# EDGAR Filing Document

**Accession Number:** 0001710607
**File Stem:** 0001193125-26-189847
**Filing Date:** 2026-4
**Character Count:** 208366
**Document Hash:** 85fdb398fa17a3dc71b9cc9e8e037f87
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-189847.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001193125-26-189847

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260429

**DATE AS OF CHANGE**: 20260429

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AMERICAN CENTURY ETF TRUST
- **CENTRAL INDEX KEY:** 0001710607

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23305
- **FILM NUMBER:** 26911697

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** American Century ETF Trust
- **DATE OF NAME CHANGE:** 20170628

## Series and Classes Contracts Data

### American Century Short Duration Strategic Income ETF (Series ID: S000077487)

| Class ID   | Class Name                                           | Ticker Symbol   |
|:---|:---|:---|
| C000237948 | American Century Short Duration Strategic Income ETF | SDSI            |

## 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 ETF Trust

- **b. Investment Company Act file number:** 811-23305

- **c. CIK number of Registrant:** 0001710607

- **d. LEI of Registrant:** 5493006IKK34YJD98183

- **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:** American Century Short Duration Strategic Income ETF

- **b. EDGAR series identifier (if any):** S000077487

- **c. LEI of Series:** 549300ORQDHWNQN1V176

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $181225181.06

**Total Liabilities:** $5091320.14

**Net Assets:** $176133860.92

**Cash Not Reported:** $9.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 196.000000000000 | **1-Year:** 4405.000000000000 | **5-Year:** 12249.000000000000 | **10-Year:** 2105.000000000000 | **30-Year:** 8232.000000000000

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

- **3-Month:** 23.000000000000 | **1-Year:** 2074.000000000000 | **5-Year:** 5761.000000000000 | **10-Year:** 460.000000000000 | **30-Year:** 2654.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000237948 | 0.46%                | 0.46%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12170.24               | $66447.76                                  |
| Month 2  | $32024.26                | $79817.17                                  |
| Month 3  | $67755.61                | $184537.56                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Avianca Midco 2 PLC                                                                                                           | Avianca Midco 2 PLC 9.63 02/14/2030                                                          | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202183.00    | 0.11%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Blue Owl Technology Finance Corp                                                                                              | Blue Owl Technology Finance Corp 6.10 03/15/2028                                             | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    431000 | PA      | $428671.80    | 0.24%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Concentrix Corp                                                                                                               | Concentrix Corp 6.60 08/02/2028                                                              | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    540000 | PA      | $544850.56    | 0.31%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CoreWeave Inc                                                                                                                 | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    331000 | PA      | $324542.12    | 0.18%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| State Street Navigator Securities Lending Trust - State Street Navigator Securities Lending Government Money Market Portfolio | State Street Navigator Securities Lending Government Money Market Portfolio                  | CUSIP: N/A<br>LEI: 5493008BJIBKQ5KTIF74       | Long             | STIV             | RF                | US        |   1161650 | NS      | $1161650.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Aircastle Ltd                                                                                                                 | Aircastle Ltd (pfd) 5.25% 09/15/2174 Perpetual                                               | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | EP               | CORP              | US        |    509000 | NS      | $509063.01    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                                                                 | Aircastle Ltd 6.50 07/18/2028                                                                | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220885.59    | 0.13%             | 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        |    147000 | PA      | $166262.63    | 0.09%             | 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        |    155000 | PA      | $156236.90    | 0.09%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                                                               | Aligned Data Centers Issuer LLC 6.35                                                         | CUSIP: 01627AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250901.60    | 0.14%             | 2047-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                                                  | Alphabet Inc 3.70 02/15/2029                                                                 | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    595000 | PA      | $595656.28    | 0.34%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                                                  | Alphabet Inc 4.10 02/15/2031                                                                 | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    515000 | PA      | $518503.86    | 0.29%             | 2031-02-15      | Fixed         | 4.10%                 | 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        |    130950 | PA      | $130915.30    | 0.07%             | 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        |    740000 | PA      | $754614.53    | 0.43%             | 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        |      6587 | PA      | $6566.99      | 0.00%             | 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        |    605000 | PA      | $557408.04    | 0.32%             | 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        |    815000 | PA      | $801960.57    | 0.46%             | 2028-09-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2020-5                                                                                               | Angel Oak Mortgage Trust 2020-5 1.58                                                         | CUSIP: 03464WAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33134 | PA      | $32204.04     | 0.02%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                 | AppLovin Corp 5.13 12/01/2029                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    628000 | PA      | $641450.86    | 0.36%             | 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        |    390000 | PA      | $402078.58    | 0.23%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust 2025-B                                                                                              | Aqua Finance Issuer Trust 2025-B 6.16                                                        | CUSIP: 03837GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    343000 | PA      | $350190.65    | 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 5.12                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34302 | PA      | $34318.63     | 0.02%             | 2036-11-15      | Floating      | 5.12%                 | 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        |    475000 | PA      | $462518.98    | 0.26%             | 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        |    346000 | PA      | $348887.11    | 0.20%             | 2028-03-15      | Fixed         | 5.70%                 | 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        |    141144 | PA      | $141642.82    | 0.08%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                                                           | Coinbase Global Inc 3.38 10/01/2028                                                          | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $424790.55    | 0.24%             | 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        |    559000 | PA      | $561189.60    | 0.32%             | 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        |    297385 | PA      | $293261.70    | 0.17%             | 2048-12-28      | Fixed         | 4.46%                 | 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        |   1000000 | PA      | $1000150.00   | 0.57%             | 2031-01-21      | Fixed         | 6.12%                 | 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        |    505000 | PA      | $529419.13    | 0.30%             | 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        |    653059 | PA      | $653059.00    | 0.37%             | 2056-02-25      | Fixed         | 5.44%                 | 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        |    413000 | PA      | $416939.69    | 0.24%             | 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        |    251000 | PA      | $254370.18    | 0.14%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                                                                  | Connecticut Avenue Securities Trust 2024-R01 4.72                                            | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54379 | PA      | $54410.49     | 0.03%             | 2044-01-25      | Floating      | 4.72%                 | 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        |    616000 | PA      | $620278.13    | 0.35%             | 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        |    148175 | PA      | $150114.89    | 0.09%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                                                               | DataBank Issuer 5.12                                                                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $302157.40    | 0.17%             | 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        |    569000 | PA      | $576852.20    | 0.33%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                                                            | Diamond Issuer LLC 2.31                                                                      | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $160222.06    | 0.09%             | 2051-11-20      | Fixed         | 2.31%                 | 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        |    272000 | PA      | $262480.00    | 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        |    515000 | PA      | $508256.08    | 0.29%             | 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        |    477000 | NS      | $475025.03    | 0.27%             |  |  |  | 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        |    311000 | PA      | $342428.53    | 0.19%             | 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        |     47842 | PA      | $47902.67     | 0.03%             | 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        |    147000 | PA      | $139594.23    | 0.08%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust 2025-DATA                                                                                      | SWCH Commercial Mortgage Trust 2025-DATA 5.10                                                | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $244209.69    | 0.14%             | 2042-02-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2025-Ces1                                                                           | Santander Mortgage Asset Receivable Trust 2025-Ces1 5.04                                     | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-MBS          | CORP              | US        |    645499 | PA      | $650735.05    | 0.37%             | 2055-09-25      | Variable      | 5.04%                 | 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        |    596634 | PA      | $599652.61    | 0.34%             | 2056-01-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Mortgage Asset Receivable Trust 2026-CES1                                                                           | Santander Mortgage Asset Receivable Trust 2026-CES1 4.98                                     | CUSIP: 802932AB9<br>LEI: 25490018SHMEBF8BBD83 | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $930111.37    | 0.53%             | 2056-01-01      | Variable      | 4.98%                 | 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        |    448839 | PA      | $449531.19    | 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        |    248000 | PA      | $251625.56    | 0.14%             | 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        |    637000 | NS      | $635214.43    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Sempra                                                                                                                        | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    516000 | PA      | $509682.82    | 0.29%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2024-4                                                                                                 | Sequoia Mortgage Trust 2024-4 6.00                                                           | CUSIP: 81743BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140144 | PA      | $141336.42    | 0.08%             | 2054-05-25      | Variable      | 6.00%                 | 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        |    289465 | PA      | $292320.58    | 0.17%             | 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        |     84931 | PA      | $85187.75     | 0.05%             | 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        |     34013 | PA      | $33951.32     | 0.02%             | 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        |     58055 | PA      | $58238.66     | 0.03%             | 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        |     43262 | PA      | $43469.72     | 0.02%             | 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        |     92466 | PA      | $92477.36     | 0.05%             | 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        |    266188 | PA      | $267908.89    | 0.15%             | 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        |    197139 | PA      | $199526.06    | 0.11%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-6                                                                                                 | Sequoia Mortgage Trust 2025-6 5.50                                                           | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    338869 | PA      | $343516.07    | 0.20%             | 2055-07-25      | 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        |    931000 | PA      | $850312.65    | 0.48%             | 2028-09-30      | None          | 0.00%                 | 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        |    650000 | PA      | $634971.09    | 0.36%             | 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        |    200000 | NS      | $203532.40    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                                                                           | Societe Generale SA (pfd) 9.38% 05/22/2174 Perpetual                                         | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EP               | CORP              | FR        |    600000 | NS      | $639802.20    | 0.36%             |  |  |  | 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        |    870000 | PA      | $883354.42    | 0.50%             | 2030-03-15      | Fixed         | 5.38%                 | 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        |   1000000 | NS      | $1049962.31   | 0.60%             |  |  |  | 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        |    396000 | PA      | $452262.71    | 0.26%             | 2030-01-17      | Fixed         | 4.30%                 | 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        |    200000 | NS      | $212311.39    | 0.12%             |  |  |  | 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        |    812000 | NS      | $792637.09    | 0.45%             |  |  |  | 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        |    600000 | PA      | $550778.38    | 0.31%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                                                                                     | Corebridge Global Funding 4.45 10/02/2030                                                    | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    771000 | PA      | $773625.65    | 0.44%             | 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        |    470000 | PA      | $471758.49    | 0.27%             | 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        |    156917 | PA      | $158298.41    | 0.09%             | 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        |    281224 | PA      | $282537.96    | 0.16%             | 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        |    315121 | PA      | $315631.11    | 0.18%             | 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        |    373000 | PA      | $377183.20    | 0.21%             | 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        |    564000 | PA      | $564349.40    | 0.32%             | 2032-07-20      | Fixed         | 6.08%                 | 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        |     45000 | PA      | $45614.47     | 0.03%             | 2026-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                                                               | BANK 2019-BNK17 3.00                                                                         | CUSIP: 065403AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35000 | PA      | $29751.29     | 0.02%             | 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        |    539000 | PA      | $542193.10    | 0.31%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                                                                                | BARC 2026-CES1 5.15                                                                          | CUSIP: 06690CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    712000 | PA      | $711998.92    | 0.40%             | 2056-01-25      | Variable      | 5.15%                 | 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        |    645000 | NS      | $688286.76    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J3                                                                                                        | PMT Loan Trust 2025-J3 5.50                                                                  | CUSIP: 69392XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    272747 | PA      | $275743.27    | 0.16%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-AFC1 Trust                                                                                                         | PRKCM 2025-AFC1 Trust 5.10                                                                   | CUSIP: 69392YAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561928 | PA      | $564727.70    | 0.32%             | 2060-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.20 11/01/2031                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    198000 | PA      | $221793.72    | 0.13%             | 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        |    361000 | PA      | $364105.57    | 0.21%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    657000 | PA      | $644274.63    | 0.37%             | 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        |    515000 | PA      | $547613.46    | 0.31%             | 2029-07-15      | Fixed         | 6.88%                 | 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        |    200000 | NS      | $214767.40    | 0.12%             |  |  |  | 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        |    840000 | PA      | $837943.18    | 0.48%             | 2028-01-15      | Fixed         | 4.75%                 | 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        |    640000 | PA      | $645449.11    | 0.37%             | 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        |    585000 | PA      | $590491.92    | 0.34%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                                                     | Sunoco LP (pfd) 7.88% 03/18/2174 Perpetual                                                   | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | EP               | CORP              | US        |    328000 | NS      | $339297.96    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                                                     | Sunoco LP 5.88 03/15/2034                                                                    | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174781.96    | 0.10%             | 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        |    300000 | PA      | $305393.34    | 0.17%             | 2034-12-10      | Variable      | 7.67%                 | 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        |    838000 | PA      | $845061.57    | 0.48%             | 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        |    340000 | PA      | $340104.64    | 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        |    529000 | PA      | $540024.89    | 0.31%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEGNA Inc                                                                                                                     | TEGNA Inc 4.63 03/15/2028                                                                    | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    490000 | PA      | $489004.23    | 0.28%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                                                                 | TopBuild Corp 3.63 03/15/2029                                                                | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    488000 | PA      | $472649.18    | 0.27%             | 2029-03-15      | Fixed         | 3.62%                 | 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        |    740000 | PA      | $743677.14    | 0.42%             | 2028-10-13      | Fixed         | 4.11%                 | 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        |    307000 | PA      | $313059.26    | 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        |    790000 | PA      | $828348.22    | 0.47%             | 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        |     51950 | PA      | $53611.73     | 0.03%             | 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        |    371112 | PA      | $372530.68    | 0.21%             | 2060-08-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC3 Trust                                                                                                         | HOMES 2025-AFC3 Trust 5.14                                                                   | CUSIP: 43762AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765419 | PA      | $767497.81    | 0.44%             | 2060-08-25      | Variable      | 5.14%                 | 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        |    365000 | PA      | $368544.88    | 0.21%             | 2032-01-28      | Variable      | 4.62%                 | 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        |    417000 | PA      | $403196.48    | 0.23%             | 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        |    375000 | PA      | $374403.04    | 0.21%             | 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        |    214372 | PA      | $216622.36    | 0.12%             | 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        |     24671 | PA      | $24634.68     | 0.01%             | 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        |    208451 | PA      | $211644.06    | 0.12%             | 2055-11-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-7MPR                                                                                     | JP Morgan Mortgage Trust Series 2025-7MPR 5.32                                               | CUSIP: 46594CAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    490575 | PA      | $493800.42    | 0.28%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES5                                                                                     | JP Morgan Mortgage Trust Series 2025-CES5 5.14                                               | CUSIP: 46594DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482467 | PA      | $486082.97    | 0.28%             | 2056-02-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES5                                                                                     | JP Morgan Mortgage Trust Series 2025-CES5 5.24                                               | CUSIP: 46594DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498089 | PA      | $500694.53    | 0.28%             | 2056-02-25      | Variable      | 5.24%                 | 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        |    141773 | PA      | $144048.67    | 0.08%             | 2053-12-26      | Variable      | 6.00%                 | 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        |    246910 | PA      | $250579.08    | 0.14%             | 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        |    123392 | PA      | $124066.61    | 0.07%             | 2054-06-25      | Variable      | 6.00%                 | 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        |     97513 | PA      | $98366.42     | 0.06%             | 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        |     35595 | PA      | $35640.36     | 0.02%             | 2054-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-11                                                                                              | JP Morgan Mortgage Trust 2024-11 6.00                                                        | CUSIP: 46659AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166948 | PA      | $168513.17    | 0.10%             | 2055-04-25      | Variable      | 6.00%                 | 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        |    321301 | PA      | $326197.90    | 0.19%             | 2055-09-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-NQM3                                                                                     | JP Morgan Mortgage Trust Series 2025-NQM3 5.50                                               | CUSIP: 46659QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525910 | PA      | $530518.90    | 0.30%             | 2065-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2026-CES1                                                                                            | JP Morgan Mortgage Trust 2026-CES1 4.91                                                      | CUSIP: 46660BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    813857 | PA      | $817995.55    | 0.46%             | 2056-06-25      | Variable      | 4.91%                 | 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        |    340000 | PA      | $345831.28    | 0.20%             | 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        |    550000 | NS      | $548384.23    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                       | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                                     | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    320000 | NS      | $319294.43    | 0.18%             |  |  |  | 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        |    650000 | PA      | $638949.81    | 0.36%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                                                              | Kilroy Realty LP 3.05 02/15/2030                                                             | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    420000 | PA      | $391517.24    | 0.22%             | 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        |    272000 | PA      | $276412.57    | 0.16%             | 2064-04-07      | Fixed         | 6.62%                 | 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        |    288000 | PA      | $293984.93    | 0.17%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LQR Trust 2025-CALI                                                                                                           | LQR Trust 2025-CALI 5.91                                                                     | CUSIP: 50216WAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    511000 | PA      | $511558.63    | 0.29%             | 2043-01-15      | Floating      | 5.91%                 | 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        |    434000 | PA      | $457964.18    | 0.26%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                                                                      | Liberty Mutual Group Inc 4.13 12/15/2051                                                     | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    546000 | PA      | $542001.29    | 0.31%             | 2051-12-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Life 2021-BMR Mortgage Trust                                                                                                  | Life 2021-BMR Mortgage Trust 5.17                                                            | CUSIP: 53218CAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112000 | PA      | $111188.00    | 0.06%             | 2038-03-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                                                                                                    | Lightpath Fiber Issuer LLC 5.60                                                              | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522582 | PA      | $522567.42    | 0.30%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                      | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    585000 | NS      | $635906.12    | 0.36%             |  |  |  | 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        |    290000 | PA      | $276861.41    | 0.16%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                                              | Paramount Global 2.90 01/15/2027                                                             | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1115077.70   | 0.63%             | 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        |    153000 | PA      | $153209.81    | 0.09%             | 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        |    450000 | PA      | $449304.26    | 0.26%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/United Kingdom                                                                      | Australia & New Zealand Banking Group Ltd/United Kingdom (pfd) 6.75% 12/15/2174 Perpetual    | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | EP               | CORP              | GB        |    200000 | NS      | $201780.40    | 0.11%             |  |  |  | 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        |    501000 | PA      | $500875.45    | 0.28%             | 2036-05-15      | Fixed         | 5.56%                 | 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        |    240000 | PA      | $239359.39    | 0.14%             | 2030-11-12      | Fixed         | 4.75%                 | 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        |    400000 | PA      | $398732.00    | 0.23%             | 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        |    865000 | NS      | $925298.29    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust Inc                                                                                                 | BXMT 2021-FL4 Ltd 5.08                                                                       | CUSIP: 05609GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249392.35    | 0.14%             | 2038-05-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| BSPRT 2017-FL1 Co-Issuer LLC                                                                                                  | BSPRT 2023-FL10 Issuer Ltd 5.92                                                              | CUSIP: 05610VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60747 | PA      | $60794.71     | 0.03%             | 2035-09-15      | Floating      | 5.92%                 | 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        |    800000 | NS      | $810183.20    | 0.46%             |  |  |  | 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        |    211000 | NS      | $196313.62    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                                                            | Banco Santander SA (pfd) 4.75% 08/12/2174 Perpetual                                          | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EP               | CORP              | ES        |    800000 | NS      | $799719.76    | 0.45%             |  |  |  | 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        |    420000 | NS      | $419827.67    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                                                               | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23000 | PA      | $19266.01     | 0.01%             | 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        |    735000 | NS      | $730641.60    | 0.41%             |  |  |  | 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        |    600000 | PA      | $635847.00    | 0.36%             | 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        |    570000 | PA      | $571035.41    | 0.32%             | 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        |   1035000 | PA      | $1108048.23   | 0.63%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                                                                  | Barclays PLC 4.52 02/24/2032                                                                 | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    510000 | PA      | $511467.48    | 0.29%             | 2032-02-24      | Variable      | 4.52%                 | 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        |    802000 | PA      | $801986.21    | 0.46%             | 2065-12-25      | Variable      | 4.70%                 | 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        |    655000 | PA      | $657927.21    | 0.37%             | 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        |    530000 | PA      | $536070.34    | 0.30%             | 2029-09-17      | Variable      | 4.63%                 | 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        |    104014 | PA      | $99588.78     | 0.06%             | 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        |    100000 | PA      | $79759.02     | 0.05%             | 2051-07-15      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                                                             | Benchmark 2020-B16 Mortgage Trust 2.50                                                       | CUSIP: 08161NAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68000 | PA      | $52709.30     | 0.03%             | 2053-02-15      | Fixed         | 2.50%                 | 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        |     23000 | PA      | $14261.76     | 0.01%             | 2057-08-15      | Fixed         | 2.50%                 | 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        |    595000 | PA      | $601115.29    | 0.34%             | 2031-01-31      | Fixed         | 4.55%                 | 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        |    578000 | PA      | $582557.09    | 0.33%             | 2029-07-16      | Fixed         | 5.95%                 | 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        |    640000 | PA      | $668468.48    | 0.38%             | 2029-07-15      | Fixed         | 7.00%                 | 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        |    639000 | PA      | $681080.60    | 0.39%             | 2029-05-01      | Fixed         | 6.30%                 | 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        |    640000 | PA      | $680417.92    | 0.39%             | 2029-04-12      | Fixed         | 8.88%                 | 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        |    365845 | PA      | $354617.11    | 0.20%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bravo Residential Funding Trust 2025-NQM9                                                                                     | Bravo Residential Funding Trust 2025-NQM9 5.55                                               | CUSIP: 10569WAE1<br>LEI: 254900XY2WSFF1Q6S467 | Long             | ABS-MBS          | CORP              | US        |    399451 | PA      | $402172.46    | 0.23%             | 2065-09-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust 2025-NQM4                                                                                     | BRAVO Residential Funding Trust 2025-NQM4 5.82                                               | CUSIP: 10570QAG6<br>LEI: 25490082TY9NA9XBGW19 | Long             | ABS-MBS          | CORP              | US        |    470442 | PA      | $475553.77    | 0.27%             | 2065-02-25      | Variable      | 5.82%                 | 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        |    265946 | PA      | $268475.89    | 0.15%             | 2065-07-25      | Variable      | 5.46%                 | 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        |   1285000 | PA      | $1294036.89   | 0.73%             | 2030-12-15      | Fixed         | 7.00%                 | 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        |    460000 | PA      | $445023.87    | 0.25%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARS-DB5 LP                                                                                                                   | CARS-DB5 LP 1.92                                                                             | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246094 | PA      | $242713.17    | 0.14%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                                                | CSMC 2021-BHAR 4.92                                                                          | CUSIP: 12659VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $148766.45    | 0.08%             | 2038-11-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                                                | CSMC 2021-BHAR 5.27                                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $198480.86    | 0.11%             | 2038-11-15      | Floating      | 5.27%                 | 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        |    785000 | PA      | $775089.38    | 0.44%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MARB BondCo PLC                                                                                                               | MARB BondCo PLC 3.95 01/29/2031                                                              | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $365109.88    | 0.21%             | 2031-01-29      | Fixed         | 3.95%                 | 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        |   1073000 | PA      | $1108647.21   | 0.63%             | 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        |    283000 | PA      | $297294.28    | 0.17%             | 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        |    246000 | PA      | $246805.06    | 0.14%             | 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        |     39000 | PA      | $33306.82     | 0.02%             | 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        |    915000 | PA      | $916531.14    | 0.52%             | 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        |     22000 | PA      | $18181.94     | 0.01%             | 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        |    465000 | PA      | $467275.44    | 0.27%             | 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        |    710000 | PA      | $723132.54    | 0.41%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                                                                | Morgan Stanley Private Bank NA 4.47 11/19/2031                                               | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133846.80    | 0.08%             | 2031-11-19      | Variable      | 4.46%                 | 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        |     43643 | PA      | $43733.86     | 0.02%             | 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        |    300515 | PA      | $305208.46    | 0.17%             | 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        |    138869 | PA      | $135438.81    | 0.08%             | 2053-09-22      | Fixed         | 5.36%                 | 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        |    403976 | PA      | $298698.97    | 0.17%             | 2052-06-20      | Fixed         | 1.92%                 | 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        |    200000 | PA      | $131827.66    | 0.07%             | 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        |    800000 | PA      | $796556.72    | 0.45%             | 2028-11-01      | Fixed         | 4.75%                 | 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        |    425000 | PA      | $429556.03    | 0.24%             | 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        |    467000 | PA      | $463222.91    | 0.26%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                                                                           | Northern Trust Corp (pfd) 4.60% 04/01/2174 Perpetual                                         | CUSIP: 665859AQ7<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |    295000 | NS      | $295791.19    | 0.17%             |  |  |  | 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        |   1373000 | PA      | $1359445.63   | 0.77%             | 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        |    143000 | PA      | $143805.89    | 0.08%             | 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        |    155013 | PA      | $156806.25    | 0.09%             | 2064-06-25      | Variable      | 6.23%                 | 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        |     42000 | PA      | $42124.21     | 0.02%             | 2054-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM13 Trust                                                                                                          | OBX 2025-NQM13 Trust 5.44                                                                    | CUSIP: 67121UAM8<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |    484073 | PA      | $488972.34    | 0.28%             | 2065-05-25      | Variable      | 5.44%                 | 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        |    257188 | PA      | $262668.63    | 0.15%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM11 Trust                                                                                                          | OBX 2025-NQM11 Trust 5.42                                                                    | CUSIP: 67449BAN3<br>LEI: 254900KNWDG7C03UTA13 | Long             | ABS-MBS          | CORP              | US        |    442615 | PA      | $446734.07    | 0.25%             | 2065-05-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| OBX 2025-J3 Trust                                                                                                             | OBX 2025-J3 Trust 5.00                                                                       | CUSIP: 67449KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258393 | PA      | $259045.40    | 0.15%             | 2055-10-25      | Variable      | 5.00%                 | 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        |    546000 | PA      | $547292.01    | 0.31%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT                                                                                       | ONNI Commerical Mortgage Trust 2024-APT 5.75                                                 | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $204692.88    | 0.12%             | 2039-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund                                                                    | State Street Institutional US Government Money Market Fund                                   | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   9038279 | NS      | $9038279.04   | 5.13%             |  |  |  | No            |                  1 | 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        |    400000 | NS      | $397001.94    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.95 02/04/2031                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284499.19    | 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        |    629000 | PA      | $634733.71    | 0.36%             | 2034-01-09      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                                                               | Danske Bank A/S (pfd) 4.38% 11/18/2174 Perpetual                                             | CUSIP: K2227DL59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | EP               | CORP              | DK        |    810000 | NS      | $809328.11    | 0.46%             |  |  |  | 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        |    450000 | NS      | $468959.21    | 0.27%             |  |  |  | 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        |    255000 | PA      | $260087.26    | 0.15%             | 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        |    615000 | PA      | $638096.79    | 0.36%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                                                   | Truist Bank 4.14 10/23/2029                                                                  | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    869000 | PA      | $870214.23    | 0.49%             | 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        |    405000 | PA      | $406092.39    | 0.23%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CBOT US Long Bond Future                                                                                                      | US LONG BOND(CBT) Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -2 | NC      | $-2878.90     | -0.00%            |  |  |  | No            |                  1 | 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        |       -20 | NC      | $-17070.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Trust Fibra Uno                                                                                                               | Trust Fibra Uno 4.87 01/15/2030                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    340000 | PA      | $334942.67    | 0.19%             | 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        |    400000 | PA      | $395870.00    | 0.22%             | 2030-01-15      | Fixed         | 4.87%                 | 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        |       -39 | NC      | $-26435.43    | -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        |        34 | NC      | $11675.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOT 10 Year Ultra US Treasury Note                                                                                           | US 10yr Ultra Fut Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        -8 | NC      | $-9453.10     | -0.01%            |  |  |  | No            |                  1 | 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        |    600000 | NS      | $613673.44    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Trust 2401                                                                                                                    | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $220937.00    | 0.13%             | 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        |    715000 | NS      | $779929.74    | 0.44%             |  |  |  | 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        |    220000 | PA      | $214000.49    | 0.12%             | 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        |     19000 | PA      | $17589.14     | 0.01%             | 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        |    151000 | PA      | $145996.98    | 0.08%             | 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        |    860000 | PA      | $859922.77    | 0.49%             | 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        |    495000 | PA      | $498618.85    | 0.28%             | 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        |    390000 | PA      | $398115.73    | 0.23%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 06/15/2027                                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    525000 | PA      | $532608.40    | 0.30%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.50 09/30/2027                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9910000 | PA      | $9921613.33   | 5.63%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.50 10/31/2027                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $1026241.21   | 0.58%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.38 11/30/2027                                             | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4497539.04   | 2.55%             | 2027-11-30      | Fixed         | 3.38%                 | 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        |   1000000 | PA      | $999570.31    | 0.57%             | 2027-12-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 01/31/2031                                             | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1200000 | PA      | $1212375.00   | 0.69%             | 2031-01-31      | 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        |    206262 | PA      | $212458.32    | 0.12%             | 2055-04-20      | Fixed         | 6.37%                 | 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        |     75747 | PA      | $75699.28     | 0.04%             | 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        |    880000 | PA      | $866708.16    | 0.49%             | 2029-10-15      | Fixed         | 4.40%                 | 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        |    430000 | NS      | $430475.84    | 0.24%             |  |  |  | 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        |    485000 | PA      | $488100.89    | 0.28%             | 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        |    158000 | PA      | $155935.64    | 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        |    255000 | PA      | $253482.33    | 0.14%             | 2028-02-23      | Fixed         | 5.05%                 | 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        |    336000 | PA      | $349802.16    | 0.20%             | 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        |    380000 | PA      | $380010.77    | 0.22%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                                                                                | Golub Capital Partners CLO 79B Ltd 5.17                                                      | CUSIP: 38181JAC3<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | US        |    700000 | PA      | $700987.00    | 0.40%             | 2038-04-20      | Floating      | 5.17%                 | 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        |    170395 | PA      | $141318.23    | 0.08%             | 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        |    420000 | PA      | $428943.16    | 0.24%             | 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        |    647000 | NS      | $661418.56    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                                                             | HSBC Holdings PLC (pfd) 6.88% 03/11/2174 Perpetual                                           | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | EP               | CORP              | GB        |    320000 | NS      | $333242.24    | 0.19%             |  |  |  | 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        |    450000 | PA      | $452062.75    | 0.26%             | 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        |    225000 | PA      | $222066.04    | 0.13%             | 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        |    175000 | PA      | $173676.56    | 0.10%             | 2029-04-02      | Fixed         | 5.15%                 | 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        |    656000 | PA      | $638615.68    | 0.36%             | 2029-03-15      | Fixed         | 3.62%                 | 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        |    945000 | PA      | $955151.95    | 0.54%             | 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        |    242307 | PA      | $245990.52    | 0.14%             | 2064-12-22      | Fixed         | 5.76%                 | 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        |    143555 | PA      | $145720.75    | 0.08%             | 2065-09-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                                                                           | Sprint Capital Corp 6.88 11/15/2028                                                          | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    980000 | PA      | $1051482.19   | 0.60%             | 2028-11-15      | Fixed         | 6.88%                 | 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        |    564478 | PA      | $553320.19    | 0.31%             | 2056-03-25      | 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        |    200000 | NS      | $208186.00    | 0.12%             |  |  |  | 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        |    197126 | PA      | $200409.82    | 0.11%             | 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        |    590000 | NS      | $601411.19    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                                                                 | VoltaGrid LLC 7.38 11/01/2030                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    311000 | PA      | $324889.63    | 0.18%             | 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        |    363000 | PA      | $360202.80    | 0.20%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust 2024-HQ                                                                                          | WB Commercial Mortgage Trust 2024-HQ 6.13                                                    | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209000 | PA      | $209194.29    | 0.12%             | 2040-03-15      | Variable      | 6.13%                 | 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        |    525000 | PA      | $526931.50    | 0.30%             | 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        |     20000 | PA      | $17397.47     | 0.01%             | 2050-11-15      | Variable      | 2.60%                 | 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        |     53000 | PA      | $53038.69     | 0.03%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                                                                      | Western Alliance Bancorp 3.00 06/15/2031                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    515000 | PA      | $509788.20    | 0.29%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                                                                | Western Midstream Operating LP 4.80 03/01/2031                                               | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    204000 | PA      | $205797.76    | 0.12%             | 2031-03-01      | Fixed         | 4.80%                 | 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        |    348000 | PA      | $348868.51    | 0.20%             | 2056-12-03      | Variable      | 5.75%                 | 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        |    700000 | PA      | $665936.66    | 0.38%             | 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        |    555000 | PA      | $555336.45    | 0.32%             | 2029-02-09      | Variable      | 4.48%                 | 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        |     10522 | PA      | $10508.94     | 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        |    103015 | PA      | $103965.95    | 0.06%             | 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        |     24103 | PA      | $24050.94     | 0.01%             | 2055-01-25      | 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        |     97823 | PA      | $97883.13     | 0.06%             | 2055-03-25      | Variable      | 5.50%                 | 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        |    122003 | PA      | $122680.06    | 0.07%             | 2068-07-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                                                               | MPT Operating Partnership LP / MPT Finance Corp 8.50 02/15/2032                              | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103000 | PA      | $110313.31    | 0.06%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                                                                | MVW 2020-1 LLC 4.21                                                                          | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37230 | PA      | $37068.87     | 0.02%             | 2037-10-20      | Fixed         | 4.21%                 | 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        |    420000 | NS      | $425373.90    | 0.24%             |  |  |  | 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        |        16 | PA      | $16.20        | 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        |    395000 | PA      | $387213.52    | 0.22%             | 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        |    362000 | PA      | $371618.34    | 0.21%             | 2030-08-01      | Fixed         | 7.00%                 | 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        |    205000 | NS      | $204892.44    | 0.12%             |  |  |  | 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        |    350000 | PA      | $349620.82    | 0.20%             | 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        |    282000 | PA      | $289376.67    | 0.16%             | 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        |    278000 | PA      | $278095.24    | 0.16%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO Ltd                                                                                                       | Capital Four US CLO I Ltd 5.27                                                               | CUSIP: 14016TAN9<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $125447.15    | 0.07%             | 2035-01-18      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                                                                 | Citigroup Inc (pfd) 6.50% 05/15/2174 Perpetual                                               | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |    325000 | NS      | $329953.65    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| EPR Properties                                                                                                                | EPR Properties 4.50 06/01/2027                                                               | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1513310.57   | 0.86%             | 2027-06-01      | Fixed         | 4.50%                 | 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        |    853000 | PA      | $868899.92    | 0.49%             | 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        |    273000 | PA      | $275505.32    | 0.16%             | 2076-06-15      | Variable      | 6.75%                 | 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        |    623000 | PA      | $569747.46    | 0.32%             | 2041-12-10      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-1                                                                                          | Citigroup Mortgage Loan Trust 2024-1 6.00                                                    | CUSIP: 17332CBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84720 | PA      | $85439.20     | 0.05%             | 2054-07-25      | Variable      | 6.00%                 | 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        |    200000 | PA      | $189410.29    | 0.11%             | 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        |    750000 | PA      | $756171.00    | 0.43%             | 2077-01-15      | Variable      | 6.00%                 | 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        |    305000 | PA      | $304842.25    | 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        |    745000 | PA      | $784287.57    | 0.45%             | 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        |    970000 | PA      | $999110.04    | 0.57%             | 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        |    416000 | PA      | $427915.58    | 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        |    586441 | PA      | $586338.37    | 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        |   3385402 | PA      | $448095.90    | 0.25%             | 2051-01-25      | Fixed         | 2.00%                 | 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        |    341000 | PA      | $343002.01    | 0.19%             | 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        |    562000 | PA      | $564034.78    | 0.32%             | 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        |    285000 | PA      | $295688.46    | 0.17%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                                                                         | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    463000 | PA      | $471623.38    | 0.27%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2024-CMI1                                                                                       | Citigroup Mortgage Loan Trust 2024-CMI1 5.50                                                 | CUSIP: 17332DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77168 | PA      | $77093.27     | 0.04%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                                                                                | EFMT 2025-NQM3 5.49                                                                          | CUSIP: 26846YAB4<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |    355980 | PA      | $359645.99    | 0.20%             | 2070-08-25      | Variable      | 5.49%                 | 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        |    200000 | PA      | $197352.00    | 0.11%             | 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        |    599048 | PA      | $599178.93    | 0.34%             | 2061-02-25      | Variable      | 4.68%                 | 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        |    225937 | PA      | $228540.47    | 0.13%             | 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        |    696450 | PA      | $704362.98    | 0.40%             | 2054-12-25      | Variable      | 5.50%                 | 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        |    636000 | PA      | $635933.28    | 0.36%             | 2030-08-15      | Fixed         | 5.40%                 | 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        |    138000 | PA      | $139410.94    | 0.08%             | 2034-07-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES1                                                                                                 | RCKT Mortgage Trust 2024-CES1 6.03                                                           | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138546 | PA      | $139747.34    | 0.08%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES3                                                                                                 | RCKT Mortgage Trust 2024-CES3 6.59                                                           | CUSIP: 74942AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57022 | PA      | $57898.79     | 0.03%             | 2044-05-25      | Variable      | 6.59%                 | 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        |    579591 | PA      | $579427.38    | 0.33%             | 2056-03-20      | Fixed         | 5.59%                 | 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        |    278023 | PA      | $280699.82    | 0.16%             | 2055-11-25      | Variable      | 5.50%                 | 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        |    245265 | PA      | $248295.07    | 0.14%             | 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        |    134120 | PA      | $134228.12    | 0.08%             | 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        |    300158 | PA      | $303090.78    | 0.17%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Rate Mortgage Trust 2024-J1                                                                                                   | Rate Mortgage Trust 2024-J1 6.00                                                             | CUSIP: 75410PAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     36723 | PA      | $36708.32     | 0.02%             | 2054-07-25      | Variable      | 6.00%                 | 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        |    260000 | PA      | $266894.94    | 0.15%             | 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        |     65000 | PA      | $67260.04     | 0.04%             | 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        |    935000 | PA      | $899513.57    | 0.51%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                                                                                           | SHR Trust 2024-LXRY 6.11                                                                     | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    247000 | PA      | $248004.52    | 0.14%             | 2041-10-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                                                               | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346000 | PA      | $356046.04    | 0.20%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SCG 2024-MSP Mortgage Trust                                                                                                   | SCG 2024-MSP Mortgage Trust 6.10                                                             | CUSIP: 78436EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $261202.77    | 0.15%             | 2041-04-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                                                                | SMRT 2022-MINI 5.01                                                                          | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $224927.82    | 0.13%             | 2039-01-15      | Floating      | 5.01%                 | 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        |    420000 | PA      | $428457.54    | 0.24%             | 2032-06-01      | Fixed         | 6.50%                 | 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        |    210000 | PA      | $211910.96    | 0.12%             | 2030-11-15      | Fixed         | 6.75%                 | 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        |    500000 | PA      | $502956.53    | 0.29%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortitude Global Funding                                                                                                      | Fortitude Global Funding 4.63 10/06/2028                                                     | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    512000 | PA      | $513909.03    | 0.29%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA6                                                                                       | Freddie Mac STACR REMIC Trust 2022-DNA6 5.82                                                 | CUSIP: 35564KH36<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |     15275 | PA      | $15336.86     | 0.01%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5                                                                                       | Freddie Mac STACR REMIC Trust 2022-DNA5 6.62                                                 | CUSIP: 35564KYN3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |     31033 | PA      | $31519.53     | 0.02%             | 2042-06-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                                                                 | Freedom Mortgage Holdings LLC 9.25 02/01/2029                                                | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    831000 | PA      | $868565.36    | 0.49%             | 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        |    255000 | PA      | $246138.03    | 0.14%             | 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        |    395000 | PA      | $399265.35    | 0.23%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-HE1                                                                                  | GS Mortgage-Backed Securities Trust 2024-HE1 5.27                                            | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    160815 | PA      | $161578.21    | 0.09%             | 2054-08-25      | Floating      | 5.27%                 | 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        |    140761 | PA      | $142011.79    | 0.08%             | 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        |    263626 | PA      | $268868.12    | 0.15%             | 2055-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2024-PJ8                                                                                  | GS Mortgage-Backed Securities Trust 2024-PJ8 5.00                                            | CUSIP: 36272LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304512 | PA      | $305167.83    | 0.17%             | 2055-02-25      | Variable      | 5.00%                 | 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        |    212680 | PA      | $214362.28    | 0.12%             | 2055-12-25      | Variable      | 5.50%                 | 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        |    317000 | NS      | $321324.51    | 0.18%             |  |  |  | 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        |    170000 | NS      | $170871.29    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerflex Inc                                                                                                                  | Enerflex Inc 6.88 01/15/2031                                                                 | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    145000 | PA      | $150346.01    | 0.09%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                                                                   | Equinor ASA 4.50 09/03/2030                                                                  | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1141000 | PA      | $1166198.05   | 0.66%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                                                                 | Carnival Corp 5.13 05/01/2029                                                                | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    386000 | PA      | $391720.91    | 0.22%             | 2029-05-01      | Fixed         | 5.12%                 | 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        |    714000 | PA      | $723297.13    | 0.41%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                                                                       | Centersquare Issuer LLC 5.00                                                                 | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360266 | PA      | $351509.01    | 0.20%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-3                                                                               | Chase Home Lending Mortgage Trust Series 2024-3 6.00                                         | CUSIP: 16159HAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114094 | PA      | $115812.31    | 0.07%             | 2055-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Tr                                                                                                | Chase Home Lending Mortgage Trust Series 2024-7 6.00                                         | CUSIP: 16159TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195523 | PA      | $196894.01    | 0.11%             | 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        |    246877 | PA      | $249848.63    | 0.14%             | 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        |     30167 | PA      | $30134.11     | 0.02%             | 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        |     72148 | PA      | $72375.40     | 0.04%             | 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        |     15082 | PA      | $15057.19     | 0.01%             | 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        |    335044 | PA      | $339573.98    | 0.19%             | 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        |    619884 | PA      | $630536.40    | 0.36%             | 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        |    252496 | PA      | $258230.48    | 0.15%             | 2056-06-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                                                               | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                         | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    118979 | PA      | $119554.30    | 0.07%             | 2055-02-25      | Variable      | 6.00%                 | 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        |    580000 | PA      | $575026.04    | 0.33%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PK Alift Loan Funding 3 LP                                                                                                    | PK Alift Loan Funding 3 LP 5.84                                                              | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133867 | PA      | $137532.57    | 0.08%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-HOME1 Trust                                                                                                        | PRKCM 2024-HOME1 Trust 6.43                                                                  | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197005 | PA      | $199891.51    | 0.11%             | 2059-05-25      | Variable      | 6.43%                 | 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        |    103370 | PA      | $104721.01    | 0.06%             | 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        |    199575 | PA      | $202049.87    | 0.11%             | 2056-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J2                                                                                                        | PMT Loan Trust 2025-J2 5.50                                                                  | CUSIP: 69392TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347167 | PA      | $350733.77    | 0.20%             | 2056-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                                                        | Venture Global LNG Inc 7.00 01/15/2030                                                       | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    655000 | PA      | $664814.52    | 0.38%             | 2030-01-15      | Fixed         | 7.00%                 | 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        |    365000 | PA      | $372436.29    | 0.21%             | 2032-11-15      | Fixed         | 6.53%                 | 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        |    330000 | PA      | $328530.71    | 0.19%             | 2029-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                                                                          | Verisk Analytics Inc 4.45 03/15/2031                                                         | CUSIP: 92345YAP1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    285000 | PA      | $286475.25    | 0.16%             | 2031-03-15      | Fixed         | 4.45%                 | 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        |    259741 | PA      | $267151.70    | 0.15%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-R2                                                                                            | Verus Securitization Trust 2021-R2 1.23                                                      | CUSIP: 92538DAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     24365 | PA      | $23042.92     | 0.01%             | 2064-02-25      | Variable      | 1.23%                 | 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        |     93796 | PA      | $95067.06     | 0.05%             | 2069-06-25      | Variable      | 6.22%                 | 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        |    235022 | PA      | $237212.28    | 0.13%             | 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        |    125311 | PA      | $126504.72    | 0.07%             | 2070-05-25      | Variable      | 5.75%                 | 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        |    311922 | PA      | $315470.11    | 0.18%             | 2055-02-25      | Variable      | 6.00%                 | 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        |    425000 | NS      | $450678.08    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-R1                                                                                            | Verus Securitization Trust 2025-R1 5.77                                                      | CUSIP: 92541AAC4<br>LEI: 213800UBQ9UM61L7TB84 | Long             | ABS-MBS          | CORP              | US        |    429093 | PA      | $434466.52    | 0.25%             | 2065-05-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Vista Point Securitization Trust 2020-2                                                                                       | Vista Point Securitization Trust 2020-2 1.48                                                 | CUSIP: 92838TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32836 | PA      | $32050.67     | 0.02%             | 2065-04-25      | Variable      | 1.48%                 | 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        |    425000 | PA      | $433070.33    | 0.25%             | 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        |    660000 | PA      | $685271.40    | 0.39%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |    461000 | NS      | $507801.18    | 0.29%             |  |  |  | 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        |    500000 | PA      | $498485.22    | 0.28%             | 2032-10-18      | Variable      | 4.12%                 | 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        |    600000 | PA      | $628233.60    | 0.36%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2024-CES3                                                                                           | Towd Point Mortgage Trust 2024-CES3 6.29                                                     | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157640 | PA      | $159666.79    | 0.09%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                                                                 | TransDigm Inc 4.88 05/01/2029                                                                | CUSIP: 893647BQ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624299.38    | 0.35%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Triangle Re 2023-1 Ltd                                                                                                        | Triangle Re 2023-1 Ltd 7.07                                                                  | CUSIP: 89589AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23735 | PA      | $23923.47     | 0.01%             | 2033-11-25      | Floating      | 7.07%                 | 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        |    175000 | PA      | $172720.71    | 0.10%             | 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        |    570000 | PA      | $570481.21    | 0.32%             | 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        |    265412 | PA      | $267657.33    | 0.15%             | 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        |    260000 | PA      | $270216.18    | 0.15%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

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

**Signature:** Amy R. Bitter

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

**Title:** Assistant Treasurer