61%), 3/1/47 | 1140740 | 1091647 |
| FNMA, VRN, 3.12%, (12-month LIBOR plus 1.61%), 4/1/47 | 674409 | 645063 |
| FNMA, VRN, 2.81%, (12-month LIBOR plus 1.62%), 5/1/47 | 790428 | 787599 |
| FNMA, VRN, 3.20%, (12-month LIBOR plus 1.62%), 5/1/47 | 215421 | 212860 |
|  |  | **10037675** |
| **Fixed-Rate U.S. Government Agency Mortgage-Backed Securities — 23.8%** |  |  |
| FHLMC, 6.00%, 9/1/35 | 1151030 | 1192953 |
| FHLMC, 6.00%, 2/1/38 | 651157 | 681264 |
| FHLMC, 2.50%, 3/1/42 | 24896471 | 21677414 |
| FHLMC, 3.00%, 1/1/50 | 26316287 | 23299953 |
| FHLMC, 3.50%, 5/1/50 | 5407270 | 4959660 |
| FHLMC, 2.50%, 10/1/50 | 25861495 | 22014446 |
| FHLMC, 2.50%, 5/1/51 | 9313905 | 7950434 |
| FHLMC, 3.50%, 5/1/51 | 34891252 | 32076858 |
| FHLMC, 3.00%, 7/1/51 | 18805316 | 16766955 |
| FHLMC, 3.00%, 7/1/51 | 13518305 | 11894481 |
| FHLMC, 2.00%, 8/1/51 | 40771636 | 33289915 |
| FHLMC, 2.00%, 8/1/51 | 28681525 | 23423318 |
| FHLMC, 2.50%, 8/1/51 | 27322230 | 23226562 |
| FHLMC, 4.00%, 8/1/51 | 12199963 | 11550363 |
| FHLMC, 2.50%, 10/1/51 | 16318725 | 13973361 |
| FHLMC, 3.00%, 12/1/51 | 19723446 | 17343148 |
| FHLMC, 3.00%, 2/1/52 | 20043288 | 17704194 |
| FHLMC, 3.50%, 5/1/52 | 16869447 | 15472905 |

---

------

---

| | | |
|:---|:---|:---|
| FHLMC, 4.00%, 5/1/52 | 24645273 | 23149005 |
| FHLMC, 4.00%, 5/1/52 | 21217451 | 19988223 |
| FHLMC, 5.00%, 7/1/52 | 12795956 | 12686885 |
| FHLMC, 6.00%, 11/1/52 | 58115041 | 59322663 |
| FNMA, 6.00%, 12/1/33 | 455866 | 471929 |
| FNMA, 3.50%, 3/1/34 | 1931556 | 1854807 |
| FNMA, 2.00%, 5/1/36 | 16073041 | 14357204 |
| FNMA, 2.00%, 6/1/36 | 53041837 | 47374596 |
| FNMA, 2.00%, 1/1/37 | 20616629 | 18414718 |
| FNMA, 2.00%, 1/1/37 | 8056008 | 7178372 |
| FNMA, 6.00%, 9/1/37 | 821050 | 855407 |
| FNMA, 6.00%, 11/1/37 | 745258 | 773421 |
| FNMA, 4.50%, 4/1/39 | 883290 | 875436 |
| FNMA, 4.50%, 5/1/39 | 2501124 | 2478240 |
| FNMA, 6.50%, 5/1/39 | 441748 | 464780 |
| FNMA, 4.50%, 9/1/39 | 775120 | 766270 |
| FNMA, 4.50%, 10/1/39 | 4343853 | 4309693 |
| FNMA, 4.50%, 11/1/40 | 567683 | 562635 |
| FNMA, 3.50%, 12/1/40 | 89707 | 84015 |
| FNMA, 4.00%, 8/1/41 | 3824640 | 3688925 |
| FNMA, 4.50%, 9/1/41 | 486615 | 481450 |
| FNMA, 3.50%, 10/1/41 | 3394092 | 3180448 |
| FNMA, 3.50%, 12/1/41 | 2737544 | 2565065 |
| FNMA, 4.00%, 12/1/41 | 1565212 | 1504575 |
| FNMA, 3.50%, 2/1/42 | 4002110 | 3749991 |
| FNMA, 2.50%, 3/1/42 | 23397174 | 20372000 |
| FNMA, 3.50%, 5/1/42 | 785665 | 736203 |
| FNMA, 2.50%, 6/1/42 | 19787451 | 17229970 |
| FNMA, 3.50%, 6/1/42 | 10340741 | 9689206 |
| FNMA, 3.50%, 8/1/42 | 6901460 | 6466534 |
| FNMA, 3.50%, 9/1/42 | 1142655 | 1070293 |
| FNMA, 4.00%, 11/1/45 | 1336583 | 1278171 |
| FNMA, 4.00%, 11/1/45 | 1202258 | 1152697 |
| FNMA, 4.00%, 2/1/46 | 2078927 | 1991939 |
| FNMA, 4.00%, 4/1/46 | 3308842 | 3171076 |
| FNMA, 3.00%, 5/1/50 | 3802198 | 3437642 |
| FNMA, 3.00%, 6/1/50 | 22008981 | 19455430 |
| FNMA, 3.00%, 6/1/51 | 1851781 | 1656173 |
| FNMA, 2.50%, 12/1/51 | 25791396 | 21927084 |
| FNMA, 2.50%, 12/1/51 | 4046396 | 3437515 |
| FNMA, 2.50%, 1/1/52 | 7163893 | 6085919 |
| FNMA, 3.00%, 2/1/52 | 34668245 | 30516584 |
| FNMA, 3.00%, 2/1/52 | 19480917 | 17207251 |
| FNMA, 2.00%, 3/1/52 | 51597064 | 42323462 |
| FNMA, 2.50%, 3/1/52 | 32171427 | 27462657 |
| FNMA, 3.00%, 3/1/52 | 24037712 | 21306700 |
| FNMA, 3.00%, 4/1/52 | 12051212 | 10644807 |
| FNMA, 3.50%, 4/1/52 | 9182417 | 8356100 |
| FNMA, 4.00%, 4/1/52 | 25777342 | 24371883 |
| FNMA, 4.00%, 4/1/52 | 12185569 | 11524371 |
| FNMA, 4.00%, 4/1/52 | 8668043 | 8153434 |
| FNMA, 3.00%, 5/1/52 | 18564089 | 16462732 |
| FNMA, 3.50%, 5/1/52 | 37143062 | 33891424 |
| FNMA, 3.50%, 5/1/52 | 28871121 | 26606778 |
| FNMA, 3.00%, 6/1/52 | 7740381 | 6864181 |

---

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| | | |
|:---|:---|:---|
| FNMA, 4.50%, 7/1/52 | 20734496 | 19992979 |
| FNMA, 5.00%, 8/1/52 | 60349514 | 59587810 |
| FNMA, 5.00%, 9/1/52 | 17689637 | 17530455 |
| FNMA, 5.00%, 10/1/52 | 28079038 | 27744395 |
| FNMA, 5.50%, 10/1/52 | 29830642 | 29956104 |
| FNMA, 4.00%, 6/1/57 | 2735842 | 2623913 |
| FNMA, 4.00%, 11/1/59 | 2669587 | 2547050 |
| GNMA, 7.00%, 4/20/26 | 496 | 501 |
| GNMA, 7.50%, 8/15/26 | 1189 | 1251 |
| GNMA, 8.00%, 8/15/26 | 359 | 365 |
| GNMA, 8.00%, 6/15/27 | 1987 | 1987 |
| GNMA, 6.50%, 3/15/28 | 2725 | 2805 |
| GNMA, 6.50%, 5/15/28 | 6911 | 7113 |
| GNMA, 7.00%, 5/15/31 | 8364 | 8704 |
| GNMA, 6.00%, 7/15/33 | 281223 | 296795 |
| GNMA, 4.50%, 8/15/33 | 587006 | 579156 |
| GNMA, 6.00%, 9/20/38 | 219982 | 232474 |
| GNMA, 5.50%, 11/15/38 | 297501 | 304298 |
| GNMA, 5.50%, 11/15/38 | 121789 | 123656 |
| GNMA, 5.50%, 1/15/39 | 342442 | 355379 |
| GNMA, 6.00%, 1/20/39 | 80689 | 85295 |
| GNMA, 6.00%, 2/20/39 | 79231 | 83761 |
| GNMA, 4.50%, 4/15/39 | 463688 | 456877 |
| GNMA, 4.50%, 6/15/39 | 674258 | 670564 |
| GNMA, 5.00%, 9/15/39 | 19983 | 20399 |
| GNMA, 5.50%, 9/15/39 | 28421 | 29745 |
| GNMA, 5.00%, 10/15/39 | 314825 | 321450 |
| GNMA, 4.50%, 1/15/40 | 579165 | 575459 |
| GNMA, 4.00%, 11/20/40 | 788980 | 763075 |
| GNMA, 4.00%, 12/15/40 | 307501 | 295076 |
| GNMA, 4.50%, 12/15/40 | 1361501 | 1354037 |
| GNMA, 4.50%, 6/15/41 | 249562 | 248194 |
| GNMA, 3.50%, 4/20/42 | 1793548 | 1691513 |
| GNMA, 3.50%, 6/20/42 | 5797772 | 5467865 |
| GNMA, 3.50%, 3/20/43 | 254031 | 239942 |
| GNMA, 3.50%, 4/20/43 | 1568388 | 1479149 |
| GNMA, 3.50%, 3/15/46 | 991788 | 934399 |
| GNMA, 3.00%, 4/20/50 | 9703723 | 8728742 |
| GNMA, 3.00%, 5/20/50 | 9887248 | 8888777 |
| GNMA, 3.00%, 6/20/50 | 14820892 | 13371940 |
| GNMA, 3.00%, 7/20/50 | 26166615 | 23510356 |
| GNMA, 2.00%, 10/20/50 | 79436885 | 67143755 |
| GNMA, 2.50%, 11/20/50 | 34641533 | 29166191 |
| GNMA, 2.50%, 2/20/51 | 24855757 | 21666852 |
| GNMA, 3.50%, 2/20/51 | 2477639 | 2301024 |
| GNMA, 3.50%, 6/20/51 | 17595490 | 16334688 |
| GNMA, 2.50%, 9/20/51 | 21475891 | 18664793 |
| GNMA, 5.50%, 9/20/52 | 23033939 | 23217816 |
| GNMA, 5.50%, 12/20/52 | 29955000 | 30169189 |
|  |  | **1374265266** |
| **TOTAL U.S. GOVERNMENT AGENCY MORTGAGE-BACKED SECURITIES**<br>(Cost $1,457,585,451) |  | **1384302941** |
| **CORPORATE BONDS — 23.7%** |  |  |
| **Aerospace and Defense — 0.2%** |  |  |
| Lockheed Martin Corp., 5.25%, 1/15/33 | 3271000 | 3383237 |

---

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| | | |
|:---|:---|:---|
| Raytheon Technologies Corp., 4.125%, 11/16/28 | 8766000 | 8407991 |
| Raytheon Technologies Corp., 3.125%, 7/1/50 | 3150000 | 2220144 |
|  |  | 14011372 |
| **Air Freight and Logistics — 0.1%** |  |  |
| GXO Logistics, Inc., 2.65%, 7/15/31 | 5697000 | 4219556 |
| **Airlines — 0.2%** |  |  |
| British Airways Pass Through Trust, Series 2021-1, Class A, 2.90%, 9/15/36<sup>(3)</sup> | 3059323 | 2498887 |
| Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(3)</sup> | 5222000 | 4916563 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd., 6.50%, 6/20/27<sup>(3)</sup> | 4906007 | 4888355 |
|  |  | 12303805 |
| **Auto Components**<sup>†</sup> |  |  |
| Aptiv PLC, 3.10%, 12/1/51 | 2435000 | 1448459 |
| **Automobiles — 0.4%** |  |  |
| General Motors Co., 5.15%, 4/1/38 | 3276000 | 2838001 |
| General Motors Financial Co., Inc., 2.75%, 6/20/25 | 13221000 | 12388207 |
| General Motors Financial Co., Inc., 2.40%, 10/15/28 | 5113000 | 4249008 |
| Toyota Motor Credit Corp., 1.90%, 4/6/28 | 6980000 | 6081387 |
|  |  | 25556603 |
| **Banks — 3.6%** |  |  |
| Banco Santander SA, VRN, 1.72%, 9/14/27 | 6600000 | 5645691 |
| Banco Santander SA, VRN, 4.18%, 3/24/28 | 3400000 | 3158539 |
| Bank of America Corp., VRN, 3.38%, 4/2/26 | 6250000 | 5974281 |
| Bank of America Corp., VRN, 2.55%, 2/4/28 | 2618000 | 2328953 |
| Bank of America Corp., VRN, 6.20%, 11/10/28 | 6907000 | 7143692 |
| Bank of America Corp., VRN, 3.42%, 12/20/28 | 17151000 | 15559685 |
| Bank of America Corp., VRN, 2.88%, 10/22/30 | 11410000 | 9569206 |
| Bank of America Corp., VRN, 4.57%, 4/27/33 | 4495000 | 4124294 |
| Bank of America Corp., VRN, 5.02%, 7/22/33 | 4303000 | 4097940 |
| Bank of America Corp., VRN, 2.48%, 9/21/36 | 5400000 | 3980108 |
| Bank of Ireland Group PLC, VRN, 2.03%, 9/30/27<sup>(3)</sup> | 2942000 | 2487949 |
| Bank of Nova Scotia, 5.25%, 12/6/24 | 5140000 | 5153378 |
| Citigroup, Inc., VRN, 3.07%, 2/24/28 | 7444000 | 6721631 |
| Citigroup, Inc., VRN, 3.67%, 7/24/28 | 2100000 | 1931924 |
| Citigroup, Inc., VRN, 3.52%, 10/27/28 | 8756000 | 8003399 |
| Citigroup, Inc., VRN, 3.79%, 3/17/33 | 2825000 | 2423784 |
| FNB Corp., 2.20%, 2/24/23 | 7603000 | 7565274 |
| HSBC Holdings PLC, VRN, 0.73%, 8/17/24 | 5160000 | 4973505 |
| HSBC Holdings PLC, VRN, 1.16%, 11/22/24 | 2124000 | 2023747 |
| HSBC Holdings PLC, VRN, 2.80%, 5/24/32 | 4440000 | 3445391 |
| HSBC Holdings PLC, VRN, 5.40%, 8/11/33 | 4057000 | 3768333 |
| Huntington National Bank, 5.65%, 1/10/30 | 8030000 | 8110338 |
| JPMorgan Chase & Co., VRN, 1.58%, 4/22/27 | 5225000 | 4597029 |
| JPMorgan Chase & Co., VRN, 2.95%, 2/24/28 | 12049000 | 10916840 |
| JPMorgan Chase & Co., VRN, 2.07%, 6/1/29 | 10552000 | 8831236 |
| JPMorgan Chase & Co., VRN, 2.52%, 4/22/31 | 26883000 | 22057384 |
| National Australia Bank Ltd., 2.33%, 8/21/30<sup>(3)</sup> | 4610000 | 3519349 |
| Royal Bank of Canada, 6.00%, 11/1/27 | 7930000 | 8280975 |
| Toronto-Dominion Bank, 2.00%, 9/10/31 | 4803000 | 3794014 |
| Toronto-Dominion Bank, 2.45%, 1/12/32 | 5135000 | 4172656 |
| Toronto-Dominion Bank, 4.46%, 6/8/32 | 2797000 | 2674449 |
| Truist Financial Corp., VRN, 4.12%, 6/6/28 | 2518000 | 2413917 |
| U.S. Bancorp, VRN, 5.85%, 10/21/33 | 2600000 | 2707569 |
| Wells Fargo & Co., VRN, 4.54%, 8/15/26 | 3810000 | 3737437 |
| Wells Fargo & Co., VRN, 3.35%, 3/2/33 | 3660000 | 3093003 |
| Wells Fargo & Co., VRN, 3.07%, 4/30/41 | 10120000 | 7255907 |

---

------

---

| | | |
|:---|:---|:---|
| Wells Fargo & Co., VRN, 4.61%, 4/25/53 | 2793000 | 2379548 |
|  |  | 208622355 |
| **Beverages — 0.4%** |  |  |
| Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc., 4.90%, 2/1/46 | 7777000 | 7109078 |
| Anheuser-Busch InBev Worldwide, Inc., 4.75%, 1/23/29 | 11491000 | 11367316 |
| Keurig Dr Pepper, Inc., 4.05%, 4/15/32 | 2740000 | 2500307 |
| PepsiCo, Inc., 3.90%, 7/18/32 | 2222000 | 2101957 |
|  |  | 23078658 |
| **Biotechnology — 0.6%** |  |  |
| AbbVie, Inc., 3.20%, 11/21/29 | 12806000 | 11573440 |
| AbbVie, Inc., 4.40%, 11/6/42 | 8815000 | 7686561 |
| Amgen, Inc., 4.05%, 8/18/29 | 13980000 | 13095764 |
|  |  | 32355765 |
| **Capital Markets — 2.4%** |  |  |
| Deutsche Bank AG, 5.37%, 9/9/27 | 8145000 | 8177129 |
| Deutsche Bank AG, VRN, 4.30%, 5/24/28 | 6681000 | 6286258 |
| FS KKR Capital Corp., 4.25%, 2/14/25<sup>(3)</sup> | 1979000 | 1856566 |
| Goldman Sachs Group, Inc., VRN, 1.76%, 1/24/25 | 9706000 | 9294093 |
| Goldman Sachs Group, Inc., VRN, 1.95%, 10/21/27 | 11969000 | 10481128 |
| Goldman Sachs Group, Inc., VRN, 2.64%, 2/24/28 | 11830000 | 10550113 |
| Goldman Sachs Group, Inc., VRN, 3.81%, 4/23/29 | 1641000 | 1501872 |
| Goldman Sachs Group, Inc., VRN, 1.99%, 1/27/32 | 14195000 | 10846443 |
| Golub Capital BDC, Inc., 2.50%, 8/24/26 | 2794000 | 2375432 |
| Morgan Stanley, VRN, 0.53%, 1/25/24 | 19727000 | 19595177 |
| Morgan Stanley, VRN, 1.16%, 10/21/25 | 10317000 | 9503803 |
| Morgan Stanley, VRN, 2.63%, 2/18/26 | 14569000 | 13691678 |
| Morgan Stanley, VRN, 2.70%, 1/22/31 | 8430000 | 6984207 |
| Morgan Stanley, VRN, 2.51%, 10/20/32 | 4830000 | 3792701 |
| Morgan Stanley, VRN, 6.34%, 10/18/33 | 6170000 | 6484691 |
| Morgan Stanley, VRN, 2.48%, 9/16/36 | 2579000 | 1875939 |
| Owl Rock Capital Corp., 3.40%, 7/15/26 | 1084000 | 947776 |
| Owl Rock Core Income Corp., 3.125%, 9/23/26 | 3070000 | 2616570 |
| UBS Group AG, VRN, 1.49%, 8/10/27<sup>(3)</sup> | 11579000 | 9976315 |
|  |  | 136837891 |
| **Chemicals — 0.1%** |  |  |
| CF Industries, Inc., 5.15%, 3/15/34 | 2590000 | 2459957 |
| CF Industries, Inc., 4.95%, 6/1/43 | 3700000 | 3181426 |
|  |  | 5641383 |
| **Commercial Services and Supplies — 0.1%** |  |  |
| Republic Services, Inc., 2.30%, 3/1/30 | 4257000 | 3572352 |
| Waste Connections, Inc., 3.20%, 6/1/32 | 6376000 | 5487613 |
|  |  | 9059965 |
| **Construction and Engineering — 0.1%** |  |  |
| Quanta Services, Inc., 2.35%, 1/15/32 | 7748000 | 5902491 |
| **Construction Materials — 0.1%** |  |  |
| Eagle Materials, Inc., 2.50%, 7/1/31 | 5253000 | 4133366 |
| **Consumer Finance**<sup>†</sup> |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 1.65%, 10/29/24 | 2133000 | 1968914 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust, 2.45%, 10/29/26 | 776000 | 679573 |
|  |  | 2648487 |
| **Containers and Packaging — 0.2%** |  |  |
| Sonoco Products Co., 2.25%, 2/1/27 | 7177000 | 6391826 |
| WRKCo, Inc., 3.00%, 9/15/24 | 3525000 | 3371050 |
|  |  | 9762876 |

---

------

---

| | | |
|:---|:---|:---|
| **Diversified Consumer Services — 0.2%** | | |
| Duke University, 3.30%, 10/1/46 | 3000000 | 2248477 |
| Novant Health, Inc., 3.17%, 11/1/51 | 5345000 | 3716942 |
| Pepperdine University, 3.30%, 12/1/59 | 6183000 | 3906865 |
|  |  | 9872284 |
| **Diversified Financial Services — 0.2%** |  |  |
| Antares Holdings LP, 2.75%, 1/15/27<sup>(3)</sup> | 4144000 | 3324827 |
| Block Financial LLC, 3.875%, 8/15/30 | 7371000 | 6466142 |
|  |  | 9790969 |
| **Diversified Telecommunication Services — 0.7%** |  |  |
| AT&T, Inc., 4.35%, 3/1/29 | 5403000 | 5149476 |
| AT&T, Inc., 4.50%, 5/15/35 | 6007000 | 5481690 |
| AT&T, Inc., 4.90%, 8/15/37 | 6055000 | 5588711 |
| AT&T, Inc., 4.55%, 3/9/49 | 3509000 | 2894153 |
| Ooredoo International Finance Ltd., 3.25%, 2/21/23 | 1933000 | 1927378 |
| Ooredoo International Finance Ltd., 2.625%, 4/8/31<sup>(3)</sup> | 3700000 | 3188401 |
| Telefonica Emisiones SA, 4.90%, 3/6/48 | 4295000 | 3318547 |
| Verizon Communications, Inc., 4.33%, 9/21/28 | 5085000 | 4899333 |
| Verizon Communications, Inc., 4.27%, 1/15/36 | 8675000 | 7753559 |
|  |  | 40201248 |
| **Electric Utilities — 1.8%** |  |  |
| AEP Texas, Inc., 2.10%, 7/1/30 | 7288000 | 5924991 |
| Baltimore Gas & Electric Co., 2.25%, 6/15/31 | 3947000 | 3207337 |
| Baltimore Gas & Electric Co., 4.55%, 6/1/52 | 2217000 | 1970518 |
| CenterPoint Energy Houston Electric LLC, 4.45%, 10/1/32 | 6380000 | 6170548 |
| Commonwealth Edison Co., 3.20%, 11/15/49 | 4602000 | 3295214 |
| Duke Energy Carolinas LLC, 2.55%, 4/15/31 | 2596000 | 2173558 |
| Duke Energy Corp., 2.55%, 6/15/31 | 2920000 | 2386560 |
| Duke Energy Corp., 5.00%, 8/15/52 | 3750000 | 3347850 |
| Duke Energy Florida LLC, 1.75%, 6/15/30 | 4706000 | 3751620 |
| Duke Energy Florida LLC, 3.85%, 11/15/42 | 2673000 | 2159698 |
| Duke Energy Florida LLC, 5.95%, 11/15/52 | 2275000 | 2435769 |
| Duke Energy Progress LLC, 2.00%, 8/15/31 | 7400000 | 5866074 |
| Duke Energy Progress LLC, 4.15%, 12/1/44 | 5693000 | 4769723 |
| Entergy Arkansas LLC, 2.65%, 6/15/51 | 3298000 | 2002893 |
| Exelon Corp., 4.45%, 4/15/46 | 2647000 | 2248609 |
| Exelon Corp., 4.10%, 3/15/52<sup>(3)</sup> | 1207000 | 970888 |
| Florida Power & Light Co., 2.45%, 2/3/32 | 3703000 | 3095214 |
| Florida Power & Light Co., 4.125%, 2/1/42 | 3131000 | 2726458 |
| MidAmerican Energy Co., 4.40%, 10/15/44 | 5027000 | 4465130 |
| NextEra Energy Capital Holdings, Inc., 5.00%, 7/15/32 | 5767000 | 5673631 |
| Northern States Power Co., 3.20%, 4/1/52 | 4200000 | 3007722 |
| Pacific Gas & Electric Co., 4.20%, 6/1/41 | 2695000 | 2005208 |
| PacifiCorp, 3.30%, 3/15/51 | 4128000 | 2984529 |
| PECO Energy Co., 4.375%, 8/15/52 | 5740000 | 5081984 |
| Public Service Co. of Colorado, 1.875%, 6/15/31 | 5499000 | 4391336 |
| Public Service Electric & Gas Co., 3.10%, 3/15/32 | 4354000 | 3818343 |
| Southern Co. Gas Capital Corp., 1.75%, 1/15/31 | 6205000 | 4770853 |
| Union Electric Co., 3.90%, 4/1/52 | 3640000 | 2952044 |
| Xcel Energy, Inc., 3.40%, 6/1/30 | 4854000 | 4341600 |
| Xcel Energy, Inc., 4.60%, 6/1/32 | 2240000 | 2145989 |
|  |  | 104141891 |
| **Energy Equipment and Services — 0.1%** |  |  |
| Schlumberger Investment SA, 2.65%, 6/26/30 | 5360000 | 4610583 |

---

------

---

| | | |
|:---|:---|:---|
| **Entertainment — 0.2%** | | |
| Warnermedia Holdings, Inc., 3.76%, 3/15/27<sup>(3)</sup> | 3889000 | 3507695 |
| Warnermedia Holdings, Inc., 5.05%, 3/15/42<sup>(3)</sup> | 5902000 | 4536424 |
| Warnermedia Holdings, Inc., 5.14%, 3/15/52<sup>(3)</sup> | 1512000 | 1105011 |
|  |  | 9149130 |
| **Equity Real Estate Investment Trusts (REITs) — 0.6%**  |  |  |
| Alexandria Real Estate Equities, Inc., 4.50%, 7/30/29 | 639000 | 606622 |
| American Tower Corp., 3.95%, 3/15/29 | 6090000 | 5626732 |
| Broadstone Net Lease LLC, 2.60%, 9/15/31 | 2721000 | 2045834 |
| Corporate Office Properties LP, 2.00%, 1/15/29 | 4580000 | 3521259 |
| EPR Properties, 4.75%, 12/15/26 | 1186000 | 1067196 |
| Equinix, Inc., 2.90%, 11/18/26 | 9945000 | 9103318 |
| GLP Capital LP / GLP Financing II, Inc., 5.375%, 4/15/26 | 6550000 | 6436666 |
| National Retail Properties, Inc., 4.80%, 10/15/48 | 4265000 | 3559522 |
| Realty Income Corp., 3.25%, 1/15/31 | 4876000 | 4240446 |
|  |  | 36207595 |
| **Food and Staples Retailing — 0.1%** |  |  |
| Sysco Corp., 5.95%, 4/1/30 | 8069000 | 8370937 |
| **Food Products — 0.4%** |  |  |
| JDE Peet's NV, 2.25%, 9/24/31<sup>(3)</sup> | 7952000 | 6030066 |
| Kraft Heinz Foods Co., 3.875%, 5/15/27 | 5500000 | 5263357 |
| Kraft Heinz Foods Co., 5.00%, 6/4/42 | 6205000 | 5640602 |
| Mondelez International, Inc., 2.625%, 3/17/27 | 5600000 | 5085015 |
|  |  | 22019040 |
| **Gas Utilities — 0.2%** |  |  |
| Infraestructura Energetica Nova SAPI de CV, 4.75%, 1/15/51<sup>(3)</sup> | 8381000 | 6343301 |
| Southern California Gas Co., 6.35%, 11/15/52 | 2844000 | 3129189 |
|  |  | 9472490 |
| **Health Care Equipment and Supplies — 0.7%** |  |  |
| Baxter International, Inc., 1.92%, 2/1/27 | 8287000 | 7358917 |
| Baxter International, Inc., 2.54%, 2/1/32 | 11395000 | 9081680 |
| GE HealthCare Technologies, Inc., 5.65%, 11/15/27 | 12640000 | 12810065 |
| Zimmer Biomet Holdings, Inc., 1.45%, 11/22/24 | 14190000 | 13202145 |
|  |  | 42452807 |
| **Health Care Providers and Services — 1.3%** |  |  |
| Centene Corp., 2.45%, 7/15/28 | 9250000 | 7825222 |
| Centene Corp., 4.625%, 12/15/29 | 4011000 | 3674440 |
| Centene Corp., 3.375%, 2/15/30 | 6630000 | 5619754 |
| CVS Health Corp., 4.78%, 3/25/38 | 2878000 | 2633149 |
| CVS Health Corp., 5.05%, 3/25/48 | 3320000 | 2996749 |
| Duke University Health System, Inc., 3.92%, 6/1/47 | 2697000 | 2231915 |
| HCA, Inc., 2.375%, 7/15/31 | 3790000 | 2959413 |
| Humana, Inc., 2.15%, 2/3/32 | 18866000 | 14770766 |
| Kaiser Foundation Hospitals, 3.00%, 6/1/51 | 4160000 | 2853000 |
| Roche Holdings, Inc., 2.61%, 12/13/51<sup>(3)</sup> | 6740000 | 4397100 |
| UnitedHealth Group, Inc., 5.35%, 2/15/33 | 20665000 | 21387954 |
| UnitedHealth Group, Inc., 5.875%, 2/15/53 | 4270000 | 4638682 |
|  |  | 75988144 |
| **Hotels, Restaurants and Leisure**<sup>†</sup> |  |  |
| Marriott International, Inc., 3.50%, 10/15/32 | 3656000 | 3051434 |
| **Household Durables — 0.2%** |  |  |
| D.R. Horton, Inc., 2.50%, 10/15/24 | 5488000 | 5229507 |
| Safehold Operating Partnership LP, 2.85%, 1/15/32 | 5511000 | 4197663 |
|  |  | 9427170 |

---

------

---

| | | |
|:---|:---|:---|
| **Household Products — 0.2%** | | |
| Clorox Co., 4.60%, 5/1/32 | 11156000 | 10765199 |
| **Insurance — 0.1%** |  |  |
| Athene Global Funding, 1.99%, 8/19/28<sup>(3)</sup> | 2963000 | 2389083 |
| Sammons Financial Group, Inc., 4.75%, 4/8/32<sup>(3)</sup> | 2689000 | 2252916 |
| SBL Holdings, Inc., 5.125%, 11/13/26<sup>(3)</sup> | 1467000 | 1287268 |
|  |  | 5929267 |
| **Internet and Direct Marketing Retail — 0.5%** |  |  |
| Amazon.com, Inc., 4.70%, 11/29/24 | 5840000 | 5848477 |
| Amazon.com, Inc., 4.60%, 12/1/25 | 5840000 | 5832183 |
| Amazon.com, Inc., 4.55%, 12/1/27 | 2920000 | 2915616 |
| Amazon.com, Inc., 3.60%, 4/13/32 | 13445000 | 12343579 |
|  |  | 26939855 |
| **IT Services — 0.1%** |  |  |
| Fiserv, Inc., 2.65%, 6/1/30 | 6280000 | 5293644 |
| **Life Sciences Tools and Services — 0.1%** |  |  |
| Danaher Corp., 2.80%, 12/10/51 | 5175000 | 3444148 |
| **Machinery — 0.2%** |  |  |
| John Deere Capital Corp., 4.85%, 10/11/29 | 2608000 | 2616775 |
| John Deere Capital Corp., 4.35%, 9/15/32 | 7820000 | 7621470 |
|  |  | 10238245 |
| **Media — 0.8%** |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 5.125%, 7/1/49 | 3285000 | 2497077 |
| Charter Communications Operating LLC / Charter Communications Operating Capital, 3.70%, 4/1/51 | 5775000 | 3532347 |
| Comcast Corp., 5.65%, 6/15/35 | 4473000 | 4704138 |
| Comcast Corp., 6.50%, 11/15/35 | 3475000 | 3879905 |
| Comcast Corp., 3.75%, 4/1/40 | 6957000 | 5766476 |
| Comcast Corp., 2.94%, 11/1/56 | 4955000 | 3086913 |
| Fox Corp., 5.48%, 1/25/39 | 2374000 | 2169458 |
| Paramount Global, 4.95%, 1/15/31 | 3030000 | 2700038 |
| Paramount Global, 4.375%, 3/15/43 | 2120000 | 1466983 |
| Time Warner Cable LLC, 4.50%, 9/15/42 | 7625000 | 5609527 |
| Univision Communications, Inc., 1.65%, 9/1/26 | 7147000 | 6135019 |
| Univision Communications, Inc., 2.65%, 10/15/30 | 6358000 | 5074890 |
|  |  | 46622771 |
| **Metals and Mining — 0.3%** |  |  |
| Glencore Funding LLC, 2.625%, 9/23/31<sup>(3)</sup> | 7530000 | 6017293 |
| Minera Mexico SA de CV, 4.50%, 1/26/50<sup>(3)</sup> | 3817000 | 2888610 |
| Nucor Corp., 3.125%, 4/1/32 | 3181000 | 2705074 |
| South32 Treasury Ltd., 4.35%, 4/14/32<sup>(3)</sup> | 5400000 | 4634739 |
|  |  | 16245716 |
| **Multi-Utilities — 0.7%** |  |  |
| Abu Dhabi National Energy Co. PJSC, 2.00%, 4/29/28<sup>(3)</sup> | 4670000 | 4157692 |
| Ameren Corp., 3.50%, 1/15/31 | 7733000 | 6858676 |
| Ameren Illinois Co., 3.85%, 9/1/32 | 3015000 | 2810099 |
| Ameren Illinois Co., 5.90%, 12/1/52 | 1706000 | 1863802 |
| CenterPoint Energy, Inc., 2.65%, 6/1/31 | 4853000 | 4019152 |
| Dominion Energy, Inc., 4.90%, 8/1/41 | 4957000 | 4400618 |
| Dominion Energy, Inc., 4.85%, 8/15/52 | 3730000 | 3241069 |
| Sempra Energy, 3.25%, 6/15/27 | 4523000 | 4191082 |
| WEC Energy Group, Inc., 1.375%, 10/15/27 | 7970000 | 6773438 |
|  |  | 38315628 |
| **Oil, Gas and Consumable Fuels — 2.0%** |  |  |
| Aker BP ASA, 3.75%, 1/15/30<sup>(3)</sup> | 7621000 | 6720977 |
| Aker BP ASA, 4.00%, 1/15/31<sup>(3)</sup> | 1868000 | 1641669 |

---

------

---

| | | |
|:---|:---|:---|
| BP Capital Markets America, Inc., 3.06%, 6/17/41 | 4280000 | 3185524 |
| Cenovus Energy, Inc., 2.65%, 1/15/32 | 4780000 | 3828821 |
| Continental Resources, Inc., 2.27%, 11/15/26<sup>(3)</sup> | 4850000 | 4208620 |
| Diamondback Energy, Inc., 6.25%, 3/15/33 | 5400000 | 5497673 |
| Enbridge, Inc., 3.40%, 8/1/51 | 1980000 | 1353004 |
| Energy Transfer LP, 4.25%, 3/15/23 | 6430000 | 6414797 |
| Energy Transfer LP, 3.75%, 5/15/30 | 6980000 | 6170263 |
| Energy Transfer LP, 5.75%, 2/15/33 | 5588000 | 5477833 |
| Energy Transfer LP, 4.90%, 3/15/35 | 6327000 | 5656860 |
| Enterprise Products Operating LLC, 4.85%, 3/15/44 | 7222000 | 6400736 |
| Enterprise Products Operating LLC, 3.30%, 2/15/53 | 3659000 | 2450426 |
| Equinor ASA, 3.25%, 11/18/49 | 2481000 | 1814264 |
| Galaxy Pipeline Assets Bidco Ltd., 2.94%, 9/30/40<sup>(3)</sup> | 11598360 | 9366342 |
| Kinder Morgan Energy Partners LP, 6.50%, 9/1/39 | 4328000 | 4381374 |
| MPLX LP, 2.65%, 8/15/30 | 5080000 | 4128284 |
| Petroleos Mexicanos, 3.50%, 1/30/23 | 3434000 | 3424488 |
| Petroleos Mexicanos, 4.625%, 9/21/23 | 1800000 | 1775664 |
| Petroleos Mexicanos, 6.70%, 2/16/32 | 1000000 | 787202 |
| Petroleos Mexicanos, 6.625%, 6/15/35 | 1050000 | 764171 |
| SA Global Sukuk Ltd., 2.69%, 6/17/31<sup>(3)</sup> | 13125000 | 11242823 |
| Sabine Pass Liquefaction LLC, 5.625%, 3/1/25 | 8590000 | 8608561 |
| Saudi Arabian Oil Co., 1.625%, 11/24/25<sup>(3)</sup> | 3000000 | 2740221 |
| Shell International Finance BV, 2.375%, 11/7/29 | 5500000 | 4765598 |
| Shell International Finance BV, 4.375%, 5/11/45 | 3230000 | 2838351 |
|  |  | 115644546 |
| **Paper and Forest Products — 0.1%** |  |  |
| Georgia-Pacific LLC, 2.10%, 4/30/27<sup>(3)</sup> | 7095000 | 6367016 |
| **Personal Products**<sup>†</sup> |  |  |
| GSK Consumer Healthcare Capital US LLC, 4.00%, 3/24/52 | 2795000 | 2193962 |
| **Pharmaceuticals — 0.6%** |  |  |
| Bristol-Myers Squibb Co., 2.95%, 3/15/32 | 6671000 | 5822611 |
| Bristol-Myers Squibb Co., 2.55%, 11/13/50 | 5441000 | 3432789 |
| Merck & Co., Inc., 1.70%, 6/10/27 | 5238000 | 4651722 |
| Utah Acquisition Sub, Inc., 3.95%, 6/15/26 | 13870000 | 12983659 |
| Viatris, Inc., 4.00%, 6/22/50 | 2059000 | 1275738 |
| Zoetis, Inc., 5.60%, 11/16/32 | 6624000 | 6887921 |
|  |  | 35054440 |
| **Real Estate Management and Development — 0.1%** |  |  |
| Essential Properties LP, 2.95%, 7/15/31 | 5160000 | 3764027 |
| **Road and Rail — 0.5%** |  |  |
| Ashtead Capital, Inc., 5.50%, 8/11/32<sup>(3)</sup> | 5818000 | 5581760 |
| Burlington Northern Santa Fe LLC, 4.15%, 4/1/45 | 3073000 | 2639105 |
| Burlington Northern Santa Fe LLC, 3.30%, 9/15/51 | 3270000 | 2396382 |
| CSX Corp., 4.10%, 11/15/32 | 4550000 | 4279793 |
| DAE Funding LLC, 1.55%, 8/1/24<sup>(3)</sup> | 2949000 | 2742300 |
| Norfolk Southern Corp., 4.55%, 6/1/53 | 3263000 | 2854401 |
| Union Pacific Corp., 3.55%, 8/15/39 | 7826000 | 6494691 |
| United Rentals North America, Inc., 6.00%, 12/15/29<sup>(3)</sup> | 3000000 | 2987025 |
|  |  | 29975457 |
| **Semiconductors and Semiconductor Equipment — 0.3%** |  |  |
| Broadcom, Inc., 4.00%, 4/15/29<sup>(3)</sup> | 4287000 | 3903318 |
| Broadcom, Inc., 4.93%, 5/15/37<sup>(3)</sup> | 4697000 | 4114370 |
| Intel Corp., 3.20%, 8/12/61 | 6948000 | 4383397 |
| Micron Technology, Inc., 6.75%, 11/1/29 | 4320000 | 4397905 |
| QUALCOMM, Inc., 5.40%, 5/20/33 | 1795000 | 1874905 |

---

------

---

| | | |
|:---|:---|:---|
| QUALCOMM, Inc., 6.00%, 5/20/53 | 1630000 | 1741539 |
|  |  | 20415434 |
| **Software — 0.1%** |  |  |
| Oracle Corp., 3.90%, 5/15/35 | 4490000 | 3769562 |
| Oracle Corp., 3.85%, 7/15/36 | 2760000 | 2266354 |
| Oracle Corp., 3.60%, 4/1/40 | 3970000 | 2926812 |
|  |  | 8962728 |
| **Specialty Retail — 0.7%** |  |  |
| Dick's Sporting Goods, Inc., 3.15%, 1/15/32 | 7897000 | 6182874 |
| Home Depot, Inc., 3.90%, 6/15/47 | 14432000 | 11937881 |
| Lowe's Cos., Inc., 2.625%, 4/1/31 | 11420000 | 9490598 |
| Lowe's Cos., Inc., 4.25%, 4/1/52 | 11005000 | 8779771 |
| O'Reilly Automotive, Inc., 4.70%, 6/15/32 | 4287000 | 4156703 |
|  |  | 40547827 |
| **Technology Hardware, Storage and Peripherals — 0.3%** |  |  |
| Apple, Inc., 3.25%, 8/8/29 | 10335000 | 9576314 |
| Apple, Inc., 3.95%, 8/8/52 | 5995000 | 5128638 |
| Dell International LLC / EMC Corp., 8.10%, 7/15/36 | 1840000 | 2069087 |
|  |  | 16774039 |
| **Trading Companies and Distributors — 0.1%** |  |  |
| Aircastle Ltd., 5.25%, 8/11/25<sup>(3)</sup> | 3703000 | 3564863 |
| **Water Utilities — 0.2%** |  |  |
| American Water Capital Corp., 4.45%, 6/1/32 | 7940000 | 7620267 |
| Essential Utilities, Inc., 2.70%, 4/15/30 | 6137000 | 5161123 |
|  |  | 12781390 |
| **Wireless Telecommunication Services — 0.5%** |  |  |
| T-Mobile USA, Inc., 4.75%, 2/1/28 | 14359000 | 13992742 |
| T-Mobile USA, Inc., 3.375%, 4/15/29 | 10795000 | 9528687 |
| T-Mobile USA, Inc., 4.375%, 4/15/40 | 4855000 | 4163215 |
|  |  | 27684644 |
| **TOTAL CORPORATE BONDS**<br>(Cost $1,544,320,840) |  | **1367863600** |
| **COLLATERALIZED LOAN OBLIGATIONS — 6.7%** |  |  |
| ABPCI Direct Lending Fund CLO IV Ltd., Series 2017-2A, Class BR, VRN, 6.26%, (3-month LIBOR plus 1.90%), 10/27/33<sup>(3)</sup> | 9900000 | 9256433 |
| AIMCO CLO Ltd., Series 2019-10A, Class BR, VRN, 5.92%, (3-month LIBOR plus 1.60%), 7/22/32<sup>(3)</sup> | 12275000 | 11885371 |
| Arbor Realty Collateralized Loan Obligation Ltd., Series 2020-FL1, Class AS, VRN, 5.85%, (1-month SOFR plus 1.51%), 2/15/35<sup>(3)</sup> | 9764000 | 9551177 |
| Arbor Realty Commercial Real Estate Notes Ltd., Series 2019-FL2, Class A, VRN, 5.65%, (1-month SOFR plus 1.31%), 9/15/34<sup>(3)</sup> | 7105396 | 7094347 |
| ARES LII CLO Ltd., Series 2019-52A, Class BR, VRN, 5.97%, (3-month LIBOR plus 1.65%), 4/22/31<sup>(3)</sup> | 9250000 | 8930998 |
| Ares XL CLO Ltd., Series 2016-40A, Class BRR, VRN, 5.88%, (3-month LIBOR plus 1.80%), 1/15/29<sup>(3)</sup> | 8900000 | 8469556 |
| BDS Ltd., Series 2021-FL7, Class C, VRN, 6.04%, (1-month LIBOR plus 1.70%), 6/16/36<sup>(3)</sup> | 19000000 | 17952338 |
| BDS Ltd., Series 2021-FL8, Class C, VRN, 5.89%, (1-month LIBOR plus 1.55%), 1/18/36<sup>(3)</sup> | 5768000 | 5419386 |
| BDS Ltd., Series 2021-FL8, Class D, VRN, 6.24%, (1-month LIBOR plus 1.90%), 1/18/36<sup>(3)</sup> | 7200000 | 6659470 |
| Bean Creek CLO Ltd., Series 2015-1A, Class AR, VRN, 5.26%, (3-month LIBOR plus 1.02%), 4/20/31<sup>(3)</sup> | 9375000 | 9181388 |
| BXMT Ltd., Series 2020-FL2, Class C, VRN, 6.09%, (1-month SOFR plus 1.76%), 2/15/38<sup>(3)</sup> | 11971000 | 11556073 |
| Canyon Capital CLO Ltd., Series 2017-1A, Class BR, VRN, 5.68%, (3-month LIBOR plus 1.60%), 7/15/30<sup>(3)</sup> | 5725000 | 5545503 |
| Carlyle Global Market Strategies CLO Ltd., Series 2013-1A, Class BRR, VRN, 6.85%, (3-month LIBOR plus 2.20%), 8/14/30<sup>(3)</sup> | 8150000 | 7811589 |
| Carlyle Global Market Strategies CLO Ltd., Series 2019-2A, Class A2R, VRN, 5.73%, (3-month LIBOR plus 1.65%), 7/15/32 | 14600000 | 14097674 |
| CarVal CLO III Ltd., Series 2019-2A, Class BR, VRN, 5.84%, (3-month LIBOR plus 1.60%), 7/20/32<sup>(3)</sup> | 8750000 | 8480500 |
| Cedar Funding X CLO Ltd., Series 2019-10A, Class BR, VRN, 5.84%, (3-month LIBOR plus 1.60%), 10/20/32<sup>(3)</sup> | 7650000 | 7415287 |
| Cerberus Loan Funding XXXIII LP, Series 2021-3A, Class A, VRN, 5.64%, (3-month LIBOR plus 1.56%), 7/23/33<sup>(3)</sup> | 13925000 | 13372669 |
| Cerberus Loan Funding XXXIX LP, Series 2022-3A, Class A, VRN, 7.03%, (3-month SOFR plus 2.40%), 1/20/33<sup>(2)</sup> | 12350000 | 12350000 |

---

------

---

| | | |
|:---|:---|:---|
| Cerberus Loan Funding XXXVI LP, Series 2021-6A, Class A, VRN, 5.48%, (3-month LIBOR plus 1.40%), 11/22/33<sup>(3)</sup> | 5122169 | 5100357 |
| CFIP CLO Ltd., Series 2014-1A, Class AR, VRN, 5.26%, (3-month LIBOR plus 1.32%), 7/13/29<sup>(3)</sup> | 8595635 | 8574929 |
| FS Rialto Issuer LLC, Series 2021-AFC1, Class A, SEQ, VRN, 6.90%, (1-month SOFR plus 2.58%), 8/17/37<sup>(3)</sup> | 9545000 | 9437481 |
| KKR CLO Ltd., Series 2018, Class BR, VRN, 5.79%, (3-month LIBOR plus 1.60%), 7/18/30<sup>(3)</sup> | 9725000 | 9479197 |
| KKR CLO Ltd., Series 2022A, Class A, VRN, 5.39%, (3-month LIBOR plus 1.15%), 7/20/31<sup>(3)</sup> | 8425000 | 8288668 |
| KKR CLO Ltd., Series 2030A, Class BR, VRN, 5.68%, (3-month LIBOR plus 1.60%), 10/17/31<sup>(3)</sup> | 12225000 | 11888338 |
| KREF Ltd., Series 2021-FL2, Class B, VRN, 5.98%, (1-month LIBOR plus 1.65%), 2/15/39<sup>(3)</sup> | 12900000 | 12369312 |
| Madison Park Funding XXXVII Ltd., Series 2019-37A, Class BR, VRN, 5.73%, (3-month LIBOR plus 1.65%), 7/15/33<sup>(3)</sup> | 16550000 | 16075919 |
| MF1 Ltd., Series 2021-FL7, Class AS, VRN, 5.79%, (1-month LIBOR plus 1.45%), 10/16/36<sup>(3)</sup> | 17817000 | 17040434 |
| Octagon Investment Partners XV Ltd., Series 2013-1A, Class BRR, VRN, 5.73%, (3-month LIBOR plus 1.50%), 7/19/30<sup>(3)</sup> | 13825000 | 13340625 |
| Palmer Square Loan Funding Ltd., Series 2021-3A, Class A2, VRN, 5.64%, (3-month LIBOR plus 1.40%), 7/20/29<sup>(3)</sup> | 7000000 | 6818657 |
| Palmer Square Loan Funding Ltd., Series 2022-2A, Class A2, VRN, 5.76%, (3-month SOFR plus 1.90%), 10/15/30<sup>(3)</sup> | 9325000 | 9096337 |
| Parallel Ltd., Series 2019-1A, Class BR, VRN, 6.04%, (3-month LIBOR plus 1.80%), 7/20/32<sup>(3)</sup> | 13875000 | 13164010 |
| Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class BR, VRN, 6.34%, (3-month LIBOR plus 2.10%), 10/20/31<sup>(3)</sup> | 13000000 | 12107871 |
| PFP Ltd., Series 2021-8, Class C, VRN, 6.13%, (1-month LIBOR plus 1.80%), 8/9/37<sup>(3)</sup> | 13851000 | 12989263 |
| Sound Point CLO XXII Ltd., Series 2019-1A, Class BR, VRN, 5.94%, (3-month LIBOR plus 1.70%), 1/20/32<sup>(3)</sup> | 12250000 | 11811626 |
| TCW CLO Ltd., Series 2018-1A, Class BR, VRN, 6.01%, (3-month LIBOR plus 1.65%), 4/25/31<sup>(3)</sup> | 12125000 | 11642019 |
| THL Credit Wind River CLO Ltd., Series 2013-2A, Class BR2, VRN, 5.76%, (3-month LIBOR plus 1.57%), 10/18/30<sup>(3)</sup> | 9275000 | 8987708 |
| TSTAT Ltd., Series 2022-1A, Class B, VRN, 5.82%, (3-month SOFR plus 3.27%), 7/20/31<sup>(3)</sup> | 8300000 | 8184786 |
| Wellfleet CLO Ltd., Series 2022-1A, Class B1, VRN, 6.21%, (3-month SOFR plus 2.35%), 4/15/34<sup>(3)</sup> | 8400000 | 8004862 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS**<br>(Cost $402,246,153) |  | **389432158** |
| **ASSET-BACKED SECURITIES — 6.2%** |  |  |
| Aaset Trust, Series 2021-2A, Class A, SEQ, 2.80%, 1/15/47<sup>(3)</sup> | 24230668 | 19562376 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.94%, 8/15/46<sup>(3)</sup> | 14222000 | 12175995 |
| Aligned Data Centers Issuer LLC, Series 2021-1A, Class B, 2.48%, 8/15/46<sup>(3)</sup> | 10582000 | 8687792 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2I, SEQ, 4.19%, 6/5/49<sup>(3)</sup> | 7186410 | 7083890 |
| Applebee's Funding LLC / IHOP Funding LLC, Series 2019-1A, Class A2II, SEQ, 4.72%, 6/5/49<sup>(3)</sup> | 13712490 | 12538470 |
| Blackbird Capital Aircraft, Series 2021-1A, Class A, SEQ, 2.44%, 7/15/46<sup>(3)</sup> | 12265315 | 10087868 |
| Castlelake Aircraft Structured Trust, Series 2017-1R, Class A, SEQ, 2.74%, 8/15/41<sup>(3)</sup> | 9513921 | 8324992 |
| Castlelake Aircraft Structured Trust, Series 2021-1A, Class A, SEQ, 3.47%, 1/15/46<sup>(3)</sup> | 3095202 | 2605631 |
| Clsec Holdings 22t LLC, Series 2021-1, Class B, 3.46%, 5/11/37<sup>(3)</sup> | 24538472 | 20782415 |
| Credit Acceptance Auto Loan Trust, Series 2022-3A, Class B, 7.52%, 12/15/32 | 12150000 | 12258712 |
| DI Issuer LLC, Series 2021-1A, Class A2, SEQ, 3.72%, 9/15/51<sup>(3)</sup> | 31211272 | 27379888 |
| Edgeconnex Data Centers Issuer LLC, Series 2022-1, Class A2, SEQ, 4.25%, 3/25/52<sup>(3)</sup> | 14952647 | 13500610 |
| FirstKey Homes Trust, Series 2021-SFR1, Class D, 2.19%, 8/17/38<sup>(3)</sup> | 15900000 | 13381834 |
| FirstKey Homes Trust, Series 2021-SFR1, Class E1, 2.39%, 8/17/38<sup>(3)</sup> | 18100000 | 15135591 |
| Flexential Issuer, Series 2021-1A, Class A2, SEQ, 3.25%, 11/27/51<sup>(3)</sup> | 19850000 | 17349357 |
| Goodgreen Trust, Series 2018-1A, Class A, VRN, 3.93%, 10/15/53<sup>(3)</sup> | 7905262 | 7284796 |
| Goodgreen Trust, Series 2020-1A, Class A, SEQ, 2.63%, 4/15/55<sup>(3)</sup> | 9123124 | 7524384 |
| Goodgreen Trust, Series 2021-1A, Class A, SEQ, 2.66%, 10/15/56<sup>(3)</sup> | 6890015 | 5600087 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, SEQ, 2.64%, 10/15/46<sup>(3)</sup> | 18315059 | 14723125 |
| MAPS Trust, Series 2021-1A, Class A, SEQ, 2.52%, 6/15/46<sup>(3)</sup> | 19210025 | 15976327 |
| Navigator Aircraft ABS Ltd., Series 2021-1, Class A, SEQ, 2.77%, 11/15/46<sup>(3)</sup> | 18535044 | 15608244 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1, SEQ, 1.91%, 10/20/61<sup>(3)</sup> | 17453000 | 14779162 |
| New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, 10/20/61<sup>(3)</sup> | 31825000 | 26229525 |
| Progress Residential Trust, Series 2021-SFR3, Class C, 2.09%, 5/17/26<sup>(3)</sup> | 9500000 | 8124139 |
| Progress Residential Trust, Series 2021-SFR8, Class E1, 2.38%, 10/17/38<sup>(3)</sup> | 7800000 | 6435154 |
| Sierra Timeshare Receivables Funding LLC, Series 2021-1A, Class C, 1.79%, 11/20/37<sup>(3)</sup> | 3885725 | 3555573 |
| Slam Ltd., Series 2021-1A, Class A, SEQ, 2.43%, 6/15/46<sup>(3)</sup> | 10104130 | 8381520 |
| Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, SEQ, 4.54%, 2/25/44<sup>(3)</sup> | 14200931 | 13864500 |
| Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, SEQ, 1.88%, 3/26/46<sup>(3)</sup> | 10329000 | 8937310 |

---

------

---

| | | |
|:---|:---|:---|
| VSE VOI Mortgage LLC, Series 2018-A, Class B, 3.72%, 2/20/36<sup>(3)</sup> | 2731443 | 2639857 |
| **TOTAL ASSET-BACKED SECURITIES**<br>(Cost $413,715,399) |  | **360519124** |
| **COLLATERALIZED MORTGAGE OBLIGATIONS — 3.8%** |  |  |
| **Private Sponsor Collateralized Mortgage Obligations — 3.4%** |  |  |
| Adjustable Rate Mortgage Trust, Series 2004-4, Class 4A1, VRN, 3.97%, 3/25/35 | 1272342 | 1249919 |
| Agate Bay Mortgage Loan Trust, Series 2016-1, Class A3, VRN, 3.50%, 12/25/45<sup>(3)</sup> | 309405 | 283441 |
| Banc of America Mortgage Trust, Series 2004-E, Class 2A6, SEQ, VRN, 3.59%, 6/25/34 | 930557 | 885339 |
| Bellemeade Re Ltd., Series 2019-1A, Class M1B, VRN, 6.14%, (1-month LIBOR plus 1.75%), 3/25/29<sup>(3)</sup> | 93500 | 93466 |
| Bellemeade Re Ltd., Series 2019-3A, Class B1, VRN, 6.89%, (1-month LIBOR plus 2.50%), 7/25/29<sup>(3)</sup> | 11080000 | 10940435 |
| Bellemeade Re Ltd., Series 2019-3A, Class M1C, VRN, 6.34%, (1-month LIBOR plus 1.95%), 7/25/29<sup>(3)</sup> | 6020000 | 5968275 |
| Bellemeade Re Ltd., Series 2020-2A, Class M1C, VRN, 8.39%, (1-month LIBOR plus 4.00%), 8/26/30<sup>(3)</sup> | 145149 | 145248 |
| Chase Mortgage Finance Corp., Series 2021-CL1, Class M1, VRN, 5.13%, (30-day average SOFR plus 1.20%), 2/25/50<sup>(3)</sup> | 5683580 | 4983171 |
| CHNGE Mortgage Trust, Series 2022-1, Class A1, SEQ, VRN, 3.01%, 1/25/67<sup>(3)</sup> | 11127699 | 9914248 |
| Citigroup Mortgage Loan Trust, Inc., Series 2004-UST1, Class A5, VRN, 4.09%, 8/25/34 | 3058557 | 2930173 |
| Countrywide Home Loan Mortgage Pass-Through Trust, Series 2005-17, Class 1A11, 5.50%, 9/25/35 | 15982 | 13667 |
| Credit Suisse Mortgage Trust, Series 2020-AFC1, Class A3, VRN, 2.51%, 2/25/50<sup>(3)</sup> | 1635558 | 1505244 |
| Credit Suisse Mortgage Trust, Series 2021-NQM2, Class A2, SEQ, VRN, 1.38%, 2/25/66<sup>(3)</sup> | 3429704 | 2790669 |
| Credit Suisse Mortgage Trust, Series 2021-RPL3, Class A1, SEQ, VRN, 2.00%, 1/25/60<sup>(3)</sup> | 6607745 | 5676527 |
| Credit Suisse Mortgage Trust, Series 2022-NQM2, Class A3, SEQ, VRN, 4.00%, 2/25/67<sup>(3)</sup> | 9275000 | 6575167 |
| Deephaven Residential Mortgage Trust, Series 2020-2, Class M1, VRN, 4.11%, 5/25/65<sup>(3)</sup> | 9000000 | 8264496 |
| Deephaven Residential Mortgage Trust, Series 2021-3, Class A3, VRN, 1.55%, 8/25/66<sup>(3)</sup> | 4633661 | 3732120 |
| Eagle RE Ltd., Series 2021-1, Class M1C, VRN, 6.63%, (30-day average SOFR plus 2.70%), 10/25/33<sup>(3)</sup> | 8600000 | 8524625 |
| First Horizon Alternative Mortgage Securities Trust, Series 2004-AA4, Class A1, VRN, 4.01%, 10/25/34 | 1348820 | 1326666 |
| GCAT Trust, Series 2021-CM2, Class A1, SEQ, VRN, 2.35%, 8/25/66<sup>(3)</sup> | 17771553 | 16093950 |
| GCAT Trust, Series 2021-NQM1, Class A3, SEQ, VRN, 1.15%, 1/25/66<sup>(3)</sup> | 2959318 | 2438063 |
| GSR Mortgage Loan Trust, Series 2004-5, Class 3A3, VRN, 2.78%, 5/25/34 | 903390 | 835354 |
| GSR Mortgage Loan Trust, Series 2004-7, Class 3A1, VRN, 3.15%, 6/25/34 | 395744 | 352338 |
| GSR Mortgage Loan Trust, Series 2005-AR1, Class 3A1, VRN, 3.78%, 1/25/35 | 920104 | 865889 |
| Home RE Ltd., Series 2021-1, Class M1B, VRN, 5.94%, (1-month LIBOR plus 1.55%), 7/25/33<sup>(3)</sup> | 4100460 | 4081190 |
| Home RE Ltd., Series 2022-1, Class M1A, VRN, 6.78%, (30-day average SOFR plus 2.85%), 10/25/34<sup>(3)</sup> | 6625000 | 6562070 |
| J.P. Morgan Wealth Management, Series 2021-CL1, Class M3, VRN, 5.73%, (30-day average SOFR plus 1.80%), 3/25/51<sup>(3)</sup> | 2653277 | 2243702 |
| JP Morgan Mortgage Trust, Series 2017-1, Class A2, VRN, 3.45%, 1/25/47<sup>(3)</sup> | 150632 | 130522 |
| JP Morgan Mortgage Trust, Series 2020-3, Class A15, VRN, 3.50%, 8/25/50<sup>(3)</sup> | 2257798 | 1914666 |
| JP Morgan Mortgage Trust, Series 2020-3, Class B1A, VRN, 3.00%, 8/25/50<sup>(3)</sup> | 9790567 | 8144479 |
| JP Morgan Mortgage Trust, Series 2022-4, Class A3, VRN, 3.00%, 10/25/52<sup>(3)</sup> | 6024530 | 5057143 |
| JP Morgan Mortgage Trust, Series 2022-LTV1, Class A3, SEQ, VRN, 3.52%, 7/25/52<sup>(3)</sup> | 9352179 | 7698266 |
| MASTR Adjustable Rate Mortgages Trust, Series 2004-13, Class 3A7, VRN, 3.87%, 11/21/34 | 716234 | 645935 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-3, Class 2A, VRN, 3.51%, 11/25/35 | 1013469 | 956898 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A1, VRN, 3.05%, 2/25/35 | 683797 | 639487 |
| Merrill Lynch Mortgage Investors Trust, Series 2005-A2, Class A2, VRN, 3.05%, 2/25/35 | 746868 | 699095 |
| MFA Trust, Series 2021-INV1, Class A3, SEQ, VRN, 1.26%, 1/25/56<sup>(3)</sup> | 1161090 | 1022475 |
| MFA Trust, Series 2021-INV2, Class A3, SEQ, VRN, 2.26%, 11/25/56<sup>(3)</sup> | 12054048 | 9930017 |
| MFA Trust, Series 2021-NQM1, Class A1, VRN, 1.15%, 4/25/65<sup>(3)</sup> | 2311835 | 2005787 |
| MFA Trust, Series 2021-NQM1, Class A3, VRN, 1.64%, 4/25/65<sup>(3)</sup> | 1651318 | 1437727 |
| NewRez Warehouse Securitization Trust, Series 2021-1, Class A, VRN, 5.14%, (1-month LIBOR plus 0.75%), 5/25/55<sup>(3)</sup> | 9000000 | 8870062 |
| PRMI Securitization Trust, Series 2021-1, Class A5, VRN, 2.50%, 4/25/51<sup>(3)</sup> | 14545138 | 11288199 |
| Radnor RE Ltd., Series 2021-1, Class M1B, VRN, 5.63%, (30-Day Average SOFR plus 1.70%), 12/27/33<sup>(3)</sup> | 10000000 | 9789673 |
| Sofi Mortgage Trust, Series 2016-1A, Class 1A4, SEQ, VRN, 3.00%, 11/25/46<sup>(3)</sup> | 1023242 | 929903 |
| Starwood Mortgage Residential Trust, Series 2020-2, Class A2, SEQ, VRN, 3.97%, 4/25/60<sup>(3)</sup> | 280475 | 279945 |
| Starwood Mortgage Residential Trust, Series 2020-2, Class B1E, VRN, 3.00%, 4/25/60<sup>(3)</sup> | 7888000 | 6957771 |
| Structured Adjustable Rate Mortgage Loan Trust, Series 2004-8, Class 2A1, VRN, 4.34%, 7/25/34 | 800981 | 772582 |
| Verus Securitization Trust, Series 2021-R2, Class A2, VRN, 1.12%, 2/25/64<sup>(3)</sup> | 2767451 | 2531041 |

---

------

---

| | | |
|:---|:---|:---|
| Verus Securitization Trust, Series 2021-R2, Class A3, VRN, 1.23%, 2/25/64<sup>(3)</sup> | 3265412 | 2991901 |
| WaMu Mortgage Pass-Through Certificates Trust, Series 2003-S11, Class 3A5, 5.95%, 11/25/33 | 178606 | 161009 |
|  |  | 194130035 |
| **U.S. Government Agency Collateralized Mortgage Obligations — 0.4%** |  |  |
| Farm Mortgage Trust, Series 2021-1, Class A, VRN, 2.18%, 1/25/51<sup>(3)</sup> | 9578973 | 7939649 |
| FHLMC, Series 2020-DNA5, Class M2, VRN, 6.73%, (30-day average SOFR plus 2.80%), 10/25/50<sup>(3)</sup> | 2935613 | 2959723 |
| FHLMC, Series 3397, Class GF, VRN, 4.82%, (1-month LIBOR plus 0.50%), 12/15/37 | 948781 | 936215 |
| FNMA, Series 2013-C01, Class M2, VRN, 9.64%, (1-month LIBOR plus 5.25%), 10/25/23 | 5607441 | 5702426 |
| FNMA, Series 2014-C02, Class 2M2, VRN, 6.99%, (1-month LIBOR plus 2.60%), 5/25/24 | 1601898 | 1600902 |
| FNMA, Series 2014-C04, Class 1M2, VRN, 9.29%, (1-month LIBOR plus 4.90%), 11/25/24 | 2905153 | 2982635 |
| FNMA, Series 2016-C01, Class 1M2, VRN, 11.14%, (1-month LIBOR plus 6.75%), 8/25/28 | 87363 | 91271 |
| FNMA, Series 2017-C03, Class 1M2C, VRN, 7.39%, (1-month LIBOR plus 3.00%), 10/25/29 | 1790000 | 1804007 |
| GNMA, Series 2007-5, Class FA, VRN, 4.49%, (1-month LIBOR plus 0.14%), 2/20/37 | 777499 | 772803 |
|  |  | 24789631 |
| **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br>(Cost $243,943,130) |  | **218919666** |
| **COMMERCIAL MORTGAGE-BACKED SECURITIES — 1.6%** |  |  |
| BX Commercial Mortgage Trust, Series 2020-VIV2, Class C, VRN, 3.54%, 3/9/44<sup>(3)</sup> | 8839868 | 6946187 |
| BX Commercial Mortgage Trust, Series 2020-VIVA, Class D, VRN, 3.55%, 3/11/44<sup>(3)</sup> | 12817000 | 9660618 |
| BX Commercial Mortgage Trust, Series 2021-VOLT, Class F, VRN, 6.72%, (1-month LIBOR plus 2.40%), 9/15/36<sup>(3)</sup> | 21200000 | 19577498 |
| ELP Commercial Mortgage Trust, Series 2021-ELP, Class E, VRN, 6.44%, (1-month LIBOR plus 2.12%), 11/15/38<sup>(3)</sup> | 24790000 | 22874797 |
| MHP Trust, Series 2022-MHIL, Class D, VRN, 5.95%, (1-month SOFR plus 1.61%), 1/15/27<sup>(3)</sup> | 7178613 | 6695482 |
| OPG Trust, Series 2021-PORT, Class E, VRN, 5.85%, (1-month LIBOR plus 1.53%), 10/15/36<sup>(3)</sup> | 16267355 | 15129510 |
| WMRK Commercial Mortgage Trust, Series 2022-WMRK, Class A, VRN, 7.12%, (1-month SOFR plus 2.79%), 11/15/27 | 13585000 | 13573036 |
| **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES**<br>(Cost $104,894,569) |  | **94457128** |
| **MUNICIPAL SECURITIES — 1.5%** |  |  |
| Bay Area Toll Authority Rev., 6.92%, 4/1/40  | 3244000 | 3797254 |
| Bay Area Toll Authority Rev., 6.26%, 4/1/49  | 2000000 | 2273266 |
| California State University Rev., 2.98%, 11/1/51  | 4000000 | 2776835 |
| Dallas Area Rapid Transit Rev., 6.00%, 12/1/44  | 1250000 | 1370413 |
| Foothill-Eastern Transportation Corridor Agency Rev., 4.09%, 1/15/49  | 6048000 | 4586236 |
| Golden State Tobacco Securitization Corp. Rev., 2.75%, 6/1/34  | 10765000 | 8660476 |
| Houston GO, 3.96%, 3/1/47  | 2500000 | 2161037 |
| Los Angeles Community College District GO, 6.75%, 8/1/49  | 2400000 | 2991323 |
| Los Angeles Department of Airports Rev., 6.58%, 5/15/39  | 1510000 | 1648215 |
| Los Angeles Unified School District GO, 5.75%, 7/1/34  | 2250000 | 2353867 |
| Metropolitan Transportation Authority Rev., 6.69%, 11/15/40  | 2465000 | 2554934 |
| Metropolitan Transportation Authority Rev., 6.81%, 11/15/40  | 1405000 | 1472029 |
| Michigan Strategic Fund Rev., (Flint Water Advocacy Fund), 3.23%, 9/1/47  | 5000000 | 3610735 |
| Missouri Highway & Transportation Commission Rev., 5.45%, 5/1/33  | 100000 | 103260 |
| New Jersey Turnpike Authority Rev., 7.41%, 1/1/40  | 3236000 | 4019401 |
| New Jersey Turnpike Authority Rev., 7.10%, 1/1/41  | 970000 | 1171980 |
| New York City GO, 5.97%, 3/1/36  | 500000 | 535545 |
| New York City GO, 6.27%, 12/1/37  | 335000 | 367965 |
| New York City Municipal Water Finance Authority Rev. (New York City Water & Sewer System), 5.95%, 6/15/42  | 1425000 | 1575519 |
| New York State Dormitory Authority Rev. (State of New York Personal Income Tax Revenue), 3.19%, 2/15/43  | 500000 | 369148 |
| Ohio Turnpike & Infrastructure Commission Rev., 3.22%, 2/15/48  | 5645000 | 4035690 |
| Ohio Water Development Authority Water Pollution Control Loan Fund Rev., 4.88%, 12/1/34  | 550000 | 545304 |
| Pennsylvania Turnpike Commission Rev., 5.56%, 12/1/49  | 1630000 | 1646122 |
| Port Authority of New York & New Jersey Rev., 4.93%, 10/1/51  | 2300000 | 2174699 |
| Regents of the University of California Medical Center Pooled Rev., 3.26%, 5/15/60  | 4120000 | 2679337 |
| Rutgers The State University of New Jersey Rev., 5.67%, 5/1/40  | 3070000 | 3164890 |
| Sacramento Municipal Utility District Rev., 6.16%, 5/15/36  | 1360000 | 1479603 |
| San Antonio Electric & Gas Systems Rev., 5.99%, 2/1/39  | 1352000 | 1470086 |

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| | | |
|:---|:---|:---|
| San Diego County Regional Airport Authority Rev., 5.59%, 7/1/43  | 1675000 | 1630750 |
| San Francisco Public Utilities Commission Water Rev., 6.00%, 11/1/40  | 1970000 | 2120304 |
| Santa Clara Valley Transportation Authority Rev., 5.88%, 4/1/32  | 2190000 | 2273835 |
| State of California GO, 4.60%, 4/1/38  | 3035000 | 2862737 |
| State of California GO, 7.55%, 4/1/39  | 3220000 | 4038403 |
| State of California GO, 7.30%, 10/1/39  | 2605000 | 3170632 |
| State of California GO, 7.60%, 11/1/40  | 455000 | 584176 |
| University of California Rev., 3.07%, 5/15/51  | 5565000 | 3735494 |
| **TOTAL MUNICIPAL SECURITIES**<br>(Cost $102,149,814) |  | **86011500** |
| **U.S. GOVERNMENT AGENCY SECURITIES — 0.7%** |  |  |
| FNMA, 0.75%, 10/8/27 | 29724000 | 25611124 |
| FNMA, 6.625%, 11/15/30 | 10000000 | 11734012 |
| Tennessee Valley Authority, 1.50%, 9/15/31 | 5000000 | 3926423 |
| **TOTAL U.S. GOVERNMENT AGENCY SECURITIES**<br>(Cost $46,707,441) |  | **41271559** |
| **SOVEREIGN GOVERNMENTS AND AGENCIES — 0.5%** |  |  |
| **Chile — 0.1%** |  |  |
| Chile Government International Bond, 3.10%, 5/7/41 | 3400000 | 2454247 |
| Chile Government International Bond, 3.625%, 10/30/42 | 1697000 | 1301441 |
|  |  | 3755688 |
| **Mexico**<sup>†</sup> |  |  |
| Mexico Government International Bond, 4.15%, 3/28/27 | 18000 | 17561 |
| **Panama**<sup>†</sup> |  |  |
| Panama Government International Bond, 7.125%, 1/29/26 | 1400000 | 1480127 |
| Panama Government International Bond, 6.70%, 1/26/36 | 1683000 | 1760158 |
|  |  | 3240285 |
| **Peru — 0.1%** |  |  |
| Peruvian Government International Bond, 5.625%, 11/18/50 | 4946000 | 4908536 |
| **Philippines — 0.2%** |  |  |
| Philippine Government International Bond, 5.50%, 3/30/26 | 3000000 | 3080126 |
| Philippine Government International Bond, 6.375%, 10/23/34 | 5735000 | 6368840 |
|  |  | 9448966 |
| **Poland**<sup>†</sup> |  |  |
| Republic of Poland Government International Bond, 3.00%, 3/17/23 | 2175000 | 2167805 |
| Republic of Poland Government International Bond, 4.00%, 1/22/24 | 230000 | 227348 |
|  |  | 2395153 |
| **Uruguay — 0.1%** |  |  |
| Uruguay Government International Bond, 4.125%, 11/20/45 | 1239000 | 1150236 |
| Uruguay Government International Bond, 5.10%, 6/18/50 | 2400000 | 2361919 |
|  |  | 3512155 |
| **TOTAL SOVEREIGN GOVERNMENTS AND AGENCIES**<br>(Cost $32,250,497) |  | **27278344** |
| **BANK LOAN OBLIGATIONS**<sup>(4)</sup> **— 0.2%** |  |  |
| **Media**<sup>†</sup> |  |  |
| DirecTV Financing, LLC, Term Loan, 9.38%, (1-month LIBOR plus 5.00%), 8/2/27 | 305895 | 298471 |
| **Pharmaceuticals — 0.2%** |  |  |
| Horizon Therapeutics USA Inc., 2021 Term Loan B2, 6.19%, (1-month LIBOR plus 1.75%), 3/15/28 | 8442000 | 8444279 |
| **TOTAL BANK LOAN OBLIGATIONS**<br>(Cost $8,750,417) |  | **8742750** |
| **SHORT-TERM INVESTMENTS**<sup>(5)</sup> **— 2.3%** |  |  |
| **Money Market Funds**<sup>†</sup> |  |  |
| State Street Institutional U.S. Government Money Market Fund, Premier Class | 137390 | **137390** |
| **Repurchase Agreements — 2.3%** |  |  |
| BMO Capital Markets Corp., (collateralized by various U.S. Treasury obligations, 0.375% - 0.50%, 9/15/24 - 5/31/27, valued at $19,112,988), in a joint trading account at 4.20%, dated 12/30/22, due 1/3/23 (Delivery value $18,767,685) |  | 18758931 |

---

------

---

| | |
|:---|:---|
| Fixed Income Clearing Corp., (collateralized by various U.S. Treasury obligations, 1.25%, 8/15/31, valued at $117,561,197), at 4.26%, dated 12/30/22, due 1/3/23 (Delivery value $115,310,555) | 115256000 |
|  | 134014931 |
| **TOTAL SHORT-TERM INVESTMENTS**<br>(Cost $134,152,321) | **134152321** |
| **TOTAL INVESTMENT SECURITIES—99.7%**<br>(Cost $6,231,929,028) | **5762032785** |
| **OTHER ASSETS AND LIABILITIES — 0.3%** | **20201986** |
| **TOTAL NET ASSETS — 100.0%** | $**5782234771** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** | **FUTURES CONTRACTS PURCHASED** |
| **Reference Entity** | **Contracts** | **Expiration Date** | **Notional<br>Amount** | **Unrealized<br>Appreciation<br>(Depreciation)^** |
| U.S. Treasury 2-Year Notes | 1045 | March 2023 | $214306642 | $(921786) |
| U.S. Treasury 5-Year Notes | 1016 | March 2023 | 109656563 | (890121) |
| U.S. Treasury 10-Year Notes | 2151 | March 2023 | 241550578 | (4153216) |
| U.S. Treasury 10-Year Ultra Notes | 878 | March 2023 | 103850937 | (1533697) |
| U.S. Treasury Long Bonds | 358 | March 2023 | 44873063 | (1132183) |
| U.S. Treasury Ultra Bonds | 530 | March 2023 | 71185625 | (3454406) |
|  |  |  | $785423408 | $(12085409) |

---

^Amount represents value and unrealized appreciation (depreciation).

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> | **CENTRALLY CLEARED CREDIT DEFAULT SWAP AGREEMENTS**<sup>§</sup> |
| **Reference Entity** | **Type** | **Fixed Rate<br>Received<br>(Paid)<br>Quarterly** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value^** |
| Markit CDX North America High Yield Index Series 38 | Buy | (5.00)% | 6/20/27 | $48015000 | $(47643) | $(1024684) | $(1072327) |
| Markit CDX North America High Yield Index Series 39 | Buy | (5.00)% | 12/20/27 | $54470000 | 228596 | (637521) | (408925) |
| Markit CDX North America Investment Grade Index Series 39 | Buy | (1.00)% | 12/20/27 | $237150000 | (2661129) | 691614 | (1969515) |
|  |  |  |  |  | $(2480176) | $(970591) | $(3450767) |

---

§Credit default swap agreements enable the fund to buy/sell protection against a credit event of a specific issuer or index. As a seller of credit protection against a security or basket of securities, the fund receives an upfront and/or periodic payment to compensate against potential default events. The fund may attempt to enhance returns by selling protection.

^The value for credit default swap agreements serves as an indicator of the current status of the payment/performance risk and represent the likelihood of an expected liability or profit at the period end. Increasing values in absolute terms when compared to the notional amount of the credit default swap agreement represent a deterioration of the referenced entity's credit soundness and an increased likelihood or risk of a credit event occurring as defined in the agreement.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** | **CENTRALLY CLEARED TOTAL RETURN SWAP AGREEMENTS** |
| **Floating**<br>**Rate Index** | **Pay/Receive**<br>**Floating Rate**<br>**Index at**<br>**Termination** | **Fixed<br>Rate** | **Termination<br>Date** | **Notional<br>Amount** | **Premiums<br>Paid<br>(Received)** | **Unrealized<br>Appreciation<br>(Depreciation)** | **Value** |
| CPURNSA | Receive | 2.90% | 10/11/23 | $24000000 | $414 | $(19998) | $(19584) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $36400000 | 432 | (52041) | (51609) |
| CPURNSA | Receive | 2.97% | 10/14/23 | $36400000 | 431 | (52040) | (51609) |
|  |  |  |  |  | $1277 | $(124079) | $(122802) |

---

------

---

| | |
|:---|:---|
| **NOTES TO SCHEDULE OF INVESTMENTS** | **NOTES TO SCHEDULE OF INVESTMENTS** |
| CDX | Credit Derivatives Indexes |
| CPURNSA | U.S. Consumer Price Index Urban Consumers Not Seasonally Adjusted Index |
| FHLMC | Federal Home Loan Mortgage Corporation |
| FNMA | Federal National Mortgage Association |
| GNMA | Government National Mortgage Association |
| GO | General Obligation |
| H15T1Y | Constant Maturity U.S. Treasury Note Yield Curve Rate Index |
| LIBOR | London Interbank Offered Rate |
| SEQ | Sequential Payer |
| SOFR | Secured Overnight Financing Rate |
| VRN | Variable Rate Note. The rate adjusts periodically based upon the terms set forth in the security's offering documents. The rate shown is effective at the period end and the reference rate and spread, if any, is indicated. The security's effective maturity date may be shorter than the final maturity date shown. |

---

†Category is less than 0.05% of total net assets.

(1)Security, or a portion thereof, has been pledged at the custodian bank or with a broker for collateral requirements on futures contracts and/or swap agreements. At the period end, the aggregate value of securities pledged was $25,735,760.

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

(3)Security was purchased pursuant to Rule 144A or Section 4(2) under the Securities Act of 1933 and may be sold in transactions exempt from registration, normally to qualified institutional investors. The aggregate value of these securities at the period end was $1,137,180,646, which represented 19.7% of total net assets.

(4)The interest rate on a bank loan obligation adjusts periodically based on a predetermined schedule. Rate or range of rates shown is effective at period end. The maturity date on a bank loan obligation may be less than indicated as a result of contractual or optional prepayments. These prepayments cannot be predicted with certainty.

(5)Category includes securities purchased with cash collateral received at the custodian bank for collateral requirements on forward commitments. At the period end, the aggregate value of cash deposits received was $71,000.

------

**SUPPLEMENTARY NOTES TO SCHEDULE OF INVESTMENTS**

**1. Investment Valuations**

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

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

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

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

Open-end management investment companies are valued at the reported NAV per share. Repurchase agreements are valued at cost, which approximates fair value. Exchange-traded futures contracts are valued at the settlement price as provided by the appropriate exchange. Swap agreements are valued at an evaluated mean as provided by independent pricing services or independent brokers.

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

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

**2. Fair Value Measurements**

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

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

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

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

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

------

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

---

| | | | |
|:---|:---|:---|:---|
| | **Level 1** | **Level 2** | **Level 3** |
| **Assets** | **Assets** | **Assets** | **Assets** |
| **Investment Securities** | **Investment Securities** | **Investment Securities** | **Investment Securities** |
| U.S. Treasury Securities |  | $1649081694 |  |
| U.S. Government Agency Mortgage-Backed Securities |  | 1384302941 |  |
| Corporate Bonds |  | 1367863600 |  |
| Collateralized Loan Obligations |  | 389432158 |  |
| Asset-Backed Securities |  | 360519124 |  |
| Collateralized Mortgage Obligations |  | 218919666 |  |
| Commercial Mortgage-Backed Securities |  | 94457128 |  |
| Municipal Securities |  | 86011500 |  |
| U.S. Government Agency Securities |  | 41271559 |  |
| Sovereign Governments and Agencies |  | 27278344 |  |
| Bank Loan Obligations |  | 8742750 |  |
| Short-Term Investments | $137390 | 134014931 |  |
|  | $137390 | $5761895395 |  |
| **Liabilities** | **Liabilities** | **Liabilities** | **Liabilities** |
| **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** | **Other Financial Instruments** |
| Futures Contracts | $12085409 |  |  |
| Swap Agreements |  | $3573569 |  |
|  | $12085409 | $3573569 |  |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

- **a. Name of Series:** Diversified Bond Fund

- **b. EDGAR series identifier (if any):** S000006579

- **c. LEI of Series:** W0XXXFJP1KT9YQTPLU26

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

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $5821272614.72

**Total Liabilities:** $60802347.50

**Net Assets:** $5760470267.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 324.000000000000 | **1-Year:** 23765.000000000000 | **5-Year:** 261040.000000000000 | **10-Year:** 783805.000000000000 | **30-Year:** 1249802.000000000000

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

- **3-Month:** 30.000000000000 | **1-Year:** 114.000000000000 | **5-Year:** -29860.000000000000 | **10-Year:** 71394.000000000000 | **30-Year:** 29575.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017955 | -1.49%               | 3.61%                | -0.65%               |
| Class ID C000017956 | -1.62%               | 3.59%                | -0.67%               |
| Class ID C000017957 | -1.58%               | 3.74%                | -0.64%               |
| Class ID C000017960 | -1.68%               | 3.53%                | -0.74%               |
| Class ID C000017961 | -1.64%               | 3.69%                | -0.70%               |
| Class ID C000131613 | -1.58%               | 3.74%                | -0.63%               |
| Class ID C000189684 | -1.58%               | 3.74%                | -0.63%               |
| Class ID C000189686 | -1.58%               | 3.74%                | -0.64%               |
| Class ID C000237256 | -1.55%               | 3.77%                | -0.60%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-72090939.21            | $-13066555.39                              |
| Month 2  | $-39440351.72            | $218542427.70                              |
| Month 3  | $-15668179.86            | $-33454480.68                              |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABPCI Direct Lending Fund CLO                                                   | ABPCI Direct Lending Fund CLO IV Ltd 6.26                                                       | CUSIP: 00085UAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9900000 | PA      | $9256432.68   | 0.16%             | 2033-10-27      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 2.47                                                                  | CUSIP: 31326FDH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    198949 | PA      | $198699.19    | 0.00%             | 2042-12-01      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.54                                                                  | CUSIP: 31326JXE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    463693 | PA      | $467742.51    | 0.01%             | 2045-06-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.09                                                                  | CUSIP: 31326MFE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    443216 | PA      | $430388.77    | 0.01%             | 2047-09-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3132D9JB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  24896471 | PA      | $21677413.80  | 0.38%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DM5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  19723446 | PA      | $17343148.00  | 0.30%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMJA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  26316287 | PA      | $23299953.25  | 0.40%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.00                                                                           | CUSIP: 3132DMWU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  18805316 | PA      | $16766955.26  | 0.29%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNFZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  34891252 | PA      | $32076858.16  | 0.56%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3132DNHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  12199963 | PA      | $11550363.31  | 0.20%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3132DNQ71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5407270 | PA      | $4959659.91   | 0.09%             | 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        |  12795956 | PA      | $12686885.12  | 0.22%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AQXM4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  27322230 | PA      | $23226562.12  | 0.40%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133AUTC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16318725 | PA      | $13973361.19  | 0.24%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 4.00                                                                           | CUSIP: 3133BBGD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  21217451 | PA      | $19988223.37  | 0.35%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 3.50                                                                           | CUSIP: 3133BBGS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  16869447 | PA      | $15472905.36  | 0.27%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KKB57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  25861495 | PA      | $22014445.77  | 0.38%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.50                                                                           | CUSIP: 3133KL2S5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   9313905 | PA      | $7950433.48   | 0.14%             | 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        |  13518305 | PA      | $11894481.44  | 0.21%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMJZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  40771636 | PA      | $33289915.44  | 0.58%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                | Freddie Mac Pool 2.00                                                                           | CUSIP: 3133KMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  28681525 | PA      | $23423318.22  | 0.41%             | 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        |  20043288 | PA      | $17704194.46  | 0.31%             | 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        |  24645273 | PA      | $23149005.10  | 0.40%             | 2052-05-01      | 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        |  58115041 | PA      | $59322662.78  | 1.03%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31347AMD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    611146 | PA      | $614335.78    | 0.01%             | 2046-08-01      | Variable      | 3.77%                 | 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        |  10000000 | PA      | $11734011.60  | 0.20%             | 2030-11-15      | Fixed         | 6.62%                 | 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        |  29724000 | PA      | $25611124.01  | 0.44%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3138AP5M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    486615 | PA      | $481449.62    | 0.01%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138E2JY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2737544 | PA      | $2565065.12   | 0.04%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138EGXH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3824640 | PA      | $3688924.90   | 0.06%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 6.50                                                                            | CUSIP: 3138EHN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    441748 | PA      | $464779.47    | 0.01%             | 2039-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138EJMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10340741 | PA      | $9689206.33   | 0.17%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.85                                                                            | CUSIP: 3138ELNS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    534689 | PA      | $545236.98    | 0.01%             | 2038-03-01      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.56                                                                            | CUSIP: 3138ETRZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    727336 | PA      | $750101.40    | 0.01%             | 2046-04-01      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138LSL65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    785665 | PA      | $736202.60    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138M8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1142655 | PA      | $1070293.24   | 0.02%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1336583 | PA      | $1278171.29   | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WFYH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1202258 | PA      | $1152697.06   | 0.02%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WGLG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2078927 | PA      | $1991938.75   | 0.03%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3138WGXY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3308842 | PA      | $3171076.32   | 0.06%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4002110 | PA      | $3749991.25   | 0.07%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                              | Freddie Mac REMICS 4.82                                                                         | CUSIP: 31397PM31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    948781 | PA      | $936215.04    | 0.02%             | 2037-12-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.14                                                                            | CUSIP: 31407GYC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    669093 | PA      | $673058.78    | 0.01%             | 2035-06-01      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.25                                                                            | CUSIP: 31407GYE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    235849 | PA      | $236866.50    | 0.00%             | 2035-06-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.31                                                                            | CUSIP: 31407GYH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     57878 | PA      | $58076.35     | 0.00%             | 2035-06-01      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.17                                                                            | CUSIP: 31407GYJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    362429 | PA      | $364384.44    | 0.01%             | 2035-06-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.81                                                                            | CUSIP: 3140FE7D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    790428 | PA      | $787598.96    | 0.01%             | 2047-05-01      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.20                                                                            | CUSIP: 3140FPBT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    215421 | PA      | $212860.47    | 0.00%             | 2047-05-01      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.18                                                                            | CUSIP: 3140FS6H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1140740 | PA      | $1091646.90   | 0.02%             | 2047-03-01      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.12                                                                            | CUSIP: 3140FTAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    674409 | PA      | $645062.52    | 0.01%             | 2047-04-01      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140FXPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2669587 | PA      | $2547050.34   | 0.04%             | 2059-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140JBHH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2735842 | PA      | $2623913.26   | 0.05%             | 2057-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140JN4K3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1931556 | PA      | $1854806.60   | 0.03%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140LNDX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1851781 | PA      | $1656172.64   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M2KG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  23397174 | PA      | $20371999.57  | 0.35%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140M83L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4046396 | PA      | $3437515.32   | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140MHUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  24037712 | PA      | $21306700.12  | 0.37%             | 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        |  12185569 | PA      | $11524370.77  | 0.20%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N1WN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28079038 | PA      | $27744394.51  | 0.48%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 5.00                                                                            | CUSIP: 3140N25N7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  17689637 | PA      | $17530454.93  | 0.30%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140QDU36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  22008981 | PA      | $19455429.74  | 0.34%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN3F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  28871121 | PA      | $26606777.98  | 0.46%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 3140QN7H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  37143062 | PA      | $33891423.87  | 0.59%             | 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        |  19480917 | PA      | $17207251.23  | 0.30%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140QNN24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  32171427 | PA      | $27462656.75  | 0.48%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 3140QPSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20734496 | PA      | $19992978.50  | 0.35%             | 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        |  60349514 | PA      | $59587810.11  | 1.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140X7RA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3802198 | PA      | $3437642.32   | 0.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XAUZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  16073041 | PA      | $14357204.13  | 0.25%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25791396 | PA      | $21927083.64  | 0.38%             | 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        |  51597064 | PA      | $42323461.52  | 0.73%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  34668245 | PA      | $30516583.88  | 0.53%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XGMP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  25777342 | PA      | $24371883.02  | 0.42%             | 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        |   9182417 | PA      | $8356100.06   | 0.15%             | 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        |  18564089 | PA      | $16462732.37  | 0.29%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHHK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  53041837 | PA      | $47374595.81  | 0.82%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 3140XHN94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8668043 | PA      | $8153434.39   | 0.14%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XHR33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7740381 | PA      | $6864180.82   | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XHX44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  20616629 | PA      | $18414718.45  | 0.32%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.00                                                                            | CUSIP: 3140XJAJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   8056008 | PA      | $7178371.96   | 0.12%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.00                                                                            | CUSIP: 3140XJQY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12051212 | PA      | $10644807.07  | 0.18%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31412PG47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    883290 | PA      | $875436.45    | 0.02%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 6.00                                                                            | CUSIP: 31413H2Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    821050 | PA      | $855407.41    | 0.01%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 6.00                                                                            | CUSIP: 31413YQ61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    745258 | PA      | $773420.83    | 0.01%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 6.00                                                                            | CUSIP: 31415P4G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    455866 | PA      | $471929.26    | 0.01%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31416CEZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2501124 | PA      | $2478239.60   | 0.04%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31417AEM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3394092 | PA      | $3180447.90   | 0.06%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.00                                                                            | CUSIP: 31417AQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1565212 | PA      | $1504574.99   | 0.03%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31417CS30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6901460 | PA      | $6466533.52   | 0.11%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31417MJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    775120 | PA      | $766270.42    | 0.01%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31417MTD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4343853 | PA      | $4309692.64   | 0.07%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7163893 | PA      | $6085919.21   | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 2.50                                                                            | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  19787451 | PA      | $17229969.61  | 0.30%             | 2042-06-01      | 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        |  29830642 | PA      | $29956104.44  | 0.52%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.10                                                                            | CUSIP: 31418MCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    321898 | PA      | $327474.75    | 0.01%             | 2035-09-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 4.50                                                                            | CUSIP: 31419HB50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    567683 | PA      | $562634.67    | 0.01%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2017-1R                                    | Castlelake Aircraft Structured Trust 2017-1R 2.74                                               | CUSIP: 14856JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9513921 | PA      | $8324991.82   | 0.14%             | 2041-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                               | Cedar Funding X CLO Ltd 5.84                                                                    | CUSIP: 15033XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7650000 | PA      | $7415286.53   | 0.13%             | 2032-10-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 4.63 12/15/2029                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4011000 | PA      | $3674440.28   | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 3.38 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6630000 | PA      | $5619753.75   | 0.10%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | Centene Corp 2.45 07/15/2028                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   9250000 | PA      | $7825222.50   | 0.14%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | Cenovus Energy Inc 2.65 01/15/2032                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4780000 | PA      | $3828821.11   | 0.07%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CenterPoint Energy Inc 2.65 06/01/2031                                                          | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4853000 | PA      | $4019151.67   | 0.07%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CenterPoint Energy Houston Electric LLC 4.45 10/01/2032                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   6380000 | PA      | $6170548.05   | 0.11%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Cerberus Loan Funding LP                                                        | Cerberus Loan Funding XXXIX LP 0.00                                                             | CUSIP: 15673VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12350000 | PA      | $12350000.00  | 0.21%             | 2033-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXIII LP 5.64                                                            | CUSIP: 15674PAA5<br>LEI: 54930000UKAI7FBHXD27 | Long             | ABS-CBDO         | CORP              | US        |  13925000 | PA      | $13372669.05  | 0.23%             | 2033-07-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cerberus Onshore CLO LLC                                                        | Cerberus Loan Funding XXXVI LP 5.48                                                             | CUSIP: 15674UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5122169 | PA      | $5100356.63   | 0.09%             | 2033-11-22      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 5.13 07/01/2049 | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2497077.08   | 0.04%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC / Charter Communications Operating Capital 3.70 04/01/2051 | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5775000 | PA      | $3532347.01   | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 3.63 10/30/2042                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   1697000 | PA      | $1301441.25   | 0.02%             | 2042-10-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | Chile Government International Bond 3.10 05/07/2041                                             | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   3400000 | PA      | $2454246.79   | 0.04%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-1                                                     | CHNGE Mortgage Trust 2022-1 3.01                                                                | CUSIP: 17030JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11127699 | PA      | $9914248.00   | 0.17%             | 2067-01-25      | Variable      | 3.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.67 07/24/2028                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1931924.46   | 0.03%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.52 10/27/2028                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8756000 | PA      | $8003398.77   | 0.14%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 0.00 02/24/2028                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7444000 | PA      | $6721630.59   | 0.12%             | 2028-02-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup Inc 3.79 03/17/2033                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2423784.35   | 0.04%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                                                   | Citigroup Mortgage Loan Trust Inc 4.09                                                          | CUSIP: 17307GLC0<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |   3058557 | PA      | $2930173.14   | 0.05%             | 2034-08-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | Clorox Co/The 4.60 05/01/2032                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |  11156000 | PA      | $10765198.85  | 0.19%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 5.65 06/15/2035                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4473000 | PA      | $4704137.94   | 0.08%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 6.50 11/15/2035                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3879904.74   | 0.07%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 3.75 04/01/2040                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   6957000 | PA      | $5766475.44   | 0.10%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp 2.94 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $3086912.82   | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | Commonwealth Edison Co 3.20 11/15/2049                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4602000 | PA      | $3295213.64   | 0.06%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | Continental Resources Inc/OK 2.27 11/15/2026                                                    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4208620.04   | 0.07%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                  | Corporate Office Properties LP 2.00 01/15/2029                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $3521259.31   | 0.06%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust 2022-3                                        | Credit Acceptance Auto Loan Trust 2022-3 7.52                                                   | CUSIP: 22534QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12150000 | PA      | $12258712.13  | 0.21%             | 2032-12-15      | Fixed         | 7.52%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                                   | DI Issuer LLC 3.72                                                                              | CUSIP: 23292FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  31211272 | PA      | $27379888.53  | 0.48%             | 2051-09-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | DR Horton Inc 2.50 10/15/2024                                                                   | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   5488000 | PA      | $5229507.52   | 0.09%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                                                 | DAE Funding LLC 1.55 08/01/2024                                                                 | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | AE        |   2949000 | PA      | $2742299.75   | 0.05%             | 2024-08-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                       | Dallas Area Rapid Transit 6.00% 12/01/2044                                                      | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1370413.13   | 0.02%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp 2.80 12/10/2051                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $3444148.54   | 0.06%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2020-2                                     | Deephaven Residential Mortgage Trust 2020-2 4.11                                                | CUSIP: 24380NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8264495.70   | 0.14%             | 2065-05-25      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                                     | Deephaven Residential Mortgage Trust 2021-3 1.55                                                | CUSIP: 24381VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4633661 | PA      | $3732120.28   | 0.06%             | 2066-08-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.35 09/15/2032                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   7820000 | PA      | $7621469.91   | 0.13%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | John Deere Capital Corp 4.85 10/11/2029                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2608000 | PA      | $2616775.37   | 0.05%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | Dell International LLC / EMC Corp 8.10 07/15/2036                                               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1840000 | PA      | $2069087.25   | 0.04%             | 2036-07-15      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | Deutsche Bank AG 4.30 05/24/2028                                                                | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   6681000 | PA      | $6286257.52   | 0.11%             | 2028-05-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | Deutsche Bank AG/New York NY 5.37 09/09/2027                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   8145000 | PA      | $8177128.93   | 0.14%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy Inc 0.00 03/15/2033                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5497672.45   | 0.10%             | 2033-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | Dick's Sporting Goods Inc 3.15 01/15/2032                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   7897000 | PA      | $6182873.63   | 0.11%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC TERM LOAN                                                 | DIRECTV FINANCING LLC TERM LOAN                                                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    305895 | PA      | $298470.83    | 0.01%             | 2027-08-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.90 08/01/2041                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4400618.09   | 0.08%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy Inc 4.85 08/15/2052                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3241068.99   | 0.06%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 2.55 06/15/2031                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2386559.89   | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | Duke Energy Corp 5.00 08/15/2052                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3347850.49   | 0.06%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | Duke Energy Carolinas LLC 2.55 04/15/2031                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2173558.42   | 0.04%             | 2031-04-15      | Fixed         | 2.55%                 | 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        |   5693000 | PA      | $4769722.70   | 0.08%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                 | Duke University 3.30 10/01/2046                                                                 | CUSIP: 26442TAE7<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2248477.41   | 0.04%             | 2046-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC 2.00 08/15/2031                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   7400000 | PA      | $5866073.61   | 0.10%             | 2031-08-15      | Floating      | 2.00%                 | 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        |   2697000 | PA      | $2231915.03   | 0.04%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 1.75 06/15/2030                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   4706000 | PA      | $3751619.76   | 0.07%             | 2030-06-15      | Fixed         | 1.75%                 | 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        |   2275000 | PA      | $2435768.93   | 0.04%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust 2021-ELP                                          | ELP Commercial Mortgage Trust 2021-ELP 6.44                                                     | CUSIP: 26863LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24790000 | PA      | $22874796.49  | 0.40%             | 2038-11-15      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR Properties 4.75 12/15/2026                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1067196.10   | 0.02%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | Eagle Materials Inc 2.50 07/01/2031                                                             | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   5253000 | PA      | $4133366.49   | 0.07%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eagle RE 2021-1 Ltd                                                             | Eagle RE 2021-1 Ltd 6.63                                                                        | CUSIP: 26983BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8600000 | PA      | $8524625.30   | 0.15%             | 2033-10-25      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer                                                  | EdgeConneX Data Centers Issuer LLC 4.25                                                         | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14952647 | PA      | $13500610.10  | 0.23%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | Enbridge Inc 3.40 08/01/2051                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1980000 | PA      | $1353003.46   | 0.02%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.90 03/15/2035                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6327000 | PA      | $5656860.17   | 0.10%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 5.75 02/15/2033                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5588000 | PA      | $5477832.58   | 0.10%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 4.25 03/15/2023                                                              | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6414796.78   | 0.11%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | Energy Transfer LP 3.75 05/15/2030                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6170263.39   | 0.11%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | Entergy Arkansas LLC 2.65 06/15/2051                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $2002893.54   | 0.03%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 4.85 03/15/2044                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $6400735.97   | 0.11%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | Enterprise Products Operating LLC 3.30 02/15/2053                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3659000 | PA      | $2450426.23   | 0.04%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix Inc 2.90 11/18/2026                                                                     | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $9103317.56   | 0.16%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                     | Equinor ASA 3.25 11/18/2049                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2481000 | PA      | $1814264.15   | 0.03%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | Essential Utilities Inc 2.70 04/15/2030                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   6137000 | PA      | $5161123.23   | 0.09%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                 | Fannie Mae Pool 3.50                                                                            | CUSIP: 31419LYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     89707 | PA      | $84015.18     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | Essential Properties LP 2.95 07/15/2031                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   5160000 | PA      | $3764027.43   | 0.07%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.45 04/15/2046                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2248608.87   | 0.04%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4                    | First Horizon Alternative Mortgage Securities Trust 2004-AA4 4.01                               | CUSIP: 32051GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1348820 | PA      | $1326665.71   | 0.02%             | 2034-10-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.19                                                             | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15900000 | PA      | $13381834.32  | 0.23%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | Exelon Corp 4.10 03/15/2052                                                                     | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $970887.99    | 0.02%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                     | FNB Corp/PA 2.20 02/24/2023                                                                     | CUSIP: 30260NAA9<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   7603000 | PA      | $7565273.84   | 0.13%             | 2023-02-24      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2021-SFR1 Trust                                                  | FirstKey Homes 2021-SFR1 Trust 2.39                                                             | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18100000 | PA      | $15135591.05  | 0.26%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | Fiserv Inc 2.65 06/01/2030                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $5293643.73   | 0.09%             | 2030-06-01      | Fixed         | 2.65%                 | 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        |  19850000 | PA      | $17349356.55  | 0.30%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 4.13 02/01/2042                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3131000 | PA      | $2726457.74   | 0.05%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR Capital Corp 4.25 02/14/2025                                                             | CUSIP: 30313RAA7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1979000 | PA      | $1856565.96   | 0.03%             | 2025-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FS RIALTO                                                                       | FS Rialto 2022-FL6 Issuer LLC 6.90                                                              | CUSIP: 30328DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9545000 | PA      | $9437481.30   | 0.16%             | 2037-08-17      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | Florida Power & Light Co 2.45 02/03/2032                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $3095214.17   | 0.05%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | Duke Energy Florida LLC 3.85 11/15/2042                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   2673000 | PA      | $2159697.82   | 0.04%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.64                                                   | CUSIP: 30711XAB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   5607441 | PA      | $5702425.92   | 0.10%             | 2023-10-25      | Variable      | 9.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 6.99                                                   | CUSIP: 30711XAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1601898 | PA      | $1600902.14   | 0.03%             | 2024-05-25      | Variable      | 6.99%                 | 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        |   6048000 | PA      | $4586236.50   | 0.08%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | Fox Corp 5.48 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   2374000 | PA      | $2169458.30   | 0.04%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2020-DNA5                                         | Freddie Mac STACR REMIC Trust 2020-DNA5 6.73                                                    | CUSIP: 35566AAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2935613 | PA      | $2959722.80   | 0.05%             | 2050-10-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-CM2 Trust                                                             | GCAT 2021-CM2 Trust 2.35                                                                        | CUSIP: 36167AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17771553 | PA      | $16093950.09  | 0.28%             | 2066-08-25      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 9.29                                                   | CUSIP: 30711XAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2905153 | PA      | $2982635.28   | 0.05%             | 2024-11-25      | Variable      | 9.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 11.14                                                  | CUSIP: 30711XBM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |     87363 | PA      | $91271.34     | 0.00%             | 2028-08-25      | Variable      | 11.14%                | 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        |   2959318 | PA      | $2438062.70   | 0.04%             | 2066-01-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254031 | PA      | $239941.71    | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue                                                   | Fannie Mae Connecticut Avenue Securities 7.39                                                   | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   1790000 | PA      | $1804006.39   | 0.03%             | 2029-10-25      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| FARM 21-1 Mortgage Trust                                                        | FARM 21-1 Mortgage Trust 2.18                                                                   | CUSIP: 30768WAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9578973 | PA      | $7939648.56   | 0.14%             | 2051-01-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179MAX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1793548 | PA      | $1691513.13   | 0.03%             | 2042-04-20      | Fixed         | 3.50%                 | 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        |   5797772 | PA      | $5467865.18   | 0.09%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1568388 | PA      | $1479149.05   | 0.03%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  24855757 | PA      | $21666852.19  | 0.38%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | Freddie Mac Gold Pool 6.00                                                                      | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   1151030 | PA      | $1192953.41   | 0.02%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                           | Freddie Mac Gold Pool 6.00                                                                      | CUSIP: 3128M5YL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    651157 | PA      | $681264.07    | 0.01%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.50                                                                         | CUSIP: 36179V7G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2477638 | PA      | $2301023.78   | 0.04%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VKL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9703723 | PA      | $8728742.05   | 0.15%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 4.20                                                                  | CUSIP: 3128NGEX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    512474 | PA      | $522674.93    | 0.01%             | 2036-10-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.39                                                                  | CUSIP: 3128QLQ61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    187332 | PA      | $190475.08    | 0.00%             | 2035-09-01      | Variable      | 3.39%                 | 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        |   9887248 | PA      | $8888777.09   | 0.15%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 3.00                                                                         | CUSIP: 36179VN30<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14820892 | PA      | $13371939.59  | 0.23%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.77                                                                  | CUSIP: 31300L3K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    171384 | PA      | $171345.84    | 0.00%             | 2041-07-01      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.49                                                                  | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    536873 | PA      | $542737.92    | 0.01%             | 2036-07-01      | Variable      | 3.49%                 | 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        |  26166615 | PA      | $23510355.71  | 0.41%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.00                                                                         | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  79436885 | PA      | $67143755.14  | 1.17%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 2.98                                                                  | CUSIP: 31300M5W9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    764902 | PA      | $765994.39    | 0.01%             | 2044-01-01      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                       | Freddie Mac Non Gold Pool 3.30                                                                  | CUSIP: 31300MCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    434624 | PA      | $440913.04    | 0.01%             | 2037-04-01      | Variable      | 3.30%                 | 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        |  17595490 | PA      | $16334687.65  | 0.28%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21475891 | PA      | $18664793.20  | 0.32%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XFK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  23033939 | PA      | $23217815.84  | 0.40%             | 2052-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 5.50                                                                         | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  29955000 | PA      | $30169189.33  | 0.52%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP Capital LP / GLP Financing II Inc 5.38 04/15/2026                                           | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6550000 | PA      | $6436666.07   | 0.11%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 36200MTD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    587006 | PA      | $579156.17    | 0.01%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 7.00                                                                         | CUSIP: 36202CNT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       496 | PA      | $501.11       | 0.00%             | 2026-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 6.00                                                                         | CUSIP: 36202E2C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79231 | PA      | $83760.74     | 0.00%             | 2039-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 6.00                                                                         | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    219982 | PA      | $232474.14    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 6.00                                                                         | CUSIP: 36202EZH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     80689 | PA      | $85295.37     | 0.00%             | 2039-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 4.00                                                                         | CUSIP: 36202FMA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    788980 | PA      | $763075.29    | 0.01%             | 2040-11-20      | Fixed         | 4.00%                 | 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        |    249562 | PA      | $248193.76    | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 8.00                                                                          | CUSIP: 36206V5W3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1987 | PA      | $1986.47      | 0.00%             | 2027-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 8.00                                                                          | CUSIP: 36206W6X8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       359 | PA      | $365.41       | 0.00%             | 2026-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.50                                                                          | CUSIP: 36207MUA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2725 | PA      | $2804.56      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.50                                                                          | CUSIP: 36208RXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6911 | PA      | $7112.49      | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620A2MJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    463688 | PA      | $456877.45    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620A94L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579165 | PA      | $575459.19    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.00                                                                          | CUSIP: 3620A9PM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    314825 | PA      | $321449.55    | 0.01%             | 2039-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.00                                                                          | CUSIP: 3620A9TK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     19983 | PA      | $20398.61     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 3620AMRV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1361501 | PA      | $1354036.93   | 0.02%             | 2040-12-15      | 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        |      1189 | PA      | $1205.94      | 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        |      8364 | PA      | $8704.07      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-7                                                  | GSR Mortgage Loan Trust 2004-7 3.15                                                             | CUSIP: 36228F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395744 | PA      | $352337.73    | 0.01%             | 2034-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2004-5                                                  | GSR Mortgage Loan Trust 2004-5 2.78                                                             | CUSIP: 36228FW93<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903390 | PA      | $835354.23    | 0.01%             | 2034-05-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 3.50                                                                          | CUSIP: 3622A2VT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    991788 | PA      | $934398.80    | 0.02%             | 2046-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | Ginnie Mae II Pool 2.50                                                                         | CUSIP: 3622ABQ54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  34641533 | PA      | $29166191.01  | 0.51%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.00                                                                          | CUSIP: 36230UCQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    307501 | PA      | $295075.49    | 0.01%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust 2005-AR1                                                | GSR Mortgage Loan Trust 2005-AR1 3.78                                                           | CUSIP: 36242DUN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920104 | PA      | $865888.56    | 0.02%             | 2035-01-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO Logistics Inc 2.65 07/15/2031                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   5697000 | PA      | $4219556.48   | 0.07%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                          | GSK Consumer Healthcare Capital US LLC 4.00 03/24/2052                                          | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2193961.89   | 0.04%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HealthCare Technologies Inc 5.65 11/15/2027                                                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  12640000 | PA      | $12810064.88  | 0.22%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 6.00                                                                          | CUSIP: 36290RRK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    281223 | PA      | $296795.11    | 0.01%             | 2033-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36295K5W9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    297501 | PA      | $304297.97    | 0.01%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36296UMM9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    342442 | PA      | $355379.00    | 0.01%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36296VQF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    121789 | PA      | $123656.37    | 0.00%             | 2038-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 4.50                                                                          | CUSIP: 36296XXF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    674258 | PA      | $670563.52    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                               | Ginnie Mae I Pool 5.50                                                                          | CUSIP: 36297FW57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28421 | PA      | $29744.87     | 0.00%             | 2039-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | Galaxy Pipeline Assets Bidco Ltd 2.94 09/30/2040                                                | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | AE        |  11598360 | PA      | $9366342.37   | 0.16%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | General Motors Co 5.15 04/01/2038                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3276000 | PA      | $2838000.86   | 0.05%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.75 06/20/2025                                                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13221000 | PA      | $12388207.36  | 0.22%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | General Motors Financial Co Inc 2.40 10/15/2028                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5113000 | PA      | $4249007.41   | 0.07%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | Georgia-Pacific LLC 2.10 04/30/2027                                                             | CUSIP: 37331NAL5<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $6367016.39   | 0.11%             | 2027-04-30      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | Glencore Funding LLC 2.63 09/23/2031                                                            | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   7530000 | PA      | $6017293.10   | 0.10%             | 2031-09-23      | Fixed         | 2.62%                 | 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        |  10765000 | PA      | $8660475.87   | 0.15%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 3.81 04/23/2029                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1501872.20   | 0.03%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.99 01/27/2032                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14195000 | PA      | $10846442.65  | 0.19%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.95 10/21/2027                                                     | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11969000 | PA      | $10481127.86  | 0.18%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 1.76 01/24/2025                                                     | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9706000 | PA      | $9294092.89   | 0.16%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group Inc/The 2.64 02/24/2028                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11830000 | PA      | $10550113.48  | 0.18%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                           | Golub Capital BDC Inc 2.50 08/24/2026                                                           | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   2794000 | PA      | $2375432.51   | 0.04%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                 | Goodgreen 2020-1 Trust 2.63                                                                     | CUSIP: 38217TAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9123124 | PA      | $7524384.37   | 0.13%             | 2055-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2021-1 Trust                                                          | Goodgreen 2021-1 Trust 2.66                                                                     | CUSIP: 38217UAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6890015 | PA      | $5600087.47   | 0.10%             | 2056-10-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Goodgreen 2018-1                                                                | Goodgreen 2018-1 3.93                                                                           | CUSIP: 38218GAA0<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-MBS          | CORP              | US        |   7905262 | PA      | $7284796.12   | 0.13%             | 2053-10-15      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae                                                                      | Government National Mortgage Association 4.49                                                   | CUSIP: 38375JJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    777499 | PA      | $772803.14    | 0.01%             | 2037-02-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA Inc 2.38 07/15/2031                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3790000 | PA      | $2959413.05   | 0.05%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 2.80 05/24/2032                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4440000 | PA      | $3445390.54   | 0.06%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 0.73 08/17/2024                                                               | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5160000 | PA      | $4973504.60   | 0.09%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 1.16 11/22/2024                                                               | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2124000 | PA      | $2023746.99   | 0.04%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC Holdings PLC 5.40 08/11/2033                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4057000 | PA      | $3768333.05   | 0.07%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | Home Depot Inc/The 3.90 06/15/2047                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  14432000 | PA      | $11937881.10  | 0.21%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home RE 2021-1 Ltd                                                              | Home RE 2021-1 Ltd 5.94                                                                         | CUSIP: 437307AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   4100460 | PA      | $4081189.62   | 0.07%             | 2033-07-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Home RE 2022-1 Ltd                                                              | Home RE 2022-1 Ltd 6.78                                                                         | CUSIP: 43730GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6625000 | PA      | $6562069.79   | 0.11%             | 2034-10-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| Horizon Therapeutics USA Inc                                                    | HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B                                                   | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   8442000 | PA      | $8444279.34   | 0.15%             | 2028-03-15      | Variable      | 6.09%                 | 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        |   2500000 | PA      | $2161037.50   | 0.04%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana Inc 2.15 02/03/2032                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  18866000 | PA      | $14770765.87  | 0.26%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | Huntington National Bank/The 5.65 01/10/2030                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   8030000 | PA      | $8110337.98   | 0.14%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP Texas Inc 2.10 07/01/2030                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   7288000 | PA      | $5924990.73   | 0.10%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.50 05/15/2035                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6007000 | PA      | $5481689.47   | 0.10%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.55 03/09/2049                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3509000 | PA      | $2894153.34   | 0.05%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.90 08/15/2037                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6055000 | PA      | $5588711.23   | 0.10%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T Inc 4.35 03/01/2029                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   5403000 | PA      | $5149475.95   | 0.09%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Aaset 2021-2 Trust                                                              | Aaset 2021-2 Trust 2.80                                                                         | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24230668 | PA      | $19562375.61  | 0.34%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 4.40 11/06/2042                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8815000 | PA      | $7686561.53   | 0.13%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie Inc 3.20 11/21/2029                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  12806000 | PA      | $11573439.79  | 0.20%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi National Energy Co PJSC                                               | Abu Dhabi National Energy Co PJSC 2.00 04/29/2028                                               | CUSIP: 00388WAJ0<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |   4670000 | PA      | $4157691.66   | 0.07%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust 2004-4                                           | Adjustable Rate Mortgage Trust 2004-4 3.96                                                      | CUSIP: 007036DP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1272342 | PA      | $1249918.85   | 0.02%             | 2035-03-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.65 10/29/2024                       | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2133000 | PA      | $1968914.05   | 0.03%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45 10/29/2026                       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    776000 | PA      | $679572.70    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Agate Bay Mortgage Trust 2016-1                                                 | Agate Bay Mortgage Trust 2016-1 3.50                                                            | CUSIP: 00842TAC2<br>LEI: 549300SCHQRABPDKYY47 | Long             | ABS-MBS          | CORP              | US        |    309405 | PA      | $283440.99    | 0.00%             | 2045-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Aimco CDO                                                                       | AIMCO CLO 10 Ltd 5.92                                                                           | CUSIP: 00901AAL1<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |  12275000 | PA      | $11885370.63  | 0.21%             | 2032-07-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                   | Aircastle Ltd 5.25 08/11/2025                                                                   | CUSIP: 00928QAT8<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   3703000 | PA      | $3564863.44   | 0.06%             | 2025-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 3.75 01/15/2030                                                                     | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   7621000 | PA      | $6720976.59   | 0.12%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                     | Aker BP ASA 4.00 01/15/2031                                                                     | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1868000 | PA      | $1641669.16   | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | Alexandria Real Estate Equities Inc 4.50 07/30/2029                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    639000 | PA      | $606621.58    | 0.01%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                 | Aligned Data Centers Issuer LLC 1.94                                                            | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14222000 | PA      | $12175994.64  | 0.21%             | 2046-08-15      | Fixed         | 1.94%                 | 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        |  10582000 | PA      | $8687792.37   | 0.15%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 3.60 04/13/2032                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  13445000 | PA      | $12343579.28  | 0.21%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.70 11/29/2024                                                                  | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5848476.64   | 0.10%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.60 12/01/2025                                                                  | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5832182.75   | 0.10%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com Inc 4.55 12/01/2027                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2915616.26   | 0.05%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | Ameren Corp 3.50 01/15/2031                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   7733000 | PA      | $6858676.55   | 0.12%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 3.85 09/01/2032                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $2810098.55   | 0.05%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | Ameren Illinois Co 5.90 12/01/2052                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |   1706000 | PA      | $1863802.49   | 0.03%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp 3.95 03/15/2029                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $5626731.45   | 0.10%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | American Water Capital Corp 4.45 06/01/2032                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   7940000 | PA      | $7620267.32   | 0.13%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | Amgen Inc 4.05 08/18/2029                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13980000 | PA      | $13095764.16  | 0.23%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.90 02/01/2046                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7777000 | PA      | $7109077.95   | 0.12%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | Anheuser-Busch InBev Worldwide Inc 4.75 01/23/2029                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  11491000 | PA      | $11367316.39  | 0.20%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                             | Antares Holdings LP 2.75 01/15/2027                                                             | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |   4144000 | PA      | $3324827.05   | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.25 08/08/2029                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  10335000 | PA      | $9576313.85   | 0.17%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple Inc 3.95 08/08/2052                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $5128638.21   | 0.09%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.19                                                  | CUSIP: 03789XAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7186410 | PA      | $7083890.11   | 0.12%             | 2049-06-05      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Applebee's Funding LLC / IHOP Funding LLC                                       | Applebee's Funding LLC / IHOP Funding LLC 4.72                                                  | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13712490 | PA      | $12538470.49  | 0.22%             | 2049-06-05      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC 3.10 12/01/2051                                                                       | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2435000 | PA      | $1448458.78   | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Commercial Real Estate Notes 2019-FL2 Ltd 5.65                                     | CUSIP: 03880VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7105396 | PA      | $7094347.41   | 0.12%             | 2034-09-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                          | Arbor Realty Collateralized Loan Obligation 2020-FL1 Ltd 5.85                                   | CUSIP: 03880WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9764000 | PA      | $9551177.02   | 0.17%             | 2035-02-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | ARES LII CLO Ltd 5.97                                                                           | CUSIP: 04009AAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9250000 | PA      | $8930998.03   | 0.16%             | 2031-04-22      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| ARES CLO                                                                        | Ares XL CLO Ltd 5.88                                                                            | CUSIP: 04016GBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8900000 | PA      | $8469555.95   | 0.15%             | 2029-01-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                             | Ashtead Capital Inc 5.50 08/11/2032                                                             | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5818000 | PA      | $5581760.05   | 0.10%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | Athene Global Funding 1.99 08/19/2028                                                           | CUSIP: 04685A3C3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2389082.52   | 0.04%             | 2028-08-19      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL10 Ltd 6.04                                                                          | CUSIP: 05493FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $17952338.10  | 0.31%             | 2036-06-16      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 5.89                                                                               | CUSIP: 05493JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5768000 | PA      | $5419385.54   | 0.09%             | 2036-01-18      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                         | BDS 2021-FL8 6.24                                                                               | CUSIP: 05493JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $6659470.08   | 0.12%             | 2036-01-18      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIV2                                          | BX Commercial Mortgage Trust 2020-VIV2 3.54                                                     | CUSIP: 05605NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8839868 | PA      | $6946187.06   | 0.12%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-VOLT                                          | BX Commercial Mortgage Trust 2021-VOLT 6.72                                                     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21200000 | PA      | $19577498.28  | 0.34%             | 2036-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 2.25 06/15/2031                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   3947000 | PA      | $3207337.21   | 0.06%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas & Electric Co                                                     | Baltimore Gas and Electric Co 4.55 06/01/2052                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   2217000 | PA      | $1970517.78   | 0.03%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2004-E Trust                                           | Banc of America Mortgage 2004-E Trust 3.59                                                      | CUSIP: 05949AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930557 | PA      | $885339.51    | 0.02%             | 2034-06-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 1.72 09/14/2027                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   6600000 | PA      | $5645691.41   | 0.10%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA 4.18 03/24/2028                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3158538.73   | 0.05%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.42 12/20/2028                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17151000 | PA      | $15559684.60  | 0.27%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.88 10/22/2030                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11410000 | PA      | $9569205.87   | 0.17%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.48 09/21/2036                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $3980107.85   | 0.07%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 2.55 02/04/2028                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2618000 | PA      | $2328953.03   | 0.04%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 3.38 04/02/2026                                                            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6250000 | PA      | $5974280.50   | 0.10%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 4.57 04/27/2033                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4124294.25   | 0.07%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 5.02 07/22/2033                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4303000 | PA      | $4097940.19   | 0.07%             | 2033-07-22      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp 6.20 11/10/2028                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6907000 | PA      | $7143692.32   | 0.12%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group PLC                                                       | Bank of Ireland Group PLC 2.03 09/30/2027                                                       | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2942000 | PA      | $2487949.08   | 0.04%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | Bank of Nova Scotia/The 5.25 12/06/2024                                                         | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   5140000 | PA      | $5153377.93   | 0.09%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 1.92 02/01/2027                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   8287000 | PA      | $7358916.58   | 0.13%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | Baxter International Inc 2.54 02/01/2032                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  11395000 | PA      | $9081679.97   | 0.16%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.26% 04/01/2049                                                        | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2273265.80   | 0.04%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                         | Bay Area Toll Authority 6.92% 04/01/2040                                                        | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   3244000 | PA      | $3797254.14   | 0.07%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Bean Creek CLO                                                                  | Bean Creek CLO Ltd 5.26                                                                         | CUSIP: 07378WAQ1<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | US        |   9375000 | PA      | $9181388.44   | 0.16%             | 2031-04-20      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-1 Ltd                                                        | Bellemeade Re 2019-1 Ltd 6.14                                                                   | CUSIP: 07876RAB2<br>LEI: 254900K56RF3Z7VQ3U81 | Long             | ABS-MBS          | CORP              | US        |     93500 | PA      | $93465.72     | 0.00%             | 2029-03-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.34                                                                   | CUSIP: 07877GAC3<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |   6020000 | PA      | $5968274.96   | 0.10%             | 2029-07-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2019-3 Ltd                                                        | Bellemeade Re 2019-3 Ltd 6.89                                                                   | CUSIP: 07877GAD1<br>LEI: 254900SCWI9IDKK5LV64 | Long             | ABS-MBS          | CORP              | BM        |  11080000 | PA      | $10940435.21  | 0.19%             | 2029-07-25      | Variable      | 6.89%                 | No            |                  2 | On Loan: No      |
| Bellemeade Re 2020-2 Ltd                                                        | Bellemeade Re 2020-2 Ltd 8.39                                                                   | CUSIP: 078782AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145149 | PA      | $145248.50    | 0.00%             | 2030-08-26      | Variable      | 8.39%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                                      | Blackbird Capital Aircraft 2.44                                                                 | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12265315 | PA      | $10087867.96  | 0.18%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | Block Financial LLC 3.88 08/15/2030                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7371000 | PA      | $6466141.94   | 0.11%             | 2030-08-15      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP Capital Markets America Inc 3.06 06/17/2041                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $3185524.22   | 0.06%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.55 11/13/2050                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5441000 | PA      | $3432788.60   | 0.06%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co 2.95 03/15/2032                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   6671000 | PA      | $5822611.04   | 0.10%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| British Airways 2021-1 Class A Pass Through Trust                               | British Airways 2021-1 Class A Pass Through Trust 2.90 09/15/2036                               | CUSIP: 11042CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3059323 | PA      | $2498887.50   | 0.04%             | 2036-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | Broadstone Net Lease LLC 2.60 09/15/2031                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2045834.41   | 0.04%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.00 04/15/2029                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $3903318.26   | 0.07%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom Inc 4.93 05/15/2037                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4697000 | PA      | $4114369.47   | 0.07%             | 2037-05-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 4.15 04/01/2045                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3073000 | PA      | $2639105.31   | 0.05%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe L                                                  | Burlington Northern Santa Fe LLC 3.30 09/15/2051                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2396382.12   | 0.04%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                          | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                     | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12817000 | PA      | $9660617.65   | 0.17%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                                        | BXMT 2020-FL2 LTD 6.09                                                                          | CUSIP: 12434LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11971000 | PA      | $11556073.17  | 0.20%             | 2038-02-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 4.95 06/01/2043                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $3181425.91   | 0.06%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF Industries Inc 5.15 03/15/2034                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2459956.85   | 0.04%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CFIP CLO Ltd                                                                    | CFIP CLO 2014-1 Ltd 5.26                                                                        | CUSIP: 12528CAN1<br>LEI: 549300MKTOFNTIBVKV67 | Long             | ABS-CBDO         | CORP              | US        |   8595635 | PA      | $8574929.37   | 0.15%             | 2029-07-13      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Clsec Holdings 22t LLC                                                          | Clsec Holdings 22t LLC 3.46                                                                     | CUSIP: 12567UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  24538472 | PA      | $20782414.71  | 0.36%             | 2037-05-11      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-AFC1 Trust                                                            | CSMC 2020-AFC1 Trust 2.51                                                                       | CUSIP: 12597MAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1635558 | PA      | $1505243.86   | 0.03%             | 2050-02-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX Corp 4.10 11/15/2032                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4279793.38   | 0.07%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL3 Trust                                                            | CSMC 2021-RPL3 Trust 2.00                                                                       | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6607745 | PA      | $5676527.36   | 0.10%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-NQM2                                                                  | CSMC 2021-NQM2 1.38                                                                             | CUSIP: 12662EAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3429704 | PA      | $2790668.77   | 0.05%             | 2066-02-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-NQM2 Trust                                                            | CSMC 2022-NQM2 Trust 4.00                                                                       | CUSIP: 12664VAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9275000 | PA      | $6575167.15   | 0.11%             | 2067-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 4.78 03/25/2038                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2878000 | PA      | $2633148.85   | 0.05%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS Health Corp 5.05 03/25/2048                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $2996749.36   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | 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        |     15982 | PA      | $13666.64     | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.55% 04/01/2039                                                            | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3220000 | PA      | $4038402.93   | 0.07%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.30% 10/01/2039                                                            | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2605000 | PA      | $3170632.25   | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 7.60% 11/01/2040                                                            | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    455000 | PA      | $584176.18    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                             | State of California 4.60% 04/01/2038                                                            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3035000 | PA      | $2862737.04   | 0.05%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATE UNIV                                                           | California State University 2.98% 11/01/2051                                                    | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $2776835.20   | 0.05%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                                                          | Canyon Capital CLO 2017-1 Ltd 5.68                                                              | CUSIP: 13876GAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5725000 | PA      | $5545502.93   | 0.10%             | 2030-07-15      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | Carlyle Global Market Strategies CLO 2013-1 Ltd 6.85                                            | CUSIP: 14310BAW1<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |   8150000 | PA      | $7811589.18   | 0.14%             | 2030-08-14      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                                  | CARLYLE US CLO 2019-2 LTD 5.73                                                                  | CUSIP: 14316EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14600000 | PA      | $14097673.86  | 0.24%             | 2032-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CarVal CLO                                                                      | CarVal CLO III Ltd 5.84                                                                         | CUSIP: 14686WAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8480500.00   | 0.15%             | 2032-07-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2021-1                                     | Castlelake Aircraft Structured Trust 2021-1 3.47                                                | CUSIP: 14856GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3095202 | PA      | $2605630.80   | 0.05%             | 2046-01-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR3                                                  | Progress Residential 2021-SFR3 2.09                                                             | CUSIP: 74333VAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9500000 | PA      | $8124138.75   | 0.14%             | 2026-05-17      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | Public Service Co of Colorado 1.88 06/15/2031                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   5499000 | PA      | $4391335.55   | 0.08%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | Public Service Electric and Gas Co 3.10 03/15/2032                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   4354000 | PA      | $3818342.71   | 0.07%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 2.63 04/08/2031                                               | CUSIP: 74735KAA0<br>LEI: 549300BHXCDJ03WU7N77 | Long             | DBT              | CORP              | BM        |   3700000 | PA      | $3188401.00   | 0.06%             | 2031-04-08      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 5.40 05/20/2033                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1874904.51   | 0.03%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM Inc 6.00 05/20/2053                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1741539.12   | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services Inc 2.35 01/15/2032                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   7748000 | PA      | $5902490.86   | 0.10%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Radnor RE 2021-1 Ltd                                                            | Radnor RE 2021-1 Ltd 5.63                                                                       | CUSIP: 75279YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $9789673.00   | 0.17%             | 2033-12-27      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 3.13 07/01/2050                                                      | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2220143.94   | 0.04%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | Realty Income Corp 3.25 01/15/2031                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   4876000 | PA      | $4240445.97   | 0.07%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | Republic Services Inc 2.30 03/01/2030                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   4257000 | PA      | $3572352.48   | 0.06%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond 4.13 11/20/2045                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   1239000 | PA      | $1150235.64   | 0.02%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                           | Uruguay Government International Bond 5.10 06/18/2050                                           | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   2400000 | PA      | $2361919.51   | 0.04%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Roche Holdings Inc                                                              | Roche Holdings Inc 2.61 12/13/2051                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   6740000 | PA      | $4397099.50   | 0.08%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | Royal Bank of Canada 6.00 11/01/2027                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   7930000 | PA      | $8280975.30   | 0.14%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RUTGERS THE STATE UNIV                                                          | Rutgers The State University of New Jersey 5.67% 05/01/2040                                     | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |   3070000 | PA      | $3164889.71   | 0.05%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA Global Sukuk Ltd 2.69 06/17/2031                                                             | CUSIP: 78397PAD3<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |  13125000 | PA      | $11242822.50  | 0.20%             | 2031-06-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| SBL Holdings Inc                                                                | SBL Holdings Inc 5.13 11/13/2026                                                                | CUSIP: 78432MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1467000 | PA      | $1287268.25   | 0.02%             | 2026-11-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                 | Slam 2021-1 Ltd 2.43                                                                            | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10104130 | PA      | $8381520.32   | 0.15%             | 2046-06-15      | Fixed         | 2.43%                 | 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        |   1023242 | PA      | $929903.15    | 0.02%             | 2046-11-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | Sabine Pass Liquefaction LLC 5.63 03/01/2025                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   8590000 | PA      | $8608561.10   | 0.15%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sacramento Municipal Utility District                                           | Sacramento Municipal Utility District 6.16% 05/15/2036                                          | CUSIP: 786005PN2<br>LEI: E3GSVR6ZOU1MX2V7HF33 | Long             | DBT              | MUN               | US        |   1360000 | PA      | $1479602.75   | 0.03%             | 2036-05-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                               | Safehold Operating Partnership LP 2.85 01/15/2032                                               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   5511000 | PA      | $4197662.68   | 0.07%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Sammons Financial Group Inc                                                     | Sammons Financial Group Inc 4.75 04/08/2032                                                     | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2689000 | PA      | $2252915.86   | 0.04%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue 5.99% 02/01/2039          | City of San Antonio TX Electric & Gas Systems Revenue 5.99% 02/01/2039                          | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |   1352000 | PA      | $1470085.98   | 0.03%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Airport Authority                                     | San Diego County Regional Airport Authority 5.59% 07/01/2043                                    | CUSIP: 79742GAF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1675000 | PA      | $1630750.02   | 0.03%             | 2043-07-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue              | City of San Francisco CA Public Utilities Commission Water Revenue 6.00% 11/01/2040             | CUSIP: 79765RSV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1970000 | PA      | $2120304.30   | 0.04%             | 2040-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                     | Santa Clara Valley Transportation Authority 5.88% 04/01/2032                                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |   2190000 | PA      | $2273835.39   | 0.04%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | Saudi Arabian Oil Co 1.63 11/24/2025                                                            | CUSIP: 80414L2H7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3000000 | PA      | $2740221.00   | 0.05%             | 2025-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                      | Schlumberger Investment SA 2.65 06/26/2030                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   5360000 | PA      | $4610583.45   | 0.08%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                   | Sempra Energy 3.25 06/15/2027                                                                   | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   4523000 | PA      | $4191082.09   | 0.07%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 4.38 05/11/2045                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   3230000 | PA      | $2838351.13   | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | Shell International Finance BV 2.38 11/07/2029                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5500000 | PA      | $4765598.15   | 0.08%             | 2029-11-07      | Fixed         | 2.38%                 | 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        |   3885725 | PA      | $3555573.25   | 0.06%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | Delta Air Lines Inc / SkyMiles IP Ltd 4.75 10/20/2028                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5222000 | PA      | $4916562.77   | 0.09%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lunar 2021-1 Structured Aircraft Portfolio Notes                                | Lunar 2021-1 Structured Aircraft Portfolio Notes 2.64                                           | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18315059 | PA      | $14723124.64  | 0.26%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | Sonoco Products Co 2.25 02/01/2027                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   7177000 | PA      | $6391825.87   | 0.11%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd                                                             | SOUND POINT CLO XXII LTD 5.94                                                                   | CUSIP: 83611KAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12250000 | PA      | $11811626.40  | 0.21%             | 2032-01-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| South32 Treasury Ltd                                                            | South32 Treasury Ltd 4.35 04/14/2032                                                            | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   5400000 | PA      | $4634739.00   | 0.08%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | Southern California Gas Co 6.35 11/15/2052                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2844000 | PA      | $3129188.58   | 0.05%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | Southern Co Gas Capital Corp 1.75 01/15/2031                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $4770852.62   | 0.08%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 4.54                                                            | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14200931 | PA      | $13864499.93  | 0.24%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                 | Stack Infrastructure Issuer LLC 1.88                                                            | CUSIP: 85236KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10329000 | PA      | $8937309.79   | 0.16%             | 2046-03-26      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.97                                                 | CUSIP: 85573DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280475 | PA      | $279944.97    | 0.00%             | 2060-04-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-2                                      | Starwood Mortgage Residential Trust 2020-2 3.00                                                 | CUSIP: 85573DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7888000 | PA      | $6957771.32   | 0.12%             | 2060-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond 4.00 01/22/2024                                | CUSIP: 857524AC6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    230000 | PA      | $227348.10    | 0.00%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust                                  | Structured Adjustable Rate Mortgage Loan Trust 4.34                                             | CUSIP: 86359BWE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800981 | PA      | $772582.42    | 0.01%             | 2034-07-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | Sysco Corp 5.95 04/01/2030                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   8069000 | PA      | $8370936.82   | 0.15%             | 2030-04-01      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| TCW ClO 2017-1 LLC                                                              | TCW CLO 2018-1 Ltd 6.01                                                                         | CUSIP: 87240UAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12125000 | PA      | $11642018.81  | 0.20%             | 2031-04-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.75 02/01/2028                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  14359000 | PA      | $13992742.12  | 0.24%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 4.38 04/15/2040                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4163214.40   | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-Mobile USA Inc 3.38 04/15/2029                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10795000 | PA      | $9528687.13   | 0.17%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TSTAT 2022-1 Ltd                                                                | TSTAT 2022-1 Ltd 5.82                                                                           | CUSIP: 872899AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8300000 | PA      | $8184786.04   | 0.14%             | 2031-07-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                         | Telefonica Emisiones SA 4.90 03/06/2048                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   4295000 | PA      | $3318546.74   | 0.06%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                      | Tennessee Valley Authority 1.50 09/15/2031                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   5000000 | PA      | $3926422.85   | 0.07%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | Time Warner Cable LLC 4.50 09/15/2042                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   7625000 | PA      | $5609527.06   | 0.10%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.00 09/10/2031                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4803000 | PA      | $3794014.24   | 0.07%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 2.45 01/12/2032                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5135000 | PA      | $4172655.86   | 0.07%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | Toronto-Dominion Bank/The 4.46 06/08/2032                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2797000 | PA      | $2674448.94   | 0.05%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | Toyota Motor Credit Corp 1.90 04/06/2028                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6980000 | PA      | $6081386.98   | 0.11%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | Truist Financial Corp 4.12 06/06/2028                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2518000 | PA      | $2413917.44   | 0.04%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG 1.49 08/10/2027                                                                    | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  11579000 | PA      | $9976315.06   | 0.17%             | 2027-08-10      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | Union Electric Co 3.90 04/01/2052                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3640000 | PA      | $2952043.97   | 0.05%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp 3.55 08/15/2039                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   7826000 | PA      | $6494690.81   | 0.11%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | Mexico Government International Bond 4.15 03/28/2027                                            | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     18000 | PA      | $17561.12     | 0.00%             | 2027-03-28      | Fixed         | 4.15%                 | 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        |   3000000 | PA      | $2987025.00   | 0.05%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US Bancorp 5.85 10/21/2033                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2707568.58   | 0.05%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 5.00 05/15/2037                                                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5588085.95   | 0.10%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.50 05/15/2038                                                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10629492.20  | 0.18%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 02/15/2039                                                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $23501953.00  | 0.41%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 08/15/2041                                                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3796484.36   | 0.07%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 11/15/2041                                                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20762000 | PA      | $17955074.97  | 0.31%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 02/15/2042                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13700000 | PA      | $11817855.50  | 0.21%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 05/15/2042                                                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44000000 | PA      | $37036484.32  | 0.64%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2043                                                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6500000 | PA      | $5311464.86   | 0.09%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.75 11/15/2043                                                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7505624.96   | 0.13%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.13 08/15/2044                                                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $845937.50    | 0.01%             | 2044-08-15      | Fixed         | 3.12%                 | 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        |   7600000 | PA      | $5728945.28   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.50 02/15/2046                                                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $5993124.96   | 0.10%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 08/15/2047                                                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3905273.45   | 0.07%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 11/15/2047                                                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3904492.20   | 0.07%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 08/15/2048                                                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $1725609.38   | 0.03%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 11/15/2048                                                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39000000 | PA      | $34423593.75  | 0.60%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2049                                                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8051953.10   | 0.14%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 08/15/2049                                                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $14070312.40  | 0.24%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 11/15/2049                                                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $2893515.64   | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 02/15/2050                                                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $9916113.30   | 0.17%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 05/15/2050                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $2423408.22   | 0.04%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.13 08/15/2040                                                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1864687.50   | 0.03%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.63 11/15/2050                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $595371.09    | 0.01%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.38 11/15/2040                                                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1951992.18   | 0.03%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.25 05/15/2041                                                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $6018437.52   | 0.10%             | 2041-05-15      | Fixed         | 2.25%                 | 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        |    137390 | NS      | $137390.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.00 11/15/2041                                                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9500000 | PA      | $6787861.34   | 0.12%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 2.25 02/15/2052                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $3478906.25   | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.38 02/15/2042                                                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $4584023.46   | 0.08%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.88 05/15/2052                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $32062500.00  | 0.56%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.25 05/15/2042                                                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  40000000 | PA      | $35087500.00  | 0.61%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond - When Issued 0.00 08/15/2052                                  | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | USGA              | US        |  14500000 | PA      | $11951171.88  | 0.21%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.38 08/15/2042                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $80465625.00  | 1.40%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 4.00 11/15/2052                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  58000000 | PA      | $58099687.50  | 1.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.25 11/15/2042                                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37000000 | PA      | $36236875.00  | 0.63%             | 2042-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 09/30/2025                                                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19334375.00  | 0.34%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.63 12/31/2025                                                | CUSIP: 9128285T3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $7651875.04   | 0.13%             | 2025-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/30/2025                                                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $28907812.50  | 0.50%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.75 12/31/2026                                                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3205097.67   | 0.06%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 0.50 08/31/2027                                                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2553515.64   | 0.04%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 0.63 11/30/2027                                                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $16985156.20  | 0.29%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 03/31/2028                                                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $14779375.00  | 0.26%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 04/30/2028                                                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33600000 | PA      | $29158500.00  | 0.51%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 06/30/2028                                                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6054179.67   | 0.11%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.25 09/30/2028                                                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1717890.62   | 0.03%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.13 01/15/2025                                                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1368000 | PA      | $1280415.93   | 0.02%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 1.88 02/28/2029                                                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13286132.85  | 0.23%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.63 05/31/2027                                                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57000000 | PA      | $53738086.08  | 0.93%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 06/15/2025                                                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19332812.40  | 0.34%             | 2025-06-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.00 06/30/2024                                                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29285156.40  | 0.51%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 2.75 08/15/2032                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42000000 | PA      | $38252812.50  | 0.66%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.50 09/15/2025                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $63710156.25  | 1.11%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 09/30/2029                                                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65000000 | PA      | $64548047.20  | 1.12%             | 2029-09-30      | Fixed         | 3.88%                 | 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        | 120000000 | PA      | $122484374.40 | 2.13%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/15/2025                                                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 180000000 | PA      | $181110938.40 | 3.14%             | 2025-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.38 11/30/2024                                                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8000000 | PA      | $8000937.52   | 0.14%             | 2024-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 3.88 11/30/2029                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115000000 | PA      | $114254296.30 | 1.98%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                   | United States Treasury Note/Bond 3.88 11/30/2027                                                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 185000000 | PA      | $184017187.50 | 3.19%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond - When Issued                                  | United States Treasury Note/Bond 4.00 12/15/2025                                                | CUSIP: 91282CGA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 125000000 | PA      | $124240117.50 | 2.16%             | 2025-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | United States Treasury Note/Bond 4.13 12/31/2024                                                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4983007.80   | 0.09%             | 2024-12-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                      | Raytheon Technologies Corp 4.13 11/16/2028                                                      | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   8766000 | PA      | $8407990.69   | 0.15%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.35 02/15/2033                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  20665000 | PA      | $21387953.87  | 0.37%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group Inc 5.88 02/15/2053                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4638682.30   | 0.08%             | 2053-02-15      | Fixed         | 5.88%                 | 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        |   4120000 | PA      | $2679336.53   | 0.05%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 2.65 10/15/2030                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   6358000 | PA      | $5074890.43   | 0.09%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | Universal Health Services Inc 1.65 09/01/2026                                                   | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   7147000 | PA      | $6135019.11   | 0.11%             | 2026-09-01      | Fixed         | 1.65%                 | 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        |   5565000 | PA      | $3735494.01   | 0.06%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| VSE 2018-A Voi Mortgage LLC                                                     | VSE 2018-A Voi Mortgage LLC 3.72                                                                | CUSIP: 918286AB1<br>LEI: 549300E4XED7XGXU7L27 | Long             | ABS-MBS          | CORP              | US        |   2731443 | PA      | $2639856.78   | 0.05%             | 2036-02-20      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.27 01/15/2036                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $7753559.02   | 0.13%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications Inc 4.33 09/21/2028                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $4899333.07   | 0.09%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | Verus Securitization Trust 2021-R2 1.12                                                         | CUSIP: 92538DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2767451 | PA      | $2531040.75   | 0.04%             | 2064-02-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                              | Verus Securitization Trust 2021-R2 1.23                                                         | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3265412 | PA      | $2991900.77   | 0.05%             | 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        |   2120000 | PA      | $1466982.87   | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | Paramount Global 4.95 01/15/2031                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3030000 | PA      | $2700037.85   | 0.05%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                     | Viatris Inc 4.00 06/22/2050                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2059000 | PA      | $1275738.05   | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust                   | WaMu Mortgage Pass-Through Certificates Series 2003-S11 Trust 5.95                              | CUSIP: 92922FHA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    178606 | PA      | $161009.21    | 0.00%             | 2033-11-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK                                                                  | WMRK 2022-WMRK A 6.29                                                                           | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13585000 | PA      | $13573035.69  | 0.24%             | 2027-11-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC Energy Group Inc 1.38 10/15/2027                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   7970000 | PA      | $6773437.60   | 0.12%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | Waste Connections Inc 3.20 06/01/2032                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | US        |   6376000 | PA      | $5487612.79   | 0.10%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                                               | Wellfleet CLO 2022-1 Ltd 6.21                                                                   | CUSIP: 94950TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $8004862.32   | 0.14%             | 2034-04-15      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.07 04/30/2041                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10120000 | PA      | $7255907.43   | 0.13%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 3.35 03/02/2033                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3660000 | PA      | $3093002.94   | 0.05%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.61 04/25/2053                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2793000 | PA      | $2379547.94   | 0.04%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co 4.54 08/15/2026                                                                | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3737436.87   | 0.06%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| WestRock Co                                                                     | WRKCo Inc 3.00 09/15/2024                                                                       | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3371050.45   | 0.06%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                                              | THL Credit Wind River 2013-2 CLO Ltd 5.76                                                       | CUSIP: 97314CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9275000 | PA      | $8987707.80   | 0.16%             | 2030-10-18      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 4.60 06/01/2032                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2145989.04   | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy Inc 3.40 06/01/2030                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   4854000 | PA      | $4341600.45   | 0.08%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | Zimmer Biomet Holdings Inc 1.45 11/22/2024                                                      | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  14190000 | PA      | $13202145.27  | 0.23%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | Zoetis Inc 5.60 11/16/2032                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   6624000 | PA      | $6887921.29   | 0.12%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ooredoo International Finance Ltd                                               | Ooredoo International Finance Ltd 3.25 02/21/2023                                               | CUSIP: N/A<br>LEI: 549300BHXCDJ03WU7N77       | Long             | DBT              | CORP              | BM        |   1933000 | PA      | $1927377.77   | 0.03%             | 2023-02-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                        | US LONG BOND(CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       358 | NC      | $-1132182.37  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                 | US ULTRA BOND CBT Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       530 | NC      | $-3454405.86  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                   | US 10YR NOTE (CBT)Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      2151 | NC      | $-4153216.33  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                             | US 10yr Ultra Fut Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       878 | NC      | $-1533696.91  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                    | US 5YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       885 | NC      | $-876560.95   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                    | US 2YR NOTE (CBT) Mar23                                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      1045 | NC      | $-921786.04   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal/Chicago IL 4.20 01/03/2023                                     | Bank of Montreal/Chicago IL 4.20 01/03/2023                                                     | CUSIP: RPE14KBG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | RA               | CORP              | US        |  18758931 | PA      | $18758931.48  | 0.33%             | 2023-01-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp 4.26 01/03/2023                                      | Fixed Income Clearing Corp 4.26 01/03/2023                                                      | CUSIP: RPE94M3S6<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        | 115256000 | PA      | $115256000.00 | 2.00%             | 2023-01-03      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Infraestructura Energetica Nova SAPI de CV                                      | Infraestructura Energetica Nova SAPI de CV 4.75 01/15/2051                                      | CUSIP: 456829AC4<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |   8381000 | PA      | $6343301.41   | 0.11%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp 3.20 08/12/2061                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   6948000 | PA      | $4383397.11   | 0.08%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA - JPMWM                                                  | JPMorgan Chase Bank NA - JPMWM 5.73                                                             | CUSIP: 46591HBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2653277 | PA      | $2243701.82   | 0.04%             | 2051-03-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corp                                                     | Chase Mortgage Finance Corp 5.13                                                                | CUSIP: 46591HBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5683580 | PA      | $4983171.23   | 0.09%             | 2050-02-25      | Variable      | 5.13%                 | 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        |   2257798 | PA      | $1914666.51   | 0.03%             | 2050-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2020-3                                                 | JP Morgan Mortgage Trust 2020-3 3.00                                                            | CUSIP: 46592ABR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9790567 | PA      | $8144479.34   | 0.14%             | 2050-08-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                        | JP Morgan Mortgage Trust 3.52                                                                   | CUSIP: 465976AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9352179 | PA      | $7698266.01   | 0.13%             | 2052-07-25      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.52 04/22/2031                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  26883000 | PA      | $22057384.02  | 0.38%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 1.58 04/22/2027                                                             | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $4597029.14   | 0.08%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.07 06/01/2029                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10552000 | PA      | $8831236.40   | 0.15%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMorgan Chase & Co 2.95 02/24/2028                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12049000 | PA      | $10916839.69  | 0.19%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2017-1                                                 | JP Morgan Mortgage Trust 2017-1 3.45                                                            | CUSIP: 46648CAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150632 | PA      | $130521.68    | 0.00%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2022-4                                               | J.P. Morgan Mortgage Trust 2022-4 3.00                                                          | CUSIP: 46655GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6024530 | PA      | $5057142.84   | 0.09%             | 2052-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE Peet's NV 2.25 09/24/2031                                                                   | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   7952000 | PA      | $6030066.33   | 0.10%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 30 Ltd 5.68                                                                             | CUSIP: 48250EAS4<br>LEI: 549300NB16RGUJOZXI16 | Long             | ABS-CBDO         | CORP              | US        |  12225000 | PA      | $11888338.17  | 0.21%             | 2031-10-17      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO 18 Ltd 5.79                                                                             | CUSIP: 48251JAN3<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | US        |   9725000 | PA      | $9479196.74   | 0.16%             | 2030-07-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| KKR CLO Trust                                                                   | KKR CLO Ltd 22 5.39                                                                             | CUSIP: 48252WAA1<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | US        |   8425000 | PA      | $8288668.34   | 0.14%             | 2031-07-20      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| KREF                                                                            | KREF 2021-FL2 Ltd 5.98                                                                          | CUSIP: 48275RAE7<br>LEI: 54930083ELM2GCMVTQ91 | Long             | ABS-CBDO         | CORP              | US        |  12900000 | PA      | $12369312.06  | 0.21%             | 2039-02-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                     | Kaiser Foundation Hospitals 3.00 06/01/2051                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $2852999.64   | 0.05%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr Pepper Inc 4.05 04/15/2032                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2500307.40   | 0.04%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | Kinder Morgan Energy Partners LP 6.50 09/01/2039                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $4381373.93   | 0.08%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 5.00 06/04/2042                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $5640601.58   | 0.10%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | Kraft Heinz Foods Co 3.88 05/15/2027                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5263356.56   | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | Lockheed Martin Corp 5.25 01/15/2033                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3383237.33   | 0.06%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                       | Los Angeles Community College District/CA 6.75% 08/01/2049                                      | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2991323.04   | 0.05%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports                                      | City of Los Angeles Department of Airports 6.58% 05/15/2039                                     | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1510000 | PA      | $1648215.28   | 0.03%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                          | Los Angeles Unified School District/CA 5.75% 07/01/2034                                         | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2353867.20   | 0.04%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 2.63 04/01/2031                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  11420000 | PA      | $9490598.08   | 0.16%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos Inc 4.25 04/01/2052                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  11005000 | PA      | $8779770.95   | 0.15%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV2 Trust                                                             | MFA 2021-INV2 Trust 2.26                                                                        | CUSIP: 552732AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12054048 | PA      | $9930017.41   | 0.17%             | 2056-11-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| MFA 2021-INV1 Trust                                                             | MFA 2021-INV1 Trust 1.26                                                                        | CUSIP: 552747AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161090 | PA      | $1022475.04   | 0.02%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 Trust                                                             | MFA 2021-NQM1 Trust 1.15                                                                        | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2311835 | PA      | $2005787.03   | 0.03%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM1 Trust                                                             | MFA 2021-NQM1 Trust 1.64                                                                        | CUSIP: 55283FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1651318 | PA      | $1437726.60   | 0.02%             | 2065-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                                  | MF1 2021-FL7 Ltd 5.79                                                                           | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17817000 | PA      | $17040433.58  | 0.30%             | 2036-10-16      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MAPS 2021-1 Trust                                                               | MAPS 2021-1 Trust 2.52                                                                          | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  19210025 | PA      | $15976326.71  | 0.28%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MHP 2022-MHIL                                                                   | MHP 2022-MHIL 5.95                                                                              | CUSIP: 55293DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7178613 | PA      | $6695481.84   | 0.12%             | 2027-01-15      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 2.65 08/15/2030                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5080000 | PA      | $4128284.05   | 0.07%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                                        | Madison Park Funding XXXVII Ltd 5.73                                                            | CUSIP: 55817EAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16550000 | PA      | $16075918.63  | 0.28%             | 2033-07-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 3.76 03/15/2027                                                        | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3889000 | PA      | $3507695.06   | 0.06%             | 2027-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.05 03/15/2042                                                        | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   5902000 | PA      | $4536424.10   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                  | Warnermedia Holdings Inc 5.14 03/15/2052                                                        | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1105010.89   | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International Inc/MD 3.50 10/15/2032                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3051433.64   | 0.05%             | 2032-10-15      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-13                                   | MASTR Adjustable Rate Mortgages Trust 2004-13 3.87                                              | CUSIP: 576433UM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716234 | PA      | $645935.07    | 0.01%             | 2034-11-21      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co Inc 1.70 06/10/2027                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5238000 | PA      | $4651722.29   | 0.08%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3                       | Merrill Lynch Mortgage Investors Trust Series MLCC 2005-3 3.51                                  | CUSIP: 59020UL45<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1013469 | PA      | $956897.62    | 0.02%             | 2035-11-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                                 | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    683797 | PA      | $639487.01    | 0.01%             | 2035-02-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2                      | Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 3.05                                 | CUSIP: 59020USJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    746868 | PA      | $699095.48    | 0.01%             | 2035-02-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.69% 11/15/2040                                          | CUSIP: 59259YDC0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   2465000 | PA      | $2554933.55   | 0.04%             | 2040-11-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                           | Metropolitan Transportation Authority 6.81% 11/15/2040                                          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   1405000 | PA      | $1472028.62   | 0.03%             | 2040-11-15      | Fixed         | 6.81%                 | 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        |   5000000 | PA      | $3610735.00   | 0.06%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology Inc 6.75 11/01/2029                                                           | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4320000 | PA      | $4397905.11   | 0.08%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MidAmerican Energy Co 4.40 10/15/2044                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   5027000 | PA      | $4465130.40   | 0.08%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd 6.50 06/20/2027       | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4906007 | PA      | $4888354.81   | 0.08%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Minera Mexico SA de CV                                                          | Minera Mexico SA de CV 4.50 01/26/2050                                                          | CUSIP: 60284MAB8<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   3817000 | PA      | $2888610.18   | 0.05%             | 2050-01-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Missouri Highway & Transportation Commission                                    | Missouri Highway & Transportation Commission 5.45% 05/01/2033                                   | CUSIP: 60636WNU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103259.84    | 0.00%             | 2033-05-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International Inc 2.63 03/17/2027                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5085015.43   | 0.09%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.70 01/22/2031                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8430000 | PA      | $6984206.78   | 0.12%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 0.53 01/25/2024                                                                  | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  19727000 | PA      | $19595177.08  | 0.34%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.48 09/16/2036                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $1875938.73   | 0.03%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 1.16 10/21/2025                                                                  | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10317000 | PA      | $9503803.33   | 0.16%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.51 10/20/2032                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4830000 | PA      | $3792701.47   | 0.07%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 2.63 02/18/2026                                                                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14569000 | PA      | $13691677.69  | 0.24%             | 2026-02-18      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley 6.34 10/18/2033                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6484690.73   | 0.11%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                        | Utah Acquisition Sub Inc 3.95 06/15/2026                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |  13870000 | PA      | $12983658.87  | 0.23%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | National Australia Bank Ltd 2.33 08/21/2030                                                     | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4610000 | PA      | $3519349.10   | 0.06%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                  | National Retail Properties Inc 4.80 10/15/2048                                                  | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $3559522.43   | 0.06%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Navigator Aircraft ABS Ltd                                                      | Navigator Aircraft ABS Ltd 2.77                                                                 | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18535044 | PA      | $15608243.68  | 0.27%             | 2046-11-15      | Floating      | 2.77%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Sponsor LLC                                          | New Economy Assets Phase 1 Sponsor LLC 1.91                                                     | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17453000 | PA      | $14779162.00  | 0.26%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |  31825000 | PA      | $26229525.32  | 0.46%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.41% 01/01/2040                                                  | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   3236000 | PA      | $4019400.97   | 0.07%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY TURNPIKE                                                             | New Jersey Turnpike Authority 7.10% 01/01/2041                                                  | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    970000 | PA      | $1171979.71   | 0.02%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                             | City of New York NY 5.97% 03/01/2036                                                            | CUSIP: 64966HYM6<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $535544.85    | 0.01%             | 2036-03-01      | Fixed         | 5.97%                 | 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        |    335000 | PA      | $367964.64    | 0.01%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority 5.95% 06/15/2042                | New York City Municipal Water Finance Authority 5.95% 06/15/2042                                | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1425000 | PA      | $1575519.47   | 0.03%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                              | New York State Dormitory Authority 3.19% 02/15/2043                                             | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    500000 | PA      | $369147.65    | 0.01%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| NewRez Warehouse Securitization                                                 | NewRez Warehouse Securitization 2021-A 0.86                                                     | CUSIP: 65246PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8870061.60   | 0.15%             | 2055-05-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NextEra Energy Capital Holdings Inc 5.00 07/15/2032                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5767000 | PA      | $5673631.12   | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | Norfolk Southern Corp 4.55 06/01/2053                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3263000 | PA      | $2854400.48   | 0.05%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | Northern States Power Co/MN 3.20 04/01/2052                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $3007722.40   | 0.05%             | 2052-04-01      | Fixed         | 3.20%                 | 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        |   5345000 | PA      | $3716941.70   | 0.06%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | Nucor Corp 3.13 04/01/2032                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $2705073.83   | 0.05%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'Reilly Automotive Inc 4.70 06/15/2032                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4287000 | PA      | $4156702.94   | 0.07%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OPG Trust 2021-PORT                                                             | OPG Trust 2021-PORT 5.85                                                                        | CUSIP: 67118AAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  16267355 | PA      | $15129510.39  | 0.26%             | 2036-10-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                                                  | Octagon Investment Partners XV Ltd 5.73                                                         | CUSIP: 67590EBJ2<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | US        |  13825000 | PA      | $13340624.54  | 0.23%             | 2030-07-19      | Variable      | 5.73%                 | 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        |   5645000 | PA      | $4035690.09   | 0.07%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund              | Ohio Water Development Authority Water Pollution Control Loan Fund 4.88% 12/01/2034             | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $545303.94    | 0.01%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.90 05/15/2035                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $3769561.72   | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.85 07/15/2036                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2266353.69   | 0.04%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp 3.60 04/01/2040                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $2926812.59   | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OWL Rock Core Income Corp                                                       | OWL Rock Core Income Corp 3.13 09/23/2026                                                       | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $2616570.15   | 0.05%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                           | Owl Rock Capital Corp 3.40 07/15/2026                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $947775.71    | 0.02%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO Energy Co 4.38 08/15/2052                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5081983.56   | 0.09%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFP III Ltd                                                                     | PFP 2021-8 Ltd 6.13                                                                             | CUSIP: 69357XAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13851000 | PA      | $12989262.81  | 0.23%             | 2037-08-09      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust 2021-1                                                | PRMI Securitization Trust 2021-1 2.50                                                           | CUSIP: 69359DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14545138 | PA      | $11288199.28  | 0.20%             | 2051-04-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | Pacific Gas and Electric Co 4.20 06/01/2041                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2005208.42   | 0.03%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PacifiCorp 3.30 03/15/2051                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   4128000 | PA      | $2984529.06   | 0.05%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2022-2 Ltd 5.76                                                      | CUSIP: 69701NAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9325000 | PA      | $9096337.01   | 0.16%             | 2030-10-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                                  | Palmer Square Loan Funding 2021-3 Ltd 5.64                                                      | CUSIP: 69702BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6818657.30   | 0.12%             | 2029-07-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond 7.13 01/29/2026                                            | CUSIP: 698299AV6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1400000 | PA      | $1480127.05   | 0.03%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | Panama Government International Bond 6.70 01/26/2036                                            | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   1683000 | PA      | $1760157.52   | 0.03%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Parallel CLO Ltd                                                                | Parallel 2019-1 Ltd 6.04                                                                        | CUSIP: 69916XAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13875000 | PA      | $13164010.31  | 0.23%             | 2032-07-20      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                                                  | Park Avenue Institutional Advisers CLO Ltd 2018-1 6.34                                          | CUSIP: 70016RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12107871.10  | 0.21%             | 2031-10-20      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.63 06/15/2035                                                             | CUSIP: 706451BG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1050000 | PA      | $764171.31    | 0.01%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                | Pennsylvania Turnpike Commission 5.56% 12/01/2049                                               | CUSIP: 709223ZZ7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1630000 | PA      | $1646122.00   | 0.03%             | 2049-12-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Pepperdine University                                                           | Pepperdine University 3.30 12/01/2059                                                           | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   6183000 | PA      | $3906865.01   | 0.07%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo Inc 3.90 07/18/2032                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2222000 | PA      | $2101956.45   | 0.04%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | Peruvian Government International Bond 5.63 11/18/2050                                          | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   4946000 | PA      | $4908536.37   | 0.09%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 6.70 02/16/2032                                                             | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $787202.00    | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 3.50 01/30/2023                                                             | CUSIP: 71654QBG6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3434000 | PA      | $3424487.82   | 0.06%             | 2023-01-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | Petroleos Mexicanos 4.63 09/21/2023                                                             | CUSIP: 71654QCD2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1800000 | PA      | $1775664.00   | 0.03%             | 2023-09-21      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond 6.38 10/23/2034                                        | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   5735000 | PA      | $6368839.48   | 0.11%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | Philippine Government International Bond 5.50 03/30/2026                                        | CUSIP: 718286BN6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   3000000 | PA      | $3080126.01   | 0.05%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | Republic of Poland Government International Bond 3.00 03/17/2023                                | CUSIP: 731011AT9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   2175000 | PA      | $2167805.10   | 0.04%             | 2023-03-17      | Fixed         | 3.00%                 | 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        |   2300000 | PA      | $2174698.99   | 0.04%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2021-SFR8 Trust                                            | Progress Residential 2021-SFR8 Trust 2.38                                                       | CUSIP: 74333TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7800000 | PA      | $6435153.66   | 0.11%             | 2038-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.IG.39 12/27                                                                       | CUSIP: SPP809NO5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        | 237150000 | OU      | $-1890464.94  | -0.03%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.39 12/27                                                                       | CUSIP: SPKK09R19<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  54470000 | OU      | $-318141.29   | -0.01%            | 2027-12-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RP87<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  36400000 | OU      | $-51608.65    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.97 10/14/23                                                                                | CUSIP: SL335RPH7<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  36400000 | OU      | $-51608.65    | -0.00%            | 2023-10-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | MARKIT CDX.NA.HY.38 06/27                                                                       | CUSIP: SPKC06BZ5<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |  48015000 | OU      | $-992302.00   | -0.02%            | 2027-06-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCH.Clearnet Group Ltd                                                          | ZC 2.90 10/11/23                                                                                | CUSIP: SLZ40AHV0<br>LEI: WAM6YERMS7OXFZUOY219 | N/A              | DCO              | CORP              | US        |  24000000 | OU      | $-19584.48    | -0.00%            | 2023-10-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer