# EDGAR Filing Document

**Accession Number:** 0000908406
**File Stem:** 0001193125-26-248866
**Filing Date:** 2026-5
**Character Count:** 200275
**Document Hash:** b5a54207ac735a670ecbf95b905dbd72
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-248866.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001193125-26-248866

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260331

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07822
- **FILM NUMBER:** 261046184

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Kansas City

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 64111

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $886263208.82

**Total Liabilities:** $6860033.17

**Net Assets:** $879403175.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1497.000000000000 | **1-Year:** 21301.000000000000 | **5-Year:** 62809.000000000000 | **10-Year:** 12491.000000000000 | **30-Year:** 55527.000000000000

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

- **3-Month:** 277.000000000000 | **1-Year:** 10058.000000000000 | **5-Year:** 26879.000000000000 | **10-Year:** 4339.000000000000 | **30-Year:** 18803.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000144162 | 0.40%                | 0.51%                | -0.71%               |
| Class ID C000144163 | 0.41%                | 0.52%                | -0.80%               |
| Class ID C000144164 | 0.38%                | 0.49%                | -0.84%               |
| Class ID C000144165 | 0.31%                | 0.43%                | -0.90%               |
| Class ID C000144166 | 0.35%                | 0.47%                | -0.86%               |
| Class ID C000144167 | 0.53%                | 0.42%                | -0.69%               |
| Class ID C000189693 | 0.40%                | 0.52%                | -0.81%               |
| Class ID C000189694 | 0.41%                | 0.52%                | -0.80%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $707828.39               | $-366466.70                                |
| Month 2  | $427208.43               | $996512.74                                 |
| Month 3  | $-552092.25              | $-10508785.61                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                                         | Title                                                                                        | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CITIBANK N.A.                                                                | SOLD CAD/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $30629.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK N.A.                                                                | SOLD EUR/BOUGHT USD                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | N/A       |         1 | NC      | $-3691.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                    | Corebridge Global Funding 4.45 10/02/2030                                                    | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2458167.42   | 0.28%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                    | Corebridge Global Funding 4.55 01/09/2031                                                    | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2197890.96   | 0.25%             | 2031-01-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2023-2                                                        | ACM Auto Trust 2023-2 9.85                                                                   | CUSIP: 00161AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1305028 | PA      | $1315415.00   | 0.15%             | 2030-06-20      | Fixed         | 9.85%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-4                                                        | ACM Auto Trust 2025-4 5.87                                                                   | CUSIP: 00161LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480056 | PA      | $1483627.77   | 0.17%             | 2030-05-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                                        | ACM Auto Trust 2025-2 5.55                                                                   | CUSIP: 00161TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1751474 | PA      | $1753981.15   | 0.20%             | 2028-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-2                                                        | ACM Auto Trust 2025-2 7.25                                                                   | CUSIP: 00161TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1942000 | PA      | $1951507.84   | 0.22%             | 2032-02-20      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust 2025-3                                                        | ACM Auto Trust 2025-3 6.08                                                                   | CUSIP: 00161UAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3833000 | PA      | $3814228.65   | 0.43%             | 2032-07-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| OBX 2024-J1 Trust                                                            | OBX 2024-J1 Trust 5.50                                                                       | CUSIP: 67119QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433487 | PA      | $434046.01    | 0.05%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                     | AT&T Inc 7.30 08/15/2026                                                                     | CUSIP: 00206RGJ5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1738084.19   | 0.20%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                              | American Airlines Inc/AAdvantage Loyalty IP Ltd 5.50 04/20/2026                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        64 | PA      | $63.59        | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Acadia Healthcare Co Inc                                                     | Acadia Healthcare Co Inc 5.00 04/15/2029                                                     | CUSIP: 00404AAP4<br>LEI: 5493005CW985Y9D0NC11 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1622392.65   | 0.18%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                       | Advance Auto Parts Inc 7.00 08/01/2030                                                       | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1179000 | PA      | $1195166.25   | 0.14%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                   | Airbnb Inc 4.40 03/16/2029                                                                   | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2072633.52   | 0.24%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                               | Air Lease Corp (pfd) 4.65% 06/15/2174 Perpetual                                              | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |   1875000 | NS      | $1871590.50   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |   3003000 | NS      | $2998842.95   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                | Aircastle Ltd 6.50 07/18/2028                                                                | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2240584.83   | 0.25%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                  | Ovintiv Inc 7.38 11/01/2031                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    790000 | PA      | $874279.89    | 0.10%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC        | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 5.50 03/31/2031        | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    988000 | PA      | $978042.94    | 0.11%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                 | Alphabet Inc 4.10 02/15/2031                                                                 | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2453372.36   | 0.28%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.00 03/13/2029                                                               | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1870839.32   | 0.21%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895389 | PA      | $896935.85    | 0.10%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                           | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAK7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926729 | PA      | $926864.12    | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                           | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954064 | PA      | $958186.49    | 0.11%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-5                                       | JP Morgan Mortgage Trust Series 2024-5 6.00                                                  | CUSIP: 46658RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    319297 | PA      | $319209.99    | 0.04%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J1 Trust                                                            | OBX 2025-J1 Trust 6.00                                                                       | CUSIP: 673923AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362225 | PA      | $2374653.39   | 0.27%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                            | Omnicom Group Inc 4.20 03/02/2029                                                            | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2723302.86   | 0.31%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                         | OneMain Finance Corp 6.13 05/15/2030                                                         | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    555000 | PA      | $543081.87    | 0.06%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                                | RCKT Mortgage Trust 2024-CES4 6.67                                                           | CUSIP: 74939FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $2703636.95   | 0.31%             | 2044-06-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CCM2                                    | JP Morgan Mortgage Trust Series 2025-CCM2 6.00                                               | CUSIP: 46659EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2925700 | PA      | $2941527.33   | 0.33%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                           | JP Morgan Mortgage Trust 2026-CES1 4.91                                                      | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4245383 | PA      | $4214593.29   | 0.48%             | 2056-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                           | JP Morgan Mortgage Trust 2026-CES1 5.18                                                      | CUSIP: 46660BAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3225000 | PA      | $3200123.32   | 0.36%             | 2056-06-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-ACES1                                   | JP Morgan Mortgage Trust Series 2026-ACES1 5.16                                              | CUSIP: 46664MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3714000 | PA      | $3679413.00   | 0.42%             | 2066-04-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                    | JetBlue Airways Corp / JetBlue Loyalty LP 9.88 09/20/2031                                    | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2206000 | PA      | $2087798.86   | 0.24%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                          | JPMorgan Chase & Co (pfd) 3.65% 09/01/2174 Perpetual                                         | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |   2872000 | NS      | $2860477.25   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                      | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                                     | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |   1970000 | NS      | $1954784.90   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 4.25 08/15/2029                                                             | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2616884.57   | 0.30%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                          | RCKT Trust 2025-PL1 5.42                                                                     | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265000 | PA      | $1262962.72   | 0.14%             | 2034-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RNL PH Owner LLC                                                             | RNL PH Owner LLC 5.59                                                                        | CUSIP: 74983YAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2914371 | PA      | $2875098.39   | 0.33%             | 2056-03-20      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                             | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    455000 | PA      | $414983.51    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kobalt Music Assets LP                                                       | Kobalt Music Assets LP 6.63                                                                  | CUSIP: 499876AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1416569.00   | 0.16%             | 2064-04-07      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                         | Kyndryl Holdings Inc 2.70 10/15/2028                                                         | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1156521.56   | 0.13%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                                         | Lmrk Issuer Co 2 LLC 5.52                                                                    | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |   2671000 | PA      | $2670493.31   | 0.30%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust 2025-J2                                        | Radian Mortgage Capital Trust 2025-J2 5.50                                                   | CUSIP: 75023XAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2580185 | PA      | $2583590.93   | 0.29%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LQR Trust 2025-CALI                                                          | LQR Trust 2025-CALI 5.92                                                                     | CUSIP: 50216WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3131000 | PA      | $3112076.24   | 0.35%             | 2043-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp           | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2287000 | PA      | $2365675.09   | 0.27%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lamar Media Corp                                                             | Lamar Media Corp 3.75 02/15/2028                                                             | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1883172.71   | 0.21%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                                      | Latam Airlines Group SA 7.88 04/15/2030                                                      | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    644000 | PA      | $651245.00    | 0.07%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                     | Liberty Mutual Group Inc 4.13 12/15/2051                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3361234.77   | 0.38%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                     | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |   3370000 | NS      | $3540353.50   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Louisiana-Pacific Corp                                                       | Louisiana-Pacific Corp 3.63 03/15/2029                                                       | CUSIP: 546347AM7<br>LEI: 549300C7E2UAO5BVRR75 | Long             | DBT              | CORP              | US        |   1494000 | PA      | $1433997.14   | 0.16%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2021-3                                               | Mosaic Solar Loan Trust 2021-3 1.92                                                          | CUSIP: 61946TAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812368 | PA      | $2036510.03   | 0.23%             | 2052-06-20      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| NCMF Trust 2025-MFS                                                          | NCMF Trust 2025-MFS 6.04                                                                     | CUSIP: 62887TAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2954000 | PA      | $2979252.86   | 0.34%             | 2033-06-10      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                             | NMI Holdings Inc 6.00 08/15/2029                                                             | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1637632.08   | 0.19%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 Mortgage Loan Trust                                              | COLT 2025-8 Mortgage Loan Trust 5.89                                                         | CUSIP: 19689DAC3<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |   1736948 | PA      | $1744358.02   | 0.20%             | 2070-08-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp                                                   | Fifth Third Financial Corp 5.98 01/30/2030                                                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1651269.06   | 0.19%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                           | Compass Datacenters Issuer III LLC 5.44                                                      | CUSIP: 20469BAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273787 | PA      | $3213350.60   | 0.37%             | 2056-02-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                              | Concentrix Corp 6.60 08/02/2028                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1883982.83   | 0.21%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                            | Enterprise Products Operating LLC 5.25 08/16/2077                                            | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3327000 | PA      | $3299747.21   | 0.38%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Equinix Asia Financing Corp Pte Ltd                                          | Equinix Asia Financing Corp Pte Ltd 4.40 03/15/2031                                          | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              | CORP              | SG        |   1550000 | PA      | $1517947.97   | 0.17%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                             | Essent Group Ltd 6.25 07/01/2029                                                             | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   2010000 | PA      | $2080343.73   | 0.24%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                     | F&G Annuities & Life Inc 6.50 06/04/2029                                                     | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2421486.52   | 0.28%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                  | FNB Corp/PA 5.72 12/11/2030                                                                  | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2080456.83   | 0.24%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FIP Master Funding LLC                                                       | FIP Master Funding LLC 5.39                                                                  | CUSIP: 30332YAR2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2915009 | PA      | $2914498.87   | 0.33%             | 2056-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                           | Freddie Mac Strips 2.00                                                                      | CUSIP: 3133Q5E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |  17554391 | PA      | $2308214.88   | 0.26%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                            | Fannie Mae REMICS 4.00                                                                       | CUSIP: 3136ATJJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1082848 | PA      | $182994.95    | 0.02%             | 2046-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                            | Fannie Mae REMICS 6.00                                                                       | CUSIP: 3136AVGN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    667324 | PA      | $110787.82    | 0.01%             | 2047-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Interest Strip                                                    | Fannie Mae Interest Strip 4.00                                                               | CUSIP: 31395QSM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1028879 | PA      | $140026.59    | 0.02%             | 2042-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                 | Fedex Freight Holding Co Inc 4.65 03/15/2031                                                 | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1759141.20   | 0.20%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FinBe USA Trust 2025-1                                                       | FinBe USA Trust 2025-1 6.60                                                                  | CUSIP: 317967AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2878000 | PA      | $2874072.97   | 0.33%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                           | First Horizon Bank 5.75 05/01/2030                                                           | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1829074.16   | 0.21%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                         | FirstEnergy Pennsylvania Electric Co 4.55 03/15/2031                                         | CUSIP: 33767QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3284000 | PA      | $3273645.81   | 0.37%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                        | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2289450.59   | 0.26%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PONTE VEDRA PINE OBLIG                                                       | Florida Local Government Finance Commission 6.75% 11/15/2030                                 | CUSIP: 34077UAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1920000 | PA      | $1923049.92   | 0.22%             | 2030-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 5.80 03/05/2027                                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   1530000 | PA      | $1538802.40   | 0.17%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                          | SHR Trust 2024-LXRY 6.12                                                                     | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2171000 | PA      | $2169824.62   | 0.25%             | 2041-10-15      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                              | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2166000 | PA      | $2206467.38   | 0.25%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 4.50 03/15/2028                                                               | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1671005.87   | 0.19%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| salesforce.com Inc                                                           | Salesforce Inc 4.65 03/15/2029                                                               | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1673721.18   | 0.19%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-NQM3                          | Santander Mortgage Asset Receivable Trust 2025-NQM3 5.85                                     | CUSIP: 80263AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1364218 | PA      | $1370483.17   | 0.16%             | 2065-05-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM3                          | Santander Mortgage Asset Receivable Trust 2026-NQM3 5.18                                     | CUSIP: 802929AC3<br>LEI: 2549005ZY4JF8SF73087 | Long             | ABS-MBS          | CORP              | US        |   2607979 | PA      | $2604184.91   | 0.30%             | 2066-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                          | Santander Mortgage Asset Receivable Trust 2026-CES1 4.88                                     | CUSIP: 802932AA1<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |   3145815 | PA      | $3124165.08   | 0.36%             | 2056-01-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-NQM2                          | Santander Mortgage Asset Receivable Trust 2026-NQM2 4.70                                     | CUSIP: 802933AC5<br>LEI: 254900X3WQ94L5BYAR60 | Long             | ABS-MBS          | CORP              | US        |   2282286 | PA      | $2259006.27   | 0.26%             | 2066-01-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Scalelogix Abs Us Issuer LLC                                                 | Scalelogix Abs Us Issuer LLC 6.16                                                            | CUSIP: 80587FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2350000 | PA      | $2314890.53   | 0.26%             | 2055-07-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                      | Charles Schwab Corp/The (pfd) 4.00% 06/01/2174 Perpetual                                     | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | EP               | CORP              | US        |   3286000 | NS      | $3265781.24   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                       | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2657000 | PA      | $2586840.85   | 0.29%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                                | Sequoia Mortgage Trust 2025-8 5.50                                                           | CUSIP: 81743GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584055 | PA      | $2587434.50   | 0.29%             | 2055-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                                | Sequoia Mortgage Trust 2024-8 5.50                                                           | CUSIP: 81749NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910672 | PA      | $911904.82    | 0.10%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-8                                                | Sequoia Mortgage Trust 2024-8 5.50                                                           | CUSIP: 81749NAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306347 | PA      | $305822.48    | 0.03%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-9                                                | Sequoia Mortgage Trust 2024-9 5.50                                                           | CUSIP: 81749PAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    574917 | PA      | $575655.20    | 0.07%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475851 | PA      | $476637.88    | 0.05%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-10                                               | Sequoia Mortgage Trust 2024-10 5.50                                                          | CUSIP: 81749QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225851 | PA      | $225747.01    | 0.03%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-7                                                | Sequoia Mortgage Trust 2025-7 5.50                                                           | CUSIP: 81749VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280507 | PA      | $2283561.61   | 0.26%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-8                                                | Sequoia Mortgage Trust 2025-8 5.50                                                           | CUSIP: 81749WAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634398 | PA      | $1636725.48   | 0.19%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                     | Service Properties Trust 0.00 09/30/2028                                                     | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   2827000 | PA      | $2575524.98   | 0.29%             | 2028-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                      | Sierra Pacific Power Co 6.38 09/15/2056                                                      | CUSIP: 826418BS3<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1084396.12   | 0.12%             | 2056-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC 6.25 02/01/2033                                              | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2975412.59   | 0.34%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                          | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3860000 | PA      | $3693433.36   | 0.42%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                            | Piedmont Operating Partnership LP 6.88 07/15/2029                                            | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251524.07    | 0.03%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIO Luxembourg Holding Sarl                                                 | PRIO Luxembourg Holding Sarl 6.75 10/15/2030                                                 | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |    541000 | PA      | $526934.00    | 0.06%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRKCM 2026-AFC1 Trust                                                        | PRKCM 2026-AFC1 Trust 4.68                                                                   | CUSIP: 74277KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3035044 | PA      | $3005406.95   | 0.34%             | 2061-02-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-4                                      | Provident Funding Mortgage Trust 2025-4 5.50                                                 | CUSIP: 74387AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2164651 | PA      | $2168490.29   | 0.25%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2025-3                                      | Provident Funding Mortgage Trust 2025-3 5.50                                                 | CUSIP: 74388PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1865107 | PA      | $1867697.59   | 0.21%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust 2024-1                                      | Provident Funding Mortgage Trust 2024-1 5.50                                                 | CUSIP: 74389BAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1824208 | PA      | $1826670.39   | 0.21%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                             | Puget Energy Inc 7.00 09/15/2056                                                             | CUSIP: 745310AR3<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1100899.25   | 0.13%             | 2056-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                             | Puget Energy Inc 7.25 09/15/2056                                                             | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1104835.48   | 0.13%             | 2056-09-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Purchasing Power Funding 2026-A LLC                                          | Purchasing Power Funding 2026-A LLC 5.40                                                     | CUSIP: 74614AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3201000 | PA      | $3179320.59   | 0.36%             | 2030-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J4                                                  | Rate Mortgage Trust 2024-J4 5.50                                                             | CUSIP: 75408TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1413628 | PA      | $1415287.25   | 0.16%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2024-J3                                                  | RATE Mortgage Trust 2024-J3 5.50                                                             | CUSIP: 75409UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1053447 | PA      | $1053302.52   | 0.12%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| RATE Mortgage Trust 2025-J2                                                  | RATE Mortgage Trust 2025-J2 5.50                                                             | CUSIP: 75409YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2423269 | PA      | $2426613.22   | 0.28%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust 2026-1                              | Research-Driven Pagaya Motor Asset Trust 2026-1 5.69                                         | CUSIP: 76100KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1910000 | PA      | $1898403.05   | 0.22%             | 2035-01-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.13 08/01/2030                                                               | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $762434.49    | 0.09%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                               | Rocket Cos Inc 6.38 08/01/2033                                                               | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $642616.19    | 0.07%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                      | SBA Communications Corp 3.13 02/01/2029                                                      | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   4402000 | PA      | $4173869.87   | 0.47%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                            | Benchmark 2019-B13 Mortgage Trust 2.50                                                       | CUSIP: 08162DAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $284466.46    | 0.03%             | 2057-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                  | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    585000 | PA      | $576377.98    | 0.07%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                             | Black Hills Corp 4.55 01/31/2031                                                             | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2893000 | PA      | $2863406.66   | 0.33%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                      | Blackbird Capital II Aircraft Lease Ltd 3.45                                                 | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1085385 | PA      | $1036826.69   | 0.12%             | 2046-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                               | CSMC 2021-BHAR 5.29                                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726000 | PA      | $1710365.55   | 0.19%             | 2038-11-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                | Carnival Corp 5.13 05/01/2029                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    872000 | PA      | $866076.16    | 0.10%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                              | Castlelake Aircraft Securitization Trust 2018-1 4.13                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503762 | PA      | $501379.28    | 0.06%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                           | Cenovus Energy Inc 4.65 03/20/2031                                                           | CUSIP: 15135UBA6<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |   3925000 | PA      | $3899199.09   | 0.44%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                     | Ford Motor Credit Co LLC 5.13 11/05/2026                                                     | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |   3025000 | PA      | $3031816.11   | 0.34%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                     | Fortitude Global Funding 4.63 10/06/2028                                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1255662.04   | 0.14%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                      | Freddie Mac STACR REMIC Trust 2022-DNA5 6.61                                                 | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    494727 | PA      | $502186.42    | 0.06%             | 2042-06-25      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                        | Freedom Mortgage Corp 6.63 01/15/2027                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3302732.44   | 0.38%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 2.63 12/15/2026                                               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    551000 | PA      | $539190.59    | 0.06%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 3.25 03/15/2027                                               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2877083.73   | 0.33%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                               | Blackstone Private Credit Fund 5.95 07/16/2029                                               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1998000 | PA      | $1969373.30   | 0.22%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                              | Blackstone Secured Lending Fund 2.75 09/16/2026                                              | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2154914.32   | 0.25%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                           | Blue Racer Midstream LLC / Blue Racer Finance Corp 7.00 07/15/2029                           | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1395393.75   | 0.16%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                             | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1590083.02   | 0.18%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Bluepeak ABS Issuer LLC                                                      | Bluepeak ABS Issuer LLC 5.86                                                                 | CUSIP: 09631QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1902909 | PA      | $1928428.53   | 0.22%             | 2055-12-20      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                | Boeing Co/The 6.30 05/01/2029                                                                | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $3133550.50   | 0.36%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                          | Brandywine Operating Partnership LP 8.30 03/15/2028                                          | CUSIP: 105340AR4<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |    793000 | PA      | $807690.55    | 0.09%             | 2028-03-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                          | Brandywine Operating Partnership LP 8.88 04/12/2029                                          | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2149127.64   | 0.24%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                               | BARC 2026-CES1 5.15                                                                          | CUSIP: 06690CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3569200 | PA      | $3513683.95   | 0.40%             | 2056-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| BRAVO Trust 2025-SR1                                                         | BRAVO Trust 2025-SR1 3.00                                                                    | CUSIP: 10567UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2170250 | PA      | $2092663.11   | 0.24%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM7                                    | BRAVO Residential Funding Trust 2025-NQM7 5.46                                               | CUSIP: 10570TAB1<br>LEI: 254900I1LYOO3G3UAT10 | Long             | ABS-MBS          | CORP              | US        |   2433880 | PA      | $2439661.95   | 0.28%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                 | Barclays PLC (pfd) 8.00% 12/15/2174 Perpetual                                                | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EP               | CORP              | GB        |   3993000 | NS      | $4133908.10   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Mortgage Loan Trust 2026-NQM2                                       | Barclays Mortgage Loan Trust 2026-NQM2 4.70                                                  | CUSIP: 06745FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3997308 | PA      | $3947084.14   | 0.45%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| RIVERSPRING HLTH SENIOR                                                      | Build NYC Resource Corp 7.00% 12/15/2030                                                     | CUSIP: 12008EXX9<br>LEI: 549300GROJFKMNLWEK84 | Long             | DBT              | MUN               | US        |   6395000 | PA      | $6348132.96   | 0.72%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                     | Builders FirstSource Inc 4.25 02/01/2032                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1862141.85   | 0.21%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                     | Baxter International Inc 4.45 02/15/2029                                                     | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2647114.82   | 0.30%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                  | Truist Bank 4.63 09/17/2029                                                                  | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    980000 | PA      | $972177.58    | 0.11%             | 2029-09-17      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                             | Paramount Global 2.90 01/15/2027                                                             | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   3113000 | PA      | $3060791.72   | 0.35%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 5.13 05/01/2027                                 | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $621707.10    | 0.07%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 5.00 02/01/2028                                 | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2093954.29   | 0.24%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                 | CCO Holdings LLC / CCO Holdings Capital Corp 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2036686.44   | 0.23%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                            | Empresas Publicas de Medellin ESP 4.25 07/18/2029                                            | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    972000 | PA      | $904606.38    | 0.10%             | 2029-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                 | Enbridge Inc 6.00 01/15/2077                                                                 | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4253935.50   | 0.48%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   1183000 | NS      | $1184056.42   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                           | Energy Transfer LP (pfd) 6.50% 11/15/2174 Perpetual                                          | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |   2270000 | NS      | $2267329.00   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                               | CSMC 2021-BHAR 4.94                                                                          | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    799000 | PA      | $789009.06    | 0.09%             | 2038-11-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                      | Centersquare Issuer LLC 5.00                                                                 | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3342769 | PA      | $3196302.23   | 0.36%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP Mortgage Trust                                                  | SCG 2024-MSP Mortgage Trust 6.11                                                             | CUSIP: 78436EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2564000 | PA      | $2560389.63   | 0.29%             | 2041-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                               | SMRT 2022-MINI 5.02                                                                          | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999040.40    | 0.11%             | 2039-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                               | Chase Home Lending Mortgage Trust Series 2024-7 6.00                                         | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3832021 | PA      | $3848657.68   | 0.44%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-2                              | Chase Home Lending Mortgage Trust Series 2025-2 6.00                                         | CUSIP: 16159VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2298586 | PA      | $2311571.56   | 0.26%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-8                                     | Chase Home Lending Mortgage Trust 2024-8 5.50                                                | CUSIP: 16159XAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    284990 | PA      | $284636.37    | 0.03%             | 2055-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761706 | PA      | $762741.17    | 0.09%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                     | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136618 | PA      | $136391.41    | 0.02%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2025-9                              | Chase Home Lending Mortgage Trust Series 2025-9 5.50                                         | CUSIP: 16160UAE5<br>LEI: 529900II236FJ8MBXS58 | Long             | ABS-MBS          | CORP              | US        |   2901362 | PA      | $2905668.42   | 0.33%             | 2056-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                                     | Chase Home Lending Mortgage Trust 2025-8 6.00                                                | CUSIP: 16162UAD5<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2417303 | PA      | $2431278.27   | 0.28%             | 2056-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-8                                     | Chase Home Lending Mortgage Trust 2025-8 6.25                                                | CUSIP: 16162UAU7<br>LEI: 529900CHSDEA1SX67419 | Long             | ABS-MBS          | CORP              | US        |   2152069 | PA      | $2156873.41   | 0.25%             | 2056-06-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                        | SS&C Technologies Inc 6.50 06/01/2032                                                        | CUSIP: 78466CAD8<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |   2547000 | PA      | $2548703.94   | 0.29%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                                     | SWCH Commercial Mortgage Trust 2025-DATA 5.12                                                | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2225356.65   | 0.25%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-6                              | Chase Home Lending Mortgage Trust Series 2024-6 6.00                                         | CUSIP: 161931AK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    958638 | PA      | $962304.98    | 0.11%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-5                                     | Chase Home Lending Mortgage Trust 2025-5 5.50                                                | CUSIP: 161935AE1<br>LEI: 529900V91KVGSU3Z1A61 | Long             | ABS-MBS          | CORP              | US        |   1798045 | PA      | $1798418.89   | 0.20%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                                          | Sirius XM Radio LLC 4.00 07/15/2028                                                          | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1144539.24   | 0.13%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 6.75% 10/06/2174 Perpetual                                         | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    805000 | NS      | $802417.32    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Cherry Securitization Trust 2025-1                                           | Cherry Securitization Trust 2025-1 6.53                                                      | CUSIP: 16473RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3349000 | PA      | $3380788.71   | 0.38%             | 2032-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 5.90 02/10/2030                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005333.56   | 0.11%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |   3015000 | NS      | $3154078.94   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                          | Societe Generale SA (pfd) 10.00% 05/14/2174 Perpetual                                        | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    780000 | NS      | $842911.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                          | Citadel Finance LLC 4.75 02/14/2029                                                          | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1617863.26   | 0.18%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2025-2                                         | Citigroup Mortgage Loan Trust 2025-2 6.00                                                    | CUSIP: 17292BAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2784950 | PA      | $2799410.16   | 0.32%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                  | Swedbank AB (pfd) 7.63% 09/17/2174 Perpetual                                                 | CUSIP: W94240HF3<br>LEI: M312WZV08Y7LYUC71685 | Long             | EP               | CORP              | SE        |   4600000 | NS      | $4732464.96   | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                               | Discovery Global Holdings Inc 4.30 01/17/2030                                                | CUSIP: N/A<br>LEI: 549300DXR29GD4N0A520       | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1880154.44   | 0.21%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                | Citigroup Inc (pfd) 7.63% 02/15/2175 Perpetual                                               | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |   3497000 | NS      | $3618377.37   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-555                                 | Citigroup Commercial Mortgage Trust 2020-555 3.50                                            | CUSIP: 17328EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3199000 | PA      | $2870762.77   | 0.33%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                               | Commerzbank AG (pfd) 7.50% 04/09/2174 Perpetual                                              | CUSIP: D1706CKE3<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | EP               | CORP              | DE        |   1200000 | NS      | $1217313.56   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOT 10 Year US Treasury Note                                                | US 10YR NOTE (CBT)Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -154 | NC      | $261172.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                         | Citigroup Mortgage Loan Trust 2024-1 6.00                                                    | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    914289 | PA      | $918219.94    | 0.10%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                      | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                                 | CUSIP: 17332DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1278654 | PA      | $1280525.47   | 0.15%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    346000 | PA      | $350946.07    | 0.04%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                | Freedom Mortgage Holdings LLC 6.88 05/01/2031                                                | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1474015.88   | 0.17%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                      | GA Global Funding Trust 5.20 12/09/2031                                                      | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1558738.10   | 0.18%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                            | GXO Logistics Inc 1.65 07/15/2026                                                            | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2973426.81   | 0.34%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CBOT 5 Year US Treasury Note                                                 | US 5YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -210 | NC      | $169129.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 2 Year US Treasury Note                                                 | US 2YR NOTE (CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |       294 | NC      | $116457.98    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-HE1                                 | GS Mortgage-Backed Securities Trust 2024-HE1 5.26                                            | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873102 | PA      | $875210.22    | 0.10%             | 2054-08-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ5                                 | GS Mortgage-Backed Securities Trust 2025-PJ5 5.50                                            | CUSIP: 36272DAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1257457 | PA      | $1258783.44   | 0.14%             | 2055-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ6                                 | GS Mortgage-Backed Securities Trust 2025-PJ6 6.00                                            | CUSIP: 36272KAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2136906 | PA      | $2146790.03   | 0.24%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-PJ7                                 | GS Mortgage-Backed Securities Trust 2025-PJ7 5.50                                            | CUSIP: 36272MAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1864236 | PA      | $1866345.84   | 0.21%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ7                                 | GS Mortgage-Backed Securities Trust 2024-PJ7 5.50                                            | CUSIP: 362949AM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765304 | PA      | $764734.12    | 0.09%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                       | Global Atlantic Fin Co 4.40 10/15/2029                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935576.38   | 0.22%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 5.73 04/25/2030                                                  | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1589085.93   | 0.18%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The (pfd) 3.80% 11/10/2174 Perpetual                                 | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |   2290000 | NS      | $2286366.46   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                  | Goldman Sachs Group Inc/The 4.52 01/21/2032                                                  | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1743542.22   | 0.20%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                        | Goldman Sachs BDC Inc 5.10 01/28/2029                                                        | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    823000 | PA      | $799698.82    | 0.09%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                            | Goldman Sachs Private Credit Corp 5.05 02/23/2028                                            | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1265995.18   | 0.14%             | 2028-02-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 2.05 02/15/2027                                                        | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1338128.91   | 0.15%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                        | Golub Capital BDC Inc 7.05 12/05/2028                                                        | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1595826.67   | 0.18%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                            | Golub Capital Private Credit Fund 5.45 08/15/2028                                            | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1632732.55   | 0.19%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                          | US 10yr Ultra Fut Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |      -132 | NC      | $256523.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co                                                 | Fixed Income Clearing Corp 3.66 04/01/2026                                                   | CUSIP: RPEN3KPC1<br>LEI: 571474TGEMMWANRLN572 | Long             | RA               | CORP              | US        |   7874000 | PA      | $7874000.00   | 0.90%             | 2026-04-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 4.88% 05/16/2174 Perpetual                                                | CUSIP: N4578EKR8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   4157000 | NS      | $3920957.27   | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                             | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   4400000 | NS      | $4427726.34   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                               | Golub Capital Partners CLO 77 B Ltd 5.27                                                     | CUSIP: 38180QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1350208.17   | 0.15%             | 2038-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Solutions Trust 2021-4                             | GoodLeap Sustainable Home Solutions Trust 2021-4 1.93                                        | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110403 | PA      | $889450.51    | 0.10%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Greenko Wind Projects Mauritius Ltd                                          | Greenko Wind Projects Mauritius Ltd 7.25 09/27/2028                                          | CUSIP: 39531JAB0<br>LEI: 254900MSUXE1FF83DP82 | Long             | DBT              | CORP              | MU        |   1822250 | PA      | $1810587.87   | 0.21%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.50% 09/23/2174 Perpetual                                           | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   3224000 | NS      | $3223123.72   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.88% 03/11/2175 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   1551000 | NS      | $1562474.30   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-8                                            | J.P. Morgan Mortgage Trust 2023-8 6.00                                                       | CUSIP: 46657CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2374733 | PA      | $2386532.41   | 0.27%             | 2054-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-1                                            | J.P. Morgan Mortgage Trust 2024-1 6.00                                                       | CUSIP: 46657PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1071345 | PA      | $1074463.26   | 0.12%             | 2054-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 4.11 10/13/2028                                                    | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2310000 | PA      | $2298256.98   | 0.26%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                    | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4087000 | PA      | $4218891.58   | 0.48%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.75 05/15/2027                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $402984.38    | 0.05%             | 2027-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.88 10/15/2027                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $900667.97    | 0.10%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.50 11/15/2028                                             | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1983984.38   | 0.23%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.50 12/15/2028                                             | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14500000 | PA      | $14381904.32  | 1.64%             | 2028-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                     | Western Alliance Bancorp 3.00 06/15/2031                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2488290.70   | 0.28%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                               | NRG Energy Inc (pfd) 10.25% 09/15/2174 Perpetual                                             | CUSIP: 629377CU4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EP               | CORP              | US        |   1062000 | NS      | $1146244.21   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                                 | NP SPE IX LP 2.57                                                                            | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |     77167 | PA      | $76514.65     | 0.01%             | 2049-09-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                  | Nationwide Building Society 4.13 10/18/2032                                                  | CUSIP: 63859WAF6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2887000 | PA      | $2850713.76   | 0.32%             | 2032-10-18      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                            | NatWest Group PLC 3.03 11/28/2035                                                            | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2310000 | PA      | $2103966.71   | 0.24%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| New Economy Assets - Phase 1 Sponsor LLC                                     | New Economy Assets - Phase 1 Sponsor LLC 2.41                                                | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $1610951.00   | 0.18%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 4.75 11/01/2028                                                            | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3798300.10   | 0.43%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc                                                            | Nexstar Media Inc 6.50 09/15/2033                                                            | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1387316.22   | 0.16%             | 2033-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                               | Nissan Motor Acceptance Co LLC 6.95 09/15/2026                                               | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3670101.10   | 0.42%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| North Haven Private Income Fund LLC                                          | North Haven Private Income Fund LLC 5.13 09/25/2028                                          | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   2764000 | PA      | $2692648.78   | 0.31%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                          | Northern Trust Corp (pfd) 4.60% 04/01/2175 Perpetual                                         | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |   1905000 | NS      | $1891825.02   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                          | Northern Trust Corp 3.38 05/08/2032                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2226208.81   | 0.25%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC                                     | OnDeck Asset Securitization Trust IV LLC 5.42                                                | CUSIP: 67108SAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1346048.74   | 0.15%             | 2031-10-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM11 Trust                                                         | OBX 2024-NQM11 Trust 6.23                                                                    | CUSIP: 67119EAC0<br>LEI: 254900F5LT8CA1U6PK21 | Long             | ABS-MBS          | CORP              | US        |   1603326 | PA      | $1616267.07   | 0.18%             | 2064-06-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM10 Trust                                                         | OBX 2024-NQM10 Trust 6.43                                                                    | CUSIP: 67119MAC2<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    374649 | PA      | $378043.77    | 0.04%             | 2064-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                  | Oracle Corp 4.95 02/04/2031                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1370292.56   | 0.16%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oportun Issuance Trust 2026-A                                                | Oportun Issuance Trust 2026-A 6.28                                                           | CUSIP: 68390VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3310000 | PA      | $3302499.54   | 0.38%             | 2034-01-09      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 09/16/2027                                                  | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1202123.96   | 0.14%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                  | Blue Owl Credit Income Corp 7.75 01/15/2029                                                  | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3205829.41   | 0.36%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                        | Blue Owl Capital Corp 3.40 07/15/2026                                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   3880000 | PA      | $3849870.91   | 0.44%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                       | PMT Loan Trust 2025-J2 5.50                                                                  | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2844349 | PA      | $2845234.78   | 0.32%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                  | Ovintiv Inc 7.20 11/01/2031                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1088349.33   | 0.12%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Pawneee Equipment Receivables Series 2022-1 LLC                              | Pawneee Equipment Receivables Series 2022-1 LLC 7.23                                         | CUSIP: 70410DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1847000 | PA      | $1851315.70   | 0.21%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                          | Coinbase Global Inc 3.38 10/01/2028                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2242863.19   | 0.26%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                              | Permian Resources Operating LLC 5.88 07/01/2029                                              | CUSIP: 19416MAB5<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    608000 | PA      | $609052.45    | 0.07%             | 2029-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| College Ave Student Loans 2019-A LLC                                         | College Ave Student Loans 2019-A LLC 4.46                                                    | CUSIP: 19421UAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2563779 | PA      | $2512816.39   | 0.29%             | 2048-12-28      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                   | Cologix Canadian Issuer LP 7.74                                                              | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |   1850000 | PA      | $1311311.44   | 0.15%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                       | Colombia Government International Bond 6.13 01/21/2031                                       | CUSIP: 195325EU5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4000000 | PA      | $3940000.00   | 0.45%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                  | Concord Music Royalties LLC 5.64                                                             | CUSIP: 20633KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4087000 | PA      | $4105217.39   | 0.47%             | 2074-10-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                  | Concord Music Royalties LLC 5.51                                                             | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2362000 | PA      | $2368750.60   | 0.27%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    865000 | PA      | $841311.46    | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA (pfd) 4.75% 03/23/2175 Perpetual                                          | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | EP               | CORP              | FR        |   1691000 | NS      | $1611033.12   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                           | Credit Agricole SA 4.66 01/12/2032                                                           | CUSIP: 22535WAT4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3245000 | PA      | $3201568.76   | 0.36%             | 2032-01-12      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Cross 2024-H3 Mortgage Trust                                                 | Cross 2024-H3 Mortgage Trust 6.58                                                            | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1457448 | PA      | $1469769.07   | 0.17%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                 | DNB Bank ASA 4.83 03/30/2032                                                                 | CUSIP: 23341CAH6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3503000 | PA      | $3495673.37   | 0.40%             | 2032-03-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                              | DataBank Issuer 5.12                                                                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862000 | PA      | $2847379.47   | 0.32%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                              | DataBank Issuer 5.81                                                                         | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2934000 | PA      | $2921958.28   | 0.33%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 3.95 03/20/2028                                                 | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1404000 | PA      | $1330205.76   | 0.15%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                 | Discovery Communications LLC 4.13 05/15/2029                                                 | CUSIP: 25470DCA5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1961844.27   | 0.22%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                          | Dominion Energy Inc (pfd) 4.35% 04/15/2174 Perpetual                                         | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EP               | CORP              | US        |   2512000 | NS      | $2474382.55   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Dresdner Funding Trust I                                                     | Dresdner Funding Trust I 8.15 06/30/2031                                                     | CUSIP: 26156FAA1<br>LEI: 549300ZEO4BKB37E3J03 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2558088.53   | 0.29%             | 2031-06-30      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                      | Dryden 30 Senior Loan Fund 5.61                                                              | CUSIP: 26249BAU5<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | US        |   1132271 | PA      | $1132344.38   | 0.13%             | 2028-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| EDI ABS Issuer 1 LLC                                                         | EDI ABS Issuer 1 LLC 4.55                                                                    | CUSIP: 268332AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356000 | PA      | $1256482.21   | 0.14%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                               | EFMT 2025-NQM3 5.49                                                                          | CUSIP: 26846YAB4<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |   3125371 | PA      | $3130967.53   | 0.36%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                                     | Eagle Funding Luxco Sarl 5.50 08/17/2030                                                     | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1879000 | PA      | $1891213.50   | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                    | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   2947000 | PA      | $2953085.56   | 0.34%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LLC                                                         | Emera US Finance LLC 6.65 10/01/2056                                                         | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    841000 | PA      | $841326.31    | 0.10%             | 2056-10-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA 3.25 10/29/2029                                                             | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3942428.65   | 0.45%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                             | Zions Bancorp NA 4.48 02/09/2029                                                             | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2904249.35   | 0.33%             | 2029-02-09      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                     | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |   2800000 | NS      | $2754076.61   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                 | ING Groep NV (pfd) 7.50% 05/16/2174 Perpetual                                                | CUSIP: N4578ELM8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | EP               | CORP              | NL        |   2518000 | NS      | $2576226.91   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                             | ABN AMRO Bank NV 3.32 03/13/2037                                                             | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   4600000 | PA      | $4107736.01   | 0.47%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                               | Amazon.com Inc 4.25 03/13/2031                                                               | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1658068.67   | 0.19%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-6                                       | JP Morgan Mortgage Trust Series 2024-6 6.00                                                  | CUSIP: 46657YAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84847 | PA      | $84682.46     | 0.01%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                       | JP Morgan Mortgage Trust Series 2024-8 5.50                                                  | CUSIP: 46658GAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909151 | PA      | $905322.75    | 0.10%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2024-8                                       | JP Morgan Mortgage Trust Series 2024-8 5.50                                                  | CUSIP: 46658GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185963 | PA      | $185561.92    | 0.02%             | 2055-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                                     | M&T Bank RV Trust 2026-1 4.35                                                                | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4528974 | PA      | $4486495.75   | 0.51%             | 2046-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP 5.76                                                           | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   2300067 | PA      | $2314657.23   | 0.26%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BSPRT 2017-FL1 Co-Issuer LLC                                                 | BSPRT 2023-FL10 Issuer Ltd 5.93                                                              | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1059444 | PA      | $1059642.26   | 0.12%             | 2035-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                                                | Lyra Music Assets Delaware LP 5.60                                                           | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-MBS          | CORP              | US        |   1329044 | PA      | $1338259.14   | 0.15%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MFA 2023-NQM3 Trust                                                          | MFA 2023-NQM3 Trust 6.62                                                                     | CUSIP: 55286MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485540 | PA      | $1489646.37   | 0.17%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd/London                                                    | Macquarie Bank Ltd/London (pfd) 6.13% 09/08/2174 Perpetual                                   | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | EP               | CORP              | GB        |   3537000 | NS      | $3561405.30   | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                               | Discovery Global Holdings Inc 3.76 03/15/2027                                                | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2103000 | PA      | $2077238.25   | 0.24%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Maple Parent Holdings Corp                                                   | Maple Parent Holdings Corp 4.75 03/26/2029                                                   | CUSIP: 56530KAA4<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |    620000 | PA      | $620039.28    | 0.07%             | 2029-03-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                   | Mattel Inc 5.88 12/15/2027                                                                   | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2269993.24   | 0.26%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                    | Medline Borrower LP/Medline Co-Issuer Inc 6.25 04/01/2029                                    | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1926199.68   | 0.22%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                        | Micron Technology Inc 5.30 01/15/2031                                                        | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2156939.09   | 0.25%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                        | Mission Lane Credit Card Master Trust 5.41                                                   | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2293000 | PA      | $2301387.34   | 0.26%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                       | Morgan Stanley Capital I Trust 2018-L1 3.00                                                  | CUSIP: 61691QAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    769000 | PA      | $652194.67    | 0.07%             | 2051-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                               | Morgan Stanley 4.13 10/18/2029                                                               | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2708770.85   | 0.31%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H3                                       | Morgan Stanley Capital I Trust 2018-H3 3.00                                                  | CUSIP: 61767YAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437000 | PA      | $362040.78    | 0.04%             | 2051-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.21 02/08/2030                                               | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2430470.43   | 0.28%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                               | Morgan Stanley Private Bank NA 4.73 07/18/2031                                               | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    485000 | PA      | $483590.75    | 0.05%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2024-3                        | Morgan Stanley Residential Mortgage Loan Trust 2024-3 6.00                                   | CUSIP: 61776QAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    443240 | PA      | $443598.40    | 0.05%             | 2054-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1                     | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM1 6.14                                | CUSIP: 617932AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2715796 | PA      | $2744640.51   | 0.31%             | 2069-11-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                               | Mosaic Solar Loan Trust 2023-2 5.36                                                          | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917117 | PA      | $877538.56    | 0.10%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 6.13% 02/16/2175 Perpetual                          | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   2600000 | NS      | $2595840.52   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                           | Banco Bilbao Vizcaya Argentaria SA (pfd) 9.38% 12/19/2174 Perpetual                          | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EP               | CORP              | ES        |   1371000 | NS      | $1482244.31   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Davivienda SA                                                          | Banco Davivienda SA (pfd) 6.65% 10/22/2174 Perpetual                                         | CUSIP: 059501AD8<br>LEI: 549300P161V4IPKAQS70 | Long             | EP               | CORP              | CO        |   1338000 | NS      | $1182849.40   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AMCR ABS Trust 2026-A                                                        | AMCR ABS Trust 2026-A 5.52                                                                   | CUSIP: 02341AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1902594 | PA      | $1902537.70   | 0.22%             | 2033-05-18      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | AMERICAN AIRLINES INC 2024 1ST LIEN TERM LOAN B                                              | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    470450 | PA      | $459864.88    | 0.05%             | 2028-02-15      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                        | American Airlines Inc 7.25 02/15/2028                                                        | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1504662.71   | 0.17%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                          | American Airlines 2014-1 Class A Pass Through Trust 3.70 04/01/2028                          | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65870 | PA      | $65651.31     | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                     | American Assets Trust LP 3.38 02/01/2031                                                     | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2705721.90   | 0.31%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Global Net Lease Inc                                                         | Global Net Lease Inc 4.50 09/30/2028                                                         | CUSIP: 02608AAA7<br>LEI: 549300NUYANCT5SU8Z65 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2656506.72   | 0.30%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO Ltd                                                    | Anchorage Capital Clo 28 Ltd 5.17                                                            | CUSIP: 03330RAN5<br>LEI: 635400KKB8Y6IYOHUU90 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1991039.60   | 0.23%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2019-5                                              | Angel Oak Mortgage Trust 2019-5 2.92                                                         | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328820 | PA      | $326406.41    | 0.04%             | 2049-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                          | Antares Holdings LP 6.35 10/23/2029                                                          | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |   2730000 | PA      | $2703750.86   | 0.31%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                    | Apollo Debt Solutions BDC 5.20 12/08/2028                                                    | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1793178.24   | 0.20%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.13 12/01/2029                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2173029.36   | 0.25%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                | AppLovin Corp 5.38 12/01/2031                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1938000 | PA      | $1957716.98   | 0.22%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust 2025-B                                             | Aqua Finance Issuer Trust 2025-B 6.16                                                        | CUSIP: 03837GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1728936 | PA      | $1741445.20   | 0.20%             | 2051-05-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust Inc                                                       | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd 5.14                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    403137 | PA      | $403146.30    | 0.05%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Arbor Realty SR Inc                                                          | Arbor Realty SR Inc 8.50 12/15/2028                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1346953.61   | 0.15%             | 2028-12-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                   | Ares Strategic Income Fund 5.70 03/15/2028                                                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1112737.35   | 0.13%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital Inc                                                          | Ashtead Capital Inc 4.38 08/15/2027                                                          | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2188621.93   | 0.25%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 6.05 01/15/2028                                                | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    965000 | PA      | $978639.99    | 0.11%             | 2028-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                | Atlas Warehouse Lending Co LP 4.63 11/15/2028                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2891559.89   | 0.33%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust 2026-REV1                                          | Avant Loans Funding Trust 2026-REV1 5.56                                                     | CUSIP: 05359NAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960000 | PA      | $2933594.14   | 0.33%             | 2036-05-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Avianca Midco 2 PLC                                                          | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |   1809000 | PA      | $1693477.26   | 0.19%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Avilease Capital Ltd                                                         | Avilease Capital Ltd 4.75 11/12/2030                                                         | CUSIP: 05370HAA1<br>LEI: 635400SXOPVAVBWNE366 | Long             | DBT              | CORP              | KY        |   1545000 | PA      | $1505046.38   | 0.17%             | 2030-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                               | BBCMS 2019-BWAY Mortgage Trust 5.95                                                          | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1683000 | PA      | $22177.73     | 0.00%             | 2034-11-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                               | BBCMS 2019-BWAY Mortgage Trust 6.64                                                          | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581000 | PA      | $10363.46     | 0.00%             | 2034-11-15      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Azule Energy Finance Plc                                                     | Azule Energy Finance Plc 8.25 01/22/2031                                                     | CUSIP: 05501YAB4<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    424000 | PA      | $428664.03    | 0.05%             | 2031-01-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX 5.13 01/18/2033 | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2139643.00   | 0.24%             | 2033-01-18      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                               | BNP Paribas SA (pfd) 8.50% 02/14/2175 Perpetual                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | EP               | CORP              | FR        |   5420000 | NS      | $5650875.74   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                          | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   3500000 | NS      | $3463758.55   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                           | Banco Santander SA (pfd) 9.63% 02/21/2175 Perpetual                                          | CUSIP: 05971KAP4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |   1400000 | NS      | $1508766.92   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 7.50% 09/27/2174 Perpetual                   | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |   1352000 | NS      | $1352761.45   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                    | Banco Mercantil del Norte SA/Grand Cayman (pfd) 5.88% 01/24/2175 Perpetual                   | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | EP               | CORP              | KY        |   1091000 | NS      | $1078380.95   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                              | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    462000 | PA      | $382196.85    | 0.04%             | 2061-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                         | Bank of America Corp (pfd) 4.38% 04/27/2174 Perpetual                                        | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |   1710000 | NS      | $1690213.42   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal 3.80 12/15/2032                                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3125000 | PA      | $3076261.63   | 0.35%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                             | Bank of Montreal 7.70 05/26/2084                                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3124000 | PA      | $3210394.22   | 0.37%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                             | Bank of New York Mellon Corp/The 4.03 01/22/2030                                             | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $2366504.01   | 0.27%             | 2030-01-22      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                      | Bank of Nova Scotia/The 8.00 01/27/2084                                                      | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2551000 | PA      | $2672784.74   | 0.30%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                              | BANK 2019-BNK17 3.00                                                                         | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612000 | PA      | $512766.46    | 0.06%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                        | Banque Federative du Credit Mutuel SA 4.54 01/15/2031                                        | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   2845000 | PA      | $2806922.66   | 0.32%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                             | Benchmark 2018-B5 Mortgage Trust 4.57                                                        | CUSIP: 08160BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921010 | PA      | $874347.58    | 0.10%             | 2051-07-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                             | Benchmark 2018-B5 Mortgage Trust 3.09                                                        | CUSIP: 08160BAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    834000 | PA      | $664677.23    | 0.08%             | 2051-07-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                           | Expand Energy Corp 5.38 03/15/2030                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4040121.41   | 0.46%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                              | Stack Infrastructure Issuer LLC 5.00                                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |   2838378 | PA      | $2736961.33   | 0.31%             | 2056-03-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.75% 02/15/2175 Perpetual                                      | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    754000 | NS      | $771685.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                       | Standard Chartered PLC (pfd) 7.88% 09/08/2174 Perpetual                                      | CUSIP: 853254DA5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EP               | CORP              | GB        |    590000 | NS      | $613420.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                   | Standard Industries Inc/NY 4.75 01/15/2028                                                   | CUSIP: 853496AD9<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2631395.96   | 0.30%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                            | State Street Corp 3.03 11/01/2034                                                            | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2335199.47   | 0.27%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                        | Stellantis Financial Services US Corp 4.95 09/15/2028                                        | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3342310.51   | 0.38%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                            | Store Capital LLC 4.95 02/11/2031                                                            | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2955494.95   | 0.34%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                    | Sunoco LP 5.88 03/15/2034                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    790000 | PA      | $781834.48    | 0.09%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| THPT 2023-THL Mortgage Trust                                                 | THPT 2023-THL Mortgage Trust 7.67                                                            | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3012055.44   | 0.34%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                       | Takeoff Merger Sub Inc 4.50 03/24/2029                                                       | CUSIP: 873923AC0<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1659570.23   | 0.19%             | 2029-03-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                                       | Takeoff Merger Sub Inc 4.85 03/24/2031                                                       | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750789.46    | 0.09%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                         | Targa Resources Corp 4.35 01/15/2029                                                         | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2709219.82   | 0.31%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                         | Targa Resources Corp 4.35 04/15/2031                                                         | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1679435.00   | 0.19%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                              | Taylor Morrison Communities Inc 5.75 01/15/2028                                              | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    946000 | PA      | $949157.75    | 0.11%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                | TopBuild Corp 3.63 03/15/2029                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1405881.94   | 0.16%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                               | Western Midstream Operating LP 4.80 03/01/2031                                               | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    822000 | PA      | $814137.08    | 0.09%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts 2026-1 LLC                                                  | Westgate Resorts 2026-1 LLC 6.08                                                             | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1704000 | PA      | $1703837.27   | 0.19%             | 2039-10-20      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                              | Xcel Energy Inc 5.75 12/03/2056                                                              | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1687353.71   | 0.19%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                            | HSBC Holdings PLC (pfd) 6.75% 09/24/2174 Perpetual                                           | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |   1298000 | NS      | $1284501.97   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.45 01/14/2028                                                   | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1951147.16   | 0.22%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 4.90 09/11/2028                                                   | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    605000 | PA      | $589767.44    | 0.07%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                   | HPS Corporate Lending Fund 5.15 04/02/2029                                                   | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    810000 | PA      | $787407.14    | 0.09%             | 2029-04-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                     | Hawaiian Electric Co Inc 6.00 10/01/2033                                                     | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   1603000 | PA      | $1602032.27   | 0.18%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                            | Herc Holdings Inc 7.00 06/15/2030                                                            | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2790948.48   | 0.32%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                                          | Hilton Grand Vacations Trust 2024-2 6.91                                                     | CUSIP: 43283JAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    557540 | PA      | $569682.42    | 0.06%             | 2038-03-25      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                        | HOMES 2025-AFC3 Trust 4.93                                                                   | CUSIP: 43762AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1862433 | PA      | $1857334.42   | 0.21%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                      | Honeywell Aerospace Inc 4.30 03/16/2031                                                      | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2832992.04   | 0.32%             | 2031-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                 | Huntington Bancshares Inc/OH 4.62 01/28/2032                                                 | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1734850.67   | 0.20%             | 2032-01-28      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                     | Icon Investments Six DAC 5.81 05/08/2027                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    235000 | PA      | $236254.97    | 0.03%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                 | Illumina Inc 4.65 09/09/2026                                                                 | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1291308.67   | 0.15%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                          | Intesa Sanpaolo SpA 4.20 06/01/2032                                                          | CUSIP: 46115HBQ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2093000 | PA      | $1958735.93   | 0.22%             | 2032-06-01      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                    | IQVIA Inc 5.00 05/15/2027                                                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2242809.90   | 0.26%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM2                                    | JP Morgan Mortgage Trust Series 2025-NQM2 5.57                                               | CUSIP: 46590SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1857497 | PA      | $1863465.14   | 0.21%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-9                                              | JP Morgan Mortgage Trust 2024-9 5.50                                                         | CUSIP: 46593DAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    188654 | PA      | $188311.91    | 0.02%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                     | JP Morgan Mortgage Trust 6.16                                                                | CUSIP: 46593VAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963335 | PA      | $1968232.76   | 0.22%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2026-NQX1                                    | JP Morgan Mortgage Trust Series 2026-NQX1 5.81                                               | CUSIP: 46594QAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $3024965.52   | 0.34%             | 2066-07-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2023-6                                            | J.P. Morgan Mortgage Trust 2023-6 6.00                                                       | CUSIP: 465989AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1208854 | PA      | $1214841.02   | 0.14%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.63 01/15/2029                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1518980.70   | 0.17%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                | TransDigm Inc 4.88 05/01/2029                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1523244.24   | 0.17%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2023-1 Ltd                                                       | Triangle Re 2023-1 Ltd 7.06                                                                  | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505113 | PA      | $508538.23    | 0.06%             | 2033-11-25      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                  | Truist Bank 4.67 05/20/2027                                                                  | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1470071.74   | 0.17%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                  | Truist Bank 4.14 10/23/2029                                                                  | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3882000 | PA      | $3845787.07   | 0.44%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                  | Truist Bank 4.14 01/27/2029                                                                  | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2029757.63   | 0.23%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                              | Trust Fibra Uno 4.87 01/15/2030                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2019000 | PA      | $1938293.91   | 0.22%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401 4.87 01/15/2030                                                                   | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   2352000 | PA      | $2266163.76   | 0.26%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                   | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    886000 | PA      | $948631.34    | 0.11%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                 | UBS Group AG (pfd) 9.25% 05/13/2174 Perpetual                                                | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EP               | CORP              | CH        |   3510000 | NS      | $3743257.82   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                       | UBS Commercial Mortgage Trust 2018-C14 5.10                                                  | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1879096.96   | 0.21%             | 2051-12-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                       | UBS Commercial Mortgage Trust 2018-C15 5.14                                                  | CUSIP: 90278LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $347796.38    | 0.04%             | 2051-12-15      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                             | UWM Holdings LLC 6.25 03/15/2031                                                             | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $578818.69    | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                          | United Airlines Inc 4.63 04/15/2029                                                          | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1148681.31   | 0.13%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust 2026-1                               | United Auto Credit Securitization Trust 2026-1 5.65                                          | CUSIP: 90945FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2597000 | PA      | $2583423.92   | 0.29%             | 2031-07-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                 | United Airlines Holdings Inc 5.38 03/01/2031                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1980744.73   | 0.23%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.38 01/31/2028                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4971875.00   | 0.57%             | 2028-01-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.63 09/30/2028                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1019257.81   | 0.12%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 4.125 03/31/2029                                            | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48500000 | PA      | $48911113.16  | 5.56%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.38 12/31/2027                                             | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $7443017.55   | 0.85%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                | United States Treasury Note/Bond 3.75 03/31/2028                                             | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11000000 | PA      | $11016757.84  | 1.25%             | 2028-03-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer Llc                                                   | Uniti Fiber Abs Issuer Llc 6.37                                                              | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1993738 | PA      | $2029022.78   | 0.23%             | 2055-04-20      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                | Universal Health Services Inc 1.65 09/01/2026                                                | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   2163000 | PA      | $2137415.65   | 0.24%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                 | Univision Communications Inc 7.38 06/30/2030                                                 | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2520128.64   | 0.29%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2026-1                                | Velocity Commercial Capital Loan Trust 2026-1 5.89                                           | CUSIP: 92262WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1381969 | PA      | $1365629.01   | 0.16%             | 2056-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                           | Venture Global Plaquemines LNG LLC 6.13 12/15/2030                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1368538.08   | 0.16%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                       | Venture Global LNG Inc 8.13 06/01/2028                                                       | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1903181.76   | 0.22%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                       | VERTICAL BRIDGE CC LLC 7.45                                                                  | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-MBS          | CORP              | US        |   2339519 | PA      | $2373732.13   | 0.27%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                            | Verus Securitization Trust 2024-4 6.22                                                       | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1164388 | PA      | $1174645.90   | 0.13%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-4                                            | Verus Securitization Trust 2024-4 6.57                                                       | CUSIP: 92540GAB4<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |   1222661 | PA      | $1234202.48   | 0.14%             | 2069-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2024-9                                            | Verus Securitization Trust 2024-9 5.89                                                       | CUSIP: 92540RAE4<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2281670 | PA      | $2291531.10   | 0.26%             | 2069-11-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-4                                            | Verus Securitization Trust 2025-4 5.75                                                       | CUSIP: 92540UAE7<br>LEI: 2138009ZO3B2B5MAHZ49 | Long             | ABS-MBS          | CORP              | US        |   1094924 | PA      | $1098072.89   | 0.12%             | 2070-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2024-CES1                                   | Vista Point Securitization Trust 2024-CES1 6.68                                              | CUSIP: 92839HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1138575 | PA      | $1151292.34   | 0.13%             | 2054-05-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                  | Vistra Corp (pfd) 8.00% 04/15/2174 Perpetual                                                 | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | EP               | CORP              | US        |   3050000 | NS      | $3084205.75   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                | VoltaGrid LLC 7.38 11/01/2030                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    780000 | PA      | $805949.82    | 0.09%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                            | Vornado Realty LP 2.15 06/01/2026                                                            | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3241819.50   | 0.37%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                         | WB Commercial Mortgage Trust 2024-HQ 5.54                                                    | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1939000 | PA      | $1943663.88   | 0.22%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 4.97 04/23/2029                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1477860.53   | 0.17%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                             | Wells Fargo & Co 4.18 01/23/2030                                                             | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2523000 | PA      | $2501036.05   | 0.28%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                               | Wells Fargo Commercial Mortgage Trust 2017-C41 2.60                                          | CUSIP: 95001AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393000 | PA      | $341349.50    | 0.04%             | 2050-11-15      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                               | Wells Fargo Commercial Mortgage Trust 2020-C55 2.50                                          | CUSIP: 95002EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470000 | PA      | $327361.30    | 0.04%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                       | WESCO Distribution Inc 5.25 04/15/2031                                                       | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267070.28    | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer