# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0001752724-25-155924
**Filing Date:** 2025-6
**Character Count:** 277750
**Document Hash:** ff07e88a8a0d39444c440c589f8ed560
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-155924.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-155924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Absolute Insight Funds, Inc.
- **CENTRAL INDEX KEY:** 0001635295

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** NY
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 251072927

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** (212) 922-6400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

## Series and Classes Contracts Data

### BNY Mellon Core Plus Fund (Series ID: S000059721)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000195444 | Class A      | DCPAX           |
| C000195445 | Class C      | DCPCX           |
| C000195446 | Class I      | DCPIX           |
| C000195447 | Class Y      | DCPYX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Absolute Insight Funds, Inc.

- **b. Investment Company Act file number:** 811-23036

- **c. CIK number of Registrant:** 0001635295

- **d. LEI of Registrant:** 549300FDPJFMG9QZEW26

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

  - **Street Address 1:** 240 Greenwich Street

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212-922-6400

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

- **a. Name of Series:** BNY Mellon Core Plus Fund

- **b. EDGAR series identifier (if any):** S000059721

- **c. LEI of Series:** 549300E4WKPQ5Z055X94

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $2463162138.44

**Total Liabilities:** $54799255.10

**Net Assets:** $2408362883.34

**Cash Not Reported:** $21126389.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 780.82235000 | **1-Year:** 61607.55324000 | **5-Year:** 586533.44094000 | **10-Year:** 289442.66465000 | **30-Year:** 15817.10337000

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

- **3-Month:** 204.87836000 | **1-Year:** 19018.21090000 | **5-Year:** 50041.55692000 | **10-Year:** 10963.84030000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | 2.08%                | -0.21%               | 0.23%                |
| Class ID C000195445 | 2.14%                | -0.37%               | 0.18%                |
| Class ID C000195446 | 2.10%                | -0.30%               | 0.36%                |
| Class ID C000195447 | 2.22%                | -0.29%               | 0.26%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5172084.99             | $41470455.29                               |
| Month 2  | $-1181698.31             | $-25292250.39                              |
| Month 3  | $-6289769.14             | $3321734.27                                |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Bond Index

- **Index Identifier:** LHMN0001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                                      | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-252532.54   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $25199.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1552106.73   | 0.06%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUEE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    662779 | PA      | $666788.06    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-1                                | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1869099 | PA      | $1853769.48   | 0.08%             | 2055-02-20      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | Sunoco LP                                                                       | CUSIP: 86765KAD1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1416268.13   | 0.06%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4198000 | PA      | $3997632.82   | 0.17%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1517000 | PA      | $1354681.00   | 0.06%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1568616 | PA      | $1281275.15   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DS5L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9183389 | PA      | $8135110.08   | 0.34%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  11925000 | PA      | $12037038.00  | 0.50%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   7347000 | PA      | $7359696.06   | 0.31%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America, National Association                             | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |         1 | NC      | $942.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XP6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7227649 | PA      | $7124986.26   | 0.30%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  23963457 | NS      | $23963457.01  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Instar Leasing III, LLC                                           | InStar Leasing III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1371758 | PA      | $1274661.51   | 0.05%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                               | COMM 2020-CX Mortgage Trust                                                     | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | PA      | $567287.27    | 0.02%             | 2046-11-10      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8934715 | PA      | $9006703.47   | 0.37%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                          | Viking Baked Goods Acquisition Corp                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |   4451000 | PA      | $4239111.93   | 0.18%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1353630.63   | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                             | BANK5 2024-5YR12                                                                | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11436000 | PA      | $11765942.32  | 0.49%             | 2057-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMBS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     93995 | PA      | $82961.42     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23195401 | PA      | $19694159.62  | 0.82%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5850.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2837456 | PA      | $2833455.62   | 0.12%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3747408.23   | 0.16%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1730884.86   | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1334727 | PA      | $1225479.99   | 0.05%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133A3GS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3310036 | PA      | $2918225.44   | 0.12%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14987663 | PA      | $11985948.27  | 0.50%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274267.47    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49771 | PA      | $41634.64     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7471810 | PA      | $6018798.35   | 0.25%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4646823.82   | 0.19%             | 2029-01-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                           | USD/RON FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $28271.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1174248.56   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8243783 | PA      | $8384641.09   | 0.35%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3099210.27   | 0.13%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2369301 | PA      | $2220184.52   | 0.09%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                          | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    178890 | PA      | $167932.04    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3513000 | PA      | $3542939.33   | 0.15%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1436000 | PA      | $1350649.62   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5070000 | PA      | $5072740.79   | 0.21%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JWB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8743975 | PA      | $7763967.62   | 0.32%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                    | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |    146048 | PA      | $146286.56    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 10 YEAR U.S. TREASURY NOTE                                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1084 | NC      | $1835337.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6802437.50   | 0.28%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4816617 | PA      | $4372350.35   | 0.18%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176754 | PA      | $164799.92    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1311987 | PA      | $1358457.45   | 0.06%             | 2051-11-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    203089 | PA      | $199762.57    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140K0GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24743 | PA      | $21777.50     | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                              | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $3591575.99   | 0.15%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5272957 | PA      | $4608579.25   | 0.19%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    882000 | PA      | $895371.34    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                                    | Churchill MMSLF CLO-IV Ltd                                                      | CUSIP: 171929AA0<br>LEI: 254900A0QSMCBR9GUF94 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $5969202.00   | 0.25%             | 2035-10-22      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.IG.43.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-242606.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5921511 | PA      | $5541402.38   | 0.23%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   5740000 | PA      | $5091494.80   | 0.21%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                            | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $328614.61    | 0.01%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4392730 | PA      | $4424487.48   | 0.18%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   5071000 | PA      | $4616362.08   | 0.19%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6887000 | PA      | $6749019.92   | 0.28%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905618 | PA      | $1921099.24   | 0.08%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7088641 | PA      | $5789239.58   | 0.24%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1892118.34   | 0.08%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475570 | PA      | $441899.24    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        38 | NC      | $72872.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  19759498 | PA      | $19571812.22  | 0.81%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6748068 | PA      | $6816331.41   | 0.28%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9648156 | PA      | $8476169.02   | 0.35%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                              | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    878000 | PA      | $829956.22    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |    300000 | PA      | $352194.06    | 0.01%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   5578000 | PA      | $5652919.12   | 0.23%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2394000 | PA      | $2438933.46   | 0.10%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                        | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   1243000 | PA      | $1214104.39   | 0.05%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4797636 | PA      | $4242575.54   | 0.18%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    624549 | PA      | $596206.87    | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-267721.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1890170.94   | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                          | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4369947.73   | 0.18%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                           | PMT Issuer Trust - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3714000 | PA      | $3710251.83   | 0.15%             | 2026-03-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7222585 | PA      | $7090461.78   | 0.29%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26082614 | PA      | $26626818.73  | 1.11%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4460653.86   | 0.19%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6260000 | PA      | $6142252.84   | 0.26%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    722000 | PA      | $646719.54    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                            | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   3274000 | PA      | $3483251.16   | 0.14%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600403 | PA      | $564583.64    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -35 | NC      | $-30817.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5985000 | PA      | $5963559.36   | 0.25%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                              | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   5761000 | PA      | $5419578.37   | 0.23%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2211514.08   | 0.09%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                            | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    754779 | PA      | $755037.75    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7148091 | PA      | $5705990.95   | 0.24%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                      | Ares XLIX CLO Ltd                                                               | CUSIP: 04017JAL5<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |   6325000 | PA      | $6327258.03   | 0.26%             | 2036-10-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                            | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    417000 | PA      | $407075.65    | 0.02%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    407349 | PA      | $395599.25    | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $2036793.78   | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1544000 | PA      | $1607141.00   | 0.07%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       408 | NC      | $250168.71    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                    | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2558065 | PA      | $2588672.76   | 0.11%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3232000 | PA      | $3311792.97   | 0.14%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |   4791000 | PA      | $4370424.94   | 0.18%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ivy Hill Middle Market Credit                                     | IVY Hill Middle Market Credit Fund XII Ltd                                      | CUSIP: 46600CBC3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | PA      | $334991.12    | 0.01%             | 2037-04-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96753000 | PA      | $75272700.05  | 3.13%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1278740.72   | 0.05%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688813.27    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                            | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $3352887.61   | 0.14%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4149958 | PA      | $3671733.39   | 0.15%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   5449000 | PA      | $5459031.61   | 0.23%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-2599715.37  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 5 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      1621 | NC      | $806606.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2264000 | PA      | $2315614.90   | 0.10%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                              | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1052000 | PA      | $1068159.98   | 0.04%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   7552000 | PA      | $6407056.38   | 0.27%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164452 | PA      | $1174024.57   | 0.05%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6622177 | PA      | $6518210.39   | 0.27%             | 2053-07-20      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                          | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1477000 | PA      | $1337253.79   | 0.06%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                 | Iliad Holding SASU                                                              | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |   1849000 | PA      | $1952316.57   | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2343194 | PA      | $1884609.31   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4292000 | PA      | $4001993.42   | 0.17%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                         | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $4413223.79   | 0.18%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                             | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1769.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $687578.87    | 0.03%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    899539 | PA      | $908018.52    | 0.04%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                    | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1557616 | PA      | $1566156.94   | 0.07%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1639058 | PA      | $1526894.84   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353000 | PA      | $362235.61    | 0.02%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                               | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3381339.86   | 0.14%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4215000 | PA      | $4260371.10   | 0.18%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                           | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1644701 | PA      | $1490574.17   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   6901000 | PA      | $6862067.11   | 0.28%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    556000 | PA      | $604826.17    | 0.03%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | 2 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       529 | NC      | $388234.31    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2090974 | PA      | $1852233.01   | 0.08%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                     | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2703000 | PA      | $2731330.06   | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   4328000 | PA      | $4415160.77   | 0.18%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | Avianca Midco 2 PLC                                                             | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4451000 | PA      | $3891865.38   | 0.16%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1288698 | PA      | $1212590.22   | 0.05%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1256686 | PA      | $1299497.48   | 0.05%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5423709 | PA      | $4818467.21   | 0.20%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   5533000 | PA      | $5522281.64   | 0.23%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2323000 | PA      | $2383785.27   | 0.10%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2067502 | PA      | $1843242.97   | 0.08%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEG IMMOBILIEN SE                                                 | LEG Immobilien SE                                                               | CUSIP: 000000000<br>LEI: 391200SO40AKONBO0Z96 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $561755.57    | 0.02%             | 2025-09-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2830000 | PA      | $2853462.88   | 0.12%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                              | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5869842 | PA      | $5486092.59   | 0.23%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2199590 | PA      | $1949447.45   | 0.08%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3602488 | PA      | $3286359.29   | 0.14%             | 2047-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2050609.28   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   5412000 | PA      | $5413651.53   | 0.22%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3456392 | PA      | $3461393.19   | 0.14%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    914000 | PA      | $978883.48    | 0.04%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $2076806.38   | 0.09%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                                           | International Game Technology PLC                                               | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   5625000 | PA      | $5504667.75   | 0.23%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1934892.54   | 0.08%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $908049.97    | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $476955.67    | 0.02%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1093790 | PA      | $1018379.49   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    244465 | PA      | $240387.88    | 0.01%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                  | Welltower OP LLC                                                                | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $400350.00    | 0.02%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4563514 | PA      | $4518720.40   | 0.19%             | 2052-11-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                 | Cedar Funding VIII Clo Ltd                                                      | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   4439232 | PA      | $4383124.55   | 0.18%             | 2038-01-17      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2064682 | PA      | $1901686.49   | 0.08%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14284 | PA      | $14523.50     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                   | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1027856.27   | 0.04%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    475978 | PA      | $442507.14    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7851608.40   | 0.33%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                       | Nutanix Inc                                                                     | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |    300000 | PA      | $324557.94    | 0.01%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFS Auto Receivables Securitization Trust 2023-1                                | CUSIP: 78398AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33156 | PA      | $33177.97     | 0.00%             | 2027-03-22      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1190473 | PA      | $1155988.87   | 0.05%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                          | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296850.00    | 0.01%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                                | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   4248000 | PA      | $3898814.40   | 0.16%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125151 | PA      | $122522.30    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3577000 | PA      | $3605037.28   | 0.15%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    602700 | PA      | $550664.58    | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                             | Integer Holdings Corp                                                           | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |    500000 | PA      | $530500.00    | 0.02%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    577065 | PA      | $531965.65    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJ4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5344 | PA      | $4552.38      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1415120.61   | 0.06%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $2311784.65   | 0.10%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21203000 | PA      | $21375274.38  | 0.89%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4967000 | PA      | $5030798.78   | 0.21%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                              | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1998000 | PA      | $1944845.31   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2435000 | PA      | $2441594.22   | 0.10%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    179704 | PA      | $170733.51    | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4519491 | PA      | $4244958.55   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2599000 | PA      | $2619921.95   | 0.11%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    697273 | PA      | $665656.06    | 0.03%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                 | Imperial Fund Mortgage Trust 2023-NQM1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975757 | PA      | $977082.59    | 0.04%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1519800 | PA      | $1488647.28   | 0.06%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1609384 | PA      | $1547240.14   | 0.06%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2294152.09   | 0.10%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   9905000 | PA      | $8177094.05   | 0.34%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    349753 | PA      | $333898.27    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3125890.35   | 0.13%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1653427.35   | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    378503 | PA      | $352798.23    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAQ1<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4574583.65   | 0.19%             | 2036-04-18      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4478352.69   | 0.19%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7596000 | PA      | $7139293.54   | 0.30%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1807000 | PA      | $1549615.60   | 0.06%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                             | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3744825 | PA      | $3809819.43   | 0.16%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076975 | PA      | $1055131.73   | 0.04%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4971000 | PA      | $4967425.85   | 0.21%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    135835 | PA      | $133358.28    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2656000 | PA      | $2688594.62   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                   | OSI Systems Inc                                                                 | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $190875.55    | 0.01%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13061871 | PA      | $11124429.64  | 0.46%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                          | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2236701.55   | 0.09%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   9539000 | PA      | $9564685.95   | 0.40%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                    | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5568158 | PA      | $5566274.00   | 0.23%             | 2054-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                      | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211800.00    | 0.01%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7047387 | PA      | $6548010.05   | 0.27%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2399000 | PA      | $2456134.10   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2320009.84   | 0.10%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2345661 | PA      | $2079004.44   | 0.09%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7970881 | PA      | $7652877.89   | 0.32%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XN4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1626785 | PA      | $1659045.45   | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10014629 | PA      | $9198074.87   | 0.38%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                         | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895464 | PA      | $862317.86    | 0.04%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $244634.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                           | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |   2546000 | PA      | $2453707.50   | 0.10%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1632823 | PA      | $1635173.65   | 0.07%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1135899.48   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5578000 | PA      | $5450400.52   | 0.23%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0KJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     78680 | PA      | $79669.95     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2424000 | PA      | $2441194.64   | 0.10%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13495000 | PA      | $13924756.64  | 0.58%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   6259000 | PA      | $6459034.01   | 0.27%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2152309.40   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44386 | PA      | $37547.90     | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4420000 | PA      | $4500886.00   | 0.19%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2023-NQM5                                       | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    954169 | PA      | $964393.72    | 0.04%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    584000 | PA      | $509001.63    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                    | Wells Fargo Commercial Mortgage Trust 2015-C31                                  | CUSIP: 94989WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655355 | PA      | $652335.47    | 0.03%             | 2048-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18025726 | PA      | $18222440.96  | 0.76%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   4837000 | PA      | $4967095.95   | 0.21%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                             | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   3913000 | PA      | $3783233.57   | 0.16%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                             | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3652909 | PA      | $3651574.59   | 0.15%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2024-NQM3                                   | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |   2882030 | PA      | $2889937.93   | 0.12%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4892101.50   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                    | Tecpetrol SA                                                                    | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |   6630000 | PA      | $6653205.00   | 0.28%             | 2033-01-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7362954.15   | 0.31%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2785932 | PA      | $2253950.73   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1003823.73   | 0.04%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2137514 | PA      | $2094996.99   | 0.09%             | 2038-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    804000 | PA      | $824057.61    | 0.03%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36380 | PA      | $30440.54     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1361000 | PA      | $1437464.31   | 0.06%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                       | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3668033.70   | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $2956318.14   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                       | Daimler Trucks Retail Trust 2023-1                                              | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3010687 | PA      | $3029559.53   | 0.13%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |   2222935 | PA      | $2224953.49   | 0.09%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2574000 | PA      | $2573900.70   | 0.11%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6091802 | PA      | $6191998.53   | 0.26%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                          | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    566000 | PA      | $530949.67    | 0.02%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8792275 | PA      | $7716482.78   | 0.32%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14663000 | PA      | $14839414.22  | 0.62%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1316388.32   | 0.05%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    310393 | PA      | $306453.31    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2755013.08   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                             | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    766000 | PA      | $777611.24    | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | Alumina Pty Ltd                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |   4520000 | PA      | $4405068.60   | 0.18%             | 2032-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                    | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2631471 | PA      | $2643797.89   | 0.11%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |   1803000 | PA      | $1825175.89   | 0.08%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196102 | PA      | $198705.30    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                                    | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    652127 | PA      | $646749.06    | 0.03%             | 2043-09-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2190343.68   | 0.09%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                      | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400012 | PA      | $409073.78    | 0.02%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    779000 | PA      | $809465.25    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                                        | Saipem SpA                                                                      | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |    300000 | PA      | $430453.38    | 0.02%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3489231 | PA      | $3367449.15   | 0.14%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5842599 | PA      | $5970842.17   | 0.25%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1318602.76   | 0.05%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6477155 | PA      | $5755310.76   | 0.24%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6578500 | PA      | $6495229.02   | 0.27%             | 2036-10-16      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   4642000 | PA      | $4340684.81   | 0.18%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1045358.37   | 0.04%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800189.00   | 0.07%             | 2033-10-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133A7JY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8007 | PA      | $6796.66      | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                     | State of California                                                             | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3705000 | PA      | $4299350.91   | 0.18%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2834259 | PA      | $2600115.63   | 0.11%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4989780.00   | 0.21%             | 2035-04-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                       | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   4037000 | PA      | $3494319.05   | 0.15%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2533802.64   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2405000 | PA      | $2434169.28   | 0.10%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3897455 | PA      | $3259427.28   | 0.14%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                          | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2837030.60   | 0.12%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    627314 | PA      | $599790.20    | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                             | Caesars Entertainment Inc                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4532494.02   | 0.19%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20437994 | PA      | $20583724.01  | 0.85%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2548253.97   | 0.11%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12262000 | PA      | $12299286.90  | 0.51%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |  23613434 | NS      | $23613433.87  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivy Hill Middle Market Credit                                     | Ivy Hill Middle Market Credit Fund XVIII Ltd                                    | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | PA      | $7800521.45   | 0.32%             | 2037-01-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QD7B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14947 | PA      | $12504.64     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                        | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   3944000 | PA      | $3504104.90   | 0.15%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5420069 | PA      | $5576277.56   | 0.23%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGV7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7490000 | PA      | $7479797.42   | 0.31%             | 2026-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    875000 | PA      | $907675.19    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2496527.75   | 0.10%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10086625 | PA      | $8438771.17   | 0.35%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $3110919.02   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |   3735000 | PA      | $3707929.80   | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5616000 | PA      | $5634401.39   | 0.23%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3602582 | PA      | $3380231.97   | 0.14%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21472489 | PA      | $17977693.79  | 0.75%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1182334.89   | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                          | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |    600000 | PA      | $652833.36    | 0.03%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  29838323 | PA      | $27367530.84  | 1.14%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6247089 | PA      | $6248155.03   | 0.26%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WERM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12209 | PA      | $11299.89     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7580000 | PA      | $6724034.19   | 0.28%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5007000 | PA      | $4971517.14   | 0.21%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                          | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1814131.80   | 0.08%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1312422.04   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                   | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |   6934732 | PA      | $6985065.85   | 0.29%             | 2065-05-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  26133834 | PA      | $22072901.34  | 0.92%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    393340 | PA      | $375456.10    | 0.02%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    869459 | PA      | $874281.48    | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3648000 | PA      | $3710697.05   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                            | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2163000 | PA      | $2016201.60   | 0.08%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                     | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1694959 | PA      | $1549490.41   | 0.06%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   6525000 | PA      | $4633435.58   | 0.19%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36296YD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    237718 | PA      | $221568.33    | 0.01%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    921000 | PA      | $980281.68    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7259245 | PA      | $5819697.13   | 0.24%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    638987 | PA      | $601296.33    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1593446.97   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   2235000 | PA      | $2135294.73   | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1811312.59   | 0.08%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-234087.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   4624000 | PA      | $4507910.09   | 0.19%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2442866.29   | 0.10%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8450573 | PA      | $7406484.78   | 0.31%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1006798.26   | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $9131597.36   | 0.38%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    855000 | PA      | $849311.41    | 0.04%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1285615 | PA      | $1200534.76   | 0.05%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1516828.50   | 0.06%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7965996 | PA      | $7496649.27   | 0.31%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3894526 | PA      | $3322991.73   | 0.14%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689330 | PA      | $656954.61    | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1441865 | PA      | $1459728.55   | 0.06%             | 2044-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4035000 | PA      | $3851030.23   | 0.16%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                          | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   2160000 | PA      | $2188568.16   | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |    681000 | PA      | $688480.10    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10835127 | PA      | $11036733.54  | 0.46%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2951844 | PA      | $2854674.52   | 0.12%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3006202 | PA      | $2516650.42   | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1708000 | PA      | $1670758.85   | 0.07%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4993250 | PA      | $4077741.59   | 0.17%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    860000 | PA      | $887605.54    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos Clo Xxv                                                                  | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   3333333 | PA      | $3309989.67   | 0.14%             | 2037-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19090000 | PA      | $19440480.56  | 0.81%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                                            | Bimbo Bakeries USA Inc                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1877825.69   | 0.08%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XXXIX LP                                                  | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |   2398189 | PA      | $2394858.23   | 0.10%             | 2033-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                       | Enovis Corp                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597900.00    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                                               | Insulet Corp                                                                    | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $372179.46    | 0.02%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                           | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    603001 | PA      | $614454.46    | 0.03%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1357289.47   | 0.06%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4485000 | PA      | $3667762.14   | 0.15%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        | 115000000 | PA      | $16752343.00  | 0.70%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    400000 | PA      | $387000.00    | 0.02%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6757155 | PA      | $6516289.78   | 0.27%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6734000 | PA      | $6520405.94   | 0.27%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                          | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    123000 | PA      | $117418.57    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                                    | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3624240 | PA      | $3625167.30   | 0.15%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                          | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4500806.31   | 0.19%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1339494.99   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5601000 | PA      | $5254195.99   | 0.22%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3564051.84   | 0.15%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                               | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5750000 | PA      | $5736131.00   | 0.24%             | 2034-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1094425.18   | 0.05%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3574857 | PA      | $3635315.35   | 0.15%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                             | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1165812.70   | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    615988 | PA      | $568673.69    | 0.02%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3436000 | PA      | $3456719.08   | 0.14%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| A10 NETWORKS INC                                                  | A10 Networks Inc                                                                | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196880.00    | 0.01%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                       | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   2084000 | PA      | $2123676.67   | 0.09%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                  | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1146000 | PA      | $986607.33    | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111299 | PA      | $109208.73    | 0.00%             | 2060-01-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $3340550.93   | 0.14%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $5706046.91   | 0.24%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    787043 | PA      | $736561.19    | 0.03%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11144000 | PA      | $11228379.02  | 0.47%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1825813.11   | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MKAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3156503 | PA      | $2981558.20   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAG3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    425806 | PA      | $437968.13    | 0.02%             | 2054-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1237756.91   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2414000 | PA      | $2350254.01   | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5839000 | PA      | $5797399.99   | 0.24%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| PROGRESS SOFTWARE CORP                                            | Progress Software Corp                                                          | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $341725.29    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2184000 | PA      | $2205520.22   | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9695000 | PA      | $9866431.35   | 0.41%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    693000 | PA      | $712922.70    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    542085 | PA      | $543264.11    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    335394 | PA      | $318544.70    | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1940618.16   | 0.08%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DE2<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2231000 | PA      | $2200213.72   | 0.09%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2257000 | PA      | $2302912.75   | 0.10%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                          | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   1262010 | PA      | $1104479.81   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5529812.58   | 0.23%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18375000 | PA      | $18761162.02  | 0.78%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1071000 | PA      | $1060950.07   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2631449 | PA      | $2522536.77   | 0.10%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   5766000 | PA      | $5215571.30   | 0.22%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4879308.50   | 0.20%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHVN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9498918 | PA      | $8673105.21   | 0.36%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5054852 | PA      | $4742901.41   | 0.20%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1492000 | PA      | $1499136.24   | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                               | University of Michigan                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2449000 | PA      | $2027933.63   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                    | CARLYLE US CLO 2021-6 LTD                                                       | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5893374.30   | 0.24%             | 2038-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4828992 | PA      | $4519976.64   | 0.19%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |   5530000 | PA      | $5549106.15   | 0.23%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| BENTELER INTERNATIONAL A                                          | Benteler International AG                                                       | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |   3219000 | PA      | $3289863.07   | 0.14%             | 2028-05-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    352992 | PA      | $345687.55    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                        | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    941000 | PA      | $967467.27    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1586000 | PA      | $1581407.10   | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                      | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038000 | PA      | $1068137.50   | 0.04%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    829054 | PA      | $771670.05    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LAS VEGAS SANDS CORP                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   3898000 | PA      | $3908402.87   | 0.16%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981000 | PA      | $1005991.17   | 0.04%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    779397 | PA      | $726443.13    | 0.03%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                    | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2677000 | PA      | $2689407.09   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1539000 | PA      | $1555701.81   | 0.06%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5994000 | PA      | $4894096.80   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $6736489.32   | 0.28%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1614230 | PA      | $1505282.66   | 0.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                            | British Airways 2020-1 Class A Pass Through Trust                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    481674 | PA      | $460636.62    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XLV LLC                                                   | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5007295.00   | 0.21%             | 2036-04-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3479850 | PA      | $3127646.18   | 0.13%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2573000 | PA      | $2593147.10   | 0.11%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUPX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5903082 | PA      | $5804068.31   | 0.24%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr                                    | Credit Acceptance Auto Loan Trust 2022-3                                        | CUSIP: 22534QAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375323 | PA      | $375691.30    | 0.02%             | 2032-10-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                          | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351297 | PA      | $347587.11    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    448553 | PA      | $436846.26    | 0.02%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3427090 | PA      | $3196303.59   | 0.13%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    745252 | PA      | $746708.84    | 0.03%             | 2031-12-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    795000 | PA      | $810254.94    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                           | CF Hippolyta Issuer LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3240905 | PA      | $3201471.42   | 0.13%             | 2060-07-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   5610000 | PA      | $5703408.74   | 0.24%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase Bank, National Association                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22403.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14623057 | PA      | $11628450.54  | 0.48%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                         | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611110 | PA      | $616514.85    | 0.03%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22763 | PA      | $19133.11     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                              | Saudi Arabian Oil Co                                                            | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   2985000 | PA      | $2795452.50   | 0.12%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1203194.22   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6342000 | PA      | $6462529.71   | 0.27%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3774326 | PA      | $3844097.10   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1187745.24   | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1108737.12   | 0.05%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 138724000 | PA      | $140544752.50 | 5.84%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2337081.99   | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAU2<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6488638.00   | 0.27%             | 2036-04-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1919000 | PA      | $1933467.82   | 0.08%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XM4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313678 | PA      | $310033.16    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4405796.03   | 0.18%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1540335.04   | 0.06%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2258000 | PA      | $1902484.47   | 0.08%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304112 | PA      | $304612.03    | 0.01%             | 2047-10-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   5831000 | PA      | $5798661.80   | 0.24%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2147134.29   | 0.09%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2258000 | PA      | $2146673.40   | 0.09%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAA0<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1137000 | PA      | $1139046.03   | 0.05%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                          | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    782525 | PA      | $753485.40    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5582293 | PA      | $5412398.01   | 0.22%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    882573 | PA      | $859975.34    | 0.04%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $842164.39    | 0.03%             | 2027-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-3 Mortgage Loan Trust                                                 | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2410849 | PA      | $2409979.89   | 0.10%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                         | IRV Trust 2025-200P                                                             | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1062865 | PA      | $1052687.22   | 0.04%             | 2047-03-14      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1224000 | PA      | $1221553.84   | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   3983000 | PA      | $4088410.10   | 0.17%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3112958 | PA      | $2878795.07   | 0.12%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-2                                | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    837510 | PA      | $793710.42    | 0.03%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4427218 | PA      | $3615671.21   | 0.15%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   8723000 | PA      | $8470147.27   | 0.35%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   7329000 | PA      | $7313746.45   | 0.30%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                               | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2470161.47   | 0.10%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1610147 | PA      | $1565910.56   | 0.07%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  63892000 | PA      | $39219568.79  | 1.63%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3927922 | PA      | $3148545.63   | 0.13%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1562928.63   | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5149394 | PA      | $4937279.34   | 0.21%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4376000 | PA      | $4339530.42   | 0.18%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    690000 | PA      | $756554.81    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4958483.85   | 0.21%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3251000 | PA      | $2821715.20   | 0.12%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3806077.89   | 0.16%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1310000 | PA      | $1303682.66   | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    407000 | PA      | $407837.83    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13680949 | PA      | $11460079.06  | 0.48%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |   2220000 | PA      | $2140524.00   | 0.09%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |   1769616 | PA      | $1773038.18   | 0.07%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    871000 | PA      | $986074.85    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                                    | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3920370 | PA      | $3630146.66   | 0.15%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1091237 | PA      | $1127622.64   | 0.05%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2743137.33   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                  | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1604044.72   | 0.07%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                    | OneMain Financial Issuance Trust 2019-2                                         | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3801000 | PA      | $3689390.86   | 0.15%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    437334 | PA      | $394233.59    | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                             | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4890000 | PA      | $4481139.28   | 0.19%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                          | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419186.26    | 0.02%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                    | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |     13278 | PA      | $13254.65     | 0.00%             | 2035-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1757094.85   | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2403000 | PA      | $2430860.36   | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3888846.65   | 0.16%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6051210 | PA      | $5327716.77   | 0.22%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                 | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |   2138983 | PA      | $2172899.26   | 0.09%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181000 | PA      | $1068499.00   | 0.04%             | 2036-08-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    851000 | PA      | $829665.95    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    152087 | PA      | $142315.33    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                    | Golub Capital Partners Clo 47M Ltd                                              | CUSIP: 381948AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5481000 | PA      | $5395479.96   | 0.22%             | 2037-08-05      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                    | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $459637.74    | 0.02%             | 2028-04-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   2393000 | PA      | $2369887.09   | 0.10%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    778000 | PA      | $781766.94    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                           | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3140177.77   | 0.13%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3543134 | PA      | $3560013.23   | 0.15%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   4221202 | PA      | $4044783.67   | 0.17%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GS5N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12618151 | PA      | $12448927.21  | 0.52%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2382442.62   | 0.10%             | 2030-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                       | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5640000 | PA      | $5759618.76   | 0.24%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AMERICAN PIPE                                          | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  11034000 | PA      | $11046753.43  | 0.46%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5118584.30   | 0.21%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   5026000 | PA      | $4424059.60   | 0.18%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                          | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   3319000 | PA      | $3317607.35   | 0.14%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4456392 | PA      | $4523681.32   | 0.19%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                             | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |    400000 | PA      | $488484.92    | 0.02%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    889335 | PA      | $827024.57    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                      | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1003000 | PA      | $1036058.08   | 0.04%             | 2047-02-10      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5081838 | PA      | $4702038.85   | 0.20%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2477634.29   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6330000 | PA      | $6357884.28   | 0.26%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   2970000 | PA      | $2190718.33   | 0.09%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                        | Blackbird Capital II Aircraft Lease Ltd                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3552900 | PA      | $3306860.68   | 0.14%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1712000 | PA      | $1811185.13   | 0.08%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   3440000 | PA      | $3272893.40   | 0.14%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6190000 | PA      | $6659444.09   | 0.28%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| NORDEX SE                                                         | Nordex SE                                                                       | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | DBT              | CORP              | DE        |    300000 | PA      | $455669.10    | 0.02%             | 2030-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    583000 | PA      | $601756.05    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   5665000 | PA      | $5538594.59   | 0.23%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TIRLAN CO-OP SOCIETY LTD                                          | Tirlan Co-Operative Society Ltd                                                 | CUSIP: 000000000<br>LEI: 635400JEXIKOXRYQZ534 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $446613.90    | 0.02%             | 2027-01-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1252533.50   | 0.05%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3261551 | PA      | $2876544.53   | 0.12%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   2009000 | PA      | $1997317.04   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4437587.52   | 0.18%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15897853 | PA      | $13886092.64  | 0.58%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1247197.94   | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3592331.25   | 0.15%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2784829 | PA      | $2781139.29   | 0.12%             | 2037-02-19      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5656000 | PA      | $5693256.64   | 0.24%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2271209.65   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                             | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   3625000 | PA      | $2196803.03   | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1280073.58  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                   | MARB BondCo PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    898000 | PA      | $777256.90    | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                          | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   3672000 | PA      | $3722875.01   | 0.15%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     55841 | PA      | $52120.38     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  23151891 | PA      | $20531014.68  | 0.85%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    904158 | PA      | $844979.05    | 0.04%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1655537.23   | 0.07%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2459364.49   | 0.10%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    855516 | PA      | $827249.00    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1294225.65   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC                                          | Rochester Gas and Electric Corp                                                 | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1928419.30   | 0.08%             | 2027-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                       | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   2980000 | PA      | $3027125.12   | 0.13%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNNB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14203449 | PA      | $14289199.89  | 0.59%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   5680688 | PA      | $5683761.25   | 0.24%             | 2035-04-14      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4518231 | PA      | $4247821.25   | 0.18%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |   4605000 | PA      | $4654349.02   | 0.19%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                       | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    721278 | PA      | $731685.81    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    119752 | PA      | $118676.19    | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                       | Antares CLO 2017-1 Ltd                                                          | CUSIP: 03665JAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3884924.00   | 0.16%             | 2037-01-20      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                     | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    368000 | PA      | $347703.84    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4242000 | PA      | $3682570.43   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $394650.00    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    472000 | PA      | $477589.33    | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5424376 | PA      | $4627237.66   | 0.19%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   3388000 | PA      | $3096065.53   | 0.13%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $1198023.35   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5806000 | PA      | $5847614.62   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480825.00    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                               | LSEGA Financing PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    291000 | PA      | $258842.94    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                           | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1847577 | PA      | $1845660.44   | 0.08%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                    | ENTERPRISE FLEET FINANCING 2025-2 LLC                                           | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031000 | PA      | $2033052.33   | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7764000 | PA      | $6856587.86   | 0.28%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS ITRAXX.EU.XO.42.V1                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-2100386.29  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                     | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2315461.22   | 0.10%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                             | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $719799.44    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19146000 | PA      | $18948556.88  | 0.79%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  27050974 | PA      | $26732044.83  | 1.11%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ETE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1444432 | PA      | $1477928.00   | 0.06%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    932772 | PA      | $881349.04    | 0.04%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4295914 | PA      | $4277891.21   | 0.18%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZALANDO SE                                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $426860.10    | 0.02%             | 2027-08-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $10545666.12  | 0.44%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1153290.27   | 0.05%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $10900.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9465000 | PA      | $7899244.90   | 0.33%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300068 | PA      | $301059.25    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK SHASTA CLO XIII, LLC                                    | BlackRock Shasta CLO XIII LLC                                                   | CUSIP: 09263EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6008874.00   | 0.25%             | 2036-07-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                   | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $387030.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $730544.66    | 0.03%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2314674 | PA      | $1935796.53   | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12741798 | PA      | $11164046.91  | 0.46%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2439351 | PA      | $2179512.77   | 0.09%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                           | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $459585.37    | 0.02%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1883031 | PA      | $1753815.85   | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $9386.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5460534.72   | 0.23%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                           | Digital Realty Trust LP                                                         | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312480.00    | 0.01%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                              | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5525970.86   | 0.23%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                          | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |    400000 | PA      | $394860.00    | 0.02%             | 2028-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2013798.37   | 0.08%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1675011 | PA      | $1687080.36   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61081000 | PA      | $60619313.76  | 2.52%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     15000 | PA      | $2386.74      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10594332 | PA      | $9311735.59   | 0.39%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1481821 | PA      | $1212427.90   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**Name of Applicant:** BNY Mellon Absolute Insight Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer