# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0001775697-23-000140
**Filing Date:** 2023-2
**Character Count:** 180370
**Document Hash:** dab6b84e70967d3cec73c61e2888eada
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000140.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001775697-23-000140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Absolute Insight Funds, Inc.
- **CENTRAL INDEX KEY:** 0001635295
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 23671170

**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:** 212 495 1784

**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:** 2023-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1141547905.89

**Total Liabilities:** $6006384.84

**Net Assets:** $1135541521.05

**Delayed Delivery Securities:** $1713167.65

**Cash Not Reported:** $296984.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1624.1038429 | **1-Year:** -43217.83614596 | **5-Year:** -144980.89469232 | **10-Year:** -205368.02876941 | **30-Year:** -83205.80719668

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

- **3-Month:** -455.42163648 | **1-Year:** -15107.76164107 | **5-Year:** -37064.49345748 | **10-Year:** -22505.09639257 | **30-Year:** -5548.13101437

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | -1.18%               | 4.18%                | -0.49%               |
| Class ID C000195445 | -1.24%               | 4.11%                | -0.66%               |
| Class ID C000195446 | -1.16%               | 4.20%                | -0.47%               |
| Class ID C000195447 | -1.16%               | 4.09%                | -0.46%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-13747214.47            | $-280106.38                                |
| Month 2  | $-2871933.59             | $43295381.31                               |
| Month 3  | $-1264512.88             | $-8061462.64                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2548187.93   | 0.22%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC HOLDINGS LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $1973632.92   | 0.17%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2428999.25   | 0.21%             | 2026-09-08      | Fixed         | 4.35%                 | 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        |    920117 | PA      | $816443.60    | 0.07%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP             | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1772310.94   | 0.16%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC HOLDINGS LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $852750.00    | 0.08%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| GPMT LTD.                            | GPMT 2019-FL2 LTD                                                               | CUSIP: 36259BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3893504 | OU      | $3876676.49   | 0.34%             | 2036-02-22      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                         | NISOURCE INC                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    134000 | PA      | $125625.00    | 0.01%             | 2170-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                     | ALTRIA GROUP INC                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    247000 | PA      | $237519.12    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC        | PRINCIPAL FINANCIAL GROUP INC                                                   | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3024475.00   | 0.27%             | 2055-05-15      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                      | NGPL PIPECO LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2278095.62   | 0.20%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  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      | $1313284.16   | 0.12%             | 2036-02-01      | Fixed         | 4.70%                 | 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      | $2996294.96   | 0.26%             | 2029-06-01      | Fixed         | 3.50%                 | 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      | $2773067.50   | 0.24%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE | PNC FINANCIAL SERVICES GROUP INC/THE                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2091000 | PA      | $1915746.01   | 0.17%             | 2029-04-23      | Fixed         | 3.45%                 | 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        |   1951017 | PA      | $1619916.57   | 0.14%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE               | ARIZONA PUBLIC SERVICE CO                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $3338031.74   | 0.29%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC             | ROCHESTER GAS AND ELECTRIC CORP                                                 | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1808722.42   | 0.16%             | 2027-06-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2867000 | PA      | $2536272.77   | 0.22%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| BRF SA                               | BRF SA                                                                          | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1853000 | PA      | $1565796.64   | 0.14%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1760380.75   | 0.16%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1914862.68   | 0.17%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | IRON MOUNTAIN INC                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1647263.80   | 0.15%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT             | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2289149 | PA      | $1853413.04   | 0.16%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                   | ALCON FINANCE CORP                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $2474662.29   | 0.22%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                          | METLIFE INC                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $7417688.73   | 0.65%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                     | BLACK HILLS CORP                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1259524.65   | 0.11%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE                        | KROGER CO/THE                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $200651.04    | 0.02%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NBM US HOLDINGS INC                  | NBM US HOLDINGS INC                                                             | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1475520.52   | 0.13%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                  | ASHTEAD CAPITAL INC                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179698.83    | 0.02%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                 | EDISON INTERNATIONAL                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1433678.21   | 0.13%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2736027 | OU      | $2428574.96   | 0.21%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1368171.26   | 0.12%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                | VALE OVERSEAS LTD                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1975000 | PA      | $2088341.30   | 0.18%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                         | AES ANDES SA                                                                    | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   3750000 | PA      | $3462801.45   | 0.30%             | 2079-10-07      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                  | INVERSIONES CMPC SA                                                             | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   3149000 | PA      | $2856233.53   | 0.25%             | 2030-01-13      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4261000 | PA      | $3096395.75   | 0.27%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $631844.75    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2451118 | OU      | $2303336.97   | 0.20%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST         | LAUREL ROAD PRIME STUDENT LOAN TRUST 2017-C                                     | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197400 | OU      | $193574.61    | 0.02%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                  | ASHTEAD CAPITAL INC                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1266124.10   | 0.11%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  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      | $1085548.64   | 0.10%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CERBERUS                             | CERBERUS LOAN FUNDING XXVII LP                                                  | CUSIP: 15673FAA8<br>LEI: 5493006EIGNTETP6G413 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | OU      | $4906625.00   | 0.43%             | 2032-01-15      | Variable      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6391035.19   | 0.56%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140K0GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3521489 | OU      | $3117618.11   | 0.27%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3666100 | PA      | $3474130.98   | 0.31%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WOODMONT TRUST                       | WOODMONT 2017-3 LP                                                              | CUSIP: 97988AAQ2<br>LEI: 549300NKSBVFZBWCM260 | Long             | ABS-CBDO         | CORP              | KY        |   3500500 | OU      | $3216243.65   | 0.28%             | 2032-04-20      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1329301.31   | 0.12%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | ALLY FINANCIAL INC                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4581000 | PA      | $4741644.63   | 0.42%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO/THE                   | J M SMUCKER CO/THE                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5383355.16   | 0.47%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                         | NISOURCE INC                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1157911.74   | 0.10%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD       | GOLUB CAPITAL PARTNERS CLO 47M LTD                                              | CUSIP: 38176VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6030000 | OU      | $5510336.41   | 0.49%             | 2032-05-05      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179UH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2016732 | OU      | $1818348.72   | 0.16%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC              | CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1383598.04   | 0.12%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                   | UNION PACIFIC CORP                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     98000 | PA      | $76253.79     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING              | ALCOA NEDERLAND HOLDING BV                                                      | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1580000 | PA      | $1525301.59   | 0.13%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6702000 | PA      | $6656713.25   | 0.59%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC              | CF HIPPOLYTA ISSUER LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3272793 | OU      | $2924864.99   | 0.26%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                  | FIFTH THIRD BANCORP                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3162916.18   | 0.28%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD             | NEWCREST FINANCE PTY LTD                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |   1171000 | PA      | $979837.79    | 0.09%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                  | BRASKEM NETHERLANDS FINANCE BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3008000 | PA      | $2335610.93   | 0.21%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1762425.48   | 0.16%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2137377 | OU      | $2095051.64   | 0.18%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                   | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | USGSE             | UA        |   2223000 | PA      | $420687.19    | 0.04%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4675297 | OU      | $3828279.05   | 0.34%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST           | VERUS SECURITIZATION TRUST 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238001 | OU      | $225137.34    | 0.02%             | 2060-01-01      | Variable      | 2.42%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                         | ENTERGY CORP                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1455895.38   | 0.13%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2450980.41   | 0.22%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    168000 | PA      | $159035.24    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    791000 | PA      | $737426.12    | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST        | COMMONBOND STUDENT LOAN TRUST 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2584464 | OU      | $2325737.84   | 0.20%             | 2047-01-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $1623524.36   | 0.14%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                    | IRON MOUNTAIN INC                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    312000 | PA      | $280784.57    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $3655278.96   | 0.32%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1009194.52   | 0.09%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                 | CITGO PETROLEUM CORP                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1560377.28   | 0.14%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC               | ANGLOGOLD ASHANTI HOLDINGS PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2163000 | PA      | $1877878.34   | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC             | VIRGIN MEDIA FINANCE PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    397000 | PA      | $319066.92    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2                | SCENTRE GROUP TRUST 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   9348000 | PA      | $8382819.00   | 0.74%             | 2080-09-24      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133A7JY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3423787 | OU      | $2969718.38   | 0.26%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514700 | PA      | $1892789.53   | 0.17%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $154507.82    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  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        |   1197001 | PA      | $1132665.23   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES             | DELTA AIR LINES INC / SKYMILES IP LTD                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $701833.88    | 0.06%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2228185.83   | 0.20%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                 | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1998000 | PA      | $1772602.40   | 0.16%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                        | AIB GROUP PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1504000 | PA      | $1451809.41   | 0.13%             | 2025-04-10      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133A3GS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4130639 | OU      | $3682683.02   | 0.32%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4566384 | OU      | $3892574.74   | 0.34%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC             | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1892094.00   | 0.17%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                          | EXELON CORP                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5833000 | PA      | $5429331.61   | 0.48%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4377764 | OU      | $3962493.32   | 0.35%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25891100 | PA      | $14396361.93  | 1.27%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2625703.79   | 0.23%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                    | GENERAL MOTORS CO                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2448440.77   | 0.22%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9178736 | OU      | $7960210.94   | 0.70%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                         | CONSORCIO TRANSMANTARO SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    730000 | PA      | $665595.22    | 0.06%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES             | DELTA AIR LINES INC / SKYMILES IP LTD                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1891492.65   | 0.17%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30618300 | PA      | $26411871.91  | 2.33%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7978650 | OU      | $6647523.73   | 0.59%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1493946.29   | 0.13%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL             | AES PANAMA GENERATION HOLDINGS SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2032000 | PA      | $1769963.44   | 0.16%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                 | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2582331.52   | 0.23%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7978047 | OU      | $6955588.97   | 0.61%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2696540 | OU      | $2210579.47   | 0.19%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                  | SUZANO AUSTRIA GMBH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1516000 | PA      | $1275231.15   | 0.11%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                        | STATE OF CALIFORNIA                                                             | CUSIP: 13063A5G5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    270000 | PA      | $338623.85    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                | CABLEVISION LIGHTPATH LLC                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165792.71    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254583.60    | 0.02%             | 2027-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8581307 | OU      | $7026580.76   | 0.62%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                     | BLACK HILLS CORP                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99473.33     | 0.01%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257844.10    | 0.02%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL              | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     98000 | PA      | $73904.19     | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11086385 | OU      | $9083742.92   | 0.80%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    535000 | PA      | $421703.25    | 0.04%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2569021.01   | 0.23%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                     | FIRSTENERGY CORP                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1233603.18   | 0.11%             | 2047-07-15      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    174000 | PA      | $157623.03    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    588000 | PA      | $561102.85    | 0.05%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL              | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    211000 | PA      | $168160.55    | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    181000 | PA      | $177998.52    | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR       | SOFI PROFESSIONAL LOAN PROGRAM 2017-C LLC                                       | CUSIP: 83405DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2201000 | OU      | $2051521.51   | 0.18%             | 2040-07-25      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST              | PNMAC FMSR ISSUER TRUST 2018-FT1                                                | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | OU      | $117972.19    | 0.01%             | 2023-04-25      | Variable      | 6.74%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                          | METLIFE INC                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3862000 | PA      | $3739825.63   | 0.33%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                    | ALLSTATE CORP/THE                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2272687.52   | 0.20%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU       | SMB PRIVATE EDUCATION LOAN TRUST 2017-A                                         | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-MBS          | CORP              | US        |     91781 | OU      | $88019.93     | 0.01%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48889.20     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU       | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-MBS          | CORP              | US        |     58054 | OU      | $57327.98     | 0.01%             | 2035-10-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO              | MASSACHUSETTS MUTUAL LIFE INSURANCE CO                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    179000 | PA      | $147260.46    | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST         | DRB PRIME STUDENT LOAN TRUST 2017-A                                             | CUSIP: 23342KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5628 | OU      | $5614.93      | 0.00%             | 2042-05-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORP                          | EXELON CORP                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     91000 | PA      | $86513.32     | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE               | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $66434.07     | 0.01%             | 2025-04-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    182000 | PA      | $170856.62    | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                      | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $344032.91    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT              | UNITED AIRLINES 2018-1 CLASS B PASS THROUGH TRUST                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108203 | PA      | $98975.68     | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                         | EVERGY METRO INC                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    167000 | PA      | $136348.90    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC               | MOTIVA ENTERPRISES LLC                                                          | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302560.29    | 0.03%             | 2040-01-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $213187.03    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | 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        |    217858 | PA      | $188596.05    | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST              | PNMAC GMSR ISSUER TRUST 2018-GT2                                                | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | OU      | $123066.96    | 0.01%             | 2025-08-25      | Variable      | 7.04%                 | Yes           |                  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        |    146750 | PA      | $130905.82    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                    | KINDER MORGAN INC                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    238000 | PA      | $258800.34    | 0.02%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                 | WILLIAMS COS INC/THE                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $159184.61    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR             | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    605000 | PA      | $576943.93    | 0.05%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    264000 | PA      | $252479.04    | 0.02%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                          | CITY OF NEW YORK NY                                                             | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    980000 | PA      | $1041585.55   | 0.09%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MPLX LP                              | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    855000 | PA      | $808822.78    | 0.07%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4798098.84   | 0.42%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                    | KINDER MORGAN INC                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2582057.28   | 0.23%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU             | TELEFONICA EMISIONES SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1010000 | PA      | $815230.41    | 0.07%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                   | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | USGSE             | UA        |   1255000 | PA      | $239265.75    | 0.02%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WERM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2537886 | OU      | $2362818.43   | 0.21%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $217998.77    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | DUKE ENERGY CORP                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    355000 | PA      | $328139.16    | 0.03%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                 | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1832305.84   | 0.16%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                 | WILLIAMS COS INC/THE                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $943935.24    | 0.08%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1132116.12   | 0.10%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1163052.63   | 0.10%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $693461.87    | 0.06%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION T       | WILLIS ENGINE STRUCTURED TRUST IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    793153 | OU      | $644728.06    | 0.06%             | 2043-09-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1633839.12   | 0.14%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140F03P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1540886 | OU      | $1433788.95   | 0.13%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138YXQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4953144 | OU      | $4612504.62   | 0.41%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO              | SIERRA PACIFIC POWER CO                                                         | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $598427.84    | 0.05%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2277889.77   | 0.20%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV                  | SABIC CAPITAL II BV                                                             | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $738481.25    | 0.07%             | 2023-10-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                         | ECOPETROL SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $366677.58    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                         | DP WORLD LTD/UNITED ARAB EMIRATES                                               | CUSIP: EG5889142<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    690000 | PA      | $735388.20    | 0.06%             | 2037-07-02      | Fixed         | 6.85%                 | 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      | $1140028.08   | 0.10%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST               | OSCAR US FUNDING TRUST IX LLC                                                   | CUSIP: 68784XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    334992 | OU      | $333287.73    | 0.03%             | 2025-09-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST          | HOUSTON GALLERIA MALL TRUST 2015-HGLR                                           | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | OU      | $795215.35    | 0.07%             | 2037-03-01      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1133747.54   | 0.10%             | 2023-11-29      | Variable      | 6.33%                 | No            |                  2 | On Loan: —       |
| ABN AMRO BANK NV                     | ABN AMRO BANK NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $768922.13    | 0.07%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                | LOUISVILLE GAS AND ELECTRIC CO                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1172375.11   | 0.10%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1562342.68   | 0.14%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2423182.17   | 0.21%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST               | OSCAR US FUNDING TRUST VIII LLC                                                 | CUSIP: 68784CAE2<br>LEI: 353800N5RGHXWI4JYR18 | Long             | ABS-MBS          | CORP              | JP        |    159705 | OU      | $159272.95    | 0.01%             | 2025-05-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES                | TRICON AMERICAN HOMES 2017-SFR2 TRUST                                           | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1512600 | OU      | $1467042.93   | 0.13%             | 2036-01-01      | Fixed         | 2.93%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                  | COMM 2015-DC1 MORTGAGE TRUST                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | OU      | $2448165.81   | 0.22%             | 2048-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2606886 | OU      | $2496325.66   | 0.22%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $901723.60    | 0.08%             | 2043-02-01      | Fixed         | 5.15%                 | 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      | $1102837.29   | 0.10%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE                 | WILLIAMS COS INC/THE                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    980000 | PA      | $973109.79    | 0.09%             | 2023-11-15      | Fixed         | 4.50%                 | 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      | $651477.49    | 0.06%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                     | ABN AMRO BANK NV                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $616562.03    | 0.05%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1843874 | OU      | $1765853.09   | 0.16%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                        | STATE OF CALIFORNIA                                                             | CUSIP: 13063A7D0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |   3705000 | PA      | $4509478.88   | 0.40%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                      | WEA FINANCE LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    148000 | PA      | $99851.73     | 0.01%             | 2048-09-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                  | COMMONSPIRIT HEALTH                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2154721.06   | 0.19%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7029679.70   | 0.62%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                | DUKE ENERGY CAROLINAS LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4274084.99   | 0.38%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                 | WESTPAC BANKING CORP                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4651000 | PA      | $3466574.06   | 0.31%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    817547 | OU      | $785641.59    | 0.07%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    896580 | OU      | $868638.88    | 0.08%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $982985.54    | 0.09%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1548939 | OU      | $1519736.32   | 0.13%             | 2048-07-01      | Fixed         | 4.50%                 | 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        |   1514374 | PA      | $1495186.13   | 0.13%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1110866.71   | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2615853 | OU      | $2338037.18   | 0.21%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3944000 | PA      | $3445557.28   | 0.30%             | 2170-03-10      | Variable      | 4.00%                 | 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      | $1579155.26   | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $1795945.32   | 0.16%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE              | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1211307.55   | 0.11%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3950232 | OU      | $3678569.05   | 0.32%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                   | BRASKEM IDESA SAPI                                                              | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   2257000 | PA      | $1785559.87   | 0.16%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  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        |   6910421 | PA      | $6162552.59   | 0.54%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| SAUDI ARABIAN OIL CO                 | SAUDI ARABIAN OIL CO                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3988000 | PA      | $3295077.02   | 0.29%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                      | MARB BONDCO PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1426000 | PA      | $1097490.83   | 0.10%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                  | COMM 2020-CX MORTGAGE TRUST                                                     | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    705000 | OU      | $489718.45    | 0.04%             | 2046-11-01      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                  | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    712000 | PA      | $540502.70    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                           | ALLIANZ SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1344283.87   | 0.12%             | 2170-04-30      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7880000 | PA      | $5959027.07   | 0.52%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL             | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3056699.47   | 0.27%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                  | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    232000 | PA      | $147180.48    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3508395 | OU      | $3248201.97   | 0.29%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                     | SIMPAR EUROPE SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |   3614000 | PA      | $2742411.62   | 0.24%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORP                      | CMS ENERGY CORP                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $896100.61    | 0.08%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7820330 | OU      | $7045691.84   | 0.62%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $766233.20    | 0.07%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6345500 | PA      | $3777927.25   | 0.33%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                    | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5303000 | PA      | $4138903.63   | 0.36%             | 2170-06-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                          | AMEREN CORP                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3344391.30   | 0.29%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $4784190.63   | 0.42%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                  | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   3953000 | PA      | $3468424.34   | 0.31%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  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        |   4495000 | PA      | $4236110.48   | 0.37%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET             | SMYRNA READY MIX CONCRETE LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1645609.65   | 0.14%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  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        |    569971 | PA      | $511472.33    | 0.05%             | 2032-11-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC                   | MURPHY OIL USA INC                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    643000 | PA      | $530358.92    | 0.05%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN             | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2317944.01   | 0.20%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PARKLAND CORP                        | PARKLAND CORP/ALBERTA                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   3911000 | PA      | $3264556.09   | 0.29%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                     | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $354860.00    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                     | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $173527.05    | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR              | PMT ISSUER TRUST - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3714000 | OU      | $3610412.08   | 0.32%             | 2026-03-25      | Variable      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| AMC NETWORKS INC                     | AMC NETWORKS INC                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $2997924.00   | 0.26%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                  | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1701000 | PA      | $1413039.05   | 0.12%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| INSTAR LEASING III, LLC              | INSTAR LEASING III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527335 | OU      | $1265102.79   | 0.11%             | 2054-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5606082 | OU      | $4909472.28   | 0.43%             | 2047-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                           | STERIS IRISH FINCO UNLTD CO                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   1724000 | PA      | $1401436.67   | 0.12%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL       | DOMINO'S PIZZA MASTER ISSUER LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3471140 | OU      | $2897647.27   | 0.26%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & CO                     | WELLS FARGO & CO                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $4619443.86   | 0.41%             | 2170-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ALPEK SA DE CV                       | ALPEK SAB DE CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   2369000 | PA      | $1977395.68   | 0.17%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  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              | US        |    797000 | PA      | $633138.63    | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5976123 | OU      | $5083167.65   | 0.45%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT        | IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD                                    | CUSIP: 46603PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | OU      | $7470652.68   | 0.66%             | 2033-04-22      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN             | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1011915.73   | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS               | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2481080.31   | 0.22%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                     | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $6411310.14   | 0.56%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ANTARES CLO                          | ANTARES CLO 2017-1 LTD                                                          | CUSIP: 03665JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | OU      | $252600.62    | 0.02%             | 2033-04-20      | Variable      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST           | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766000 | OU      | $541686.63    | 0.05%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                      | NGPL PIPECO LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2157559.44   | 0.19%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                 | EDISON INTERNATIONAL                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $3583184.85   | 0.32%             | 2170-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    722000 | PA      | $500304.25    | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                 | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1298600.01   | 0.11%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA               | LIGHT SERVICOS DE ELETRICIDADE SA/LIGHT ENERGIA SA                              | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4082000 | PA      | $3410722.12   | 0.30%             | 2026-06-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1247281.05   | 0.11%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST           | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    716390 | OU      | $620020.57    | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| TIF FUNDING II LLC                   | TIF FUNDING II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3152950 | OU      | $2621049.71   | 0.23%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC             | BALTIMORE GAS AND ELECTRIC CO                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   5026000 | PA      | $4084133.98   | 0.36%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $629459.26    | 0.06%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION T       | WILLIS ENGINE STRUCTURED TRUST VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4330283 | OU      | $3179800.57   | 0.28%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                          | AKER BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2948000 | PA      | $2425031.23   | 0.21%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                  | UNITED AIRLINES INC                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $1913284.39   | 0.17%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| VCP CLO II LTD                       | VCP CLO II LTD                                                                  | CUSIP: 91824DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | OU      | $12380112.50  | 1.09%             | 2031-04-15      | Variable      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES INC                  | UNITED AIRLINES INC                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    424000 | PA      | $393737.42    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC               | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2239440.86   | 0.20%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1292051.76   | 0.11%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                      | SLAM 2021-1 LTD                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8398662 | OU      | $6966809.90   | 0.61%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV               | UPC BROADBAND FINCO BV                                                          | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   4750000 | PA      | $3960597.50   | 0.35%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1892000 | PA      | $1358064.30   | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP          | MASONITE INTERNATIONAL CORP                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    368000 | PA      | $298163.22    | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV         | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   2518000 | PA      | $1970826.01   | 0.17%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6887000 | PA      | $6264888.82   | 0.55%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC               | BIMBO BAKERIES USA INC                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $1956932.84   | 0.17%             | 2051-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                   | ROYALTY PHARMA PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2258000 | PA      | $1713006.93   | 0.15%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT        | IVY HILL MIDDLE MARKET CREDIT FUND XII LTD                                      | CUSIP: 46600CAQ3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | OU      | $310034.03    | 0.03%             | 2033-07-20      | Variable      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER                     | TRITON CONTAINER INTERNATIONAL LTD                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1146000 | PA      | $893204.02    | 0.08%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $1751930.86   | 0.15%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                      | SEALED AIR CORP                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3229128.85   | 0.28%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1511815 | OU      | $1314213.18   | 0.12%             | 2058-10-01      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| BXHPP TRUST                          | BXHPP TRUST 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181000 | OU      | $1065807.39   | 0.09%             | 2036-08-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT           | BLACKBIRD CAPITAL AIRCRAFT                                                      | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4482802 | OU      | $3686975.62   | 0.32%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| VMWARE INC                           | VMWARE INC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $2783916.30   | 0.25%             | 2031-08-15      | Fixed         | 2.20%                 | 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 | OU      | $6228020.54   | 0.55%             | 2036-10-16      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT              | JERSEY CENTRAL POWER & LIGHT CO                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1466410.92   | 0.13%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC               | IPALCO ENTERPRISES INC                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1615766.41   | 0.14%             | 2030-05-01      | Fixed         | 4.25%                 | 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 | OU      | $1736371.98   | 0.15%             | 2033-10-15      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                  | SYNCHRONY FINANCIAL                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $3990129.42   | 0.35%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                           | AIR CANADA                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    392000 | PA      | $347873.61    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                             | AT&T INC                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7416000 | PA      | $4981626.29   | 0.44%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LABL INC                             | LABL INC                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1082699.80   | 0.10%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1187089.41   | 0.10%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                  | DATABANK ISSUER                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4198000 | OU      | $3643193.16   | 0.32%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| PUGET ENERGY INC                     | PUGET ENERGY INC                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1457165.52   | 0.13%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                   | ROYALTY PHARMA PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4242000 | PA      | $3324823.01   | 0.29%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY             | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $2610689.15   | 0.23%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $881453.36    | 0.08%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP               | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1201078.79   | 0.11%             | 2032-03-15      | Fixed         | 2.35%                 | 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-MBS          | CORP              | US        |   7596000 | OU      | $6432276.09   | 0.57%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7308500 | PA      | $5005037.81   | 0.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                      | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3251000 | PA      | $2505527.82   | 0.22%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                | DB MASTER FINANCE LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |   4319370 | OU      | $3701006.83   | 0.33%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                           | ALLIANZ SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1342368.43   | 0.12%             | 2171-04-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER, LLC               | FLEXENTIAL ISSUER 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4035000 | OU      | $3526682.81   | 0.31%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A             | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3705000 | PA      | $2905485.82   | 0.26%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL              | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2097837.75   | 0.18%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY              | HOWARD MIDSTREAM ENERGY PARTNERS LLC                                            | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | PA      | $756319.32    | 0.07%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                   | VALERO ENERGY CORP                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1191481.63   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II              | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $880912.78    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                 | WESTERN DIGITAL CORP                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $812320.52    | 0.07%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                   | BRASKEM IDESA SAPI                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3785000 | PA      | $2708975.37   | 0.24%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3797000 | PA      | $2338300.02   | 0.21%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP              | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50066PAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGSE             | KR        |   1934000 | PA      | $1786489.82   | 0.16%             | 2025-04-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| PUREWEST FUNDING LLC                 | PUREWEST FUNDING LLC                                                            | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-MBS          | CORP              | US        |   2163366 | OU      | $2053185.03   | 0.18%             | 2036-12-22      | Fixed         | 4.09%                 | Yes           |                  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 | OU      | $5536813.22   | 0.49%             | 2035-04-14      | Variable      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HP INC                               | HP INC                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   5797000 | PA      | $5085154.43   | 0.45%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8740000 | PA      | $7993429.20   | 0.70%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                          | MCF CLO IX LTD                                                                  | CUSIP: 55281XAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4979000 | OU      | $4876402.73   | 0.43%             | 2031-07-17      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                            | PROSUS NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1820000 | PA      | $1629509.30   | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL              | EIG PEARL HOLDINGS SARL                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   5110000 | PA      | $3941726.25   | 0.35%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GCY4<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1370334.78   | 0.12%             | 2026-01-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL             | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4774000 | PA      | $4434355.73   | 0.39%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                         | ING GROEP NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5462000 | PA      | $5260513.59   | 0.46%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA       | MF1 2022-FL8 LTD                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3435500 | OU      | $3306000.89   | 0.29%             | 2037-02-19      | Variable      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                     | DT MIDSTREAM INC                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2624264.37   | 0.23%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                 | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217962 | OU      | $1203675.56   | 0.11%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6867981 | OU      | $5932610.50   | 0.52%             | 2061-04-01      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                  | UNIVERSITY OF MICHIGAN                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2449000 | PA      | $2079403.29   | 0.18%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC             | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3002878.46   | 0.26%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                              | HCA INC                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    851000 | PA      | $774954.40    | 0.07%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC              | MACY'S RETAIL HOLDINGS LLC                                                      | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1938316.00   | 0.17%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10757275 | OU      | $10127200.22  | 0.89%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QPCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10230026 | OU      | $9306609.56   | 0.82%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5769758 | OU      | $5458375.80   | 0.48%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6013379 | OU      | $5514421.56   | 0.49%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                           | APIDOS CLO XXXIX LTD                                                            | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | OU      | $4933290.00   | 0.43%             | 2035-04-21      | Variable      | 5.29%                 | Yes           |                  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              | XX        |   1708000 | PA      | $1596042.48   | 0.14%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9797000 | PA      | $6208466.08   | 0.55%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4448455 | OU      | $4195158.35   | 0.37%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING               | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $196038.04    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4883400 | PA      | $3397778.16   | 0.30%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6584395 | OU      | $6042206.44   | 0.53%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12255573 | OU      | $11895352.06  | 1.05%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13553807 | OU      | $12105337.05  | 1.07%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE             | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2362371.90   | 0.21%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6756123 | OU      | $6347283.52   | 0.56%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                         | BROADCOM INC                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3468789.24   | 0.31%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3197543 | OU      | $3081060.82   | 0.27%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $8275589.69   | 0.73%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6168783 | OU      | $5812292.09   | 0.51%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS SA                               | JBS USA                                                                         | CUSIP: 46590XAT3<br>LEI: 529900RM0MTMZL9O5050 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1198504.27   | 0.11%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QPPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2975749 | OU      | $2937386.40   | 0.26%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1987729.80   | 0.18%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE             | ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2959936.90   | 0.26%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    914000 | PA      | $804223.10    | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1737715.24   | 0.15%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1770476.99   | 0.16%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5987982 | OU      | $5770848.97   | 0.51%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6757978 | OU      | $6147927.78   | 0.54%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $494975.16    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $3623062.50   | 0.32%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                  | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1705168.21   | 0.15%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP          | CHENIERE ENERGY PARTNERS LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $517436.88    | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6264600 | PA      | $5163400.78   | 0.45%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5940929 | OU      | $5610747.74   | 0.49%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP            | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3815279.34   | 0.34%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XDEG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9544058 | OU      | $8629865.86   | 0.76%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4265000 | PA      | $4243841.59   | 0.37%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC             | ENEL FINANCE AMERICA LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    820000 | PA      | $849333.15    | 0.07%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3649773 | OU      | $3537503.51   | 0.31%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1171000 | OU      | $1149783.24   | 0.10%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5138228.35   | 0.45%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3325291 | OU      | $2986852.11   | 0.26%             | 2051-05-01      | 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-MBS          | CORP              | US        |    526000 | OU      | $520648.90    | 0.05%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140JWB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11291139 | OU      | $10102213.63  | 0.89%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                 | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    871000 | PA      | $923073.59    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST               | MARLETTE FUNDING TRUST 2022-3                                                   | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    689688 | OU      | $684495.55    | 0.06%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5059526 | OU      | $4513364.09   | 0.40%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4235870 | OU      | $4098528.18   | 0.36%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | NETFLIX INC                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1202979.52   | 0.11%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC      | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $2813946.95   | 0.25%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10447800 | PA      | $9515660.34   | 0.84%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3214000 | PA      | $3091591.79   | 0.27%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12002692 | OU      | $11875195.93  | 1.05%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2956416 | OU      | $2762878.97   | 0.24%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                       | EDP FINANCE BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    363000 | PA      | $374011.33    | 0.03%             | 2027-10-11      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2539388 | OU      | $2275531.68   | 0.20%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC      | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    544000 | PA      | $553154.15    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                            | ONEOK INC                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    779000 | PA      | $781350.68    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45397600 | PA      | $38463825.71  | 3.39%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5409306 | OU      | $5455951.98   | 0.48%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT CORP                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    792000 | PA      | $789231.55    | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2882717 | OU      | $2967565.39   | 0.26%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                   | META PLATFORMS INC                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2587488.16   | 0.23%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5599523 | OU      | $5718665.41   | 0.50%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | NEWELL BRANDS INC                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    892000 | PA      | $882821.32    | 0.08%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140QPH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3497878 | OU      | $3323824.73   | 0.29%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | NEWELL BRANDS INC                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $999762.80    | 0.09%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                 | KYNDRYL HOLDINGS INC                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $902064.34    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7227965 | OU      | $6250916.37   | 0.55%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | DUKE ENERGY CORP                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4062058.59   | 0.36%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3173900 | PA      | $2837664.97   | 0.25%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6071365 | OU      | $6082636.78   | 0.54%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9924255 | OU      | $9142220.82   | 0.81%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES          | DISCOVER FINANCIAL SERVICES                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1045982.64   | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                         | ILLUMINA INC                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1007132.52   | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10359700 | PA      | $10574178.11  | 0.93%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP               | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    871000 | PA      | $781979.14    | 0.07%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XJ4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2125000 | OU      | $1833768.75   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING       | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-MBS          | CORP              | US        |   1575000 | OU      | $1459354.68   | 0.13%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND             | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | USGSE             | SA        |   2280000 | PA      | $2414540.52   | 0.21%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2848900 | PA      | $2830426.65   | 0.25%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT             | REXFORD INDUSTRIAL REALTY LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1668074.49   | 0.15%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                 | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325EF8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | USGSE             | CO        |    720000 | PA      | $723058.19    | 0.06%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                 | CUSIP: 3140XJR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5247481 | OU      | $5185911.19   | 0.46%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC     | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3532102.10   | 0.31%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                  | ABU DHABI CRUDE OIL PIPELINE LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    535000 | PA      | $493644.50    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL HOME MORTGAGE SECUR       | PRUDENTIAL HOME MORTGAGE SECURITIES CO INC/THE                                  | CUSIP: 74434UCQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        26 | OU      | $25.41        | 0.00%             | 2024-04-01      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD             | HSBC CAPITAL FUNDING DOLLAR 1 LP                                                | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    325000 | PA      | $391623.66    | 0.03%             | 2171-12-31      | Variable      | 10.18%                | Yes           |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE       | Dreyfus Institutional Preferred Government Plus Money Market Fund               | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |   8666338 | OU      | $8666338.21   | 0.76%             | 2099-12-01      | Variable      | 4.37%                 | No            |                  1 | On Loan: No      |
| WNH3 COMDTY                          | US ULTRA BOND CBT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -75 | NC      | $-10073437.50 | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH3 COMDTY                          | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -10 | NC      | $-2050781.26  | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| USH3 COMDTY                          | US LONG BOND(CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |       664 | NC      | $83228250.00  | 7.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FVH3 COMDTY                          | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        34 | NC      | $3669609.46   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| UXYH3 COMDTY                         | US 10YR ULTRA FUT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |      -583 | NC      | $-68957968.75 | -6.07%            |  |  |  | No            |                  1 | On Loan: No      |
| TYH3 COMDTY                          | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |      -214 | NC      | $-24031532.32 | -2.12%            |  |  |  | No            |                  1 | On Loan: No      |
| 99VVB9HH4                            | DREYFUS INST PREF GOVT PLUS-SL #4134                                            | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   4335083 | OU      | $4335083.22   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-23

**Name of Applicant:** BNY Mellon Advantage Funds, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer