# EDGAR Filing Document

**Accession Number:** 0001710607
**File Stem:** 0001193125-26-189845
**Filing Date:** 2026-4
**Character Count:** 193081
**Document Hash:** 206930b8768b49eb4c97ea1cec73e501
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-189845.hdr.sgml**: 20260429

**ACCESSION NUMBER**: 0001193125-26-189845

**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:** 26911693

**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 Multisector Income ETF (Series ID: S000072410)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000228610 | American Century Multisector Income ETF | MUSI            |

## 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 Multisector Income ETF

- **b. EDGAR series identifier (if any):** S000072410

- **c. LEI of Series:** 5493000I0UZ5BUDGGF98

**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:** $207504670.03

**Total Liabilities:** $6427169.55

**Net Assets:** $201077500.48

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 163.000000000000 | **1-Year:** 2840.000000000000 | **5-Year:** 11622.000000000000 | **10-Year:** 7989.000000000000 | **30-Year:** 8623.000000000000

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

- **3-Month:** 73.000000000000 | **1-Year:** 2218.000000000000 | **5-Year:** 12003.000000000000 | **10-Year:** 4244.000000000000 | **30-Year:** 3516.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228610 | 0.10%                | 0.40%                | 1.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-304870.70              | $144209.64                                 |
| Month 2  | $319385.18               | $-77044.77                                 |
| Month 3  | $40460.04                | $566054.64                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Arbor Realty SR Inc                                                                                                           | Arbor Realty SR Inc 8.50 12/15/2028                                                          | CUSIP: 03881NAL1<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $262905.53    | 0.13%             | 2028-12-15      | Fixed         | 8.50%                 | 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        |    726000 | PA      | $722078.26    | 0.36%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| CCO Holdings LLC / CCO Holdings Capital Corp                                                                                  | CCO Holdings LLC / CCO Holdings Capital Corp 7.38 03/01/2031                                 | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $676220.69    | 0.34%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| Caesars Entertainment Inc                                                                                                     | Caesars Entertainment Inc 4.63 10/15/2029                                                    | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    805000 | PA      | $788104.82    | 0.39%             | 2029-10-15      | Fixed         | 4.62%                 | 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        |   1198690 | NS      | $1198690.00   | 0.60%             |  |  |  | No            |                  1 | 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        |    350662 | PA      | $352300.42    | 0.18%             | 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        |    464955 | PA      | $465708.31    | 0.23%             | 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        |    439000 | PA      | $443923.39    | 0.22%             | 2032-02-20      | Fixed         | 7.25%                 | 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        |    228253 | PA      | $228393.94    | 0.11%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2024-INV1                                                                                            | JP Morgan Mortgage Trust 2024-INV1 6.00                                                      | CUSIP: 46658PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278607 | PA      | $281047.03    | 0.14%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-CES7                                                                                     | JP Morgan Mortgage Trust Series 2025-CES7 5.06                                               | CUSIP: 46660GAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    897353 | PA      | $902835.85    | 0.45%             | 2056-04-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust Series 2025-11                                                                                       | JP Morgan Mortgage Trust Series 2025-11 5.50                                                 | CUSIP: 46662QAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631549 | PA      | $639693.76    | 0.32%             | 2056-05-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                                                                 | Jefferies Financial Group Inc 5.50 02/15/2036                                                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    520000 | PA      | $511630.18    | 0.25%             | 2036-02-15      | Fixed         | 5.50%                 | 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        |    410000 | PA      | $417031.83    | 0.21%             | 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        |    208000 | NS      | $207388.95    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                                                                                       | KeyCorp (pfd) 5.00% 12/15/2174 Perpetual                                                     | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    420000 | NS      | $419073.94    | 0.21%             |  |  |  | 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        |    615000 | PA      | $604544.82    | 0.30%             | 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        |    185000 | PA      | $172454.02    | 0.09%             | 2030-02-15      | Fixed         | 3.05%                 | 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        |    360740 | PA      | $366749.97    | 0.18%             | 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        |    640000 | NS      | $652378.24    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| VoltaGrid LLC                                                                                                                 | VoltaGrid LLC 7.38 11/01/2030                                                                | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    484000 | PA      | $505616.02    | 0.25%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                                                             | Vornado Realty LP 5.75 02/01/2033                                                            | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    405000 | PA      | $411074.38    | 0.20%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                                                                   | Wayfair LLC 6.75 11/15/2032                                                                  | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |    635000 | PA      | $647677.78    | 0.32%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                                                                        | WESCO Distribution Inc 5.50 04/15/2034                                                       | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40410.40     | 0.02%             | 2034-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bancorp                                                                                                      | Western Alliance Bancorp 3.00 06/15/2031                                                     | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |    595000 | PA      | $588978.60    | 0.29%             | 2031-06-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc                                                                                                         | Williams Scotsman Inc 6.63 06/15/2029                                                        | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    455000 | PA      | $470338.96    | 0.23%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    470000 | PA      | $471172.99    | 0.23%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                                                                 | Yinson Bergenia Production BV 8.50 01/31/2045                                                | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |    106564 | PA      | $113285.74    | 0.06%             | 2045-01-31      | Fixed         | 8.50%                 | 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        |    910000 | PA      | $865717.65    | 0.43%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                                                      | Svenska Handelsbanken AB (pfd) 4.38% 03/01/2175 Perpetual                                    | CUSIP: W9T10ZZR9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | EP               | CORP              | SE        |    200000 | NS      | $198500.97    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                                                                  | Alphabet Inc 4.40 02/15/2033                                                                 | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    695000 | PA      | $701330.48    | 0.35%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                                                                         | AMERICAN AIRLINES INC 2024 1ST LIEN TERM LOAN B                                              | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |    470450 | PA      | $470325.33    | 0.23%             | 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        |    442000 | PA      | $450729.22    | 0.22%             | 2028-02-15      | Fixed         | 7.25%                 | 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    | 0.40%             |  |  |  | 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        |    130000 | NS      | $129946.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                                                               | BANK 2018-BNK15 3.00                                                                         | CUSIP: 06036FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145000 | PA      | $121459.66    | 0.06%             | 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        |    385000 | NS      | $382717.03    | 0.19%             |  |  |  | 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        |   1656000 | PA      | $1754937.72   | 0.87%             | 2084-05-26      | Variable      | 7.70%                 | 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        |    910000 | PA      | $974225.98    | 0.48%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                                                               | BANK 2020-BNK26 2.50                                                                         | CUSIP: 06540JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $748782.85    | 0.37%             | 2063-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                                                                         | Banque Federative du Credit Mutuel SA 5.11 01/15/2036                                        | CUSIP: 06675DCS9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    205000 | PA      | $207259.44    | 0.10%             | 2036-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BARC 2026-CES1                                                                                                                | BARC 2026-CES1 5.15                                                                          | CUSIP: 06690CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    817000 | PA      | $816998.77    | 0.41%             | 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        |    617000 | NS      | $658407.64    | 0.33%             |  |  |  | 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        |    922000 | PA      | $921984.14    | 0.46%             | 2065-12-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                                                                    | Barclays Commercial Mortgage Trust 2019-C4 3.25                                              | CUSIP: 07335CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194000 | PA      | $127755.96    | 0.06%             | 2052-08-15      | Fixed         | 3.25%                 | 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        |    363000 | PA      | $281374.62    | 0.14%             | 2053-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                                                             | Benchmark 2021-B31 Mortgage Trust 2.25                                                       | CUSIP: 08163MAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $106023.22    | 0.05%             | 2054-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                                                              | Benchmark 2024-V8 Mortgage Trust 4.00                                                        | CUSIP: 08190AAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    677000 | PA      | $613492.05    | 0.31%             | 2057-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BioMarin Pharmaceutical Inc                                                                                                   | BioMarin Pharmaceutical Inc 5.50 02/15/2034                                                  | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211999.66    | 0.11%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital II Aircraft Lease Ltd                                                                                       | Blackbird Capital II Aircraft Lease Ltd 3.45                                                 | CUSIP: 09229CAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312878 | PA      | $302170.62    | 0.15%             | 2046-07-15      | Fixed         | 3.45%                 | 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        |    468000 | PA      | $471689.82    | 0.23%             | 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        |    400000 | PA      | $417792.80    | 0.21%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                                                                 | Boeing Co/The 5.71 05/01/2040                                                                | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    385000 | PA      | $400758.05    | 0.20%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Brand Industrial Services Inc                                                                                                 | Brand Industrial Services Inc 10.38 08/01/2030                                               | CUSIP: 104931AA8<br>LEI: 549300B658W2BPDQMW42 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79485.23     | 0.04%             | 2030-08-01      | Fixed         | 10.38%                | 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        |    985000 | PA      | $907515.57    | 0.45%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                                                                             | American Axle & Manufacturing Inc 7.75 10/15/2033                                            | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    775000 | PA      | $788179.48    | 0.39%             | 2033-10-15      | Fixed         | 7.75%                 | 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        |    835000 | PA      | $821640.58    | 0.41%             | 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        |    199613 | PA      | $194011.47    | 0.10%             | 2065-05-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2021-5                                                                                               | Angel Oak Mortgage Trust 2021-5 0.95                                                         | CUSIP: 03465HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355690 | PA      | $314931.78    | 0.16%             | 2066-07-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                                                           | Antares Holdings LP 7.95 08/11/2028                                                          | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | CA        |    430000 | PA      | $454956.79    | 0.23%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                                                                         | Antero Resources Corp 5.40 02/01/2036                                                        | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330542.76    | 0.16%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                                                                 | AppLovin Corp 5.38 12/01/2031                                                                | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    445000 | PA      | $458781.97    | 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        |    408000 | PA      | $416553.31    | 0.21%             | 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        |    157615 | PA      | $157693.88    | 0.08%             | 2036-11-15      | Floating      | 5.12%                 | 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        |    208000 | PA      | $209735.60    | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ashton Woods USA LLC / Ashton Woods Finance Co                                                                                | Ashton Woods USA LLC / Ashton Woods Finance Co 6.88 08/01/2033                               | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    559000 | PA      | $564720.81    | 0.28%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer Inc                                                                                         | Asurion LLC and Asurion Co-Issuer Inc 8.00 12/31/2032                                        | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $304838.72    | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | 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        |    620000 | PA      | $620212.41    | 0.31%             | 2028-11-15      | Fixed         | 4.62%                 | 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        |    294000 | NS      | $296617.19    | 0.15%             |  |  |  | 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        |    573000 | PA      | $572857.55    | 0.28%             | 2036-05-15      | Fixed         | 5.56%                 | 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    | 0.20%             | 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        |   1120000 | NS      | $1198074.08   | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                                                               | DataBank Issuer 5.81                                                                         | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    687000 | PA      | $696480.60    | 0.35%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust 2021-3                                                                                   | Deephaven Residential Mortgage Trust 2021-3 1.19                                             | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198734 | PA      | $178898.25    | 0.09%             | 2066-08-25      | Variable      | 1.19%                 | No            |                  2 | On Loan: No      |
| Diamond Issuer LLC                                                                                                            | Diamond Issuer LLC 2.31                                                                      | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    691000 | PA      | $670990.57    | 0.33%             | 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        |    439000 | PA      | $423635.00    | 0.21%             | 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        |    550000 | PA      | $542797.75    | 0.27%             | 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        |    752000 | NS      | $748886.42    | 0.37%             |  |  |  | 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        |    697000 | PA      | $767436.30    | 0.38%             | 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        |    191370 | PA      | $191610.69    | 0.10%             | 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        |    306000 | PA      | $290583.90    | 0.14%             | 2055-07-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                                                                  | Ecopetrol SA 7.75 02/01/2032                                                                 | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    430000 | PA      | $439127.44    | 0.22%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-CES1                                                                                                                | EFMT 2024-CES1 5.80                                                                          | CUSIP: 281907AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406000 | PA      | $412512.24    | 0.21%             | 2060-01-26      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                                                                                     | Emera Inc 6.75 06/15/2076                                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |    501000 | PA      | $505597.68    | 0.25%             | 2076-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Empresas Publicas de Medellin ESP                                                                                             | Empresas Publicas de Medellin ESP 4.25 07/18/2029                                            | CUSIP: 29246BAE8<br>LEI: 549300SU25TO8EMXB434 | Long             | DBT              | CORP              | CO        |    328000 | PA      | $310632.87    | 0.15%             | 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    | 0.38%             | 2077-01-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                                                            | Energy Transfer LP (pfd) 6.25% 02/15/2175 Perpetual                                          | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |    246000 | NS      | $249355.93    | 0.12%             |  |  |  | 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        |    460000 | NS      | $462357.62    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Enerflex Inc                                                                                                                  | Enerflex Inc 6.88 01/15/2031                                                                 | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |    214000 | PA      | $221889.97    | 0.11%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                                                         | Entergy Louisiana LLC 4.90 04/15/2036                                                        | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     68000 | PA      | $68111.81     | 0.03%             | 2036-04-15      | Fixed         | 4.90%                 | 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        |    665000 | PA      | $700068.77    | 0.35%             | 2029-07-01      | Fixed         | 6.25%                 | 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        |    671976 | PA      | $671858.40    | 0.33%             | 2056-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                                                              | Freddie Mac Pool 5.00                                                                        | CUSIP: 3133KPKP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    191569 | PA      | $193853.62    | 0.10%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Strips                                                                                                            | Freddie Mac Strips 2.00                                                                      | CUSIP: 3133Q5E85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3982630 | PA      | $527145.70    | 0.26%             | 2051-01-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                                                             | Fannie Mae REMICS 2.00                                                                       | CUSIP: 3136BQFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3920445 | PA      | $499359.67    | 0.25%             | 2052-07-25      | 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        |    461000 | PA      | $463706.54    | 0.23%             | 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        |    667000 | PA      | $669414.94    | 0.33%             | 2030-12-16      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer LLC                                                                                                         | Flexential Issuer LLC 6.03                                                                   | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $453288.13    | 0.23%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| PONTE VEDRA PINE OBLIG                                                                                                        | Florida Local Government Finance Commission 6.75% 11/15/2030                                 | CUSIP: 34077UAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    705000 | PA      | $711415.36    | 0.35%             | 2030-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trust 2401                                                                                                                    | Trust 2401 7.70 01/23/2032                                                                   | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    535000 | PA      | $591006.48    | 0.29%             | 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        |   1175000 | NS      | $1281702.73   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                                                                      | Ford Motor Credit Co LLC 7.20 06/10/2030                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $334826.92    | 0.17%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc                                                                                                            | Forestar Group Inc 6.50 03/15/2033                                                           | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |    640000 | PA      | $655740.80    | 0.33%             | 2033-03-15      | Fixed         | 6.50%                 | 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        |    318000 | PA      | $323158.82    | 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        |    611000 | PA      | $623697.19    | 0.31%             | 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        |    676000 | PA      | $676739.00    | 0.34%             | 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 4.75 06/15/2029           | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    432000 | PA      | $428071.74    | 0.21%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp 7.00 07/15/2031           | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1213499.55   | 0.60%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                                                                         | Level 3 Financing Inc 7.00 03/31/2034                                                        | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    769406 | PA      | $800416.50    | 0.40%             | 2034-03-31      | 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        |    658000 | PA      | $653181.04    | 0.32%             | 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        |    420700 | PA      | $417649.93    | 0.21%             | 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        |    597438 | PA      | $597421.33    | 0.30%             | 2056-03-25      | Fixed         | 5.60%                 | 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        |    299151 | PA      | $303663.23    | 0.15%             | 2065-09-20      | Fixed         | 5.60%                 | 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        |    560000 | PA      | $599761.68    | 0.30%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MACH 1 Cayman 2019-1 Ltd                                                                                                      | MACH 1 Cayman 2019-1 Ltd 3.47                                                                | CUSIP: 55446MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63655 | PA      | $63129.51     | 0.03%             | 2039-10-15      | Fixed         | 3.47%                 | 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        |    575000 | PA      | $567740.63    | 0.28%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Magallanes Inc                                                                                                                | Discovery Global Holdings Inc 5.05 03/15/2042                                                | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    729000 | PA      | $513945.00    | 0.26%             | 2042-03-15      | Fixed         | 5.05%                 | 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        |    117000 | PA      | $108312.07    | 0.05%             | 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        |    155000 | PA      | $149864.45    | 0.07%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                                                                             | Magnetite XXVIII Ltd 5.42                                                                    | CUSIP: 55955LAY8<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $476006.24    | 0.24%             | 2038-01-15      | Floating      | 5.42%                 | 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        |    274000 | PA      | $250100.27    | 0.12%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                                                                          | Matador Resources Co 6.50 04/15/2032                                                         | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    776000 | PA      | $792913.42    | 0.39%             | 2032-04-15      | Fixed         | 6.50%                 | 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        |   1035000 | PA      | $1069384.77   | 0.53%             | 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        |    324000 | PA      | $340365.18    | 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        |    544000 | PA      | $545780.29    | 0.27%             | 2031-09-15      | Fixed         | 5.41%                 | 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        |    138000 | PA      | $114050.35    | 0.06%             | 2051-07-15      | Fixed         | 3.00%                 | 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        |    212885 | PA      | $207627.01    | 0.10%             | 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        |    647349 | PA      | $478647.88    | 0.24%             | 2052-06-20      | Fixed         | 1.92%                 | 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        |    553000 | PA      | $574174.37    | 0.29%             | 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        |    510000 | NS      | $561775.71    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| NP SPE IX LP                                                                                                                  | NP SPE IX LP 2.57                                                                            | CUSIP: 62954JAA2<br>LEI: 549300M4DFCB4G0UM882 | Long             | ABS-MBS          | CORP              | US        |     24477 | PA      | $24269.12     | 0.01%             | 2049-09-20      | Fixed         | 2.57%                 | 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        |    750000 | PA      | $494353.73    | 0.25%             | 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        |    690000 | PA      | $687030.17    | 0.34%             | 2028-11-01      | Fixed         | 4.75%                 | 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        |    526972 | PA      | $542007.09    | 0.27%             | 2055-08-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                                              | Paramount Global 4.38 03/15/2043                                                             | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    456000 | PA      | $287840.62    | 0.14%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                     | Occidental Petroleum Corp 4.20 03/15/2048                                                    | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $100957.66    | 0.05%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                                                                     | Occidental Petroleum Corp 6.20 03/15/2040                                                    | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109512.06    | 0.05%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                                                             | Omnicom Group Inc 5.00 06/02/2033                                                            | CUSIP: 681919BW5<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    214000 | PA      | $214133.30    | 0.11%             | 2033-06-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd                                                                                                                | 1261229 BC Ltd 10.00 04/15/2032                                                              | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    245000 | PA      | $253576.87    | 0.13%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Paramount Global                                                                                                              | Paramount Global 6.25 02/28/2057                                                             | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    310000 | PA      | $242668.00    | 0.12%             | 2057-02-28      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                                                                            | Expand Energy Corp 6.75 04/15/2029                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228666.26    | 0.11%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.45 09/26/2030                                                                  | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $318844.41    | 0.16%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.80 09/26/2032                                                                  | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    529000 | PA      | $517105.99    | 0.26%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 4.95 02/04/2031                                                                  | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289490.41    | 0.14%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                                                                   | Oracle Corp 5.35 05/04/2033                                                                  | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    395000 | PA      | $396450.90    | 0.20%             | 2033-05-04      | Fixed         | 5.35%                 | 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        |    742000 | PA      | $748763.78    | 0.37%             | 2034-01-09      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.10 07/15/2053                                                                  | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    305000 | PA      | $340605.95    | 0.17%             | 2053-07-15      | Fixed         | 7.10%                 | 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        |    265000 | PA      | $270286.76    | 0.13%             | 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        |    985000 | PA      | $1021992.41   | 0.51%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                                                                        | Advance Auto Parts Inc 7.38 08/01/2033                                                       | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    645000 | PA      | $661447.50    | 0.33%             | 2033-08-01      | Fixed         | 7.38%                 | 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        |    340000 | NS      | $339821.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.38 11/01/2031                                                                  | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    243000 | PA      | $274842.31    | 0.14%             | 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        |    269000 | PA      | $271146.62    | 0.13%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LLC                                                                                               | Aligned Data Centers Issuer LLC 6.00                                                         | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616000 | PA      | $619119.67    | 0.31%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                                                                      | Allison Transmission Inc 5.88 12/01/2033                                                     | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    690000 | PA      | $705017.36    | 0.35%             | 2033-12-01      | Fixed         | 5.88%                 | 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        |    760000 | PA      | $807996.28    | 0.40%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                                                                | Braskem Netherlands Finance BV 4.50 01/10/2028                                               | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $288152.46    | 0.14%             | 2028-01-10      | Fixed         | 4.50%                 | 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        |    609742 | PA      | $591028.53    | 0.29%             | 2045-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ciudad Autonoma De Buenos Aires/Government Bonds                                                                              | Ciudad Autonoma De Buenos Aires/Government Bonds 7.80 11/26/2033                             | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    805000 | PA      | $826082.95    | 0.41%             | 2033-11-26      | Fixed         | 7.80%                 | 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        |   1465000 | PA      | $1475302.76   | 0.73%             | 2030-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                                                                      | Builders FirstSource Inc 5.00 03/01/2030                                                     | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    367000 | PA      | $364586.39    | 0.18%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                                                                      | Builders FirstSource Inc 4.25 02/01/2032                                                     | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    755000 | PA      | $720794.35    | 0.36%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2020-VIVA                                                                                        | BX Commercial Mortgage Trust 2020-VIVA 3.55                                                  | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $376427.08    | 0.19%             | 2044-03-11      | Variable      | 3.55%                 | 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        |     77000 | PA      | $77105.59     | 0.04%             | 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 4.75 03/01/2030                                 | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $474047.17    | 0.24%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                                                              | CHS/Community Health Systems Inc 4.75 02/15/2031                                             | CUSIP: 12543DBK5<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    715000 | PA      | $656574.68    | 0.33%             | 2031-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLI Funding VIII LLC                                                                                                          | CLI Funding VIII LLC 3.12                                                                    | CUSIP: 12565KAF4<br>LEI: 254900Z4P82YK31RVL27 | Long             | ABS-MBS          | CORP              | US        |    662806 | PA      | $612097.09    | 0.30%             | 2047-01-18      | Fixed         | 3.12%                 | 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        |    460000 | PA      | $478895.81    | 0.24%             | 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        |    410000 | PA      | $410011.62    | 0.20%             | 2028-08-15      | Fixed         | 5.45%                 | 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        |    254916 | PA      | $211416.15    | 0.11%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc                                                                                                                | Gray Media Inc 7.25 08/15/2033                                                               | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423657.92    | 0.21%             | 2033-08-15      | Fixed         | 7.25%                 | 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        |    476000 | PA      | $486135.58    | 0.24%             | 2028-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Grupo Energia Bogota SA ESP                                                                                                   | Grupo Energia Bogota SA ESP 5.75 10/22/2035                                                  | CUSIP: 40053XAC3<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    200000 | PA      | $196825.00    | 0.10%             | 2035-10-22      | Fixed         | 5.75%                 | 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        |    646000 | NS      | $660396.27    | 0.33%             |  |  |  | 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        |    400000 | NS      | $416552.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                                                                    | HPS Corporate Lending Fund 6.25 09/30/2029                                                   | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    279000 | PA      | $284988.14    | 0.14%             | 2029-09-30      | Fixed         | 6.25%                 | 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        |    220000 | PA      | $217131.24    | 0.11%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM3 Trust                                                                                                         | HOMES 2025-NQM3 Trust 5.63                                                                   | CUSIP: 40446GAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954872 | PA      | $966404.85    | 0.48%             | 2070-02-25      | Variable      | 5.63%                 | 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        |    638000 | PA      | $650592.21    | 0.32%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                                                             | Herc Holdings Inc 7.25 06/15/2033                                                            | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    765000 | PA      | $809153.51    | 0.40%             | 2033-06-15      | Fixed         | 7.25%                 | 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        |    181825 | PA      | $187641.05    | 0.09%             | 2038-03-25      | Fixed         | 6.91%                 | 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        |    222000 | PA      | $214651.36    | 0.11%             | 2032-06-01      | Variable      | 4.20%                 | 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        |    472782 | PA      | $480024.02    | 0.24%             | 2055-11-25      | Variable      | 6.16%                 | 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        |    330803 | PA      | $336113.55    | 0.17%             | 2053-12-26      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON                                                               | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON 4.13                         | CUSIP: 46649XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    282000 | PA      | $248512.50    | 0.12%             | 2031-07-05      | Fixed         | 4.13%                 | 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        |    592583 | PA      | $601389.80    | 0.30%             | 2054-02-25      | 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        |    410000 | PA      | $406483.93    | 0.20%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-J5                                                                                                        | PMT Loan Trust 2025-J5 5.50                                                                  | CUSIP: 69392KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    629407 | PA      | $636564.02    | 0.32%             | 2057-01-25      | Variable      | 5.50%                 | 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        |    713338 | PA      | $721174.47    | 0.36%             | 2056-11-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palomino Funding Trust I                                                                                                      | Palomino Funding Trust I 7.23 05/17/2028                                                     | CUSIP: 69754AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $549842.37    | 0.27%             | 2028-05-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                                                                   | Ovintiv Inc 7.20 11/01/2031                                                                  | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    327000 | PA      | $366295.69    | 0.18%             | 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        |    428000 | PA      | $431681.96    | 0.21%             | 2028-07-17      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| PennyMac Financial Services Inc                                                                                               | PennyMac Financial Services Inc 7.13 11/15/2030                                              | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    667000 | PA      | $686168.91    | 0.34%             | 2030-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                                                           | Petroleos Mexicanos 5.95 01/28/2031                                                          | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    922000 | PA      | $904141.87    | 0.45%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PetSmart LLC / PetSmart Finance Corp                                                                                          | PetSmart LLC / PetSmart Finance Corp 7.50 09/15/2032                                         | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $617704.30    | 0.31%             | 2032-09-15      | Fixed         | 7.50%                 | 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        |    124000 | PA      | $131852.56    | 0.07%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                                                             | Piedmont Operating Partnership LP 5.63 01/15/2033                                            | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    755000 | PA      | $759068.29    | 0.38%             | 2033-01-15      | Fixed         | 5.62%                 | 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        |    678592 | PA      | $686302.39    | 0.34%             | 2054-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                                                                          | Commercial Metals Co 5.75 11/15/2033                                                         | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |    565000 | PA      | $576802.85    | 0.29%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                                                                                      | CompoSecure Holdings LLC 5.63 02/01/2033                                                     | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $457996.70    | 0.23%             | 2033-02-01      | Fixed         | 5.62%                 | 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        |    747437 | PA      | $747437.00    | 0.37%             | 2056-02-25      | Fixed         | 5.44%                 | 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        |    570000 | PA      | $577653.39    | 0.29%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R09                                                                                  | Connecticut Avenue Securities Trust 2022-R09 6.17                                            | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122193 | PA      | $123517.26    | 0.06%             | 2042-09-25      | Floating      | 6.17%                 | 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        |    344401 | PA      | $344599.72    | 0.17%             | 2044-01-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Cooper-Standard Automotive Inc                                                                                                | Cooper-Standard Automotive Inc 9.25 03/01/2031                                               | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291004.85    | 0.14%             | 2031-03-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc                                                                                                                 | CoreWeave Inc 9.25 06/01/2030                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    354000 | PA      | $347093.39    | 0.17%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                          | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC 5.60 01/15/2031         | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    945000 | PA      | $948537.14    | 0.47%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                                                                        | Cox Communications Inc 5.70 06/15/2033                                                       | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    486000 | PA      | $494240.58    | 0.25%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                                                                      | CSAIL 2019-C15 Commercial Mortgage Trust 3.00                                                | CUSIP: 22945DAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $251829.51    | 0.13%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                                                            | CyrusOne Data Centers Issuer I LLC 0.00                                                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $346107.13    | 0.17%             | 2049-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                               | DTE Electric Co 5.55 03/01/2056                                                              | CUSIP: 23338VBA3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69927.00     | 0.03%             | 2056-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                                                               | DTE Electric Co 4.85 03/01/2036                                                              | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69493.19     | 0.03%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer                                                                                                               | DataBank Issuer 5.12                                                                         | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678000 | PA      | $678353.37    | 0.34%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                                                      | Lloyds Banking Group PLC                                                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | EP               | CORP              | GB        |    618000 | NS      | $671777.74    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust 2025-A                                                                                 | Luxury Lease Partners Auto Lease Trust 2025-A 5.51                                           | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357380 | PA      | $358702.52    | 0.18%             | 2032-03-15      | Fixed         | 5.51%                 | 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        |    733000 | PA      | $732923.10    | 0.36%             | 2030-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                                                                         | Quikrete Holdings Inc 6.75 03/01/2033                                                        | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |    494000 | PA      | $513834.59    | 0.26%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2024-CES4                                                                                                 | RCKT Mortgage Trust 2024-CES4 6.67                                                           | CUSIP: 74939FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $864942.15    | 0.43%             | 2044-06-25      | Variable      | 6.67%                 | 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        |     75442 | PA      | $75503.32     | 0.04%             | 2054-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2025-1                                                                                     | Regional Management Issuance Trust 2025-1 5.53                                               | CUSIP: 75908AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303406.68    | 0.15%             | 2034-04-17      | Fixed         | 5.53%                 | 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        |    315000 | PA      | $323353.49    | 0.16%             | 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        |    155000 | PA      | $160389.33    | 0.08%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                                                                        | Romanian Government International Bond 5.75 07/04/2036                                       | CUSIP: 775921AA7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    800000 | PA      | $798278.95    | 0.40%             | 2036-07-04      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                                                                   | Royal Caribbean Cruises Ltd 6.00 02/01/2033                                                  | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |    264000 | PA      | $273541.95    | 0.14%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                                                            | Royalty Pharma PLC 4.45 03/25/2031                                                           | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |    610000 | PA      | $613991.85    | 0.31%             | 2031-03-25      | Fixed         | 4.45%                 | 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        |   1019000 | PA      | $980325.49    | 0.49%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                                                               | SEB Funding LLC 7.39                                                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    504000 | PA      | $518633.54    | 0.26%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Slam 2021-1 Ltd                                                                                                               | Slam 2021-1 Ltd 3.42                                                                         | CUSIP: 78449AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    352800 | PA      | $339620.59    | 0.17%             | 2046-06-15      | Fixed         | 3.42%                 | 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        |    480000 | PA      | $489665.76    | 0.24%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                                                                           | Saudi Government International Bond 4.88 01/12/2036                                          | CUSIP: 80413TBR9<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    950000 | PA      | $955525.11    | 0.48%             | 2036-01-12      | Fixed         | 4.88%                 | 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        |    562000 | PA      | $570215.99    | 0.28%             | 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        |    584000 | NS      | $582362.99    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                                                              | Light & Wonder International Inc 7.25 11/15/2029                                             | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287321.72    | 0.14%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                                                        | Sempra 4.13 04/01/2052                                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    982000 | PA      | $969977.77    | 0.48%             | 2052-04-01      | Variable      | 4.12%                 | 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        |    162232 | PA      | $163011.06    | 0.08%             | 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        |     79963 | PA      | $79972.74     | 0.04%             | 2054-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-12                                                                                                | Sequoia Mortgage Trust 2025-12 5.50                                                          | CUSIP: 81749XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900522 | PA      | $908624.10    | 0.45%             | 2055-12-25      | Variable      | 5.50%                 | 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        |    785000 | NS      | $837074.55    | 0.42%             |  |  |  | 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        |    785000 | PA      | $797049.68    | 0.40%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                                                                                               | Stack Infrastructure Issuer LLC 5.00                                                         | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-MBS          | CORP              | US        |    649721 | PA      | $636878.22    | 0.32%             | 2056-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                                                               | Standard Building Solutions Inc 6.50 08/15/2032                                              | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185546.88    | 0.09%             | 2032-08-15      | Fixed         | 6.50%                 | 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        |    221000 | NS      | $230045.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Industries Inc/NY                                                                                                    | Standard Industries Inc/NY 4.38 07/15/2030                                                   | CUSIP: 853496AG2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164125.63    | 0.08%             | 2030-07-15      | Fixed         | 4.38%                 | 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        |   1080000 | PA      | $1091602.22   | 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        |    639986 | PA      | $649715.42    | 0.32%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                                                                | Nissan Motor Acceptance Co LLC 6.13 09/30/2030                                               | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832411.15    | 0.41%             | 2030-09-30      | Fixed         | 6.12%                 | 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        |    622000 | PA      | $616969.27    | 0.31%             | 2028-09-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Continental Finance Credit Card ABS Master Trust                                                                              | Continental Finance Credit Card ABS Master Trust 6.19                                        | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202735 | PA      | $203243.34    | 0.10%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 Trust                                                                                                          | OBX 2025-NQM21 Trust 4.99                                                                    | CUSIP: 67448BAE4<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-MBS          | CORP              | US        |    145875 | PA      | $146602.81    | 0.07%             | 2065-10-25      | Variable      | 4.99%                 | 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        |    775000 | PA      | $781598.53    | 0.39%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                                                                                            | Subway Funding LLC 6.03                                                                      | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938125 | PA      | $949322.27    | 0.47%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                                                                           | Sumitomo Mitsui Financial Group Inc 5.33 03/03/2041                                          | CUSIP: 86562MEK2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    215000 | PA      | $215999.37    | 0.11%             | 2041-03-03      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                                                                                     | Sunoco LP 7.00 05/01/2029                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    568000 | PA      | $589354.53    | 0.29%             | 2029-05-01      | Fixed         | 7.00%                 | 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        |    410000 | NS      | $424122.45    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Surgery Center Holdings Inc                                                                                                   | Surgery Center Holdings Inc 7.25 04/15/2032                                                  | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    157000 | PA      | $157005.78    | 0.08%             | 2032-04-15      | Fixed         | 7.25%                 | 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        |    250000 | PA      | $254494.45    | 0.13%             | 2034-12-10      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                                                              | T-Mobile USA Inc 6.70 12/15/2033                                                             | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1223785.36   | 0.61%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                                                                               | Taylor Morrison Communities Inc 5.75 11/15/2032                                              | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68249.41     | 0.03%             | 2032-11-15      | 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        |    565000 | PA      | $563851.81    | 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        |    590000 | PA      | $571440.61    | 0.28%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                                                                     | Toronto-Dominion Bank/The 8.13 10/31/2082                                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    610000 | PA      | $638704.16    | 0.32%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                                                                 | TransDigm Inc 4.63 01/15/2029                                                                | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    725000 | PA      | $723289.65    | 0.36%             | 2029-01-15      | Fixed         | 4.62%                 | 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        |    102851 | PA      | $103668.36    | 0.05%             | 2033-11-25      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Trinidad & Tobago Government International Bond                                                                               | Trinidad & Tobago Government International Bond 6.50 01/28/2036                              | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |    470000 | PA      | $476110.00    | 0.24%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trust Fibra Uno                                                                                                               | Trust Fibra Uno 4.87 01/15/2030                                                              | CUSIP: 898339AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    464000 | PA      | $457098.23    | 0.23%             | 2030-01-15      | Fixed         | 4.87%                 | 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        |    286000 | PA      | $288924.12    | 0.14%             | 2034-07-25      | Fixed         | 5.42%                 | 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        |    128299 | PA      | $130272.30    | 0.06%             | 2044-05-25      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| RXO Inc                                                                                                                       | RXO Inc 6.38 05/15/2031                                                                      | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    580000 | PA      | $566043.27    | 0.28%             | 2031-05-15      | Fixed         | 6.38%                 | 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        |    667117 | PA      | $666928.67    | 0.33%             | 2056-03-20      | Fixed         | 5.59%                 | 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        |    463715 | PA      | $470074.52    | 0.23%             | 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        |    351000 | PA      | $320579.74    | 0.16%             | 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        |    520000 | PA      | $507976.87    | 0.25%             | 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    | 0.10%             |  |  |  | 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        |    259996 | PA      | $260201.37    | 0.13%             | 2035-09-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BPR Commercial Mortgage Trust 2025-STAR                                                                                       | BPR Commercial Mortgage Trust 2025-STAR 5.56                                                 | CUSIP: 05619DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    606000 | PA      | $626619.70    | 0.31%             | 2042-11-05      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                                                                                            | BX Trust 2025-ARIA 5.18                                                                      | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $814992.98    | 0.41%             | 2042-12-13      | Variable      | 5.18%                 | 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    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                                                                 | Carnival Corp 6.13 02/15/2033                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    697000 | PA      | $721998.60    | 0.36%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                                                                                                     | Carpenter Technology Corp 5.63 03/01/2034                                                    | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $199081.16    | 0.10%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust 2018-1                                                                               | Castlelake Aircraft Securitization Trust 2018-1 4.13                                         | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73341 | PA      | $72995.53     | 0.04%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                                                      | Celanese US Holdings LLC 7.00 02/15/2031                                                     | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    640000 | PA      | $659568.64    | 0.33%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                                                                                       | Centersquare Issuer LLC 5.00                                                                 | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    754706 | PA      | $736361.36    | 0.37%             | 2055-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                                                          | Chart Industries Inc 7.50 01/01/2030                                                         | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239214.24    | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                                                          | Chart Industries Inc 9.50 01/01/2031                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    364000 | PA      | $383180.25    | 0.19%             | 2031-01-01      | Fixed         | 9.50%                 | 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        |    474841 | PA      | $478171.25    | 0.24%             | 2055-06-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2024-9                                                                                      | Chase Home Lending Mortgage Trust 2024-9 5.50                                                | CUSIP: 16160QAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240494 | PA      | $241250.92    | 0.12%             | 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        |     52788 | PA      | $52700.63     | 0.03%             | 2055-09-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust Series 2024-2                                                                               | Chase Home Lending Mortgage Trust Series 2024-2 6.00                                         | CUSIP: 161929AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411018 | PA      | $413005.91    | 0.21%             | 2055-02-25      | Variable      | 6.00%                 | 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        |    241196 | PA      | $244349.01    | 0.12%             | 2055-05-25      | Variable      | 6.00%                 | 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        |    800000 | PA      | $816298.72    | 0.41%             | 2032-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                                                              | CIFC Funding 2018-I Ltd 5.47                                                                 | CUSIP: 17181NAJ3<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $476408.42    | 0.24%             | 2038-01-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                                                           | Citadel Finance LLC 5.90 02/10/2030                                                          | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    433000 | PA      | $444440.73    | 0.22%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                                                           | Citadel Finance LLC 5.15 02/14/2031                                                          | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    285000 | PA      | $283949.26    | 0.14%             | 2031-02-14      | Fixed         | 5.15%                 | 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        |    752282 | PA      | $760839.46    | 0.38%             | 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        |    795000 | NS      | $843033.11    | 0.42%             |  |  |  | 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        |    395000 | NS      | $401020.59    | 0.20%             |  |  |  | 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        |    741000 | PA      | $677661.10    | 0.34%             | 2041-12-10      | Variable      | 3.50%                 | 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        |    395203 | PA      | $396600.17    | 0.20%             | 2054-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                          | Cleveland-Cliffs Inc 7.38 05/01/2033                                                         | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    384000 | PA      | $394393.77    | 0.20%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                                                          | Cleveland-Cliffs Inc 7.50 09/15/2031                                                         | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126387.77    | 0.06%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2023-7                                                                                               | JP Morgan Mortgage Trust 2023-7 5.50                                                         | CUSIP: 46657DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    797044 | PA      | $802987.93    | 0.40%             | 2054-02-25      | Variable      | 5.50%                 | 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        |    285750 | PA      | $287312.00    | 0.14%             | 2054-06-25      | Variable      | 6.00%                 | 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        |     39457 | PA      | $39408.31     | 0.02%             | 2054-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2024-10                                                                                            | J.P. Morgan Mortgage Trust 2024-10 5.50                                                      | CUSIP: 46658LAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    276516 | PA      | $277958.33    | 0.14%             | 2055-03-25      | Variable      | 5.50%                 | 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        |    309000 | PA      | $318273.20    | 0.16%             | 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        |    477000 | PA      | $490662.82    | 0.24%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                                            | Meta Platforms Inc 4.60 11/15/2032                                                           | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    865000 | PA      | $879755.15    | 0.44%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                                                            | Meta Platforms Inc 4.88 11/15/2035                                                           | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409186.50    | 0.20%             | 2035-11-15      | Fixed         | 4.88%                 | 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        |  10993206 | NS      | $10993205.78  | 5.47%             |  |  |  | No            |                  1 | 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        |   1029000 | NS      | $1028146.44   | 0.51%             |  |  |  | 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        |    400000 | NS      | $416852.63    | 0.21%             |  |  |  | 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   | 0.52%             |  |  |  | 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    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AUST 10Y BOND FUT                                                                                                             | AUST 10Y BOND FUT Mar26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | NUSS              | AU        |        39 | NC      | $45058.08     | 0.02%             |  |  |  | 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        |        12 | NC      | $11695.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Ultra Long Term US Treasury                                                                                               | US ULTRA BOND CBT Jun26                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | UST               | US        |        33 | NC      | $35783.55     | 0.02%             |  |  |  | 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        |        77 | NC      | $46881.10     | 0.02%             |  |  |  | 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        |       241 | NC      | $163655.15    | 0.08%             |  |  |  | No            |                  1 | 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        |    743000 | NS      | $725282.46    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                                                              | Skandinaviska Enskilda Banken AB (pfd) 6.88% 12/30/2174 Perpetual                            | CUSIP: W8T54FK56<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EP               | CORP              | SE        |   1000000 | NS      | $1022789.07   | 0.51%             |  |  |  | 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        |    644000 | PA      | $644398.96    | 0.32%             | 2032-07-20      | Fixed         | 6.08%                 | 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        |        15 | PA      | $14.87        | 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        |    635000 | PA      | $622482.50    | 0.31%             | 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        |     84000 | PA      | $86231.88     | 0.04%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-BHAR                                                                                                                | CSMC 2021-BHAR 5.27                                                                          | CUSIP: 12659VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    414000 | PA      | $410855.38    | 0.20%             | 2038-11-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                                                               | CVS Health Corp 7.00 03/10/2055                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    249000 | PA      | $262049.84    | 0.13%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                                                                     | Caesars Entertainment Inc 7.00 02/15/2030                                                    | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    172000 | PA      | $176429.69    | 0.09%             | 2030-02-15      | Fixed         | 7.00%                 | 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        |     96000 | PA      | $91640.21     | 0.05%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                                                                     | University of California College of the Law San Francisco 5.99% 08/01/2050                   | CUSIP: 194248AR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     35000 | PA      | $36048.86     | 0.02%             | 2050-08-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| University of California College of the Law San Francisco                                                                     | University of California College of the Law San Francisco 6.09% 08/01/2055                   | CUSIP: 194248AS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $41354.95     | 0.02%             | 2055-08-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Cologix Canadian Issuer LP                                                                                                    | Cologix Canadian Issuer LP 7.74                                                              | CUSIP: 19521DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    350000 | PA      | $252905.25    | 0.13%             | 2052-01-25      | Fixed         | 7.74%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                                                                        | Colombia Government International Bond 7.75 11/07/2036                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $208300.00    | 0.10%             | 2036-11-07      | Fixed         | 7.75%                 | 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   | 0.50%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                                                                           | Fifth Third Bank NA 5.33 08/25/2033                                                          | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    645000 | PA      | $664564.06    | 0.33%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                                                              | Comision Federal de Electricidad 6.05 01/28/2034                                             | CUSIP: 200447AQ3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    203000 | PA      | $205537.50    | 0.10%             | 2034-01-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                                                         | Foundry JV Holdco LLC 6.25 01/25/2035                                                        | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $156276.61    | 0.08%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                                                                         | Foundry JV Holdco LLC 6.10 01/25/2036                                                        | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213761.00    | 0.11%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA2                                                                                       | Freddie Mac STACR REMIC Trust 2023-HQA2 5.67                                                 | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |     30124 | PA      | $30164.06     | 0.02%             | 2043-06-25      | Floating      | 5.67%                 | 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        |     38188 | PA      | $38342.14     | 0.02%             | 2042-09-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp                                                                                                         | Freedom Mortgage Corp 6.63 01/15/2027                                                        | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399856.64    | 0.20%             | 2027-01-15      | Fixed         | 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        |    364000 | PA      | $380454.62    | 0.19%             | 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        |    365000 | PA      | $352315.22    | 0.18%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                                                                          | Frontier Communications Holdings LLC 8.63 03/15/2031                                         | CUSIP: 35908MAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1418470.74   | 0.71%             | 2031-03-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                                                                         | GLP Capital LP / GLP Financing II Inc 5.63 03/01/2036                                        | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $265251.76    | 0.13%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                                                                            | Ally Financial Inc 8.00 11/01/2031                                                           | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    380000 | PA      | $431406.16    | 0.21%             | 2031-11-01      | Fixed         | 8.00%                 | 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        |    307010 | PA      | $308467.48    | 0.15%             | 2054-08-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GCAT 2024-INV3 Trust                                                                                                          | GCAT 2024-INV3 Trust 5.50                                                                    | CUSIP: 36830FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238678 | PA      | $239738.58    | 0.12%             | 2054-09-25      | 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        |    601000 | PA      | $591922.28    | 0.29%             | 2029-10-15      | Fixed         | 4.40%                 | 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        |    196000 | PA      | $193439.15    | 0.10%             | 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        |    370000 | PA      | $367797.89    | 0.18%             | 2028-02-23      | Fixed         | 5.05%                 | 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        |    583000 | PA      | $587262.20    | 0.29%             | 2031-07-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                                                                  | United Airlines Holdings Inc 5.38 03/01/2031                                                 | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464468.35    | 0.23%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 11/15/2055                                             | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2476318.74   | 1.23%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 1.63 10/31/2026                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    438000 | PA      | $432283.49    | 0.21%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.63 09/15/2026                                             | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    475000 | PA      | $477427.03    | 0.24%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 4.38 12/31/2029                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $681759.38    | 0.34%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 08/31/2030                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $301582.03    | 0.15%             | 2030-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.63 09/30/2030                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201054.69    | 0.10%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.50 11/30/2030                                             | CUSIP: 91282CPN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10400000 | PA      | $10395937.55  | 5.17%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.75 12/31/2032                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6300000 | PA      | $6363000.00   | 3.16%             | 2032-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| U.S. TREASURY                                                                                                                 | United States Treasury Note/Bond 3.63 12/31/2030                                             | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1000000 | PA      | $1004765.62   | 0.50%             | 2030-12-31      | Fixed         | 3.62%                 | 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        |   2465000 | PA      | $2490420.31   | 1.24%             | 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        |    625963 | PA      | $644767.55    | 0.32%             | 2055-04-20      | Fixed         | 6.37%                 | 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        |    651000 | PA      | $651549.59    | 0.32%             | 2030-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                                                                                                      | VB-S1 Issuer LLC - VBTEL 8.87                                                                | CUSIP: 91823ABG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | PA      | $490220.28    | 0.24%             | 2054-05-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust 2025-5                                                                                 | Velocity Commercial Capital Loan Trust 2025-5 5.94                                           | CUSIP: 92262KAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400731 | PA      | $408376.98    | 0.20%             | 2055-12-25      | Variable      | 5.94%                 | 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        |    312356 | PA      | $314999.24    | 0.16%             | 2056-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                                                            | Venture Global Plaquemines LNG LLC 6.13 12/15/2030                                           | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    545000 | PA      | $566414.69    | 0.28%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                                                                        | Venture Global LNG Inc (pfd) 9.00% 03/30/2174 Perpetual                                      | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | EP               | CORP              | US        |    410000 | NS      | $358877.49    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                                                                | SWAP 12.98 01/02/31                                                                          | CUSIP: SLA5CB4A9<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | BR        |  12000000 | OU      | $10153.87     | 0.01%             | 2031-01-02      | None          | 0.00%                 | 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