# EDGAR Filing Document

**Accession Number:** 0000736913
**File Stem:** 0001752724-23-028990
**Filing Date:** 2023-2
**Character Count:** 84868
**Document Hash:** 61b89d55feba3ca1d0c7bf55aa06a413
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-028990.hdr.sgml**: 20230217

**ACCESSION NUMBER**: 0001752724-23-028990

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230217

**DATE AS OF CHANGE**: 20230217

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** NEUBERGER BERMAN ADVISERS MANAGEMENT TRUST
- **CENTRAL INDEX KEY:** 0000736913
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04255
- **FILM NUMBER:** 23642033

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** (212)476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NEUBERGER & BERMAN ADVISERS MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ADVISERS MANAGEMENT TRUST
- **DATE OF NAME CHANGE:** 19900502

## Series and Classes Contracts Data

### Short Duration Bond Portfolio (Series ID: S000008198)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000022322 | Class I      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** NEUBERGER BERMAN ADVISERS MANAGEMENT TRUST

- **b. Investment Company Act file number:** 811-04255

- **c. CIK number of Registrant:** 0000736913

- **d. LEI of Registrant:** 549300CYPOWBML1O3684

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 212-476-8800

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

- **a. Name of Series:** Short Duration Bond Portfolio

- **b. EDGAR series identifier (if any):** S000008198

- **c. LEI of Series:** 549300WRDTVIKX0GRU10

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $85306358.71

**Total Liabilities:** $132528.82

**Net Assets:** $85173829.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -2851.00000000 | **5-Year:** -9217.00000000 | **10-Year:** -7492.00000000 | **30-Year:** -3370.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -343.00000000 | **5-Year:** -1423.00000000 | **10-Year:** -745.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000022322 | 0.00%                | 1.28%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-383133.65              | $39661.40                                  |
| Month 2  | $-633057.12              | $1780607.48                                |
| Month 3  | $-335325.96              | $319861.89                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UNITED AIRLINES INC                              | United Airlines Inc                                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $143673.53    | 0.17%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA3                            | CUSIP: 35564KE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    182000 | PA      | $180409.32    | 0.21%             | 2042-08-25      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    525000 | PA      | $503447.22    | 0.59%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING, LLC                           | Taco Bell Funding LLC                                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104940 | PA      | $88676.71     | 0.10%             | 2051-08-25      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust 2021-A                                          | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280758 | PA      | $256699.82    | 0.30%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                             | OHA Loan Funding 2016-1 Ltd                                        | CUSIP: 67110UAS8<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463689.55    | 0.54%             | 2033-01-20      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                   | ILPT Commercial Mortgage Trust 2022-LPF2                           | CUSIP: 449652AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136000 | PA      | $135957.54    | 0.16%             | 2039-10-15      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ONE Park Mortgage Trust                          | ONE 2021-PARK Mortgage Trust                                       | CUSIP: 682413AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $148494.74    | 0.17%             | 2036-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-1W LLC                                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89738 | PA      | $81240.98     | 0.10%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Callon Petroleum Co                              | Callon Petroleum Co                                                | CUSIP: 13123XAZ5<br>LEI: 549300EFOWPEB0WLZW21 | Long             | DBT              | CORP              | US        |    330000 | PA      | $307575.11    | 0.36%             | 2026-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates              | Freddie Mac Multiclass Certificates Series 2015-P001               | CUSIP: 3137FQXY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1535000 | PA      | $97321.92     | 0.11%             | 2029-03-27      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2552581 | NS      | $2552580.98   | 3.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                            | CUSIP: 35564KRN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    275000 | PA      | $258622.18    | 0.30%             | 2042-02-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                          | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp       | CUSIP: 87470LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $261413.07    | 0.31%             | 2027-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies Inc                                     | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832988.22    | 0.98%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                           | Goodyear Tire & Rubber Co/The                                      | CUSIP: 382550BF7<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    190000 | PA      | $179257.72    | 0.21%             | 2026-05-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2014-CCRE18 Mortgage Trust                                    | CUSIP: 12632QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11720107 | PA      | $131351.92    | 0.15%             | 2047-07-15      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                    | NYO Commercial Mortgage Trust 2021-1290                            | CUSIP: 62955HAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693000 | PA      | $590015.28    | 0.69%             | 2038-11-15      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-6                                  | CUSIP: 92538MAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428227 | PA      | $343273.45    | 0.40%             | 2066-10-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                           | CUSIP: 20755DAF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    214000 | PA      | $216128.10    | 0.25%             | 2042-07-25      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-2 LLC                                                     | CUSIP: 55400KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420996 | PA      | $373097.38    | 0.44%             | 2039-05-20      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                   | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    550000 | PA      | $500302.55    | 0.59%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                   | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    690000 | PA      | $649905.28    | 0.76%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund         | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   3407831 | NS      | $3407831.22   | 4.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    370000 | PA      | $353353.35    | 0.41%             | 2025-05-13      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates              | Freddie Mac Multiclass Certificates Series 2020-RR03               | CUSIP: 3137FQXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2420000 | PA      | $186209.80    | 0.22%             | 2028-07-27      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO VII Ltd                                                   | CUSIP: 87248TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463809.00    | 0.54%             | 2033-04-15      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2019-2 Receivables Funding LLC                    | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90108 | PA      | $86819.66     | 0.10%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                    | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427027.40    | 0.50%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                             | Bank of America Corp                                               | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389283.21    | 0.46%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes               | CUSIP: 3137G0RL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801048 | PA      | $803816.54    | 0.94%             | 2030-04-25      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                                 | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256000 | PA      | $204010.34    | 0.24%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                               | BX Trust 2019-OC11                                                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    269000 | PA      | $225038.65    | 0.26%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                     | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $750035.44    | 0.88%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC                         | Northern Oil and Gas Inc                                           | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86417.46     | 0.10%             | 2028-03-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM                 | CUSIP: 87666YAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    146000 | PA      | $140235.35    | 0.16%             | 2037-05-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                            | CUSIP: 35564KRF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385000 | PA      | $374419.35    | 0.44%             | 2042-02-25      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes               | CUSIP: 3137G0WC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125299 | PA      | $124948.29    | 0.15%             | 2032-10-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                   | JPMorgan Chase Bank NA - CACLN                                     | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    554921 | PA      | $523027.18    | 0.61%             | 2029-02-26      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Corp Trust 2022-AGSS                        | CUSIP: 36265XAA9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $98857.65     | 0.12%             | 2039-08-15      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                              | COMM 2012-CCRE4 Mortgage Trust                                     | CUSIP: 12624QAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111000 | PA      | $1035630.65   | 1.22%             | 2045-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE                          | GSK Consumer Healthcare Capital US LLC                             | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262046.13    | 0.31%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-E                   | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416284 | PA      | $348728.80    | 0.41%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                  | Gen Digital Inc                                                    | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78400.00     | 0.09%             | 2027-09-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                   | CAMB Commercial Mortgage Trust 2019-LIFE                           | CUSIP: 12482HAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006000 | PA      | $970620.19    | 1.14%             | 2037-12-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                  | Benefit Street Partners CLO XIX Ltd                                | CUSIP: 08182RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $474142.50    | 0.56%             | 2033-01-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines Inc / SkyMiles IP Ltd                              | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    535000 | PA      | $521936.26    | 0.61%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                              | CUSIP: 3128MJMW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304583 | PA      | $302283.31    | 0.35%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                           | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    565000 | PA      | $509176.31    | 0.60%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO III Ltd                             | Whitebox CLO III Ltd                                               | CUSIP: 96467HAA4<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1093939.20   | 1.28%             | 2034-10-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R03                       | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    395000 | PA      | $399945.04    | 0.47%             | 2042-03-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                 | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    455000 | PA      | $429387.19    | 0.50%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust               | Ellington Financial Mortgage Trust 2022-1                          | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    251496 | PA      | $210395.79    | 0.25%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 3138WAHE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49055 | PA      | $48198.95     | 0.06%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                  | CSAIL 2016-C5 Commercial Mortgage Trust                            | CUSIP: 12636LBA7<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |  14660498 | PA      | $303567.61    | 0.36%             | 2048-11-15      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2021-R01                       | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236000 | PA      | $229995.43    | 0.27%             | 2041-10-25      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust 2021-3                                  | CUSIP: 92539LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483902 | PA      | $382693.56    | 0.45%             | 2066-06-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| SUNNOVA ENERGY CORP                              | Sunnova Energy Corp                                                | CUSIP: 86745GAF0<br>LEI: 549300TH3GCD8YQUDR46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $205479.70    | 0.24%             | 2026-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XV Ltd                                                    | CUSIP: 87250RAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $463629.55    | 0.54%             | 2033-04-20      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                  | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90100.00     | 0.11%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Commercial Mortgage Trust 2021-VOLT                             | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1075908.95   | 1.26%             | 2036-09-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 2 LLC                                              | CUSIP: 56844XBN8<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $462517.35    | 0.54%             | 2029-04-20      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris Inc                                                        | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    700000 | PA      | $633984.76    | 0.74%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare 2020-2 Receivables Funding LLC                    | CUSIP: 826525AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104629 | PA      | $98666.17     | 0.12%             | 2037-07-20      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp                                                       | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    565000 | PA      | $572402.82    | 0.67%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                               | Sonoco Products Co                                                 | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1015000 | PA      | $943185.04    | 1.11%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377RES9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    258000 | PA      | $218247.54    | 0.26%             | 2028-02-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                 | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1220000 | PA      | $1206496.22   | 1.42%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 10YR NOTE (CBT)MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -25 | NC      | $20248.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                          | Crown Castle Towers LLC                                            | CUSIP: 22822RBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1356207.16   | 1.59%             | 2025-05-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224166 | PA      | $227542.86    | 0.27%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                     | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $923898.98    | 1.08%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B31 Mortgage Trust                                  | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227000 | PA      | $122952.89    | 0.14%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Structured Agency Credit Risk Debt Notes               | CUSIP: 3137G0MD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    707299 | PA      | $727209.56    | 0.85%             | 2029-07-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                   | CAMB Commercial Mortgage Trust 2019-LIFE                           | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $123796.80    | 0.15%             | 2037-12-15      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                           | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    761192 | PA      | $763582.20    | 0.90%             | 2042-07-25      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                             | Eleven Madison Trust 2015-11MD Mortgage Trust                      | CUSIP: 556227AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $738858.48    | 0.87%             | 2035-09-10      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $433277.29    | 0.51%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM                 | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $97098.98     | 0.11%             | 2037-05-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| TAL Advantage VII LLC                            | TAL Advantage VII LLC                                              | CUSIP: 87407RAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243636 | PA      | $213685.17    | 0.25%             | 2045-09-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                    | CUSIP: 55342UAG9<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $81967.50     | 0.10%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2019-NQM3 Trust                                               | CUSIP: 36167VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    221707 | PA      | $205268.56    | 0.24%             | 2059-11-25      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                        | Infor Inc                                                          | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527343.45    | 0.62%             | 2023-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $496132.43    | 0.58%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AM Capital Funding, LLC                          | AM Capital Funding LLC                                             | CUSIP: 00166AAA5<br>LEI: 549300VEZWL2JF9NXH87 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986601.80    | 1.16%             | 2023-12-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    120000 | PA      | $97001.72     | 0.11%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                         | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763881.47    | 0.90%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                   | CUSIP: 3132DN3S0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391941 | PA      | $393900.02    | 0.46%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                           | CUSIP: 20755DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43000 | PA      | $42625.32     | 0.05%             | 2042-07-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust 2019-6                                    | CUSIP: 03464VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131199 | PA      | $124776.66    | 0.15%             | 2059-11-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    535000 | PA      | $444008.61    | 0.52%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                         | Benchmark 2021-B31 Mortgage Trust                                  | CUSIP: 08163MAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97000 | PA      | $47617.44     | 0.06%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO                              | Fort Washington CLO 2021-2 LTD                                     | CUSIP: 34918RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    565000 | PA      | $542281.69    | 0.64%             | 2034-10-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                   | Manhattan West 2020-1MW Mortgage Trust                             | CUSIP: 563136AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | PA      | $170030.43    | 0.20%             | 2039-09-10      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XXII Ltd                                              | CUSIP: 87167GBM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $453131.05    | 0.53%             | 2033-04-18      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                             | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc             | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    970000 | PA      | $848478.40    | 1.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PDC Energy Inc                                   | PDC Energy Inc                                                     | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47728.50     | 0.06%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                          | New Fortress Energy Inc                                            | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $236818.50    | 0.28%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC             | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                        | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378469 | PA      | $300537.90    | 0.35%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Jeld-Wen Inc                                     | JELD-WEN Inc                                                       | CUSIP: 475795AC4<br>LEI: 549300XWE6NM0N1HFW16 | Long             | DBT              | CORP              | US        |    220000 | PA      | $184206.00    | 0.22%             | 2025-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                           | CUSIP: 53523LAA8<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127003.80    | 0.15%             | 2027-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                   | CUSIP: 3132DWFJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    194514 | PA      | $197443.81    | 0.23%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                        | CUSIP: 85571BAL9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |    140000 | PA      | $133594.94    | 0.16%             | 2025-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co/The                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1044847.02   | 1.23%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                     | BB-UBS Trust 2012-SHOW                                             | CUSIP: 05538UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | PA      | $474010.68    | 0.56%             | 2036-11-05      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2014-C25                           | CUSIP: 92939LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1130000 | PA      | $1084503.04   | 1.27%             | 2047-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust 2022-2                                | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93095 | PA      | $89310.58     | 0.10%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                          | CUSIP: 26885BAF7<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    153000 | PA      | $147644.51    | 0.17%             | 2025-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WF-RBS Commercial Mortgage Trust                 | WFRBS Commercial Mortgage Trust 2014-LC14                          | CUSIP: 96221TAH0<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |  14738936 | PA      | $125051.03    | 0.15%             | 2047-03-15      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    545000 | PA      | $541420.17    | 0.64%             | 2023-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                 | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    550000 | PA      | $514739.81    | 0.60%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                    | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    960000 | PA      | $967011.27    | 1.14%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    168000 | PA      | $167541.16    | 0.20%             | 2052-10-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                        | BPR Trust 2022-OANA                                                | CUSIP: 05592DAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157000 | PA      | $143979.79    | 0.17%             | 2037-04-15      | Floating      | 8.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                    | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    375000 | PA      | $342733.44    | 0.40%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gulf Stream Meridian 1 Ltd.                      | Gulf Stream Meridian 3 Ltd                                         | CUSIP: 402512AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1856001.32   | 2.18%             | 2034-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                     | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97580.30     | 0.11%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1036217.02   | 1.22%             | 2026-04-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2010-C1                               | CUSIP: 36249KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130822 | PA      | $129094.19    | 0.15%             | 2043-08-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                              | SG Residential Mortgage Trust 2021-2                               | CUSIP: 78432YAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459976 | PA      | $369372.75    | 0.43%             | 2061-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                           | CUSIP: 30711XCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180442 | PA      | $186585.10    | 0.22%             | 2028-10-25      | Floating      | 9.69%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO    | CUSIP: 46655AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $168923.10    | 0.20%             | 2039-01-05      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                    | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349660.50    | 0.41%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                           | Marvell Technology Inc                                             | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1236497.28   | 1.45%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    670000 | PA      | $656357.51    | 0.77%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2015-GC30                             | CUSIP: 36250GAR6<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |  17609668 | PA      | $243437.81    | 0.29%             | 2050-05-10      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mortgage Trust        | Taubman Centers Commercial Mortgage Trust 2022-DPM                 | CUSIP: 87666YAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123000 | PA      | $115833.45    | 0.14%             | 2037-05-15      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    540000 | PA      | $547170.09    | 0.64%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                          | Broadcom Corp / Broadcom Cayman Finance Ltd                        | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    750000 | PA      | $709417.61    | 0.83%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                        | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1266738.22   | 1.49%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2022-C17                                      | CUSIP: 054976AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1024462 | PA      | $82745.60     | 0.10%             | 2055-09-15      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                             | Tri Pointe Homes Inc                                               | CUSIP: 87265HAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $72311.13     | 0.08%             | 2027-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                              | Delta Air Lines Inc                                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143071.70    | 0.17%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                   | CUSIP: 3132DPAU2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224538 | PA      | $225659.94    | 0.26%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $659646.69    | 0.77%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                              | Select Medical Corp                                                | CUSIP: 816196AT6<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |    240000 | PA      | $228199.20    | 0.27%             | 2026-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE RACER MID LLC/FINAN                         | Blue Racer Midstream LLC / Blue Racer Finance Corp                 | CUSIP: 095796AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $124069.24    | 0.15%             | 2025-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1305000 | PA      | $1138669.35   | 1.34%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                     | GS Mortgage Securities Trust 2013-GC13                             | CUSIP: 36198EAG0<br>LEI: 549300WF5YRKNHB1FX69 | Long             | ABS-MBS          | CORP              | US        | 169707632 | PA      | $4836.67      | 0.01%             | 2046-07-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    430535 | PA      | $425989.96    | 0.50%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196949 | PA      | $197477.64    | 0.23%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                            | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    320000 | PA      | $310436.06    | 0.36%             | 2042-03-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    505000 | PA      | $490315.61    | 0.58%             | 2026-04-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                         | American Airlines Inc/AAdvantage Loyalty IP Ltd                    | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    880000 | PA      | $846248.92    | 0.99%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 2YR NOTE (CBT) MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       191 | NC      | $904.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESTWOOD MID PARTNER LP                         | Crestwood Midstream Partners LP / Crestwood Midstream Finance Corp | CUSIP: 226373AP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $34048.00     | 0.04%             | 2025-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                              | CUSIP: 527298BS1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    220000 | PA      | $161093.02    | 0.19%             | 2029-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US 5YR NOTE (CBT) MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |      -148 | NC      | $19565.69     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                               | CUSIP: 85172FAM1<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86460.75     | 0.10%             | 2025-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                           | CUSIP: 30711XYX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605265 | PA      | $599188.78    | 0.70%             | 2030-07-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust       | JPMBB Commercial Mortgage Securities Trust 2015-C29                | CUSIP: 46644RBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214221 | PA      | $207746.07    | 0.24%             | 2048-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                            | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    660000 | PA      | $649883.48    | 0.76%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                               | 37 Capital CLO I                                                   | CUSIP: 88430TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1075480.31   | 1.26%             | 2034-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 3140QQTM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    398175 | PA      | $405526.34    | 0.48%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                    | CUSIP: 3138WBTE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89175 | PA      | $87602.26     | 0.10%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                          | New Fortress Energy Inc                                            | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $198618.00    | 0.23%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW 2021-2 LLC                                                     | CUSIP: 55400KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291801 | PA      | $261460.63    | 0.31%             | 2039-05-20      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127801.60    | 0.15%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                    | CUSIP: 37185LAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $324941.40    | 0.38%             | 2025-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                 | TRESTLES CLO III LTD                                               | CUSIP: 89532TAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $468230.55    | 0.55%             | 2033-01-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1655000 | PA      | $1447107.09   | 1.70%             | 2027-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    955000 | PA      | $806546.42    | 0.95%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                         | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    425000 | PA      | $381532.49    | 0.45%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                           | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307410.00    | 0.36%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| INTOWN 2022-STAY                                 | INTOWN 2022-STAY Mortgage Trust                                    | CUSIP: 46117NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $215573.14    | 0.25%             | 2039-08-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust 2021-C11                                      | CUSIP: 05493MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5372325 | PA      | $411019.96    | 0.48%             | 2054-09-15      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                       | Navient Private Education Refi Loan Trust 2021-F                   | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    245652 | PA      | $206810.00    | 0.24%             | 2070-02-18      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R07                       | CUSIP: 20754MBZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144961 | PA      | $146240.57    | 0.17%             | 2042-06-25      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431067.61    | 0.51%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUMMIT MID HLDS LLC / FI                         | Summit Midstream Holdings LLC / Summit Midstream Finance Corp      | CUSIP: 86614WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $152387.20    | 0.18%             | 2026-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multiclass Certificates              | Freddie Mac Multiclass Certificates Series 2015-P001               | CUSIP: 3137FQY23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $126062.40    | 0.15%             | 2028-09-27      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    320000 | PA      | $264950.40    | 0.31%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                              | CUSIP: 3128MDSR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165276 | PA      | $162429.70    | 0.19%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT 2021-NQM5 Trust                                               | CUSIP: 36168KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483713 | PA      | $380148.68    | 0.45%             | 2066-07-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                    | CUSIP: 92211MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104549 | PA      | $102008.58    | 0.12%             | 2043-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Freddie Mac Multifamily Structured Pass Through Certificates       | CUSIP: 3137FQXL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26455830 | PA      | $492041.41    | 0.58%             | 2026-10-25      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    465000 | PA      | $428620.56    | 0.50%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust              | Citigroup Commercial Mortgage Trust 2016-P3                        | CUSIP: 29429CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99427 | PA      | $94115.22     | 0.11%             | 2049-04-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAG0<br>LEI: N/A                  | Long             | DBT              |  | US        |    115000 | PA      | $110256.25    | 0.13%             | 2025-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    405000 | PA      | $360080.90    | 0.42%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                         | Fox Corp                                                           | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    550000 | PA      | $525781.49    | 0.62%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2015-2 Ltd                                       | CUSIP: 69689CBC9<br>LEI: 549300PACXK2KP6J2T91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $460519.55    | 0.54%             | 2030-07-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                     | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1115632.63   | 1.31%             | 2025-05-30      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                              | PFS Financing Corp                                                 | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1195000 | PA      | $1124411.11   | 1.32%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                   | HarborView Mortgage Loan Trust 2004-4                              | CUSIP: 41161PEM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94527 | PA      | $86642.77     | 0.10%             | 2034-06-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Prestige Auto Receivables Trust                  | Prestige Auto Receivables Trust 2021-1                             | CUSIP: 74113XAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    565000 | PA      | $501616.10    | 0.59%             | 2028-02-15      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2019-R02                       | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24355 | PA      | $24324.29     | 0.03%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                        | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102238.52    | 0.12%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                    | Citigroup Inc                                                      | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1037555.72   | 1.22%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                              | US ULTRA BOND CBT MAR23                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |        -7 | NC      | $36592.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Milos CLO, LTD                                   | Milos CLO Ltd                                                      | CUSIP: 60162PAL6<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $444399.95    | 0.52%             | 2030-10-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                           | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1044614.17   | 1.23%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                        | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9         | CUSIP: 61762DAZ4<br>LEI: 549300PFVBG5704L7K74 | Long             | ABS-MBS          | CORP              | US        |    166000 | PA      | $156855.92    | 0.18%             | 2046-05-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Connecticut Avenue Securities Trust 2022-R01                       | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    460000 | PA      | $436831.32    | 0.51%             | 2041-12-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                         | EQM Midstream Partners LP                                          | CUSIP: 26885BAM2<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88133.40     | 0.10%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                   | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1069097.95   | 1.26%             | 2026-04-25      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** NEUBERGER BERMAN ADVISERS MANAGEMENT TRUST

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasurer