# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0000940400-26-011333
**Filing Date:** 2026-3
**Character Count:** 471328
**Document Hash:** 7f521bb78461e9d1e5d9da3efcd7eb2e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011333.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011333

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 26791914

**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           |

## Nport-Ex

BNY Mellon Core Plus Fund

SCHEDULE OF INVESTMENTS

January 31, 2026 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Asset-Backed Securities — 8.5%** | **Asset-Backed Securities — 8.5%** | **Asset-Backed Securities — 8.5%** | **Asset-Backed Securities — 8.5%** | **Asset-Backed Securities — 8.5%** |
| **Asset-Backed Certificates — 5.5%** | **Asset-Backed Certificates — 5.5%** | **Asset-Backed Certificates — 5.5%** | **Asset-Backed Certificates — 5.5%** | **Asset-Backed Certificates — 5.5%** |
| AASET, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.94 | 2/16/2050 | 2481989 | 2535162 |
| AASET MT-1 Ltd., Ser. 2025-3A, Cl. A<sup>(b)</sup> <br>| 5.24 | 2/16/2050 | 1557146 | 1566681 |
| Affirm Asset Securitization Trust, Ser. 2025-X2, Cl. C<sup>(b)</sup> <br>| 4.93 | 10/15/2030 | 367000 | 367859 |
| Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Cl. A2<sup>(b)</sup> <br>| 5.30 | 6/21/2028 | 35874 | 35934 |
| Aqua Finance Issuer Trust, Ser. 2025-B, Cl. A<sup>(b)</sup> <br>| 4.79 | 5/17/2051 | 1671444 | 1689986 |
| Auxilior Term Funding LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 6.18 | 12/15/2028 | 180759 | 181584 |
| Blackbird Capital II Aircraft Lease Ltd, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.44 | 7/15/2046 | 3290703 | 3148940 |
| Blue Owl Asset Leasing Trust LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 5.05 | 3/15/2029 | 234044 | 234977 |
| CLI Funding IX LLC, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.35 | 6/20/2050 | 2289263 | 2325433 |
| Compass Datacenters Issuer II LLC, Ser. 2025-1A, Cl. A1<sup>(b)</sup> <br>| 5.32 | 5/25/2050 | 2424836 | 2445474 |
| Concord Music Royalties LLC, Ser. 2025-2A, Cl. A<sup>(b)</sup> <br>| 5.79 | 7/20/2075 | 2029000 | 2057690 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC, <br> Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 6.00 | 5/20/2055 | 837532 | 858656 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-2A, Cl. A2<sup>(b)</sup> <br>| 5.56 | 11/20/2048 | 2424000 | 2444199 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.91 | 2/20/2050 | 2264000 | 2306508 |
| DailyPay Securitization Trust, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.63 | 6/26/2028 | 912000 | 918038 |
| Daimler Trucks Retail Trust, Ser. 2023-1, Cl. A3 | 5.90 | 3/15/2027 | 969204 | 973352 |
| DataBank Issuer, Ser. 2021-2A, Cl. A2<sup>(b)</sup> <br>| 2.40 | 10/25/2051 | 4198000 | 4129270 |
| DataBank Issuer, Ser. 2026-1A, Cl. A2<sup>(b)</sup> <br>| 5.81 | 2/25/2056 | 1907000 | 1920164 |
| DataBank Issuer II LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.18 | 9/27/2055 | 7645000 | 7556344 |
| DB Master Finance LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.05 | 11/20/2051 | 4188480 | 4119379 |
| DB Master Finance LLC, Ser. 2025-1A, Cl. A2II<sup>(b)</sup> <br>| 5.17 | 8/20/2055 | 2118000 | 2119857 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.66 | 4/25/2051 | 3427090 | 3267455 |
| Domino's Pizza Master Issuer LLC, Ser. 2025-1A, Cl. A2II<sup>(b)</sup> <br>| 5.22 | 7/25/2055 | 1398000 | 1408055 |
| EnFin Residential Solar Receivables Trust, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 6.65 | 2/20/2055 | 1692214 | 1572946 |
| EnFin Residential Solar Receivables Trust, Ser. 2024-2A, Cl. A<sup>(b)</sup> <br>| 5.98 | 9/20/2055 | 773515 | 737651 |
| Flexential Issuer, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 3.25 | 11/27/2051 | 1844571 | 1822565 |
| GBX Leasing LLC, Ser. 2026-1A, Cl. A<sup>(b)</sup> <br>| 5.13 | 2/20/2056 | 1296000 | 1297783 |
| Gilead Aviation LLC, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.79 | 3/15/2050 | 3487895 | 3527088 |
| GreenSky Home Improvement Issuer Trust, Ser. 2024-2, Cl. A4<sup>(b)</sup> <br>| 5.15 | 10/27/2059 | 859272 | 873013 |
| Hilton Grand Vacations Trust, Ser. 2023-1A, Cl. A<sup>(b)</sup> <br>| 5.72 | 1/25/2038 | 274261 | 280572 |
| InStar Leasing III LLC, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.30 | 2/15/2054 | 1318621 | 1260340 |
| Jersey Mike's Funding LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 5.64 | 2/15/2055 | 1574105 | 1608714 |
| Jersey Mike's Funding LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.61 | 8/16/2055 | 1602983 | 1637630 |
| Lmdv Issuer Co. LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.31 | 12/15/2055 | 7617000 | 7675405 |
| MetroNet Infrastructure Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.40 | 8/20/2055 | 1736133 | 1764256 |
| MetroNet Infrastructure Issuer LLC, Ser. 2025-4A, Cl. A2<sup>(b)</sup> <br>| 5.16 | 12/20/2055 | 1244192 | 1257238 |
| Navigator Aviation Ltd., Ser. 2025-1, Cl. A<sup>(b)</sup> <br>| 5.11 | 10/15/2050 | 1446941 | 1438960 |
| New Economy Assets Phase 1 Sponsor LLC, Ser. 2021-1, Cl. A1<sup>(b)</sup> <br>| 1.91 | 10/20/2061 | 4786000 | 4032319 |
| OneMain Financial Issuance Trust, Ser. 2019-2A, Cl. A<sup>(b)</sup> <br>| 3.14 | 10/14/2036 | 3801000 | 3752265 |
| PK Alift Loan Funding 7 LP, Ser. 2025-2, Cl. A<sup>(b)</sup> <br>| 4.75 | 3/15/2043 | 1703421 | 1706701 |
| Regional Management Issuance Trust, Ser. 2024-1, Cl. A<sup>(b)</sup> <br>| 5.83 | 7/15/2036 | 981000 | 1000551 |
| Regional Management Issuance Trust, Ser. 2024-2, Cl. A<sup>(b)</sup> <br>| 5.11 | 12/15/2033 | 2573000 | 2591775 |
| Retained Vantage Data Centers Issuer LLC, Ser. 2025-1A, Cl. A2A<sup>(b)</sup> <br>| 5.09 | 8/15/2050 | 2158000 | 2136851 |
| SCF Equipment Leasing LLC, Ser. 2025-1A, Cl. D<sup>(b)</sup> <br>| 5.88 | 11/20/2035 | 353000 | 365705 |
| Slam Ltd., Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.43 | 6/15/2046 | 6590475 | 6307459 |
| Slam Ltd., Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.81 | 5/15/2050 | 1588055 | 1623462 |

---

**3**

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*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** |
| **Asset-Backed Certificates — 5.5% (continued)** | **Asset-Backed Certificates — 5.5% (continued)** | **Asset-Backed Certificates — 5.5% (continued)** | **Asset-Backed Certificates — 5.5% (continued)** | **Asset-Backed Certificates — 5.5% (continued)** |
| Stack Infrastructure Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.00 | 5/25/2050 | 5553938 | 5494014 |
| Summit Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.21 | 11/20/2055 | 4153225 | 4195746 |
| Taco Bell Funding LLC, Ser. 2025-1A, Cl. A2II<sup>(b)</sup> <br>| 5.05 | 8/25/2055 | 4679602 | 4683864 |
| TIF Funding II LLC, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 1.65 | 2/20/2046 | 2203285 | 2025918 |
| TIF Funding III LLC, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 5.48 | 4/20/2049 | 3515550 | 3544837 |
| US Bank C&I Credit-Linked Notes, Ser. 2025-SUP2, Cl. B1<sup>(b)</sup> <br>| 4.82 | 9/25/2032 | 1770982 | 1772352 |
| Vantage Data Centers Issuer LLC, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 2.17 | 10/15/2046 | 3750000 | 3684527 |
| Wendy's Funding LLC, Ser. 2025-1A, Cl. A2I<sup>(b)</sup> <br>| 5.42 | 12/15/2055 | 6551000 | 6578958 |
| Willis Engine Structured Trust VI, Ser. 2021-A, Cl. A<sup>(b)</sup> <br>| 3.10 | 5/15/2046 | 3709572 | 3514751 |
| Zayo Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.95 | 6/20/2055 | 8408645 | 8645865 |
|  |  |  |  | **143023078** |
| **Asset-Backed Certificates/Auto Receivables — 2.6%** | **Asset-Backed Certificates/Auto Receivables — 2.6%** | **Asset-Backed Certificates/Auto Receivables — 2.6%** | **Asset-Backed Certificates/Auto Receivables — 2.6%** | **Asset-Backed Certificates/Auto Receivables — 2.6%** |
| Ally Bank Auto Credit-Linked Notes, Ser. 2025-A, Cl. C<sup>(b)</sup> <br>| 4.84 | 6/15/2033 | 1309775 | 1317282 |
| Ally Bank Auto Credit-Linked Notes, Ser. 2025-B, Cl. C<sup>(b)</sup> <br>| 4.70 | 9/15/2033 | 3380519 | 3403068 |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.19 | 12/10/2030 | 2709000 | 2766820 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.87 | 8/20/2029 | 441000 | 449964 |
| &nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, Ser. 2024-CAR1, Cl. A, <br> (1 Month SOFR +1.10%)<sup>(b),(c)</sup> <br>| 4.80 | 12/26/2031 | 463063 | 464507 |
| Bayview Opportunity Master Fund VII Trust, Ser. 2024-SN1, Cl. C<sup>(b)</sup> <br>| 5.83 | 12/15/2028 | 1052000 | 1065919 |
| Carvana Auto Receivables Trust, Ser. 2021-N1, Cl. C | 1.30 | 1/10/2028 | 511379 | 505361 |
| Carvana Auto Receivables Trust, Ser. 2024-P4, Cl. A4 | 4.74 | 12/10/2030 | 2405000 | 2438686 |
| Carvana Auto Receivables Trust, Ser. 2025-P3, Cl. C | 4.99 | 1/12/2032 | 3044000 | 3042194 |
| Chesapeake Funding II LLC, Ser. 2023-2A, Cl. A1<sup>(b)</sup> <br>| 6.16 | 10/15/2035 | 422560 | 427096 |
| Enterprise Fleet Financing LLC, Ser. 2025-2, Cl. A3<sup>(b)</sup> <br>| 4.41 | 6/20/2029 | 2031000 | 2051743 |
| Exeter Automobile Receivables Trust, Ser. 2025-1A, Cl. C | 5.09 | 5/15/2031 | 11144000 | 11304008 |
| Exeter Automobile Receivables Trust, Ser. 2025-4A, Cl. C | 4.57 | 6/16/2031 | 3171000 | 3194774 |
| Ford Credit Auto Owner Trust, Ser. 2024-1, Cl. A<sup>(b)</sup> <br>| 4.87 | 8/15/2036 | 2394000 | 2456026 |
| Huntington Bank Auto Credit-Linked, Ser. 2024-2, Cl. B1<sup>(b)</sup> <br>| 5.44 | 10/20/2032 | 573133 | 579587 |
| Huntington Bank Auto Credit-Linked Notes, Ser. 2025-1, Cl. B<sup>(b)</sup> <br>| 4.96 | 3/21/2033 | 2060136 | 2075977 |
| Merchants Fleet Funding LLC, Ser. 2024-1A, Cl. D<sup>(b)</sup> <br>| 6.85 | 4/20/2037 | 2980000 | 3030487 |
| Octane Receivables Trust, Ser. 2024-3A, Cl. A2<sup>(b)</sup> <br>| 4.94 | 5/20/2030 | 685490 | 688682 |
| Oscar US Funding XVI LLC, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 5.54 | 2/10/2028 | 1777037 | 1784622 |
| PenFed Auto Receivables Owner Trust, Ser. 2025-A, Cl. C<sup>(b)</sup> <br>| 4.67 | 2/17/2032 | 910000 | 910824 |
| Santander Drive Auto Receivables Trust, Ser. 2025-1, Cl. C | 5.04 | 3/17/2031 | 4215000 | 4269125 |
| Santander Drive Auto Receivables Trust, Ser. 2025-3, Cl. C | 4.68 | 9/15/2031 | 1844000 | 1858859 |
| Santander Drive Auto Receivables Trust, Ser. 2025-4, Cl. C | 4.52 | 1/15/2032 | 814000 | 818333 |
| Tesla Lease Electric Vehicle Securitization LLC, Ser. 2025-A, Cl. A4<sup>(b)</sup> <br>| 4.37 | 5/21/2029 | 1577000 | 1588556 |
| US Bank NA, Ser. 2023-1, Cl. B<sup>(b)</sup> <br>| 6.79 | 8/25/2032 | 92441 | 93379 |
| Westlake Automobile Receivables Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.14 | 10/15/2030 | 2435000 | 2471375 |
| Westlake Automobile Receivables Trust, Ser. 2025-2A, Cl. D<sup>(b)</sup> <br>| 5.08 | 5/15/2031 | 3207000 | 3242989 |
| Westlake Automobile Receivables Trust, Ser. 2026-1A, Cl. C<sup>(b)</sup> <br>| 4.37 | 6/16/2031 | 7533000 | 7543038 |
| World Omni Auto Receivables Trust, Ser. 2024-C, Cl. A3 | 4.43 | 12/17/2029 | 2677000 | 2694004 |
|  |  |  |  | **68537285** |
| **Asset-Backed Certificates/Home Equity Loans — .3%** | **Asset-Backed Certificates/Home Equity Loans — .3%** | **Asset-Backed Certificates/Home Equity Loans — .3%** | **Asset-Backed Certificates/Home Equity Loans — .3%** | **Asset-Backed Certificates/Home Equity Loans — .3%** |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, Ser. 2024-HE1, Cl. A1, (1 Month <br> SOFRCOMPOUND +1.60%)<sup>(b),(c)</sup> <br>| 5.30 | 8/25/2054 | 4353915 | 4372707 |
| JPMorgan Mortgage Trust, Ser. 2024-CES1, Cl. A2<sup>(b)</sup> <br>| 6.15 | 6/25/2054 | 1905618 | 1930208 |
| RCKT Mortgage Trust, Ser. 2024-CES2, Cl. A2<sup>(b)</sup> <br>| 6.39 | 4/25/2044 | 1441865 | 1465377 |
|  |  |  |  | **7768292** |

---

**4**

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| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** | **Asset-Backed Securities — 8.5% (continued)** |
| **Asset-Backed Certificates/Student Loans — .1%** | **Asset-Backed Certificates/Student Loans — .1%** | **Asset-Backed Certificates/Student Loans — .1%** | **Asset-Backed Certificates/Student Loans — .1%** | **Asset-Backed Certificates/Student Loans — .1%** |
| Commonbond Student Loan Trust, Ser. 2019-AGS, Cl. A1<sup>(b)</sup> <br>| 2.54 | 1/25/2047 | 1483111 | 1367236 |
| &nbsp;&nbsp;&nbsp; SMB Private Education Loan Trust, Ser. 2017-B, Cl. A2B, (1 Month TSFR <br> +0.86%)<sup>(b),(c)</sup> <br>| 4.54 | 10/15/2035 | 2905 | 2906 |
|  |  |  |  | **1370142** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $220,519,022) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $220,519,022) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $220,519,022) |  | **220698797** |
| **Collateralized Loan Obligations — 4.0%** | **Collateralized Loan Obligations — 4.0%** | **Collateralized Loan Obligations — 4.0%** | **Collateralized Loan Obligations — 4.0%** | **Collateralized Loan Obligations — 4.0%** |
| **Collateralized Loan Obligations Debt — 4.0%** | **Collateralized Loan Obligations Debt — 4.0%** | **Collateralized Loan Obligations Debt — 4.0%** | **Collateralized Loan Obligations Debt — 4.0%** | **Collateralized Loan Obligations Debt — 4.0%** |
| Antares Ltd. CLO, Ser. 2017-1A, Cl. CRR, (3 Month TSFR +2.25%)<sup>(b),(c)</sup> <br>| 5.92 | 1/20/2037 | 4000000 | 4020104 |
| Apidos XXV CLO, Ser. 2016-25A, Cl. A1R3, (3 Month TSFR +1.14%)<sup>(b),(c)</sup> <br>| 4.81 | 1/20/2037 | 3333333 | 3343016 |
| &nbsp;&nbsp;&nbsp; Apidos XXXIX Ltd. CLO, Ser. 2022-39A, Cl. A1R, (3 Month TSFR <br> +1.23%)<sup>(b),(c)</sup> <br>| 4.90 | 10/21/2038 | 5000000 | 5020930 |
| Ares XLIX Ltd. CLO, Ser. 2018-49A, Cl. XR, (3 Month TSFR +1.10%)<sup>(b),(c)</sup> <br>| 4.77 | 10/22/2036 | 4600000 | 4602250 |
| &nbsp;&nbsp;&nbsp; BlackRock Shasta XIII LLC CLO, Ser. 2024-1A, Cl. A1, (3 Month TSFR <br> +1.85%)<sup>(b),(c)</sup> <br>| 5.52 | 7/15/2036 | 6000000 | 6019362 |
| &nbsp;&nbsp;&nbsp; CARLYLE US Ltd. CLO, Ser. 2021-6A, Cl. A1R, (3 Month TSFR <br> +1.29%)<sup>(b),(c)</sup> <br>| 4.96 | 1/15/2038 | 5900000 | 5920048 |
| &nbsp;&nbsp;&nbsp; Cedar Funding VIII Ltd. CLO, Ser. 2017-8A, Cl. DRR, (3 Month TSFR <br> +2.95%)<sup>(b),(c)</sup> <br>| 6.62 | 1/17/2038 | 4439232 | 4459790 |
| &nbsp;&nbsp;&nbsp; Cerberus Loan Funding XLV LLC, Ser. 2024-1A, Cl. A, (3 Month TSFR <br> +1.90%)<sup>(b),(c)</sup> <br>| 5.57 | 4/15/2036 | 5000000 | 5013995 |
| &nbsp;&nbsp;&nbsp; Cerberus Loan Funding XXXIX LP, Ser. 2022-3A, Cl. AR, (3 Month TSFR <br> +1.40%)<sup>(b),(c)</sup> <br>| 5.07 | 1/15/2033 | 1246812 | 1249920 |
| &nbsp;&nbsp;&nbsp; Churchill MMSLF IV Ltd. CLO, Ser. 2024-3A, Cl. A, (3 Month TSFR <br> +1.60%)<sup>(b),(c)</sup> <br>| 5.27 | 10/22/2035 | 6000000 | 6018342 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities IX Ltd. CLO, Ser. 2017-9A, Cl. A1TR, <br> (3 Month TSFR +1.81%)<sup>(b),(c)</sup> <br>| 5.48 | 10/15/2033 | 1577390 | 1586377 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities XXXV Ltd. CLO, Ser. 2025-35A, Cl. A1, <br> (3 Month TSFR +1.40%)<sup>(b),(c)</sup> <br>| 5.07 | 7/20/2033 | 2697090 | 2708040 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners Ltd. CLO, Ser. 2020-47A, Cl. CR, (3 Month TSFR <br> +2.40%)<sup>(b),(c)</sup> <br>| 6.30 | 8/5/2037 | 5481000 | 5512083 |
| &nbsp;&nbsp;&nbsp; Great Lakes IX Ltd. CLO, Ser. 2025-9A, Cl. A1, (3 Month TSFR <br> +1.55%)<sup>(b),(c)</sup> <br>| 5.22 | 1/15/2039 | 1250000 | 1252795 |
| &nbsp;&nbsp;&nbsp; IVY Hill Middle Market Credit Fund XII Ltd., Ser. 12A, Cl. A2RR, (3 Month <br> TSFR +1.70%)<sup>(b),(c)</sup> <br>| 5.37 | 4/20/2037 | 340000 | 341117 |
| &nbsp;&nbsp;&nbsp; IVY Hill Middle Market Credit Fund XVIII Ltd., Ser. 18A, Cl. A1R, (3 Month <br> TSFR +1.58%)<sup>(b),(c)</sup> <br>| 5.25 | 1/22/2037 | 7850000 | 7877302 |
| LCM 37 Ltd. CLO, Ser. 37A, Cl. A1R, (3 Month TSFR +1.06%)<sup>(b),(c)</sup> <br>| 4.73 | 4/15/2034 | 4341115 | 4343203 |
| MCF VIII Ltd. CLO, Ser. 2018-1A, Cl. AR, (3 Month TSFR +1.95%)<sup>(b),(c)</sup> <br>| 5.62 | 4/18/2036 | 4550000 | 4566043 |
| MCF VIII Ltd. CLO, Ser. 2018-1A, Cl. CR, (3 Month TSFR +3.10%)<sup>(b),(c)</sup> <br>| 6.77 | 4/18/2036 | 6500000 | 6536725 |
| MF1 Ltd. CLO, Ser. 2021-FL7, Cl. AS, (1 Month TSFR +1.56%)<sup>(b),(c)</sup> <br>| 5.24 | 10/16/2036 | 6578500 | 6575862 |
| MF1 Ltd. CLO, Ser. 2022-FL8, Cl. A, (1 Month TSFR +1.35%)<sup>(b),(c)</sup> <br>| 5.02 | 2/19/2037 | 1658949 | 1660540 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers 41 Ltd. CLO, Ser. 2021-41A, Cl. AR, <br> (3 Month TSFR +1.05%)<sup>(b),(c)</sup> <br>| 4.72 | 4/15/2034 | 4700000 | 4703859 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers 47 Ltd. CLO, Ser. 2022-47A, Cl. AR, <br> (3 Month TSFR +1.09%)<sup>(b),(c)</sup> <br>| 4.76 | 4/16/2035 | 5680688 | 5690516 |
| &nbsp;&nbsp;&nbsp; OWL Rock XXI LLC CLO, Ser. 2025-21A, Cl. A, (3 Month TSFR <br> +1.40%)<sup>(b),(c)</sup> <br>| 5.07 | 7/24/2034 | 3950926 | 3955162 |
| &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $102,675,036) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $102,675,036) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $102,675,036) |  | **102977381** |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Commercial Mortgage-Backed — 4.1%** | **Commercial Mortgage-Backed — 4.1%** | **Commercial Mortgage-Backed — 4.1%** | **Commercial Mortgage-Backed — 4.1%** | **Commercial Mortgage-Backed — 4.1%** |
| **Commercial Mortgage Pass-Through Certificates — 4.1%** | **Commercial Mortgage Pass-Through Certificates — 4.1%** | **Commercial Mortgage Pass-Through Certificates — 4.1%** | **Commercial Mortgage Pass-Through Certificates — 4.1%** | **Commercial Mortgage Pass-Through Certificates — 4.1%** |
| Angel Oak Mortgage Trust, Ser. 2024-3, Cl. A2<sup>(b)</sup> <br>| 4.80 | 11/26/2068 | 316878 | 316127 |
| BANK5 Trust, Ser. 2024-5YR12, Cl. A2 | 5.42 | 12/15/2057 | 11436000 | 11823852 |
| Benchmark Mortgage Trust, Ser. 2024-V11, Cl. A2 | 5.42 | 11/15/2057 | 5419614 | 5615640 |
| BRAVO Residential Funding Trust, Ser. 2023-NQM5, Cl. A2<sup>(b)</sup> <br>| 6.86 | 6/25/2063 | 785757 | 790505 |
| BRAVO Residential Funding Trust, Ser. 2025-NQM8, Cl. A1<sup>(b)</sup> <br>| 5.08 | 6/25/2065 | 1249072 | 1259006 |
| Brean Asset Backed Securities Trust, Ser. 2025-RM11, Cl. A1<sup>(b)</sup> <br>| 4.75 | 5/25/2065 | 6134381 | 6082028 |
| BXHPP Trust, Ser. 2021-FILM, Cl. C, (1 Month TSFR +1.21%)<sup>(b),(c)</sup> <br>| 4.89 | 8/15/2036 | 1181000 | 1096772 |
| COLT Mortgage Loan Trust, Ser. 2023-3, Cl. A2<sup>(b)</sup> <br>| 7.43 | 9/25/2068 | 1703266 | 1724001 |
| COLT Mortgage Loan Trust, Ser. 2025-3, Cl. A1<sup>(b)</sup> <br>| 5.35 | 3/25/2070 | 1886107 | 1901554 |
| COLT Mortgage Loan Trust, Ser. 2025-8, Cl. A1<sup>(b)</sup> <br>| 5.48 | 8/25/2070 | 2954022 | 2990829 |
| Commercial Mortgage Trust, Ser. 2020-CX, Cl. D<sup>(b)</sup> <br>| 2.68 | 11/10/2046 | 705000 | 565411 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A2<sup>(b)</sup> <br>| 6.42 | 4/25/2069 | 690113 | 698912 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A3<sup>(b)</sup> <br>| 6.52 | 4/25/2069 | 893349 | 904027 |
| Cross Mortgage Trust, Ser. 2024-H3, Cl. A2<sup>(b)</sup> <br>| 6.58 | 6/25/2069 | 1929587 | 1958177 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A1<sup>(b)</sup> <br>| 5.36 | 3/25/2070 | 1305206 | 1316040 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A2<sup>(b)</sup> <br>| 5.46 | 3/25/2070 | 2762885 | 2782274 |
| Cross Mortgage Trust, Ser. 2025-H8, Cl. A1<sup>(b)</sup> <br>| 5.00 | 11/25/2070 | 3019237 | 3035818 |
| DBC Mortgage Trust, Ser. 2025-DBC, Cl. A, (1 Month TSFR +1.35%)<sup>(b),(c)</sup> <br>| 5.03 | 11/15/2042 | 3724215 | 3736350 |
| EFMT, Ser. 2025-RTL1, Cl. A1<sup>(b)</sup> <br>| 5.22 | 11/25/2040 | 4500000 | 4532800 |
| Hudson Yards Mortgage Trust, Ser. 2025-SPRL, Cl. C<sup>(b)</sup> <br>| 5.95 | 1/13/2040 | 1038000 | 1077164 |
| Imperial Fund Mortgage Trust, Ser. 2023-NQM1, Cl. A1<sup>(b)</sup> <br>| 5.94 | 2/25/2068 | 825443 | 823456 |
| IRV Trust, Ser. 2025-200P, Cl. C<sup>(b)</sup> <br>| 5.73 | 3/14/2047 | 1062865 | 1078364 |
| LHOME Mortgage Trust, Ser. 2025-RTL3, Cl. A1<sup>(b)</sup> <br>| 5.24 | 8/25/2040 | 1336000 | 1345551 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2025-5C1, Cl. <br> A2<br>| 4.91 | 3/15/2058 | 5656000 | 5767471 |
| New Residential Mortgage Loan Trust, Ser. 2021-NQ2R, Cl. A1<sup>(b)</sup> <br>| 0.94 | 10/25/2058 | 563889 | 543726 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, Cl. A1<sup>(b)</sup> <br>| 2.28 | 4/25/2061 | 4798608 | 4313938 |
| New Residential Mortgage Loan Trust, Ser. 2024-NQM3, Cl. A1<sup>(b)</sup> <br>| 5.47 | 11/25/2064 | 2365077 | 2402954 |
| New Residential Mortgage Loan Trust, Ser. 2025-NQM2, Cl. A1<sup>(b)</sup> <br>| 5.57 | 4/25/2065 | 5939266 | 6027203 |
| NY Commercial Mortgage Trust, Ser. 2025-299P, Cl. A<sup>(b)</sup> <br>| 5.66 | 2/10/2047 | 1003000 | 1059803 |
| NYMT Loan Trust, Ser. 2024-BPL2, Cl. A1<sup>(b)</sup> <br>| 6.51 | 5/25/2039 | 4605000 | 4653573 |
| NYMT Loan Trust, Ser. 2025-CP1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 11/25/2069 | 1697056 | 1653192 |
| OBX Trust, Ser. 2024-NQM18, Cl. A1<sup>(b)</sup> <br>| 5.41 | 10/25/2064 | 1326851 | 1339368 |
| OBX Trust, Ser. 2025-NQM16, Cl. A1<sup>(b)</sup> <br>| 4.91 | 8/25/2065 | 3979804 | 3998132 |
| OBX Trust, Ser. 2025-NQM18, Cl. A1A<sup>(b)</sup> <br>| 5.06 | 9/25/2065 | 4107535 | 4138402 |
| OBX Trust, Ser. 2025-NQM19, Cl. A1<sup>(b)</sup> <br>| 4.87 | 10/25/2065 | 3041601 | 3052563 |
| PRPM LLC, Ser. 2025-RPL4, Cl. A1<sup>(b)</sup> <br>| 3.00 | 5/25/2055 | 2956826 | 2832043 |
| PRPM LLC, Ser. 2025-RPL4, Cl. A2<sup>(b)</sup> <br>| 3.00 | 5/25/2055 | 1819702 | 1682890 |
| Toorak Mortgage Trust, Ser. 2025-RRTL1, Cl. A1<sup>(b)</sup> <br>| 5.52 | 2/25/2040 | 3652909 | 3679580 |
| Towd Point Mortgage Trust, Ser. 2023-1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 1/25/2063 | 798506 | 776720 |
| Verus Securitization Trust, Ser. 2024-9, Cl. A1<sup>(b)</sup> <br>| 5.44 | 11/25/2069 | 1878179 | 1898125 |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $106,405,340) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $106,405,340) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $106,405,340) |  | **107274341** |
| **Corporate Bonds and Notes — 41.9%** | **Corporate Bonds and Notes — 41.9%** | **Corporate Bonds and Notes — 41.9%** | **Corporate Bonds and Notes — 41.9%** | **Corporate Bonds and Notes — 41.9%** |
| **Aerospace & Defense — .4%** | **Aerospace & Defense — .4%** | **Aerospace & Defense — .4%** | **Aerospace & Defense — .4%** | **Aerospace & Defense — .4%** |
| Rolls-Royce PLC, Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 10/15/2027 | 3983000 | 4081562 |
| The Boeing Company, Sr. Unscd. Notes | 5.81 | 5/1/2050 | 5601000 | 5535816 |
|  |  |  |  | **9617378** |
| **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** | **Agriculture — .3%** |
| BAT Capital Corp., Gtd. Notes | 6.34 | 8/2/2030 | 1546000 | 1671388 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** | **Agriculture — .3% (continued)** |
| BAT Capital Corp., Gtd. Notes | 7.08 | 8/2/2053 | 3101000 | 3510524 |
| BAT International Finance PLC, Gtd. Notes | 1.67 | 3/25/2026 | 1998000 | 1991400 |
|  |  |  |  | **7173312** |
| **Airlines — 1.0%** | **Airlines — 1.0%** | **Airlines — 1.0%** | **Airlines — 1.0%** | **Airlines — 1.0%** |
| Air Canada Pass-Through Trust, Ser. 2020-2, Cl. A<sup>(b)</sup> <br>| 5.25 | 4/1/2029 | 674372 | 688929 |
| American Airlines Pass-Through Trust, Ser. 2017-1, Cl. AA | 3.65 | 2/15/2029 | 118250 | 116272 |
| American Airlines Pass-Through Trust, Ser. 2017-2, Cl. AA | 3.35 | 10/15/2029 | 171096 | 166265 |
| American Airlines Pass-Through Trust, Ser. 2019-1, Cl. AA | 3.15 | 2/15/2032 | 1583438 | 1506933 |
| American Airlines Pass-Through Trust, Ser. 2025-1, Cl. A | 4.90 | 5/11/2038 | 2267000 | 2247141 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 5.75 | 4/20/2029 | 4843000 | 4895736 |
| Avianca Midco 2 PLC, Sr. Scd. Notes<sup>(b),(d)</sup> <br>| 9.63 | 2/14/2030 | 4451000 | 4563788 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.75 | 10/20/2028 | 1841583 | 1856065 |
| JetBlue Pass-Through Trust, Ser. 2020-1, Cl. A | 4.00 | 11/15/2032 | 5349553 | 5119221 |
| United Airlines Pass-Through Trust, Ser. 2019-1, Cl. AA | 4.15 | 8/25/2031 | 755006 | 745313 |
| United Airlines Pass-Through Trust, Ser. 2020-1, Cl. A | 5.88 | 10/15/2027 | 493945 | 506558 |
| United Airlines Pass-Through Trust, Ser. 2023-1, Cl. A | 5.80 | 1/15/2036 | 1761155 | 1847522 |
| United Airlines, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.38 | 4/15/2026 | 278000 | 277953 |
| United Airlines, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.63 | 4/15/2029 | 1436000 | 1435351 |
|  |  |  |  | **25973047** |
| **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** | **Automobiles & Components — 1.5%** |
| American Axle & Manufacturing, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.38 | 10/15/2032 | 1466000 | 1496441 |
| Clarios Global LP/Clarios US Finance Co., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.75 | 2/15/2030 | 2170000 | 2271265 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.54 | 8/1/2026 | 3004000 | 3000214 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.80 | 3/5/2027 | 2491000 | 2526588 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.87 | 10/31/2035 | 3817000 | 3802365 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.92 | 3/20/2028 | 6901000 | 7075930 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 4.20 | 10/27/2028 | 811000 | 813250 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.63 | 4/4/2032 | 5007000 | 5217663 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.90 | 1/7/2035 | 5839000 | 6083038 |
| Tenneco, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.00 | 11/17/2028 | 2375000 | 2390321 |
| The Goodyear Tire & Rubber Company, Gtd. Notes | 5.00 | 7/15/2029 | 4660000 | 4567252 |
|  |  |  |  | **39244327** |
| **Banks — 7.2%** | **Banks — 7.2%** | **Banks — 7.2%** | **Banks — 7.2%** | **Banks — 7.2%** |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 3/5/2029 | 5190000 | 5182842 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 6132000 | 6301060 |
| Bank of America Corp., Sr. Unscd. Notes | 5.47 | 1/23/2035 | 2261000 | 2345142 |
| Bank of America Corp., Sub. Notes | 5.52 | 10/25/2035 | 6260000 | 6391340 |
| Canadian Imperial Bank of Commerce, Jr. Sub. Notes | 6.50 | 7/28/2086 | 4369000 | 4382757 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 7/23/2032 | 3648000 | 3821667 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.84 | 1/23/2030 | 1264000 | 1318625 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 6.65 | 4/25/2035 | 1712000 | 1875491 |
| Citizens Financial Group, Inc., Sub. Notes | 5.30 | 1/29/2036 | 398000 | 399979 |
| Danske Bank A/S, Sr. Notes<sup>(b)</sup> <br>| 5.71 | 3/1/2030 | 6259000 | 6512000 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.27 | 1/15/2031 | 3577000 | 3681501 |
| ING Groep NV, Jr. Sub. Bonds<sup>(e)</sup> <br>| 7.00 | 11/16/2032 | 3627000 | 3796290 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 5300000 | 4839492 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.30 | 7/24/2029 | 3656000 | 3764588 |
| JPMorgan Chase & Co., Sub. Notes | 5.72 | 9/14/2033 | 13495000 | 14244389 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 6852000 | 6898397 |
| Morgan Stanley, Sub. Notes | 2.48 | 9/16/2036 | 9465000 | 8325419 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Banks — 7.2% (continued)** | **Banks — 7.2% (continued)** | **Banks — 7.2% (continued)** | **Banks — 7.2% (continued)** | **Banks — 7.2% (continued)** |
| Morgan Stanley, Sub. Notes | 4.35 | 9/8/2026 | 2500000 | 2507187 |
| Royal Bank of Canada, Jr. Sub. Notes<sup>(d)</sup> <br>| 6.50 | 5/24/2086 | 3565000 | 3564134 |
| Royal Bank of Canada, Jr. Sub. Notes | 6.75 | 8/24/2085 | 5995000 | 6202385 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.50 | 3/9/2029 | 875000 | 912846 |
| The Bank of Nova Scotia, Jr. Sub. Notes | 7.35 | 4/27/2085 | 5835000 | 6116574 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.69 | 6/5/2028 | 700000 | 696937 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 1205000 | 1197927 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.48 | 8/23/2028 | 1810000 | 1821590 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.94 | 4/23/2028 | 6225000 | 6293173 |
| The Goldman Sachs Group, Inc., Sub. Notes | 6.75 | 10/1/2037 | 9810000 | 10895189 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 5.30 | 1/21/2028 | 2278000 | 2307370 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes | 6.62 | 10/20/2027 | 2252000 | 2293826 |
| Truist Bank, Sub. Notes | 4.63 | 9/17/2029 | 6880000 | 6925411 |
| Truist Financial Corp., Sr. Unscd. Notes | 4.96 | 10/23/2036 | 12564000 | 12374934 |
| Truist Financial Corp., Sr. Unscd. Notes | 5.71 | 1/24/2035 | 4765000 | 4992264 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.68 | 1/23/2035 | 3734000 | 3917195 |
| U.S. Bancorp, Sr. Unscd. Notes | 5.84 | 6/12/2034 | 1165000 | 1234996 |
| UBS Group AG, Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.09 | 5/14/2032 | 722000 | 670697 |
| UBS Group AG, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.70 | 2/8/2035 | 2399000 | 2514101 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.20 | 1/23/2030 | 2257000 | 2324439 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.39 | 4/24/2034 | 6330000 | 6548447 |
| Wells Fargo & Co., Sr. Unscd. Notes | 5.57 | 7/25/2029 | 3779000 | 3910643 |
| Wells Fargo & Co., Sr. Unscd. Notes | 6.49 | 10/23/2034 | 6190000 | 6813276 |
| Western Alliance Bank, Sub. Notes | 6.54 | 11/15/2035 | 6310000 | 6394238 |
|  |  |  |  | **187510758** |
| **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. <br> Notes<br>| 4.70 | 2/1/2036 | 1385000 | **1366379** |
| **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** | **Building Materials — .2%** |
| Owens Corning, Sr. Unscd. Notes | 3.50 | 2/15/2030 | 368000 | 357657 |
| Smyrna Ready Mix Concrete LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 8.88 | 11/15/2031 | 4837000 | 5159555 |
|  |  |  |  | **5517212** |
| **Chemicals — .9%** | **Chemicals — .9%** | **Chemicals — .9%** | **Chemicals — .9%** | **Chemicals — .9%** |
| FMC Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.65 | 5/18/2033 | 2865000 | 2536736 |
| LYB International Finance III LLC, Gtd. Notes | 5.13 | 1/15/2031 | 1700000 | 1709764 |
| Olin Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.63 | 4/1/2033 | 2320000 | 2276302 |
| Sasol Financing USA LLC, Gtd. Notes | 5.50 | 3/18/2031 | 4288000 | 3785385 |
| Syensqo Finance America LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.85 | 6/4/2034 | 3672000 | 3843635 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.80 | 1/15/2031 | 6109000 | 6091517 |
| The Mosaic Company, Sr. Unscd. Notes | 4.60 | 11/15/2030 | 3268000 | 3278250 |
|  |  |  |  | **23521589** |
| **Commercial & Professional Services — 1.3%** | **Commercial & Professional Services — 1.3%** | **Commercial & Professional Services — 1.3%** | **Commercial & Professional Services — 1.3%** | **Commercial & Professional Services — 1.3%** |
| Albion Financing 1 Sarl/Aggreko Holdings, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 7.00 | 5/21/2030 | 3523000 | 3674056 |
| Ashtead Capital, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.00 | 5/1/2028 | 1386000 | 1375786 |
| Ashtead Capital, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.95 | 10/15/2033 | 2656000 | 2801469 |
| Belron UK Finance PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.75 | 10/15/2029 | 720000 | 734091 |
| DP World Ltd./United Arab Emirates, Sr. Unscd. Notes | 6.85 | 7/2/2037 | 690000 | 768649 |
| ERAC USA Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.20 | 10/30/2034 | 2830000 | 2894879 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.55 | 11/15/2035 | 3082000 | 3057303 |
| Herc Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 3/15/2031 | 5062000 | 5100927 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Commercial & Professional Services — 1.3% (continued)** | **Commercial & Professional Services — 1.3% (continued)** | **Commercial & Professional Services — 1.3% (continued)** | **Commercial & Professional Services — 1.3% (continued)** | **Commercial & Professional Services — 1.3% (continued)** |
| President & Fellows of Harvard College, Unscd. Bonds | 3.30 | 7/15/2056 | 4400000 | 3035846 |
| The Leland Stanford Junior University, Unscd. Bonds | 2.41 | 6/1/2050 | 5170000 | 3092893 |
| Triton Container International Ltd., Gtd. Notes<sup>(b)</sup> <br>| 3.15 | 6/15/2031 | 1146000 | 1048772 |
| United Rentals North America, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.38 | 11/15/2033 | 4238000 | 4237733 |
| Williams Scotsman, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.63 | 6/15/2029 | 2180000 | 2255308 |
| Yale University, Unscd. Bonds, Ser. 2020 | 2.40 | 4/15/2050 | 1241000 | 744140 |
|  |  |  |  | **34821852** |
| **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** | **Consumer Discretionary — 1.1%** |
| Brightstar Lottery PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.25 | 1/15/2029 | 5625000 | 5618847 |
| D.R. Horton, Inc., Gtd. Notes | 5.50 | 10/15/2035 | 3672000 | 3805864 |
| Flutter Treasury DAC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 5.88 | 6/4/2031 | 1632000 | 1654005 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 3.50 | 8/18/2026 | 5000000 | 4978364 |
| Light & Wonder International, Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.25 | 10/1/2033 | 1926000 | 1950980 |
| NCL Corp. Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.75 | 2/1/2032 | 5578000 | 5719213 |
| Royal Caribbean Cruises Ltd., Sr. Unscd. Notes | 5.38 | 1/15/2036 | 1117000 | 1119822 |
| Taylor Morrison Communities, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 11/15/2032 | 1779000 | 1826917 |
| Wynn Macau Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.63 | 8/26/2028 | 2235000 | 2232434 |
|  |  |  |  | **28906446** |
| **Diversified Financials — 1.6%** | **Diversified Financials — 1.6%** | **Diversified Financials — 1.6%** | **Diversified Financials — 1.6%** | **Diversified Financials — 1.6%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes<sup>(d)</sup> <br>| 6.50 | 1/31/2056 | 2414000 | 2483345 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.95 | 3/10/2055 | 778000 | 814764 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 9/15/2030 | 4445000 | 4505905 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 10/1/2031 | 1539000 | 1605194 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 12/8/2028 | 1246000 | 1246738 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 5.70 | 1/23/2031 | 1482000 | 1474533 |
| Ares Capital Corp., Sr. Unscd. Notes | 5.25 | 4/12/2031 | 4321000 | 4256051 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.35 | 3/12/2031 | 8133000 | 7948868 |
| Blue Owl Technology Finance Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 6.13 | 1/23/2031 | 2661000 | 2622216 |
| Capital One Financial Corp., Sub. Notes | 6.18 | 1/30/2036 | 2264000 | 2345188 |
| Goldman Sachs BDC, Inc., Sr. Unscd. Notes | 5.10 | 1/28/2029 | 2934000 | 2915340 |
| LSEG Finance PLC, Gtd. Notes<sup>(b)</sup> <br>| 2.50 | 4/6/2031 | 291000 | 264475 |
| Macquarie Airfinance Holdings Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 3/27/2028 | 4971000 | 5050499 |
| Stellantis Financial Services US Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.95 | 9/15/2028 | 4688000 | 4754354 |
|  |  |  |  | **42287470** |
| **Electronic Components — .0%** | **Electronic Components — .0%** | **Electronic Components — .0%** | **Electronic Components — .0%** | **Electronic Components — .0%** |
| Jabil, Inc., Sr. Unscd. Notes | 4.75 | 2/1/2033 | 1379000 | **1358738** |
| **Energy — 6.8%** | **Energy — 6.8%** | **Energy — 6.8%** | **Energy — 6.8%** | **Energy — 6.8%** |
| &nbsp;&nbsp;&nbsp; Antero Midstream Partners LP/Antero Midstream Finance Corp., Sr. <br> Unscd. Bonds<sup>(b)</sup> <br>| 5.75 | 10/15/2033 | 2405000 | 2432529 |
| Archrock Services LP/Archrock Partners Finance Corp., Gtd. Notes<sup>(b)</sup> <br>| 6.00 | 2/1/2034 | 5115000 | 5113545 |
| Azule Energy Finance PLC, Gtd. Notes<sup>(b)</sup> <br>| 8.13 | 1/23/2030 | 2220000 | 2248346 |
| Cheniere Energy Partners LP, Gtd. Notes | 4.50 | 10/1/2029 | 6000000 | 6025321 |
| Cheniere Energy Partners LP, Gtd. Notes<sup>(b)</sup> <br>| 5.55 | 10/30/2035 | 2142000 | 2191933 |
| Cheniere Energy, Inc., Sr. Unscd. Notes | 5.65 | 4/15/2034 | 1317000 | 1365992 |
| CITGO Petroleum Corp., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.38 | 1/15/2029 | 5449000 | 5679880 |
| Columbia Pipelines Holding Co. LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.00 | 11/17/2032 | 7487000 | 7527513 |
| Coterra Energy, Inc., Sr. Unscd. Notes | 5.90 | 2/15/2055 | 2536000 | 2470083 |
| CVR Energy, Inc., Gtd. Bonds<sup>(b)</sup> <br>| 5.75 | 2/15/2028 | 3388000 | 3387577 |
| CVR Energy, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.88 | 2/15/2034 | 6418000 | 6373959 |
| DT Midstream, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.80 | 12/15/2034 | 4376000 | 4543590 |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Energy — 6.8% (continued)** | **Energy — 6.8% (continued)** | **Energy — 6.8% (continued)** | **Energy — 6.8% (continued)** | **Energy — 6.8% (continued)** |
| DT Midstream, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.30 | 4/15/2032 | 2982000 | 2887933 |
| Ecopetrol SA, Sr. Unscd. Notes | 7.75 | 2/1/2032 | 4770000 | 4901046 |
| Empresa Nacional del Petroleo, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.95 | 7/30/2034 | 681000 | 711221 |
| Enbridge, Inc., Sub. Notes<sup>(d)</sup> <br>| 7.38 | 3/15/2055 | 5806000 | 6170344 |
| Energean Israel Finance Ltd., Sr. Scd. Notes<sup>(b),(d)</sup> <br>| 5.88 | 3/30/2031 | 2600000 | 2528940 |
| Energy Transfer LP, Jr. Sub. Notes | 6.75 | 2/15/2056 | 3973000 | 4003207 |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.75 | 5/19/2035 | 1634000 | 1712931 |
| Enterprise Products Operating LLC, Gtd. Notes, Ser. E | 5.25 | 8/16/2077 | 2360000 | 2352026 |
| Global Partners LP/GLP Finance Corp., Gtd. Notes | 6.88 | 1/15/2029 | 1224000 | 1245077 |
| Global Partners LP/GLP Finance Corp., Gtd. Notes<sup>(b)</sup> <br>| 8.25 | 1/15/2032 | 6342000 | 6688635 |
| Harbour Energy PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.33 | 4/1/2035 | 6065000 | 6208347 |
| HF Sinclair Corp., Sr. Unscd. Notes | 5.50 | 9/1/2032 | 2195000 | 2245965 |
| Howard Midstream Energy Partners LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.38 | 7/15/2032 | 4437000 | 4689443 |
| Ithaca Energy North Sea PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 8.13 | 10/15/2029 | 2765000 | 2888894 |
| Kinder Morgan, Inc., Gtd. Bonds | 5.15 | 6/1/2030 | 2163000 | 2238395 |
| Kinetik Holdings LP, Gtd. Notes<sup>(b)</sup> <br>| 5.88 | 6/15/2030 | 5735000 | 5807014 |
| Kodiak Gas Services LLC, Gtd. Notes<sup>(b)</sup> <br>| 6.50 | 10/1/2033 | 528000 | 541070 |
| Marathon Petroleum Corp., Sr. Unscd. Notes | 5.70 | 3/1/2035 | 4010000 | 4145378 |
| Medco Cypress Tree Pte Ltd., Sr. Scd. Bonds<sup>(b)</sup> <br>| 8.63 | 5/19/2030 | 1000000 | 1060574 |
| MPLX LP, Sr. Unscd. Notes | 4.13 | 3/1/2027 | 855000 | 855827 |
| MPLX LP, Sr. Unscd. Notes | 4.80 | 2/15/2031 | 2461000 | 2488486 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 12/1/2047 | 1180000 | 1058629 |
| NGPL PipeCo LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.25 | 7/15/2031 | 2644000 | 2439787 |
| NGPL PipeCo LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.77 | 12/15/2037 | 6792000 | 7934900 |
| ONEOK, Inc., Gtd. Notes | 5.80 | 11/1/2030 | 1366000 | 1438487 |
| ONEOK, Inc., Gtd. Notes | 6.10 | 11/15/2032 | 779000 | 833468 |
| Pertamina Hulu Energi PT, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.25 | 5/21/2030 | 5999000 | 6106190 |
| Petroleos del Peru SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.75 | 6/19/2032 | 6220000 | 4700952 |
| Phillips 66 Co., Gtd. Notes, Ser. B | 6.20 | 3/15/2056 | 5046000 | 5075736 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 4.70 | 1/15/2031 | 1483000 | 1491744 |
| Repsol E&P Capital Markets US LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.20 | 9/16/2030 | 2162000 | 2195919 |
| SM Energy Co., Gtd. Notes<sup>(b),(d)</sup> <br>| 8.75 | 7/1/2031 | 4870000 | 5121331 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes | 5.03 | 10/1/2029 | 2093000 | 2125648 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., <br> Gtd. Notes<br>| 5.00 | 1/15/2028 | 1136000 | 1137495 |
| Tecpetrol SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.63 | 1/22/2033 | 2400000 | 2451840 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 3.88 | 11/1/2033 | 5505000 | 4780293 |
| Venture Global Plaquemines LNG LLC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 6.13 | 12/15/2030 | 8191000 | 8434862 |
| Venture Global Plaquemines LNG LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.50 | 1/15/2034 | 855000 | 887719 |
| YPF SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 8.75 | 9/11/2031 | 2160000 | 2235520 |
|  |  |  |  | **176181541** |
| **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** | **Environmental Control — .1%** |
| GFL Environmental Holdings US, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.50 | 2/1/2034 | 1364000 | **1368845** |
| **Food Products — .6%** | **Food Products — .6%** | **Food Products — .6%** | **Food Products — .6%** | **Food Products — .6%** |
| &nbsp;&nbsp;&nbsp; Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, <br> Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 3/31/2034 | 878000 | 864587 |
| Froneri Lux FinCo Sarl, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.00 | 8/1/2032 | 6350000 | 6436399 |
| MARB BondCo PLC, Gtd. Bonds<sup>(b)</sup> <br>| 3.95 | 1/29/2031 | 898000 | 813549 |

---

**10**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Food Products — .6% (continued)** | **Food Products — .6% (continued)** | **Food Products — .6% (continued)** | **Food Products — .6% (continued)** | **Food Products — .6% (continued)** |
| The J.M. Smucker Company, Sr. Unscd. Notes | 4.25 | 3/15/2035 | 6000000 | 5673971 |
| The J.M. Smucker Company, Sr. Unscd. Notes<sup>(d)</sup> <br>| 6.50 | 11/15/2053 | 921000 | 998156 |
|  |  |  |  | **14786662** |
| **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** | **Forest Products & Paper — .1%** |
| Suzano Austria GmbH, Gtd. Notes | 3.75 | 1/15/2031 | 2057000 | **1943331** |
| **Health Care — 1.8%** | **Health Care — 1.8%** | **Health Care — 1.8%** | **Health Care — 1.8%** | **Health Care — 1.8%** |
| Amgen, Inc., Sr. Unscd. Notes | 5.25 | 3/2/2030 | 693000 | 719209 |
| Amgen, Inc., Sr. Unscd. Notes | 5.65 | 3/2/2053 | 1659000 | 1634099 |
| Bayer US Finance II LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.63 | 6/25/2038 | 1807000 | 1661422 |
| Bayer US Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 6.50 | 11/21/2033 | 2095000 | 2279095 |
| CVS Health Corp., Sr. Unscd. Notes | 1.30 | 8/21/2027 | 2627000 | 2520215 |
| GE HealthCare Technologies, Inc., Sr. Unscd. Notes | 4.80 | 8/14/2029 | 1919000 | 1958531 |
| Genmab A/S Genmab Finance LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.25 | 12/15/2032 | 3715000 | 3810598 |
| HCA, Inc., Gtd. Notes | 3.13 | 3/15/2027 | 851000 | 842952 |
| HCA, Inc., Gtd. Notes | 4.90 | 11/15/2035 | 5212000 | 5120655 |
| HCA, Inc., Gtd. Notes | 5.45 | 9/15/2034 | 1904000 | 1955089 |
| Royalty Pharma PLC, Gtd. Notes | 2.15 | 9/2/2031 | 2258000 | 1995599 |
| Royalty Pharma PLC, Gtd. Notes | 2.20 | 9/2/2030 | 4242000 | 3859801 |
| STERIS Irish FinCo UnLtd. Co., Gtd. Notes | 2.70 | 3/15/2031 | 3944000 | 3645718 |
| The Cigna Group, Gtd. Notes | 4.80 | 8/15/2038 | 7850000 | 7482312 |
| The Cigna Group, Sr. Unscd. Notes | 5.25 | 1/15/2036 | 3110000 | 3154546 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.05 | 5/15/2041 | 2964000 | 2231266 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes | 5.35 | 12/1/2028 | 2323000 | 2404273 |
|  |  |  |  | **47275380** |
| **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** |
| DAE Funding LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.95 | 1/15/2033 | 5029000 | **4968191** |
| **Information Technology — .8%** | **Information Technology — .8%** | **Information Technology — .8%** | **Information Technology — .8%** | **Information Technology — .8%** |
| Fiserv, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.60 | 3/2/2033 | 795000 | 818066 |
| Oracle Corp., Sr. Unscd. Notes | 3.85 | 4/1/2060 | 14280000 | 8674050 |
| Oracle Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 4.45 | 9/26/2030 | 7650000 | 7470199 |
| VMware LLC, Sr. Unscd. Notes | 2.20 | 8/15/2031 | 3657000 | 3256839 |
|  |  |  |  | **20219154** |
| **Insurance — .7%** | **Insurance — .7%** | **Insurance — .7%** | **Insurance — .7%** | **Insurance — .7%** |
| Allianz SE, Jr. Sub. Bonds<sup>(b),(e)</sup> <br>| 3.20 | 10/30/2027 | 1800000 | 1722721 |
| American International Group, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 4.38 | 6/30/2050 | 4150000 | 3466882 |
| American International Group, Inc., Sr. Unscd. Notes | 4.85 | 5/7/2030 | 976000 | 1000159 |
| Corebridge Financial, Inc., Jr. Sub. Notes | 6.38 | 9/15/2054 | 4149000 | 4240986 |
| Corebridge Financial, Inc., Jr. Sub. Notes<sup>(e)</sup> <br>| 6.88 | 12/1/2030 | 2528000 | 2628319 |
| Nippon Life Insurance Co., Sub. Notes<sup>(b),(d)</sup> <br>| 6.50 | 4/30/2055 | 4081000 | 4369037 |
|  |  |  |  | **17428104** |
| **Internet Software & Services — .2%** | **Internet Software & Services — .2%** | **Internet Software & Services — .2%** | **Internet Software & Services — .2%** | **Internet Software & Services — .2%** |
| Meta Platforms, Inc., Sr. Unscd. Notes | 5.63 | 11/15/2055 | 5108000 | **4863782** |
| **Materials — .5%** | **Materials — .5%** | **Materials — .5%** | **Materials — .5%** | **Materials — .5%** |
| Amcor Flexibles North America, Inc., Gtd. Notes | 5.10 | 3/17/2030 | 3513000 | 3611957 |
| Canpack SA/Canpack US LLC, Gtd. Notes<sup>(b)</sup> <br>| 3.88 | 11/15/2029 | 4890000 | 4680063 |
| Sealed Air Corp., Sr. Scd. Notes<sup>(b)</sup> <br>| 1.57 | 10/15/2026 | 3734000 | 3672072 |
| Smurfit Westrock Financing DAC, Gtd. Notes | 5.42 | 1/15/2035 | 1137000 | 1170489 |
|  |  |  |  | **13134581** |
| **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** | **Media — 1.2%** |
| CCO Holdings LLC/CCO Holdings Capital Corp., Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 7.00 | 2/1/2033 | 1675000 | 1692399 |

---

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Media — 1.2% (continued)** | **Media — 1.2% (continued)** | **Media — 1.2% (continued)** | **Media — 1.2% (continued)** | **Media — 1.2% (continued)** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital Corp., Sr. Scd. Notes<br>| 5.38 | 5/1/2047 | 1446000 | 1188342 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital Corp., Sr. Scd. Notes<br>| 6.55 | 6/1/2034 | 4270000 | 4487152 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications <br> Operating Capital Corp., Sr. Scd. Notes<br>| 6.83 | 10/23/2055 | 3765000 | 3615872 |
| Paramount Global, Gtd. Debs. | 5.85 | 9/1/2043 | 7552000 | 6091206 |
| Sirius XM Radio LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.00 | 7/15/2028 | 6060000 | 5922769 |
| Virgin Media O2 Vendor Financing Notes VI DAC, Sr. Scd. Notes<sup>(b)</sup> <br>| 8.50 | 3/15/2033 | 4013000 | 3982938 |
| Ziggo Bond Co. BV, Gtd. Notes<sup>(b)</sup> <br>| 5.13 | 2/28/2030 | 5580000 | 4907184 |
|  |  |  |  | **31887862** |
| **Metals & Mining — .7%** | **Metals & Mining — .7%** | **Metals & Mining — .7%** | **Metals & Mining — .7%** | **Metals & Mining — .7%** |
| ArcelorMittal SA, Sr. Unscd. Notes | 7.00 | 10/15/2039 | 1702000 | 1919368 |
| Corp. Nacional del Cobre de Chile, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.30 | 9/8/2053 | 3735000 | 3815019 |
| Glencore Funding LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.19 | 4/1/2030 | 4967000 | 5115346 |
| Navoi Mining & Metallurgical Combinat, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 6.75 | 5/14/2030 | 1709000 | 1803617 |
| Newmont Corp./Newcrest Finance Pty Ltd., Gtd. Notes | 3.25 | 5/13/2030 | 923000 | 890356 |
| Steel Dynamics, Inc., Sr. Unscd. Notes | 5.75 | 5/15/2055 | 2258000 | 2241819 |
| Vedanta Resources Finance II PLC, Gtd. Notes<sup>(b)</sup> <br>| 9.13 | 10/15/2032 | 2040000 | 2138500 |
|  |  |  |  | **17924025** |
| **Real Estate — 3.6%** | **Real Estate — 3.6%** | **Real Estate — 3.6%** | **Real Estate — 3.6%** | **Real Estate — 3.6%** |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 4.90 | 2/15/2029 | 2533000 | 2576775 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 5.25 | 3/15/2035 | 4624000 | 4637430 |
| Boston Properties LP, Sr. Unscd. Notes | 5.75 | 1/15/2035 | 5600000 | 5738246 |
| COPT Defense Properties LP, Gtd. Notes | 2.25 | 3/15/2026 | 5000000 | 4989272 |
| Cousins Properties LP, Gtd. Notes | 5.38 | 2/15/2032 | 4515000 | 4660923 |
| CubeSmart LP, Gtd. Notes<sup>(d)</sup> <br>| 3.00 | 2/15/2030 | 6420000 | 6090486 |
| CubeSmart LP, Gtd. Notes | 5.13 | 11/1/2035 | 7058000 | 7055880 |
| EPR Properties, Gtd. Notes | 4.75 | 12/15/2026 | 5000000 | 5015951 |
| Extra Space Storage LP, Gtd. Notes | 4.95 | 1/15/2033 | 3418000 | 3439112 |
| Extra Space Storage LP, Gtd. Notes | 5.70 | 4/1/2028 | 860000 | 887366 |
| Healthcare Realty Holdings LP, Gtd. Notes | 3.50 | 8/1/2026 | 7500000 | 7464832 |
| Kilroy Realty LP, Gtd. Notes | 5.88 | 10/15/2035 | 4960000 | 5001357 |
| Kite Realty Group LP, Sr. Unscd. Notes | 4.00 | 10/1/2026 | 1071000 | 1069188 |
| Kite Realty Group LP, Sr. Unscd. Notes | 4.95 | 12/15/2031 | 2393000 | 2429713 |
| Phillips Edison Grocery Center Operating Partnership I LP, Gtd. Notes | 5.75 | 7/15/2034 | 2012000 | 2104151 |
| Prologis Targeted US Logistics Fund LP, Gtd. Notes<sup>(b)</sup> <br>| 4.75 | 1/15/2036 | 5063000 | 4934617 |
| Sabra Health Care LP, Gtd. Notes | 3.20 | 12/1/2031 | 2475000 | 2266468 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>| 2.59 | 10/15/2031 | 3251000 | 2921098 |
| Store Capital LLC, Sr. Unscd. Notes | 4.63 | 3/15/2029 | 2825000 | 2819924 |
| Ventas Realty LP, Gtd. Notes | 5.10 | 7/15/2032 | 4843000 | 4986022 |
| VICI Properties LP, Sr. Unscd. Notes | 4.75 | 4/1/2028 | 2049000 | 2070512 |
| Vornado Realty LP, Sr. Unscd. Notes | 2.15 | 6/1/2026 | 4625000 | 4577678 |
| Vornado Realty LP, Sr. Unscd. Notes | 5.75 | 2/1/2033 | 5118000 | 5177957 |
|  |  |  |  | **92914958** |
| **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** | **Retailing — .6%** |
| Asbury Automotive Group, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 2/15/2032 | 4791000 | 4658536 |
| AutoZone, Inc., Sr. Unscd. Notes | 4.75 | 2/1/2033 | 2195000 | 2193260 |
| Lithia Motors, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.50 | 10/1/2030 | 7874000 | 7913510 |
| Macy's Retail Holdings LLC, Gtd. Notes<sup>(b)</sup> <br>| 7.38 | 8/1/2033 | 1440000 | 1522400 |
|  |  |  |  | **16287706** |

---

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Semiconductors & Semiconductor Equipment — 1.1%** | **Semiconductors & Semiconductor Equipment — 1.1%** | **Semiconductors & Semiconductor Equipment — 1.1%** | **Semiconductors & Semiconductor Equipment — 1.1%** | **Semiconductors & Semiconductor Equipment — 1.1%** |
| Broadcom, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.19 | 11/15/2036 | 5994000 | 5082900 |
| Foundry JV Holdco LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.30 | 1/25/2039 | 8147000 | 8682966 |
| Intel Corp., Sr. Unscd. Notes | 5.60 | 2/21/2054 | 3884000 | 3644501 |
| Micron Technology, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.30 | 1/15/2031 | 1347000 | 1399449 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.80 | 1/15/2035 | 5831000 | 6182729 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 5/11/2041 | 6525000 | 4944874 |
|  |  |  |  | **29937419** |
| **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** | **Supranational Bank — .1%** |
| Banque Ouest Africaine de Developpement, Sr. Unscd. Notes | 4.70 | 10/22/2031 | 2500000 | **2328142** |
| **Technology Hardware & Equipment — .2%** | **Technology Hardware & Equipment — .2%** | **Technology Hardware & Equipment — .2%** | **Technology Hardware & Equipment — .2%** | **Technology Hardware & Equipment — .2%** |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 5.60 | 10/15/2054 | 2708000 | 2480058 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.05 | 10/15/2026 | 1821000 | 1795516 |
|  |  |  |  | **4275574** |
| **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** | **Telecommunication Services — 1.1%** |
| AT&T, Inc., Sr. Unscd. Bonds | 4.90 | 8/15/2037 | 1065000 | 1035501 |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 9905000 | 8429355 |
| Iliad Holding SAS, Sr. Scd. Notes<sup>(b)</sup> <br>| 8.50 | 4/15/2031 | 1849000 | 1981102 |
| T-Mobile USA, Inc., Gtd. Notes | 2.40 | 3/15/2029 | 2093000 | 1987043 |
| T-Mobile USA, Inc., Gtd. Notes | 6.00 | 6/15/2054 | 2574000 | 2610683 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.75 | 11/30/2045 | 5058000 | 5029649 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 5.88 | 11/30/2055 | 3745000 | 3699462 |
| Vmed O2 UK Financing I PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.75 | 1/15/2033 | 3070000 | 2997579 |
|  |  |  |  | **27770374** |
| **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** | **Transportation — .1%** |
| Fedex Freight Holding Co., Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.25 | 3/15/2036 | 1245000 | 1234088 |
| Norfolk Southern Corp., Sr. Unscd. Notes | 5.55 | 3/15/2034 | 1544000 | 1625591 |
|  |  |  |  | **2859679** |
| **Utilities — 5.9%** | **Utilities — 5.9%** | **Utilities — 5.9%** | **Utilities — 5.9%** | **Utilities — 5.9%** |
| AES Panama Generation Holdings SRL, Sr. Scd. Notes<sup>(b)</sup> <br>| 4.38 | 5/31/2030 | 1242501 | 1171479 |
| Alliant Energy Corp., Jr. Sub. Notes | 5.75 | 4/1/2056 | 1688000 | 1676280 |
| Ameren Corp., Sr. Unscd. Notes | 1.75 | 3/15/2028 | 3952000 | 3767628 |
| American Electric Power Co., Inc., Jr. Sub. Notes | 6.95 | 12/15/2054 | 7985000 | 8559896 |
| Arizona Public Service Co., Sr. Unscd. Notes | 4.25 | 3/1/2049 | 4338000 | 3491371 |
| Baltimore Gas & Electric Co., Sr. Unscd. Notes | 2.25 | 6/15/2031 | 5026000 | 4549933 |
| CenterPoint Energy, Inc., Jr. Sub. Notes | 6.70 | 5/15/2055 | 5911000 | 6073026 |
| CMS Energy Corp., Jr. Sub. Notes | 3.75 | 12/1/2050 | 2981000 | 2751916 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes | 5.80 | 3/1/2033 | 2736000 | 2907743 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 5.70 | 5/23/2028 | 583000 | 602972 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 6.90 | 5/23/2053 | 3546000 | 3943724 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>| 5.50 | 6/26/2034 | 1492000 | 1543107 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>| 7.50 | 10/14/2032 | 871000 | 1001869 |
| Entergy Corp., Jr. Sub. Notes | 6.10 | 6/15/2056 | 7585000 | 7582524 |
| Evergy, Inc., Jr. Sub. Notes | 6.65 | 6/1/2055 | 6675000 | 6872613 |
| Eversource Energy, Sr. Unscd. Notes | 5.50 | 1/1/2034 | 1197000 | 1231830 |
| Exelon Corp., Jr. Sub. Notes | 6.50 | 3/15/2055 | 5764000 | 5987543 |
| Exelon Corp., Sr. Unscd. Notes | 5.45 | 3/15/2034 | 882000 | 915783 |
| Hawaiian Electric Co., Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.00 | 10/1/2033 | 1611000 | 1636262 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes | 4.25 | 5/1/2030 | 1814000 | 1779575 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes | 5.75 | 4/1/2034 | 7329000 | 7481385 |
| Jersey Central Power & Light Co., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.75 | 3/1/2032 | 1810000 | 1633950 |

---

**13**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** | **Corporate Bonds and Notes — 41.9% (continued)** |
| **Utilities — 5.9% (continued)** | **Utilities — 5.9% (continued)** | **Utilities — 5.9% (continued)** | **Utilities — 5.9% (continued)** | **Utilities — 5.9% (continued)** | **Utilities — 5.9% (continued)** |
| Jersey Central Power & Light Co., Sr. Unscd. Notes | 5.10 | 1/15/2035 |  | 2231000 | 2261532 |
| Louisville Gas & Electric Co., First Mortgage Bonds | 4.38 | 10/1/2045 |  | 1410000 | 1201160 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 6.50 | 8/15/2055 |  | 5844000 | 6146941 |
| Niagara Mohawk Power Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.66 | 1/17/2054 |  | 878000 | 851372 |
| NiSource, Inc., Jr. Sub. Notes | 5.75 | 7/15/2056 |  | 6337000 | 6374886 |
| NiSource, Inc., Sr. Unscd. Notes | 3.60 | 5/1/2030 |  | 1297000 | 1262526 |
| NRG Energy, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.00 | 1/15/2036 |  | 3821000 | 3862676 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 2.10 | 8/1/2027 |  | 2060000 | 2001026 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 5.05 | 10/15/2032 |  | 4302000 | 4337382 |
| &nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, Sr. Unscd. <br> Notes<sup>(b)</sup> <br>| 5.45 | 2/3/2036 |  | 1273000 | 1268737 |
| PG&E Corp., Sr. Scd. Notes | 5.25 | 7/1/2030 |  | 2480000 | 2466200 |
| Pinnacle West Capital Corp., Sr. Unscd. Notes | 5.15 | 5/15/2030 |  | 1847000 | 1904008 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 5.45 | 4/1/2034 |  | 2403000 | 2479706 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes | 6.13 | 10/15/2033 |  | 1574000 | 1691180 |
| Puget Energy, Inc., Sr. Scd. Notes | 2.38 | 6/15/2028 |  | 1709000 | 1641701 |
| Sempra, Jr. Sub. Notes | 6.55 | 4/1/2055 |  | 2410000 | 2454529 |
| Sierra Pacific Power Co., Jr. Sub. Notes | 6.20 | 12/15/2055 |  | 3062000 | 3049235 |
| Southern California Edison Co., First Mortgage Bonds | 5.25 | 3/15/2030 |  | 4705000 | 4834441 |
| Spire, Inc., Jr. Sub. Bonds<sup>(d)</sup> <br>| 6.45 | 6/1/2056 |  | 2525000 | 2550474 |
| The AES Corp., Jr. Sub. Notes | 6.95 | 7/15/2055 |  | 7152000 | 6997173 |
| The Southern Company, Jr. Sub. Notes, Ser. 2025 | 6.38 | 3/15/2055 |  | 7975000 | 8321145 |
| Vistra Operations Co. LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.25 | 10/15/2035 |  | 3532000 | 3499221 |
| Vistra Operations Co. LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.35 | 1/31/2036 |  | 2365000 | 2353387 |
| WEC Energy Group, Inc., Jr. Sub. Notes | 5.63 | 5/15/2056 |  | 1853000 | 1863557 |
|  |  |  |  |  | **152836604** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $1,078,717,334) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $1,078,717,334) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $1,078,717,334) |  |  | **1088490422** |
| **Convertible Bonds and Notes — 1.5%** | **Convertible Bonds and Notes — 1.5%** | **Convertible Bonds and Notes — 1.5%** | **Convertible Bonds and Notes — 1.5%** | **Convertible Bonds and Notes — 1.5%** | **Convertible Bonds and Notes — 1.5%** |
| **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** | **Aerospace & Defense — .1%** |
| AeroVironment, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 7/15/2030 |  | 300000 | 353550 |
| Rheinmetall AG, Sr. Unscd. Bonds, Ser. B | 2.25 | 2/7/2030 | EUR<br>| 100000 | 683081 |
|  |  |  |  |  | **1036631** |
| **Banks — .0%** | **Banks — .0%** | **Banks — .0%** | **Banks — .0%** | **Banks — .0%** | **Banks — .0%** |
| Goldman Sachs Finance Corp. International Ltd., Gtd. Notes, Ser. 700h<sup>(f)</sup> <br>| 0.00 | 3/7/2030 |  | 300000 | 328200 |
| Morgan Stanley Finance LLC, Gtd. Notes, Ser. 1<sup>(f)</sup> <br>| 0.00 | 4/10/2028 |  | 400000 | 539000 |
|  |  |  |  |  | **867200** |
| **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** | **Beverage Products — .0%** |
| Davide Campari-Milano N.V., Sr. Unscd. Bonds | 2.38 | 1/17/2029 | EUR<br>| 400000 | **465303** |
| **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** |
| Accor SA, Sr. Unscd. Bonds | 0.70 | 12/7/2027 | EUR<br>| 48120 | 66047 |
| NCL Corp. Ltd., Gtd. Notes<sup>(b)</sup> <br>| 0.75 | 9/15/2030 |  | 300000 | 292688 |
| NCL Corp. Ltd., Gtd. Notes<sup>(b),(d)</sup> <br>| 0.88 | 4/15/2030 |  | 200000 | 221700 |
|  |  |  |  |  | **580435** |
| **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** | **Diversified Financials — .1%** |
| Cipher Mining, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 10/1/2031 |  | 150000 | 191062 |
| Citigroup Global Markets Holdings, Inc., Gtd. Notes<sup>(b),(d)</sup> <br>| 0.80 | 2/5/2030 | EUR<br>| 300000 | 385158 |
| IREN Ltd., Sr. Unscd. Notes, Ser. 33<sup>(b)</sup> <br>| 1.00 | 6/1/2033 |  | 300000 | 368850 |
|  |  |  |  |  | **945070** |

---

**14**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** |
| **Electronic Components — .2%** | **Electronic Components — .2%** | **Electronic Components — .2%** | **Electronic Components — .2%** | **Electronic Components — .2%** | **Electronic Components — .2%** |
| Hon Hai Precision Industry Co. Ltd., Sr. Unscd. Bonds<sup>(f)</sup> <br>| 0.00 | 10/24/2029 |  | 400000 | 410520 |
| Ibiden Co. Ltd., Sr. Unscd. Bonds<sup>(f)</sup> <br>| 0.00 | 3/14/2031 | JPY<br>| 50000000 | 629604 |
| Legrand SA, Sr. Unscd. Bonds | 1.50 | 6/23/2033 | EUR<br>| 500000 | 651900 |
| Mirion Technologies, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 10/1/2031 |  | 800000 | 900340 |
| OSI Systems, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 0.50 | 2/1/2031 |  | 550000 | 547030 |
| OSI Systems, Inc., Sr. Unscd. Notes | 2.25 | 8/1/2029 |  | 150000 | 221250 |
| Schneider Electric SE, Sr. Unscd. Notes, Ser. SUFP | 1.63 | 6/28/2031 | EUR<br>| 700000 | 889116 |
| Schneider Electric SE, Sr. Unscd. Notes, Ser. SUFP | 1.97 | 11/27/2030 | EUR<br>| 200000 | 305056 |
|  |  |  |  |  | **4554816** |
| **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** |
| Northern Oil & Gas, Inc., Sr. Unscd. Notes | 3.63 | 4/15/2029 |  | 900000 | **913860** |
| **Environmental Control — .0%** | **Environmental Control — .0%** | **Environmental Control — .0%** | **Environmental Control — .0%** | **Environmental Control — .0%** | **Environmental Control — .0%** |
| Tetra Tech, Inc., Sr. Unscd. Notes | 2.25 | 8/15/2028 |  | 200000 | **232550** |
| **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** |
| AEP Texas, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.85 | 2/1/2033 |  | 100000 | 102500 |
| Alnylam Pharmaceuticals, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 9/15/2028 |  | 600000 | 561658 |
| ANI Pharmaceuticals, Inc., Sr. Unscd. Notes | 2.25 | 9/1/2029 |  | 700000 | 910438 |
| Arrowhead Pharmaceuticals, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 1/15/2032 |  | 35000 | 39369 |
| Bridgebio Pharma, Inc., Sr. Unscd. Notes | 2.25 | 2/1/2029 |  | 100000 | 113925 |
| CorMedix, Inc., Sr. Unscd. Bonds<sup>(b)</sup> <br>| 4.00 | 8/1/2030 |  | 100000 | 100620 |
| Halozyme Therapeutics, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 2/15/2031 |  | 200000 | 206000 |
| Halozyme Therapeutics, Inc., Sr. Unscd. Notes | 1.00 | 8/15/2028 |  | 200000 | 278000 |
| QIAGEN NV, Sr. Unscd. Bonds | 2.50 | 9/10/2031 |  | 200000 | 232929 |
|  |  |  |  |  | **2545439** |
| **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** | **Industrial — .2%** |
| Bloom Energy Corp., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 11/15/2030 |  | 50000 | 56700 |
| BWX Technologies, Inc., Gtd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 11/1/2030 |  | 700000 | 723450 |
| Daifuku Co. Ltd., Sr. Unscd. Bonds, Ser. 2028<sup>(f)</sup> <br>| 0.00 | 9/14/2028 | JPY<br>| 70000000 | 732747 |
| Ferrovial SE, Sr. Unscd. Bonds | 0.75 | 5/20/2031 | EUR<br>| 400000 | 483724 |
| Granite Construction, Inc., Sr. Unscd. Notes | 3.25 | 6/15/2030 |  | 600000 | 1001400 |
| SPIE SA, Sr. Unscd. Bonds | 2.00 | 1/17/2028 | EUR<br>| 300000 | 511019 |
| Vinci SA, Sr. Unscd. Bonds | 0.70 | 2/18/2030 | EUR<br>| 400000 | 494334 |
|  |  |  |  |  | **4003374** |
| **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** | **Information Technology — .1%** |
| Alkami Technology, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 1.50 | 3/15/2030 |  | 200000 | 196550 |
| Cloudflare, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 8/15/2026 |  | 300000 | 330210 |
| Datadog, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 12/1/2029 |  | 500000 | 493625 |
| DigitalOcean Holdings, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 8/15/2030 |  | 400000 | 633800 |
| Nebius Group NV, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 1.00 | 9/15/2030 |  | 250000 | 249875 |
| Snowflake, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 10/1/2027 |  | 500000 | 678750 |
|  |  |  |  |  | **2582810** |
| **Insurance — .0%** | **Insurance — .0%** | **Insurance — .0%** | **Insurance — .0%** | **Insurance — .0%** | **Insurance — .0%** |
| Ping An Insurance Group Co. of China Ltd., Sr. Unscd. Bonds<sup>(f)</sup> <br>| 0.00 | 6/11/2030 | HKD<br>| 2000000 | **352658** |
| **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** |
| Alibaba Group Holding Ltd., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 9/15/2032 |  | 600000 | 672759 |
| Alibaba Group Holding Ltd., Sr. Unscd. Notes | 0.50 | 6/1/2031 |  | 150000 | 263173 |
| DoorDash, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 5/15/2030 |  | 700000 | 702100 |
| Grab Holdings Ltd., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 6/15/2030 |  | 400000 | 407280 |
| MakeMyTrip Ltd., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 7/1/2030 |  | 300000 | 276770 |

---

**15**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** | **Convertible Bonds and Notes — 1.5% (continued)** |
| **Internet Software & Services — .1% (continued)** | **Internet Software & Services — .1% (continued)** | **Internet Software & Services — .1% (continued)** | **Internet Software & Services — .1% (continued)** | **Internet Software & Services — .1% (continued)** | **Internet Software & Services — .1% (continued)** |
| Uber Technologies, Inc., Sr. Scd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 5/15/2028 |  | 200000 | 199500 |
| Uber Technologies, Inc., Sr. Unscd. Notes, Ser. 2028 | 0.88 | 12/1/2028 |  | 500000 | 641765 |
|  |  |  |  |  | **3163347** |
| **Media — .0%** | **Media — .0%** | **Media — .0%** | **Media — .0%** | **Media — .0%** | **Media — .0%** |
| Liberty Media Corp.-Liberty Formula One, Sr. Unscd. Notes | 2.25 | 8/15/2027 |  | 500000 | **585750** |
| **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** | **Metals & Mining — .1%** |
| Endeavour Silver Corp., Sr. Unscd. Bonds<sup>(b),(d)</sup> <br>| 0.25 | 1/15/2031 |  | 400000 | 491200 |
| Energy Fuels, Inc., Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 0.75 | 11/1/2031 |  | 300000 | 412050 |
| MMG Ltd., Sr. Unscd. Bonds<sup>(f)</sup> <br>| 0.00 | 10/8/2030 |  | 400000 | 561000 |
| MP Materials Corp., Sr. Unscd. Bonds<sup>(b)</sup> <br>| 3.00 | 3/1/2030 |  | 100000 | 285200 |
| Salzgitter AG, Sr. Unscd. Notes | 3.38 | 10/22/2032 | EUR<br>| 400000 | 604577 |
| voestalpine AG, Sr. Unscd. Bonds | 2.75 | 4/28/2028 | EUR<br>| 400000 | 547042 |
|  |  |  |  |  | **2901069** |
| **Real Estate — .0%** | **Real Estate — .0%** | **Real Estate — .0%** | **Real Estate — .0%** | **Real Estate — .0%** | **Real Estate — .0%** |
| Compass, Inc., Gtd. Notes<sup>(b)</sup> <br>| 0.25 | 4/15/2031 |  | 500000 | **540001** |
| **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** |
| MINISO Group Holding Ltd., Sr. Unscd. Notes | 0.50 | 1/14/2032 |  | 400000 | **386100** |
| **Semiconductors & Semiconductor Equipment — .1%** | **Semiconductors & Semiconductor Equipment — .1%** | **Semiconductors & Semiconductor Equipment — .1%** | **Semiconductors & Semiconductor Equipment — .1%** | **Semiconductors & Semiconductor Equipment — .1%** | **Semiconductors & Semiconductor Equipment — .1%** |
| BE Semiconductor Industries NV, Sr. Unscd. Notes | 1.88 | 4/6/2029 | EUR<br>| 300000 | 524386 |
| Globalwafers GmbH, Gtd. Bonds, Ser. WW | 1.50 | 1/23/2029 | EUR<br>| 400000 | 468455 |
| MACOM Technology Solutions Holdings, Inc., Sr. Unscd. Notes<sup>(f)</sup> <br>| 0.00 | 12/15/2029 |  | 750000 | 1081080 |
| Veeco Instruments, Inc., Sr. Unscd. Notes | 2.88 | 6/1/2029 |  | 400000 | 519800 |
|  |  |  |  |  | **2593721** |
| **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** |
| Ferrotec Corp., Sr. Unscd. Bonds<sup>(f)</sup> <br>| 0.00 | 6/23/2028 | JPY<br>| 60000000 | 643577 |
| Lumentum Holdings, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 0.38 | 3/15/2032 |  | 400000 | 907576 |
| Parsons Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 2.63 | 3/1/2029 |  | 600000 | 643670 |
| Seagate HDD Cayman, Gtd. Notes | 3.50 | 6/1/2028 |  | 50000 | 248225 |
| Super Micro Computer, Inc., Sr. Unscd. Notes<sup>(b),(f)</sup> <br>| 0.00 | 6/15/2030 |  | 200000 | 173557 |
| Western Digital Corp., Gtd. Notes | 3.00 | 11/15/2028 |  | 100000 | 664541 |
|  |  |  |  |  | **3281146** |
| **Telecommunication Services — .0%** | **Telecommunication Services — .0%** | **Telecommunication Services — .0%** | **Telecommunication Services — .0%** | **Telecommunication Services — .0%** | **Telecommunication Services — .0%** |
| A10 Networks, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.75 | 4/1/2030 |  | 300000 | 312340 |
| AST SpaceMobile, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 2.38 | 10/15/2032 |  | 200000 | 363350 |
|  |  |  |  |  | **675690** |
| **Utilities — .2%** | **Utilities — .2%** | **Utilities — .2%** | **Utilities — .2%** | **Utilities — .2%** | **Utilities — .2%** |
| CMS Energy Corp., Sr. Unscd. Notes | 3.38 | 5/1/2028 |  | 500000 | 541000 |
| Duke Energy Corp., Sr. Unscd. Notes | 4.13 | 4/15/2026 |  | 1000000 | 1039750 |
| Evergy, Inc., Sr. Unscd. Notes | 4.50 | 12/15/2027 |  | 500000 | 635937 |
| Iberdrola Finanzas SA, Gtd. Notes, Ser. IBE | 1.50 | 3/27/2030 | EUR<br>| 400000 | 540640 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 3.00 | 3/1/2027 |  | 600000 | 798600 |
| Ormat Technologies, Inc., Sr. Unscd. Notes | 2.50 | 7/15/2027 |  | 700000 | 1034495 |
|  |  |  |  |  | **4590422** |
| &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $35,531,830) | &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $35,531,830) | &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $35,531,830) |  |  | **37797392** |
| **Foreign Governmental — 6.4%** | **Foreign Governmental — 6.4%** | **Foreign Governmental — 6.4%** | **Foreign Governmental — 6.4%** | **Foreign Governmental — 6.4%** | **Foreign Governmental — 6.4%** |
| Argentine Republic, Sr. Unscd. Bonds<sup>(g)</sup> <br>| 4.88 | 7/9/2041 |  | 3625000 | 2629937 |
| Brazil, Sr. Unscd. Notes | 5.50 | 11/6/2030 |  | 7150000 | 7289425 |
| Brazil, Sr. Unscd. Notes | 7.25 | 1/12/2056 |  | 4700000 | 4708225 |
| Ciudad Autonoma De Buenos Aires, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.80 | 11/26/2033 |  | 1884000 | 1935113 |

---

**16**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Foreign Governmental — 6.4% (continued)** | **Foreign Governmental — 6.4% (continued)** | **Foreign Governmental — 6.4% (continued)** | **Foreign Governmental — 6.4% (continued)** | **Foreign Governmental — 6.4% (continued)** | **Foreign Governmental — 6.4% (continued)** |
| Colombia, Sr. Unscd. Bonds | 5.63 | 2/19/2036 | EUR<br>| 3292000 | 3685983 |
| Colombia, Sr. Unscd. Notes | 6.50 | 1/21/2033 |  | 2281000 | 2262638 |
| Dominican Republic, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.88 | 10/28/2035 |  | 3750000 | 3738675 |
| Eagle Funding Luxco, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.50 | 8/17/2030 |  | 5412000 | 5504383 |
| Ecuador, Sr. Unscd. Notes<sup>(b)</sup> <br>| 9.25 | 1/29/2039 |  | 543000 | 556575 |
| Gabon, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.00 | 11/24/2031 |  | 2200000 | 1847206 |
| Israel, Sr. Unscd. Notes, Ser. 30Y | 5.75 | 3/12/2054 |  | 2650000 | 2546531 |
| Israel, Sr. Unscd. Notes, Ser. 30Y | 5.88 | 1/13/2056 |  | 3070000 | 2995071 |
| Italy Buoni Poliennali Del Tesoro, Sr. Unscd. Notes, Ser. 30Y<sup>(b)</sup> <br>| 4.30 | 10/1/2054 | EUR<br>| 19546000 | 23177182 |
| Japan (30 Year Issue), Bonds, Ser. 83 | 2.20 | 6/20/2054 | JPY<br>| 1355000000 | 6587115 |
| Japan (30 Year Issue), Bonds, Ser. 86 | 2.40 | 3/20/2055 | JPY<br>| 1355000000 | 6886063 |
| Japan (30 Year Issue), Bonds, Ser. 87 | 2.80 | 6/20/2055 | JPY<br>| 2980000000 | 16532492 |
| Kuwait, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.65 | 10/9/2035 |  | 8551000 | 8444765 |
| Mexico, Sr. Unscd. Notes | 5.38 | 3/22/2033 |  | 3084000 | 3047763 |
| Mexico, Sr. Unscd. Notes | 6.13 | 2/9/2038 |  | 3095000 | 3086489 |
| Mexico, Sr. Unscd. Notes | 6.63 | 1/29/2038 |  | 4147000 | 4320967 |
| Nigeria, Sr. Unscd. Notes<sup>(b)</sup> <br>| 8.63 | 1/13/2036 |  | 3810000 | 4075859 |
| Philippines, Sr. Unscd. Notes | 5.00 | 1/27/2036 |  | 4071000 | 4070461 |
| Republic of South Africa, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.25 | 12/11/2055 |  | 1626000 | 1581279 |
| Romania, Bonds<sup>(b)</sup> <br>| 6.63 | 5/16/2036 |  | 3600000 | 3771455 |
| Romania, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.75 | 3/24/2035 |  | 5740000 | 5706492 |
| Saudi, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.88 | 1/12/2056 |  | 6250000 | 6107121 |
| Ukraine, Sr. Unscd. Bonds<sup>(b),(g)</sup> <br>| 7.25 | 2/1/2032 |  | 2575000 | 2055924 |
| United Kingdom Gilt, Bonds | 1.50 | 7/31/2053 | GBP<br>| 42467000 | 26357870 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $168,016,321) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $168,016,321) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $168,016,321) |  |  | **165509059** |
| **Municipal Securities — .1%** | **Municipal Securities — .1%** | **Municipal Securities — .1%** | **Municipal Securities — .1%** | **Municipal Securities — .1%** | **Municipal Securities — .1%** |
| &nbsp;&nbsp;&nbsp; University of Michigan, Revenue Bonds, Refunding, Ser. C <br>(cost $2,449,000)<br>| 3.60 | 4/1/2047 |  | 2449000 | **2050781** |
| **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** |
| Federal Home Loan Mortgage Corp., REMIC, Ser. 5010, Cl. EA<sup>(h)</sup> <br>| 1.00 | 8/15/2047 |  | 2957732 | 2749240 |
| Government National Mortgage Association, Ser. 2010-89, Cl. Z | 5.00 | 7/20/2040 |  | 3317247 | 3406137 |
| Government National Mortgage Association, Ser. 2014-145, Cl. KA | 3.50 | 1/20/2038 |  | 1733287 | 1711704 |
| Government National Mortgage Association, Ser. 2017-93, Cl. GY | 3.50 | 6/20/2047 |  | 4628190 | 4314528 |
| Government National Mortgage Association, Ser. 2018-120, Cl. PU | 3.50 | 9/20/2048 |  | 377763 | 342324 |
| Government National Mortgage Association, Ser. 2019-59, Cl. KA | 3.00 | 12/20/2048 |  | 557997 | 518061 |
| Government National Mortgage Association, Ser. 2020-11, Cl. CB | 3.50 | 1/20/2050 |  | 1663298 | 1550932 |
| Government National Mortgage Association, Ser. 2022-9, Cl. P | 2.00 | 9/20/2051 |  | 4321947 | 3860500 |
| Government National Mortgage Association, Ser. 2023-19, Cl. WB | 5.64 | 11/20/2051 |  | 1167733 | 1208865 |
| &nbsp;&nbsp;&nbsp; Government National Mortgage Association, Ser. 2024-204, Cl. EF, <br> (1 Month SOFR +2.35%)<sup>(c)</sup> <br>| 6.05 | 12/20/2054 |  | 2302469 | 2344207 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $23,528,385) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $23,528,385) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $23,528,385) |  |  | **22006498** |
| **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** | **U.S. Government Agencies Collateralized Municipal-Backed Securities — .0%** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through <br> Certificates, Ser. Q007, Cl. APT1<sup>(h)</sup> <br>(cost $271,917)<br>| 6.39 | 10/25/2047 |  | 273585 | **273672** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **U.S. Government Agencies Mortgage-Backed — 24.8%** | **U.S. Government Agencies Mortgage-Backed — 24.8%** | **U.S. Government Agencies Mortgage-Backed — 24.8%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 9/1/2050-3/1/2052<sup>(h)</sup> <br>| 33190410 | 27242568 |

---

**17**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — 24.8% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.8% (continued)** | **U.S. Government Agencies Mortgage-Backed — 24.8% (continued)** |
| 2.50%, 11/1/2050-2/1/2052<sup>(h)</sup> <br>| 59341113 | 51389787 |
| 3.00%, 9/1/2047-7/1/2052<sup>(h)</sup> <br>| 8172524 | 7353009 |
| 3.50%, 12/1/2048<sup>(h)</sup> <br>| 23982953 | 22473156 |
| 4.50%, 10/1/2052-5/1/2053<sup>(h)</sup> <br>| 7741148 | 7687124 |
| 5.00%, 9/1/2052-12/1/2054<sup>(h)</sup> <br>| 66050657 | 66826809 |
| 5.50%, 9/1/2052-3/1/2055<sup>(h)</sup> <br>| 42896791 | 43957962 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 2.00%, 3/1/2036-3/1/2052<sup>(h)</sup> <br>| 81466746 | 67770934 |
| 2.50%, 5/1/2037-10/1/2051<sup>(h)</sup> <br>| 5726475 | 5286677 |
| 3.00%, 10/1/2030-2/1/2052<sup>(h)</sup> <br>| 48698326 | 44008628 |
| 3.50%, 11/1/2042<sup>(h)</sup> <br>| 2198339 | 2092515 |
| 4.00%, 5/1/2052-7/1/2052<sup>(h)</sup> <br>| 23689050 | 22870187 |
| 4.50%, 3/1/2038-6/1/2053<sup>(h)</sup> <br>| 14914995 | 14846713 |
| 5.00%, 8/1/2040-8/1/2055<sup>(h)</sup> <br>| 47606881 | 48154994 |
| 5.50%, 6/1/2054-9/1/2054<sup>(h)</sup> <br>| 24751730 | 25427438 |
| 5.50%, 2/1/2056<sup>(h),(i)</sup> <br>| 45361000 | 45999082 |
| 6.00%, 2/1/2054-9/1/2054<sup>(h)</sup> <br>| 29167528 | 30204533 |
| 6.50%, 5/1/2053<sup>(h)</sup> <br>| 841490 | 862631 |
| 7.00%, 2/1/2053<sup>(h)</sup> <br>| 1015399 | 1050919 |
| Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: |
| 3.50%, 9/15/2041-10/15/2044 | 1331942 | 1251854 |
| 4.00%, 10/15/2039-6/15/2045 | 2873274 | 2787593 |
| 4.50%, 4/15/2039-10/15/2041 | 2261877 | 2272326 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 2.00%, 10/20/2050-3/20/2052 | 23813793 | 19776138 |
| 2.50%, 10/20/2046-10/20/2052 | 53074944 | 45730992 |
| 3.00%, 8/20/2046-9/20/2052 | 7193895 | 6556947 |
| 3.50%, 9/20/2042-3/20/2050 | 15707996 | 14631841 |
| 4.00%, 10/20/2047-1/20/2048 | 1138482 | 1096901 |
| 4.00%, 11/20/2052, (1 Year U.S. Treasury Yield Curve Constant Rate +1.50%)<sup>(c)</sup> <br>| 4354737 | 4321979 |
| 4.03%, 7/20/2053, (1 Year U.S. Treasury Yield Curve Constant Rate +1.50%)<sup>(c)</sup> <br>| 6461962 | 6435665 |
| 4.50%, 7/20/2048 | 1085474 | 1080205 |
| 6.00%, 5/20/2054 | 3387222 | 3473521 |
| 7.00%, 2/20/2054 | 723915 | 748677 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $653,289,262) |  | **645670305** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<br>|  |
| **U.S. Treasury Securities — 7.2%** |  |  |  |  |
| U.S. Treasury Bonds | 4.63 | 11/15/2045 | 1200000 | 1167281 |
| U.S. Treasury Bonds | 4.88 | 8/15/2045 | 5906000 | 5941067 |
| U.S. Treasury Bonds | 5.00 | 5/15/2045 | 88861000 | 90832603 |
| U.S. Treasury Inflation Indexed Bonds<sup>(j)</sup> <br>| 0.13 | 2/15/2052 | 34235089 | 18064680 |
| U.S. Treasury Inflation Indexed Bonds<sup>(j)</sup> <br>| 2.38 | 2/15/2055 | 25268382 | 23962219 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.00 | 11/15/2035 | 4435000 | 4344568 |
| U.S. Treasury Notes | 4.25 | 1/15/2028 | 4000000 | 4053125 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.25 | 8/15/2035 | 8750000 | 8758887 |
| U.S. Treasury Notes | 4.38 | 11/30/2030 | 30000000 | 30761719 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $189,464,954) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $189,464,954) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $189,464,954) |  | **187886149** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**18**

------

---

| | | | |
|:---|:---|:---|:---|
| Description | 1-Day <br>Yield (%)<br>| Shares | Value ($) |
| **Investment Companies — 1.9%** | **Investment Companies — 1.9%** | **Investment Companies — 1.9%** | **Investment Companies — 1.9%** |
| **Registered Investment Companies — 1.9%** | **Registered Investment Companies — 1.9%** | **Registered Investment Companies — 1.9%** | **Registered Investment Companies — 1.9%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(k)</sup> <br>(cost $47,495,366)<br>| 3.72 | 47495366 | **47495366** |
| **Investment of Cash Collateral for Securities Loaned — 1.0%** | **Investment of Cash Collateral for Securities Loaned — 1.0%** | **Investment of Cash Collateral for Securities Loaned — 1.0%** | **Investment of Cash Collateral for Securities Loaned — 1.0%** |
| **Registered Investment Companies — 1.0%** | **Registered Investment Companies — 1.0%** | **Registered Investment Companies — 1.0%** | **Registered Investment Companies — 1.0%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(k)</sup> <br>(cost $26,384,945)<br>| 3.72 | 26384945 | **26384945** |
| **Total Investments** (cost $2,654,748,712) | **Total Investments** (cost $2,654,748,712) | **102.2%** | **2654515108** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(2.2%)** | **(56227321)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **2598287787** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| *EUR—Euro* |
| *GBP—British Pound* |
| *HKD—Hong Kong Dollar* |
| *JPY—Japanese Yen* |
| *REMIC—Real Estate Mortgage Investment Conduit* |
| *SOFR—Secured Overnight Financing Rate* |
| *SOFRCOMPOUND—Compounded Secured Overnight Financing Rate* |
| *TSFR—Term Secured Overnight Financing Rate Reference Rates* |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Amount stated in U.S. Dollars unless otherwise noted above.*

<sup>(b)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At January 31, 2026, these securities amounted to $816,344,420 or 31.4% of net assets.* 

<sup>(c)</sup> *Variable rate security—Interest rate resets periodically and the rate shown is the interest rate in effect at period end. Security description also includes the* *reference rate and spread if published and available.* 

<sup>(d)</sup> *Security, or portion thereof, on loan. At January 31, 2026, the value of the fund's securities on loan was $43,029,458 and the value of the collateral was* *$44,639,725, consisting of cash collateral of $26,384,945 and U.S. Government & Agency securities valued at $18,254,780. In addition, the value of* *collateral may include pending sales that are also on loan.* 

<sup>(e)</sup> *Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

<sup>(f)</sup> *Security issued with a zero coupon.*

<sup>(g)</sup> *Step coupon bond. Security begins as a zero coupon until a specified date at which time the stated coupon rate becomes effective until maturity.*

<sup>(h)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(i)</sup> *Purchased on a forward commitment basis.*

<sup>(j)</sup> *Principal amount for accrual purposes is periodically adjusted based on changes in the Consumer Price Index.*

<sup>(k)</sup> *Investment in affiliated issuer. The investment objective of this investment company is publicly available and can be found within the investment company's* *prospectus.* 

**19**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments** | **TBA Sale Commitments** | **TBA Sale Commitments** |
| Description | Principal <br>Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — (4.5%)** | **U.S. Government Agencies Mortgage-Backed — (4.5%)** | **U.S. Government Agencies Mortgage-Backed — (4.5%)** |
| **Federal National Mortgage Association:** | **Federal National Mortgage Association:** | **Federal National Mortgage Association:** |
| 5.00%, 2/1/2056<sup>(a),(b)</sup> <br>| (72113000) | (72110035) |
| 5.50%, 2/1/2056<sup>(a),(b)</sup> <br>| (45361000) | (45999082) |
| **Total Sale Commitments** (Proceeds $118,384,728) |  | **(118109117)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *The Federal Housing Finance Agency ("FHFA") placed the Federal Home Loan Mortgage Corporation and Federal National Mortgage Association into* *conservatorship with FHFA as the conservator. As such, the FHFA oversees the continuing affairs of these companies.* 

<sup>(b)</sup> *Sold on a delayed delivery basis.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| 2 Year U.S. Treasury Note | &nbsp;&nbsp; 1674 | &nbsp;&nbsp; 3/31/2026 | &nbsp;&nbsp; 349403073 | &nbsp;&nbsp; 349015923 | &nbsp;&nbsp; (387150) |
| 5 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 994 | &nbsp;&nbsp; 3/31/2026 | &nbsp;&nbsp; 108630185 | &nbsp;&nbsp; 108276112 | &nbsp;&nbsp; (354073) |
| Australian 10-Year Bond | &nbsp;&nbsp; 1689 | &nbsp;&nbsp; 3/16/2026 | &nbsp;&nbsp; 128414999<sup>(a)</sup> <br>| &nbsp;&nbsp; 128377327 | &nbsp;&nbsp; (37672) |
| Euro-Bund | &nbsp;&nbsp;&nbsp; 936 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 142104843<sup>(a)</sup> <br>| &nbsp;&nbsp; 142203026 | &nbsp;&nbsp;&nbsp;&nbsp; 98183 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 333 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 38156635 | &nbsp;&nbsp; 38014031 | &nbsp;&nbsp; (142604) |
| Ultra U.S. Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1766962 | &nbsp;&nbsp;&nbsp;&nbsp; 1761563 | &nbsp;&nbsp;&nbsp;&nbsp; (5399) |
| **Futures Short** |  |  |  |  |  |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 172 | &nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp; 19231066 | &nbsp;&nbsp; 19234438 | &nbsp;&nbsp;&nbsp;&nbsp; (3372) |
| Euro-Buxl 30 Year Bond | &nbsp;&nbsp;&nbsp; 147 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 19452916<sup>(a)</sup> <br>| &nbsp;&nbsp; 19146200 | &nbsp;&nbsp;&nbsp; 306716 |
| Euro-OAT | &nbsp;&nbsp;&nbsp; 342 | &nbsp;&nbsp; 3/6/2026 | &nbsp;&nbsp; 49072659<sup>(a)</sup> <br>| &nbsp;&nbsp; 49429166 | &nbsp;&nbsp; (356507) |
| Japanese 10 Year Bond | &nbsp;&nbsp;&nbsp; 108 | &nbsp;&nbsp; 3/13/2026 | &nbsp;&nbsp; 92952203<sup>(a)</sup> <br>| &nbsp;&nbsp; 91844663 | &nbsp;&nbsp; 1107540 |
| Long Gilt | &nbsp;&nbsp;&nbsp; 350 | &nbsp;&nbsp; 3/27/2026 | &nbsp;&nbsp; 43088164<sup>(a)</sup> <br>| &nbsp;&nbsp; 43510109 | &nbsp;&nbsp; (421945) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **1512439** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(1708722)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *Notional amounts in foreign currency have been converted to USD using relevant foreign exchange rates.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| Counterparty/ <br>Purchased <br>Currency<br>| Purchased <br>Currency <br>Amounts<br>| &nbsp;&nbsp; Currency <br>Sold<br>| Sold <br>Currency <br>Amounts<br>| Settlement <br>Date<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** | **Barclays Capital, Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509599 | Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4693000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (17596) |
| United States Dollar | &nbsp;&nbsp; 27014881 | Euro | &nbsp;&nbsp;&nbsp;&nbsp; 23002000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp; (266856) |
| United States Dollar | &nbsp;&nbsp; 33563410 | Japanese Yen | &nbsp;&nbsp; 5249664000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp; (394696) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| United States Dollar | &nbsp;&nbsp; 26565112 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp; 19754000 | &nbsp;&nbsp; 2/12/2026 | &nbsp;&nbsp;&nbsp; (464834) |
| **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** | **Citigroup Global Markets, Inc.** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 1294106 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (11789) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 611755 | Hong Kong Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4750000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3032 |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| United States Dollar | &nbsp;&nbsp; 18227685 | Brazilian Real | &nbsp;&nbsp;&nbsp; 101592000 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp; (1055459) |
| Brazilian Real | &nbsp;&nbsp; 101592000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 19424485 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp; (141342) |
| Brazilian Real | &nbsp;&nbsp; 101592000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 19096241 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 186902 |

---

**20**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** | **Forward Foreign Currency Exchange Contracts (continued)** |
| Counterparty/<br> Purchased<br> Currency<br>| Purchased<br> Currency<br> Amounts<br>| &nbsp;&nbsp; Currency<br> Sold<br>| Sold<br> Currency<br> Amounts<br>| Settlement<br> Date<br>| Unrealized<br> Appreciation<br> (Depreciation) ($)<br>|
| **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** | **Goldman Sachs & Co. LLC (continued)** |
| United States Dollar | &nbsp;&nbsp; 19424485 | Brazilian Real | &nbsp;&nbsp;&nbsp; 101592000 | &nbsp;&nbsp; 2/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 141342 |
| Brazilian Real | &nbsp;&nbsp; 99497000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 18951882 | &nbsp;&nbsp; 3/3/2026 | &nbsp;&nbsp;&nbsp; (180262) |
| United States Dollar | &nbsp;&nbsp; 18978162 | Brazilian Real | &nbsp;&nbsp;&nbsp; 101592000 | &nbsp;&nbsp; 3/3/2026 | &nbsp;&nbsp;&nbsp; (188711) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507112 | Japanese Yen | &nbsp;&nbsp;&nbsp;&nbsp; 80000000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (11241) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 529127 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5103 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 6306849 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5400000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp; (103907) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 294940 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; (18397) |
| **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 1578193 | Japanese Yen | &nbsp;&nbsp;&nbsp; 243000000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3696 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 234753 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2682) |
| Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 267379 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11143 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 940159 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp; 3/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9582) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **351218** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(2867354)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** | **Centrally Cleared Credit Default Swaps** |
| Reference <br>Obligations<br>| Maturity <br>Date<br>| Notional <br>Amount ($)<sup>(a)</sup> <br>| Market <br>Value ($)<br>| Upfront <br>Payments/ <br>Receipts ($)<br>| Unrealized <br>(Depreciation) ($)<br>|
| **Purchased Contracts:**<sup>(b)</sup> |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Markit CDX North America High Yield Index Series 45, <br> Paid 3 Month Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 12/20/2030 | &nbsp;&nbsp; 89100000 | &nbsp;&nbsp; (7987544) | &nbsp;&nbsp; (5538851) | &nbsp;&nbsp; (2448693) |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(2448693)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> *The maximum potential amount the fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs* *as defined under the terms of the swap agreement.* 

<sup>(b)</sup> *If the fund is a buyer of protection and a credit event occurs, as defined under the terms of the swap agreement, the fund will either (i) receive from the seller of* *protection an amount equal to the notional amount of the swap and deliver the reference obligation or (ii) receive a net settlement amount in the form of cash or* *securities equal to the notional amount of the swap less the recovery value of the reference obligation.* 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** | **Centrally Cleared Interest Rate Swaps** |
| Received <br>Reference <br>Entity<br>| &nbsp;&nbsp; Paid <br>Reference <br>Entity<br>| Maturity <br>Date<br>| Notional <br>Amount ($)<br>| Market <br>Value ($)<br>| Upfront <br>Payments/ <br>Receipts ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.64%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR at <br> 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 23351395 | &nbsp;&nbsp; (390347) | &nbsp;&nbsp; — | &nbsp;&nbsp; (390347) |
| &nbsp;&nbsp;&nbsp; EUR - 12 Month Fixed at <br> 2.65%<br>| &nbsp;&nbsp; EUR - 6 Month EURIBOR at <br> 2.13%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 23351395 | &nbsp;&nbsp; (382093) | &nbsp;&nbsp; — | &nbsp;&nbsp; (382093) |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 1.93%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.75%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 23401628 | &nbsp;&nbsp; 15472 | &nbsp;&nbsp; — | &nbsp;&nbsp; 15472 |
| &nbsp;&nbsp;&nbsp; SEK - 3 Month STIBOR at <br> 1.94%<br>| &nbsp;&nbsp; SEK - 12 Month Fixed at <br> 2.71%<br>| &nbsp;&nbsp; 11/6/2035 | &nbsp;&nbsp; 23401628 | &nbsp;&nbsp; 265619 | &nbsp;&nbsp; — | &nbsp;&nbsp; 265619 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **281091** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(772440)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

*EUR—Euro* <br> *EURIBOR—Euro Interbank Offered Rate*

**21**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

*SEK—Swedish Krona* <br> *STIBOR—Stockholm Interbank Offered Rate*

*See notes to schedule of investments.*

**22**

------

Schedule of Investments

BNY Mellon Core Plus Fund

January 31, 2026 (Unaudited)

The following is a summary of the inputs used as of January 31, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 220698797 | &nbsp;&nbsp; — | &nbsp;&nbsp; **220698797** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 102977381 | &nbsp;&nbsp; — | &nbsp;&nbsp; **102977381** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 107274341 | &nbsp;&nbsp; — | &nbsp;&nbsp; **107274341** |
| Convertible Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37797392 | &nbsp;&nbsp; — | &nbsp;&nbsp; **37797392** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1088490422 | &nbsp;&nbsp; — | &nbsp;&nbsp; **1088490422** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 165509059 | &nbsp;&nbsp; — | &nbsp;&nbsp; **165509059** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2050781 | &nbsp;&nbsp; — | &nbsp;&nbsp; **2050781** |
| U.S. Government Agencies Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22006498 | &nbsp;&nbsp; — | &nbsp;&nbsp; **22006498** |
| &nbsp;&nbsp;&nbsp; U.S. Government Agencies Collateralized Municipal-Backed <br> Securities<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 273672 | &nbsp;&nbsp; — | &nbsp;&nbsp; **273672** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 645670305 | &nbsp;&nbsp; — | &nbsp;&nbsp; **645670305** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 187886149 | &nbsp;&nbsp; — | &nbsp;&nbsp; **187886149** |
| Investment Companies | &nbsp;&nbsp; 73880311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **73880311** |
|  | &nbsp;&nbsp; **73880311** | &nbsp;&nbsp; **2580634797** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2654515108** |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 351218 | &nbsp;&nbsp; — | &nbsp;&nbsp; **351218** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 1512439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1512439** |
| Swap Agreements | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 281091 | &nbsp;&nbsp; — | &nbsp;&nbsp; **281091** |
|  | &nbsp;&nbsp; **1512439** | &nbsp;&nbsp; **632309** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2144748** |
| **Liabilities ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; (118109117) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(118109117)** |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (2867354) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(2867354)** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp; (1708722) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(1708722)** |
| Swap Agreements<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (3221133) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(3221133)** |
|  | &nbsp;&nbsp; **(1708722)** | &nbsp;&nbsp; **(124197604)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(125906326)** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| <sup>†</sup> <br>| *See Schedule of Investments for additional detailed categorizations, if any.* |
| <sup>††</sup> <br>| *Amount shown represents unrealized appreciation (depreciation) at period end.* |

---

**23**

------

The Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC") is the exclusive reference of authoritative U.S. generally accepted accounting principles ("GAAP") recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission ("SEC") under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The fund is an investment company and applies the accounting and reporting guidance of the FASB ASC Topic 946 Financial Services-Investment Companies. The fund's financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date (i.e., the exit price). GAAP establishes a fair value hierarchy that prioritizes the inputs of valuation techniques used to measure fair value. This hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements).

Additionally, GAAP provides guidance on determining whether the volume and activity in a market has decreased significantly and whether such a decrease in activity results in transactions that are not orderly. GAAP requires enhanced disclosures around valuation inputs and techniques used during annual and interim periods.

Various inputs are used in determining the value of the fund's investments relating to fair value measurements. These inputs are summarized in the three broad levels listed below:

**Level 1**—unadjusted quoted prices in active markets for identical investments.

**Level 2**—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.).

**Level 3**—significant unobservable inputs (including the fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy. Valuation techniques used to value the fund's investments are as follows:

The Company's Board of Directors has designated the Adviser as the fund's valuation designee to make all fair value determinations with respect to the fund's portfolio investments, subject to the Board's oversight and pursuant to Rule 2a-5 under the Act.

Registered investment companies that are not traded on an exchange are valued at their net asset value and are generally categorized within Level 1 of the fair value hierarchy.

Investments in debt securities and instruments generally will be valued, to the extent possible, by one or more independent pricing services (the "Service"). When, in the judgment of the Service, quoted bid prices for investments are readily available and are representative of the bid side of the market, these investments are valued at the mean between the quoted bid prices (as obtained by the Service from dealers in such securities) and asked prices (as calculated by the Service based upon its evaluation of the market for such securities). The value of other debt securities and instruments is determined by the Service based on methods which include consideration of: yields or prices of securities of comparable quality, coupon, maturity and type; indications as to values from dealers; and general market conditions. The Services are engaged under the general supervision of the Board. Overnight and certain other short-term debt securities and instruments (excluding Treasury bills) will be valued by the amortized cost method, which approximates value, unless a Service provides a valuation for such security or, in the opinion of the board or a committee or other persons designated by the Board, such as the Adviser, the amortized cost method would not represent fair value. These securities are generally categorized within Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments is determined by the Adviser, as the fund's Valuation Designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar

**24**

------

securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their net asset values. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

For securities where observable inputs are limited, assumptions about market activity and risk are used and such securities are generally categorized within Level 3 of the fair value hierarchy.

Futures, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy.

Market quotations of foreign securities in foreign currencies and any fund assets or liabilities initially expressed in terms of foreign currency are translated into U.S. dollars at the spot rate.

Forward foreign currency exchange contracts ("forward contracts") generally are valued using the forward rate obtained from a Service and are categorized within Level 2 of the fair value hierarchy.

Pursuant to a securities lending agreement with BNY, the fund may lend securities to qualified institutions. It is the fund's policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Adviser, or U.S. Government and Agency securities. The securities on loan, if any, are also disclosed in the fund's Schedule of Investments. The fund is entitled to receive all dividends, interest and distributions on securities loaned, in addition to income earned as a result of the lending transaction. Should a borrower fail to return the securities in a timely manner, BNY is required to replace the securities for the benefit of the fund or credit the fund with the market value of the unreturned securities and is subrogated to the fund's rights against the borrower and the collateral. Additionally, the contractual maturity of security lending transactions are on an overnight and continuous basis.

**TBA Securities:** During the period ended January 31, 2026, the fund transacted in TBA securities that involved buying or selling mortgage-backed securities on a forward commitment basis. A TBA transaction typically does not designate the actual security to be delivered and only includes an approximate principal amount; however, delivered securities must meet specified terms defined by industry guidelines, including issuer, rate and current principal amount outstanding on underlying mortgage pools. TBA securities subject to a forward commitment to sell at period end are included at the end of the fund's Schedule of Investments. The proceeds and value of these commitments are reflected in the fund's Statement of Assets and Liabilities as Receivable for TBA sale commitments (included in receivable securities sold-TBA) and TBA sale commitments, at value, respectively.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at January 31, 2026 are set forth in the fund's Schedule of Investments.

**Forward Foreign Currency Exchange Contracts**: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund

**25**

------

is also exposed to credit risk associated with counterparty non-performance on these forward contracts, which is generally limited to the unrealized gain on each open contract. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. Forward contracts open at January 31, 2026 are set forth in the Schedule of Investments.

**Swap Agreements**: The fund enters into swap agreements to exchange the interest rate on, or return generated by, one nominal instrument for the return generated by another nominal instrument. Swap agreements are privately negotiated in the over-the-counter ("OTC") market or centrally cleared. The fund enters into these agreements to hedge certain market or interest rate risks, to manage the interest rate sensitivity (sometimes called duration) of fixed income securities, to provide a substitute for purchasing or selling particular securities or to increase potential returns.

For OTC swaps, the fund accrues for interim payments on a daily basis, with the net amount recorded within unrealized appreciation (depreciation) on swap agreements in the Statement of Assets and Liabilities. Once the interim payments are settled in cash, the net amount is recorded as a realized gain (loss) on swaps, in addition to realized gain (loss) recorded upon the termination of swap agreements in the Statement of Operations. Upfront payments made and/or received by the fund, are recorded as an asset and/or liability in the Statement of Assets and Liabilities and are recorded as a realized gain or loss ratably over the agreement's term/event with the exception of forward starting interest rate swaps which are recorded as realized gains or losses on the termination date.

Upon entering into centrally cleared swap agreements, an initial margin deposit is required with a counterparty, which consists of cash or cash equivalents. The amount of these deposits is determined by the exchange on which the agreement is traded and is subject to change. The change in valuation of centrally cleared swaps is recorded as a receivable or payable for variation margin in the Statement of Assets and Liabilities. Payments received from (paid to) the counterparty, including upon termination, are recorded as realized gain (loss) in the Statement of Operations.

Fluctuations in the value of swap agreements are recorded for financial statement purposes as unrealized appreciation or depreciation on swap agreements.

**Credit Default Swaps:** Credit default swaps involve commitments to pay a fixed interest rate in exchange for payment if a credit event affecting a third party (the referenced obligation or index) occurs. Credit events may include a failure to pay interest or principal, bankruptcy, or restructuring. The fund enters into these agreements to manage its exposure to the market or certain sectors of the market, to reduce its risk exposure to defaults of corporate and sovereign issuers, or to create exposure to corporate or sovereign issuers to which it is not otherwise exposed. For those credit default swaps in which the fund is paying a fixed rate, the fund is buying credit protection on the instrument. In the event of a credit event, the fund would receive the full notional amount for the reference obligation. For those credit default swaps in which the fund is receiving a fixed rate, the fund is selling credit protection on the underlying instrument. The maximum payouts for these agreements are limited to the notional amount of each swap. Credit default swaps may involve greater risks than if the fund had invested in the reference obligation directly and are subject to general market risk, liquidity risk, counterparty risk and credit risk. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. <br>

The maximum potential amount of future payments (undiscounted) that a fund as a seller of protection could be required to make under a credit default swap agreement would be an amount equal to the notional amount of the agreement which may exceed the amount of unrealized appreciation or depreciation reflected in the Statement of Assets and Liabilities. Notional amounts of all credit default swap agreements are disclosed in the Schedule of Investments, which summarizes open credit default swaps entered into by the fund. These potential amounts would be partially offset by any recovery values of the respective referenced obligations, underlying securities comprising the referenced index, upfront payments received upon entering into the agreement, or net amounts received from the settlement of buy protection credit default swap agreements entered into by the fund for the same referenced entity or entities. Credit default swaps open at January 31, 2026 are set forth in the Schedule of Investments. <br>GAAP requires disclosure for (i) the nature and terms of the credit derivative, reasons for entering into the credit derivative, the events or circumstances that would require the seller to perform under the credit derivative, and the current status of the payment/performance risk of the credit derivative, (ii) the maximum potential amount of future payments (undiscounted) the seller could be required to make under the credit derivative, (iii) the fair value of the credit derivative, and (iv) the nature of any recourse provisions and assets held either as collateral or by third parties. All required disclosures have been made and are incorporated within the current period as part of the Notes to the Schedule of Investments and disclosures within this Note.

At January 31, 2026, accumulated net unrealized depreciation on investments inclusive of derivative contracts was $5,610,454, consisting of $45,123,788 gross unrealized appreciation and $50,734,242 gross unrealized depreciation.

**26**

------

At January 31, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the SEC on Form N-CSR.

**27**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-01-31

**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:** $2837060793.67

**Total Liabilities:** $247261909.61

**Net Assets:** $2589798884.06

**Delayed Delivery Securities:** $8325000.00

**Stand-by Commitments:** $46103924.98

**Cash Not Reported:** $56638256.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1419.68385000 | **1-Year:** 68807.61551000 | **5-Year:** 550892.33407000 | **10-Year:** 356083.57825000 | **30-Year:** 32955.80514000

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

- **3-Month:** 800.62616000 | **1-Year:** 24545.50687000 | **5-Year:** 69537.12120000 | **10-Year:** 25166.66772000 | **30-Year:** 761.43643000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | 0.56%                | -0.20%               | 0.33%                |
| Class ID C000195445 | 0.40%                | -0.26%               | 0.37%                |
| Class ID C000195446 | 0.58%                | -0.18%               | 0.35%                |
| Class ID C000195447 | 0.48%                | -0.17%               | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $943094.73               | $1372323.01                                |
| Month 2  | $-828251.74              | $-13577388.77                              |
| Month 3  | $1851641.80              | $7511090.52                                |

**Designated Index Information**

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

- **Index Identifier:** LHMN0001

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BARCLAYS PLC                                                      | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-17596.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1055458.56  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $292688.51    | 0.01%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5806000 | PA      | $6170343.92   | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| NORTHERN OIL & GAS INC                                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     900000 | PA      | $913859.91    | 0.04%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC                                                  | LSEG Finance PLC                                                                | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     291000 | PA      | $264475.06    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-2                                    | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3207000 | PA      | $3242989.27   | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | Enterprise Fleet Financing 2025-2 LLC                                           | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2031000 | PA      | $2051742.81   | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                           | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1761155 | PA      | $1847522.32   | 0.07%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3644500.95   | 0.14%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                             | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $734091.32    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25492033 | PA      | $25765505.98  | 0.99%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-OAT                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -342 | NC      | $-356506.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ETE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     841490 | PA      | $862630.85    | 0.03%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     890991 | PA      | $840495.19    | 0.03%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3903523 | PA      | $3969534.94   | 0.15%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                        | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5020930.00   | 0.19%             | 2038-10-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                                           | United Rentals North America Inc                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    4238000 | PA      | $4237732.84   | 0.16%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                            | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $539000.00    | 0.02%             | 2028-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34234795 | PA      | $18064525.35  | 0.70%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CORMEDIX INC                                                      | CorMedix Inc                                                                    | CUSIP: 218939AA4<br>LEI: 5299006YIA3L0MBW8358 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100620.00    | 0.00%             | 2030-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $10895188.67  | 0.42%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                         | PG&E Corp                                                                       | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2466200.04   | 0.10%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        333 | NC      | $-142603.26   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $8325419.40   | 0.32%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     283127 | PA      | $288119.69    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKROCK RAINIER CLO LTD                                         | BlackRock Shasta CLO XIII LLC                                                   | CUSIP: 09263EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6019362.00   | 0.23%             | 2036-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $2488486.39   | 0.10%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                       | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3724215 | PA      | $3736349.98   | 0.14%             | 2042-11-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                          | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1588055 | PA      | $1623462.27   | 0.06%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     400000 | PA      | $494333.80    | 0.02%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2184855 | PA      | $1866609.62   | 0.07%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11837545 | PA      | $10594262.28  | 0.41%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2203285 | PA      | $2025918.13   | 0.08%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3695.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1829678 | PA      | $1700646.35   | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MMG LTD                                                           | MMG Ltd                                                                         | CUSIP: 000000000<br>LEI: 529900XB5IQXFMSWEC48 | Long             | DBT              | CORP              | HK        |     400000 | PA      | $561000.00    | 0.02%             | 2030-10-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                                     | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $629603.90    | 0.02%             | 2031-03-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     814000 | PA      | $818333.41    | 0.03%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                              | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5738246.30   | 0.22%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5764000 | PA      | $5987542.96   | 0.23%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1622459 | PA      | $1677737.44   | 0.06%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3600000 | PA      | $3771455.00   | 0.15%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5282741 | PA      | $4737940.90   | 0.18%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1409427 | PA      | $1177386.83   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | AUD/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18397.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-1                                | CUSIP: 29281LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1692214 | PA      | $1572945.86   | 0.06%             | 2055-02-20      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                              | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1632000 | PA      | $1654004.84   | 0.06%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4198000 | PA      | $4129269.92   | 0.16%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                           | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7645000 | PA      | $7556343.99   | 0.29%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1461805 | PA      | $1217616.40   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FERROTEC CORP                                                     | Ferrotec Corp                                                                   | CUSIP: 000000000<br>LEI: 3538005N4KWZD4R07U97 | Long             | DBT              | CORP              | JP        |   60000000 | PA      | $643577.15    | 0.02%             | 2028-06-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6293172.90   | 0.24%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3805863.90   | 0.15%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XP6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6378441 | PA      | $6438753.64   | 0.25%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   26385001 | NS      | $26385000.94  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE                                                | LONG GILT                                                                       | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |       -350 | NC      | $-421945.09   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Instar Leasing III, LLC                                           | InStar Leasing III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1318621 | PA      | $1260339.99   | 0.05%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HON HAI PRECISION INDUST                                          | Hon Hai Precision Industry Co Ltd                                               | CUSIP: 000000000<br>LEI: 30030004CM3GSZXX7O56 | Long             | DBT              | CORP              | TW        |     400000 | PA      | $410520.00    | 0.02%             | 2029-10-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                               | COMM 2020-CX Mortgage Trust                                                     | CUSIP: 12656KAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     705000 | PA      | $565411.13    | 0.02%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8107636 | PA      | $8344288.11   | 0.32%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING Groep NV                                                                    | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3627000 | PA      | $3796290.23   | 0.15%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1399448.72   | 0.05%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Bank5                                                             | BANK5 2024-5YR12                                                                | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11436000 | PA      | $11823851.94  | 0.46%             | 2057-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21623403 | PA      | $18819482.88  | 0.73%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $3764587.66   | 0.15%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1779574.51   | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -133 | NC      | $950.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2060136 | PA      | $2075976.69   | 0.08%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                            | Taco Bell Funding LLC                                                           | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4679602 | PA      | $4683863.71   | 0.18%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1244928 | PA      | $1152696.92   | 0.04%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                               | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1709764.32   | 0.07%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                                     | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAM6<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |    2158000 | PA      | $2136851.38   | 0.08%             | 2050-08-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14127150 | PA      | $11551301.02  | 0.45%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6337000 | PA      | $6374886.01   | 0.25%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 VI DAC                                             | Virgin Media O2 Vendor Financing Notes VI DAC                                   | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |    4013000 | PA      | $3982937.77   | 0.15%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    6418000 | PA      | $6373959.43   | 0.25%             | 2034-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $635937.50    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12264.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     278000 | PA      | $277953.27    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 41 Ltd                                       | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    4700000 | PA      | $4703858.70   | 0.18%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3095000 | PA      | $3086488.75   | 0.12%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                           | Light & Wonder International Inc                                                | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1950980.22   | 0.08%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                             | Lumentum Holdings Inc                                                           | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     400000 | PA      | $907576.19    | 0.04%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6940637 | PA      | $5721276.08   | 0.22%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                                    | AutoNation Finance Trust 2025-1                                                 | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2709000 | PA      | $2766819.81   | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | 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      | $1188341.61   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2198339 | PA      | $2092514.64   | 0.08%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                          | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     171096 | PA      | $166265.39    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-266855.70   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                               | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1676279.88   | 0.06%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1435350.93   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                   | Nebius Group NV                                                                 | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $249875.00    | 0.01%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: —       |
| AXIS Equipment Finance Receiva                                    | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      35874 | PA      | $35934.45     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1246000 | PA      | $1246737.61   | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3154545.53   | 0.12%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $6898397.29   | 0.27%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                      | SM Energy Co                                                                    | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $5121330.96   | 0.20%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| ALNYLAM PHARMACEUTICALS                                           | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     600000 | PA      | $561658.01    | 0.02%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     172065 | PA      | $159732.71    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-464833.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1167733 | PA      | $1208864.95   | 0.05%             | 2051-11-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     183046 | PA      | $184236.49    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4849634 | PA      | $4329852.35   | 0.17%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     855000 | PA      | $887719.41    | 0.03%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                    | Tetra Tech Inc                                                                  | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     200000 | PA      | $232550.00    | 0.01%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    4445000 | PA      | $4505905.12   | 0.17%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     882000 | PA      | $915782.76    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TIAA Churchill Middle Market C                                    | Churchill MMSLF CLO-IV Ltd                                                      | CUSIP: 171929AA0<br>LEI: 254900A0QSMCBR9GUF94 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6018342.00   | 0.23%             | 2035-10-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5740000 | PA      | $5706492.29   | 0.22%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAJ4<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    5680688 | PA      | $5690515.59   | 0.22%             | 2035-04-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-180261.87   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5102.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6090486.31   | 0.24%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| DAE FUNDING LLC                                                   | DAE Funding LLC                                                                 | CUSIP: 23371DAM6<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    5029000 | PA      | $4968190.84   | 0.19%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1736133 | PA      | $1764256.27   | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6872613.38   | 0.27%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2536000 | PA      | $2470082.49   | 0.10%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4048137 | PA      | $4166104.42   | 0.16%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JP Morgan Mortgage Trust Series 2024-CES1                                       | CUSIP: 46658CAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1905618 | PA      | $1930208.09   | 0.07%             | 2054-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6622629 | PA      | $5516539.25   | 0.21%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     463146 | PA      | $429516.56    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5906000 | PA      | $5941066.88   | 0.23%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE TRADE24                            | AUST 10Y BOND                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |       1689 | NC      | $-37671.51    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17914990 | PA      | $18161627.15  | 0.70%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $3785384.65   | 0.15%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6324269 | PA      | $6527367.77   | 0.25%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8991901 | PA      | $8056036.12   | 0.31%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                              | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     878000 | PA      | $851371.48    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182CAC7<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     700000 | PA      | $910437.50    | 0.04%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                    | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5046000 | PA      | $5075736.08   | 0.20%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                                             | Western Alliance Bank                                                           | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6394238.50   | 0.25%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                                                    | Compass Inc                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $540001.52    | 0.02%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2024-REV1                                          | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2394000 | PA      | $2456025.67   | 0.09%             | 2036-08-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-103906.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4321947 | PA      | $3860500.34   | 0.15%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     574298 | PA      | $556121.38    | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                   | OSI Systems Inc                                                                 | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     550000 | PA      | $547030.00    | 0.02%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1955089.21   | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                         | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3278250.51   | 0.13%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities                                     | Brean Asset Backed Securities Trust 2025-RM11                                   | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6134381 | PA      | $6082027.63   | 0.23%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7052278 | PA      | $7114854.12   | 0.27%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13817920 | PA      | $14356366.11  | 0.55%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4577677.69   | 0.18%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427NS42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9260925 | PA      | $9465231.81   | 0.37%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-188711.22   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     722000 | PA      | $670696.64    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6391339.87   | 0.25%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     552353 | PA      | $532733.88    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5179083 | PA      | $5240517.48   | 0.20%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     878000 | PA      | $864587.38    | 0.03%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2255308.10   | 0.09%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                   | OSI Systems Inc                                                                 | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     150000 | PA      | $221250.00    | 0.01%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM19 Trust                                                            | CUSIP: 67449LAA9<br>LEI: 2549003HKVOL66FLG606 | Long             | ABS-MBS          | CORP              | US        |    3041601 | PA      | $3052563.45   | 0.12%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                            | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     674372 | PA      | $688929.16    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2026-1                                    | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7533000 | PA      | $7543037.72   | 0.29%             | 2031-06-16      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                         | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $11142.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6739721 | PA      | $5533979.18   | 0.21%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRAB HOLDINGS LTD                                                 | Grab Holdings Ltd                                                               | CUSIP: 000000000<br>LEI: 549300N4VQX83VPJF439 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $407280.00    | 0.02%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                          | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4688000 | PA      | $4754354.09   | 0.18%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                      | Ares XLIX CLO Ltd                                                               | CUSIP: 04017JAL5<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    4600000 | PA      | $4602249.40   | 0.18%             | 2036-10-22      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     369222 | PA      | $368145.26    | 0.01%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                           | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $2104150.75   | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1625591.55   | 0.06%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                    | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1929587 | PA      | $1958177.32   | 0.08%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4437000 | PA      | $4689443.12   | 0.18%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4658536.04   | 0.18%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUXL 30Y BND                                                               | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -147 | NC      | $306716.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $3802364.55   | 0.15%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| Ivy Hill Middle Market Credit                                     | IVY Hill Middle Market Credit Fund XII Ltd                                      | CUSIP: 46600CBC3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |     340000 | PA      | $341117.24    | 0.01%             | 2037-04-20      | Floating      | 5.37%                 | 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      | $696937.21    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO                                                        | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   70000000 | PA      | $732747.48    | 0.03%             | 2028-09-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                            | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $3491370.80   | 0.13%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                              | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1052000 | PA      | $1065919.01   | 0.04%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2264000 | PA      | $2306507.51   | 0.09%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5679879.58   | 0.22%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7552000 | PA      | $6091206.22   | 0.24%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6461962 | PA      | $6435664.59   | 0.25%             | 2053-07-20      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.45.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7999919.31  | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     893349 | PA      | $904027.19    | 0.03%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                      | Concord Music Royalties LLC                                                     | CUSIP: 20633KAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2029000 | PA      | $2057690.26   | 0.08%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                 | Iliad Holding SAS                                                               | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1849000 | PA      | $1981101.81   | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    4700000 | PA      | $4708225.00   | 0.18%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5995000 | PA      | $6202385.04   | 0.24%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2256161 | PA      | $1853146.59   | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    1117000 | PA      | $1119821.73   | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                         | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2276302.17   | 0.09%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     300000 | PA      | $385157.74    | 0.01%             | 2030-02-05      | Fixed         | 0.80%                 | No            |                  2 | On Loan: —       |
| FEDEX FREIGHT HOLDING CO                                          | Fedex Freight Holding Co Inc                                                    | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    1245000 | PA      | $1234087.91   | 0.05%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 5YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1254 | NC      | $-451994.60   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                          | Republic of South Africa Government International Bond                          | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    1626000 | PA      | $1581278.90   | 0.06%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding IX LLC                                                              | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    2289263 | PA      | $2325432.86   | 0.09%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC.                                           | GBX Leasing 2022-1 LLC                                                          | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1296000 | PA      | $1297783.30   | 0.05%             | 2056-02-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     690113 | PA      | $698911.76    | 0.03%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                    | GreenSky Home Improvement Issuer Trust 2024-2                                   | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     859272 | PA      | $873012.94    | 0.03%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Leasing 2025-1 LLC                                                | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $365705.07    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1562030 | PA      | $1451059.72   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                               | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3466882.53   | 0.13%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4215000 | PA      | $4269125.24   | 0.16%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                           | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1583438 | PA      | $1506932.48   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1605 | NC      | $-389215.19   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H8 Mortgage Trust                                                    | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3019237 | PA      | $3035817.97   | 0.12%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FERROVIAL SE                                                      | Ferrovial SE                                                                    | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $483724.09    | 0.02%             | 2031-05-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6901000 | PA      | $7075930.21   | 0.27%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3510524.32   | 0.14%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1692399.31   | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BANK OF NOVA SCOTIA                                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5835000 | PA      | $6116573.76   | 0.24%             | 2085-04-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | Avianca Midco 2 PLC                                                             | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    4451000 | PA      | $4563788.34   | 0.18%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| KODIAK GAS SERVICES LLC                                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     528000 | PA      | $541069.58    | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1133829 | PA      | $1064602.20   | 0.04%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust Series 2025-NQM8                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |    1249072 | PA      | $1259006.16   | 0.05%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BUND                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        936 | NC      | $98182.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1015399 | PA      | $1050919.14   | 0.04%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4798608 | PA      | $4313937.83   | 0.17%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4240985.90   | 0.16%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2404273.11   | 0.09%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1864567 | PA      | $1697056.38   | 0.07%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2894878.74   | 0.11%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM16 Trust                                                            | CUSIP: 67122DAC7<br>LEI: 254900WI6P4MRT24JH23 | Long             | ABS-MBS          | CORP              | US        |    3979804 | PA      | $3998131.68   | 0.15%             | 2065-08-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                              | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5349553 | PA      | $5119220.96   | 0.20%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2084246 | PA      | $1887075.58   | 0.07%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3513000 | PA      | $3611956.99   | 0.14%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         15 | NC      | $-5399.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $14962.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2957732 | PA      | $2749239.72   | 0.11%             | 2047-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                          | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568PAX7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    1273000 | PA      | $1268737.05   | 0.05%             | 2036-02-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2352026.03   | 0.09%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2070512.29   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2762885 | PA      | $2782273.64   | 0.11%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                               | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    5118000 | PA      | $5177956.60   | 0.20%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                           | Energean Israel Finance Ltd                                                     | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    2600000 | PA      | $2528939.53   | 0.10%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| BRIGHTSTAR LOTTERY PLC                                            | Brightstar Lottery PLC                                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5618847.38   | 0.22%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     700000 | PA      | $889115.92    | 0.03%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1065023 | PA      | $989555.75    | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-381781.69   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     162501 | PA      | $164027.85    | 0.01%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                           | Macy's Retail Holdings LLC                                                      | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1522399.68   | 0.06%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $4053125.00   | 0.16%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4354737 | PA      | $4321979.26   | 0.17%             | 2052-11-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                                 | Cedar Funding VIII Clo Ltd                                                      | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |    4439232 | PA      | $4459790.08   | 0.17%             | 2038-01-17      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     441000 | PA      | $449964.21    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1663298 | PA      | $1550931.94   | 0.06%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4986021.49   | 0.19%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4145378.04   | 0.16%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                   | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2981000 | PA      | $2751915.52   | 0.11%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS SEK                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $265141.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 2980000000 | PA      | $16532491.60  | 0.64%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    5062000 | PA      | $5100926.78   | 0.20%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                      | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $7582524.41   | 0.29%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1085474 | PA      | $1080205.22   | 0.04%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2125648.39   | 0.08%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP                                                 | Bloom Energy Corp                                                               | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |      50000 | PA      | $56700.00     | 0.00%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $6587115.19   | 0.25%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113422 | PA      | $113601.31    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                             | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $3681501.45   | 0.14%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     527168 | PA      | $484130.14    | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                                         | IRS EUR                                                                         | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-390037.99   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1438486.49   | 0.06%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2307369.91   | 0.09%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $5115346.41   | 0.20%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4147000 | PA      | $4320966.65   | 0.17%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                              | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1998000 | PA      | $1991399.55   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     300000 | PA      | $276769.48    | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-1                                    | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2435000 | PA      | $2471375.00   | 0.10%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     174546 | PA      | $168222.36    | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4123015 | PA      | $3980146.13   | 0.15%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM18 Trust                                                            | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |    4107535 | PA      | $4138402.11   | 0.16%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1987042.69   | 0.08%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5844000 | PA      | $6146941.27   | 0.24%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1247589 | PA      | $1226700.86   | 0.05%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1386373 | PA      | $1344618.06   | 0.05%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                 | Imperial Fund Mortgage Trust 2023-NQM1                                          | CUSIP: 45290BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825443 | PA      | $823456.10    | 0.03%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3AS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10673120 | PA      | $10764349.59  | 0.42%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8429355.48   | 0.33%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2345141.53   | 0.09%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |      50000 | PA      | $248225.00    | 0.01%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     295185 | PA      | $286579.95    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                         | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    7150000 | PA      | $7289425.00   | 0.28%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     461574 | PA      | $432113.14    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    5911000 | PA      | $6073026.42   | 0.23%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                          | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2622216.54   | 0.10%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1671388.30   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W2DY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9193685 | PA      | $7609007.11   | 0.29%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                                                     | Cipher Mining Inc                                                               | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |     150000 | PA      | $191062.50    | 0.01%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     310379 | PA      | $291709.17    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAQ1<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    4550000 | PA      | $4566043.30   | 0.18%             | 2036-04-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4786000 | PA      | $4032318.91   | 0.16%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                           | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1661422.03   | 0.06%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                             | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3515550 | PA      | $3544837.34   | 0.14%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                    | Stack Infrastructure Issuer LLC                                                 | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    5553938 | PA      | $5494013.79   | 0.21%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     864751 | PA      | $847448.93    | 0.03%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $221700.00    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    4971000 | PA      | $5050498.72   | 0.20%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129391 | PA      | $130033.84    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2801469.28   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11953687 | PA      | $10405492.73  | 0.40%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                    | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4353914 | PA      | $4372707.30   | 0.17%             | 2054-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                          | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2345188.44   | 0.09%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    6590475 | PA      | $6307459.38   | 0.24%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                      | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     600000 | PA      | $643669.70    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| MACOM TECH SOLUTIONS                                              | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $1081080.56   | 0.04%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2399000 | PA      | $2514101.21   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                            | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2252000 | PA      | $2293826.40   | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PROLOGIS TARGETED US                                              | Prologis Targeted US Logistics Fund LP                                          | CUSIP: 74350LAE4<br>LEI: 5493004DTBWUQ9F2VJ87 | Long             | DBT              | CORP              | US        |    5063000 | PA      | $4934616.70   | 0.19%             | 2036-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2109357 | PA      | $1913247.73   | 0.07%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MINISO GROUP HOLDING LTD                                          | MINISO Group Holding Ltd                                                        | CUSIP: 000000000<br>LEI: 2549006PIKT2YKNBL092 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $386100.00    | 0.01%             | 2032-01-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7431938 | PA      | $7316850.40   | 0.28%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XN4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1448077 | PA      | $1503726.01   | 0.06%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     811000 | PA      | $813249.60    | 0.03%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                   | Israel Government International Bond                                            | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    3070000 | PA      | $2995071.55   | 0.12%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8898250 | PA      | $8269568.29   | 0.32%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5108000 | PA      | $4863781.62   | 0.19%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                         | Towd Point Mortgage Trust 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     798506 | PA      | $776720.30    | 0.03%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3699462.30   | 0.14%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1305206 | PA      | $1316040.00   | 0.05%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR SILVER CORP                                             | Endeavour Silver Corp                                                           | CUSIP: 29258YAA1<br>LEI: 549300IF2E29780PPV02 | Long             | DBT              | CORP              | CA        |     400000 | PA      | $491200.00    | 0.02%             | 2031-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1137494.73   | 0.04%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                              | Bridgebio Pharma Inc                                                            | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     100000 | PA      | $113925.00    | 0.00%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                            | Iberdrola Finanzas SA                                                           | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     400000 | PA      | $540639.75    | 0.02%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5578000 | PA      | $5719212.65   | 0.22%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                  | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $5001357.37   | 0.19%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                              | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2424000 | PA      | $2444198.71   | 0.09%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     553761 | PA      | $511270.26    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13495000 | PA      | $14244388.96  | 0.55%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                   | CMS Energy Corp                                                                 | CUSIP: 125896BX7<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $541000.00    | 0.02%             | 2028-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO                                                      | OWL Rock Clo XXI LLC                                                            | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    3950926 | PA      | $3955161.87   | 0.15%             | 2034-07-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4321000 | PA      | $4256051.22   | 0.16%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6259000 | PA      | $6512000.36   | 0.25%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2231266.24   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENERGY FUELS INC                                                  | Energy Fuels Inc/Canada                                                         | CUSIP: 292671AC8<br>LEI: 529900P0GCATXMGK8I62 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $412050.00    | 0.02%             | 2031-11-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2191933.15   | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP/US FIN                                          | Clarios Global LP / Clarios US Finance Co                                       | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2170000 | PA      | $2271265.22   | 0.09%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3615872.00   | 0.14%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-394696.05   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                  | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2480057.70   | 0.10%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                | Summit Issuer LLC                                                               | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4153225 | PA      | $4195746.13   | 0.16%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                          | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $5159555.35   | 0.20%             | 2031-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16617016 | PA      | $16992460.77  | 0.66%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88861000 | PA      | $90832603.44  | 3.51%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-8 Mortgage Loan Trust                                                 | CUSIP: 19689DAA7<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    2954022 | PA      | $2990828.94   | 0.12%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                             | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    3652909 | PA      | $3679579.62   | 0.14%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                          | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    5412000 | PA      | $5504382.84   | 0.21%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2024-NQM3                                   | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |    2365077 | PA      | $2402953.92   | 0.09%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                              | LHOME Mortgage Trust 2025-RTL3                                                  | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    1336000 | PA      | $1345551.46   | 0.05%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4978364.00   | 0.19%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     616447 | PA      | $598468.22    | 0.02%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                | Dominican Republic International Bond                                           | CUSIP: 25714PFF0<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    3750000 | PA      | $3738675.00   | 0.14%             | 2035-10-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                    | Tecpetrol SA                                                                    | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    2400000 | PA      | $2451840.00   | 0.09%             | 2033-01-22      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                    | EFMT 2025-RTL1                                                                  | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4532799.60   | 0.18%             | 2040-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7464832.35   | 0.29%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1058629.27   | 0.04%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1733287 | PA      | $1711704.02   | 0.07%             | 2038-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                             | PK Alift Loan Funding 7 LP                                                      | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1703421 | PA      | $1706700.69   | 0.07%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                          | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2536736.18   | 0.10%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3546000 | PA      | $3943724.01   | 0.15%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38385BSG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2302469 | PA      | $2344207.21   | 0.09%             | 2054-12-20      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4660923.26   | 0.18%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                       | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3952000 | PA      | $3767627.50   | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $3000213.88   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                       | Daimler Trucks Retail Trust 2023-1                                              | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     969204 | PA      | $973352.22    | 0.04%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    1878179 | PA      | $1898125.17   | 0.07%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2574000 | PA      | $2610683.28   | 0.10%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                    | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2956826 | PA      | $2832043.29   | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8408645 | PA      | $8645864.65   | 0.33%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8194263 | PA      | $7373501.61   | 0.28%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LEGRAND SA                                                        | Legrand SA                                                                      | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $651899.42    | 0.03%             | 2033-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286496 | PA      | $289418.51    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W0M69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12239683 | PA      | $12355690.74  | 0.48%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2819924.49   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                             | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    4081000 | PA      | $4369036.98   | 0.17%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8750000 | PA      | $8758886.68   | 0.34%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Apollo Aviation Securitization                                    | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2481989 | PA      | $2535161.62   | 0.10%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $4337382.10   | 0.17%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W4JV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6607275 | PA      | $6691266.62   | 0.26%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3044000 | PA      | $3042193.69   | 0.12%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    1777037 | PA      | $1784622.38   | 0.07%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2279095.30   | 0.09%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3171000 | PA      | $3194773.62   | 0.12%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                                             | Japan Government Thirty Year Bond                                               | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 1355000000 | PA      | $6886063.42   | 0.27%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     779000 | PA      | $833467.86    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                      | Hilton Grand Vacations Trust 2023-1                                             | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     274261 | PA      | $280572.05    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                                                    | Cloudflare Inc                                                                  | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |     300000 | PA      | $330210.00    | 0.01%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5387120 | PA      | $5585636.87   | 0.22%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                              | Taylor Morrison Communities Inc                                                 | CUSIP: 87724RAK8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1826917.37   | 0.07%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6043530 | PA      | $5498266.89   | 0.21%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2021-FL7 Ltd                                                                | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    6578500 | PA      | $6575862.35   | 0.25%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -72113000 | PA      | $-72110034.71 | -2.78%            | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BUONI POLIENNALI DEL TES                                          | Italy Buoni Poliennali Del Tesoro                                               | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   19546000 | PA      | $23177182.16  | 0.89%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXV CLO Ltd                                      | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    2697090 | PA      | $2708039.96   | 0.10%             | 2033-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3084000 | PA      | $3047763.00   | 0.12%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                          | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7487000 | PA      | $7527512.68   | 0.29%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    1577390 | PA      | $1586376.53   | 0.06%             | 2033-10-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BOND                                                  | Kuwait International Government Bond                                            | CUSIP: 501499AF4<br>LEI: 549300FSC1YD0D9XX589 | Long             | DBT              | NUSS              | KW        |    8551000 | PA      | $8444764.60   | 0.33%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                             | Alibaba Group Holding Ltd                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $672759.13    | 0.03%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2024-P4                                          | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2405000 | PA      | $2438685.87   | 0.09%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3691826 | PA      | $3140437.34   | 0.12%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP                                           | Arrowhead Pharmaceuticals Inc                                                   | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |      35000 | PA      | $39369.22     | 0.00%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     570248 | PA      | $554687.36    | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                 | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1907000 | PA      | $1920164.02   | 0.07%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     976000 | PA      | $1000159.37   | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                                                | Ukraine Government International Bond                                           | CUSIP: 903724CH3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    2575000 | PA      | $2055924.21   | 0.08%             | 2032-02-01      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13351320 | PA      | $13706484.15  | 0.53%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    8147000 | PA      | $8682966.44   | 0.34%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                              | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    1244192 | PA      | $1257238.10   | 0.05%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                           | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1634000 | PA      | $1712931.42   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6132000 | PA      | $6301059.85   | 0.24%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                    | AASET MT-1 Ltd                                                                  | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    1557146 | PA      | $1566680.89   | 0.06%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1904007.69   | 0.07%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                           | Philippine Government International Bond                                        | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4071000 | PA      | $4070461.04   | 0.16%             | 2036-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND               | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |   47495366 | NS      | $47495366.29  | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Ivy Hill Middle Market Credit                                     | Ivy Hill Middle Market Credit Fund XVIII Ltd                                    | CUSIP: 46603PAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    7850000 | PA      | $7877302.30   | 0.30%             | 2037-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2023-NQM5                                       | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     785757 | PA      | $790504.78    | 0.03%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| SALZGITTER AG                                                     | Salzgitter AG                                                                   | CUSIP: 000000000<br>LEI: 529900E12Z6HXIMHFA15 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $604577.11    | 0.02%             | 2032-10-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                        | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3944000 | PA      | $3645718.28   | 0.14%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5419614 | PA      | $5615640.16   | 0.22%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2507187.13   | 0.10%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $912845.65    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $3256838.85   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG Energy Inc                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    3821000 | PA      | $3862675.65   | 0.15%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3305614 | PA      | $3191630.79   | 0.12%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3735000 | PA      | $3815018.64   | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20840269 | PA      | $17662906.13  | 0.68%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                             | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    2934000 | PA      | $2915339.99   | 0.11%             | 2029-01-28      | Fixed         | 5.10%                 | 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      | $1197926.81   | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                          | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     300000 | PA      | $328200.00    | 0.01%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                     | DailyPay Securitization Trust 2025-1                                            | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     912000 | PA      | $918037.80    | 0.04%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                          | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $465302.84    | 0.02%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5023986 | PA      | $5129059.69   | 0.20%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                                          | Albion Financing 1 SARL / Aggreko Holdings Inc                                  | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    3523000 | PA      | $3674055.67   | 0.14%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                    | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1819702 | PA      | $1682889.89   | 0.06%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5007000 | PA      | $5217662.52   | 0.20%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1365991.97   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12861429 | PA      | $11118011.75  | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLOBALWAFERS GMBH                                                 | Globalwafers GmbH                                                               | CUSIP: 000000000<br>LEI: 254900S601HLQK30V158 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $468454.58    | 0.02%             | 2029-01-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                   | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    5939266 | PA      | $6027203.23   | 0.23%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                      | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     700000 | PA      | $702100.00    | 0.03%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     377868 | PA      | $366840.60    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                               | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3092893.30   | 0.12%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W4J81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7058792 | PA      | $7197267.10   | 0.28%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     573133 | PA      | $579586.79    | 0.02%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                               | Great Lakes CLO IX Ltd                                                          | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1252795.00   | 0.05%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                     | AEP Texas Inc                                                                   | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102500.00    | 0.00%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    6525000 | PA      | $4944874.35   | 0.19%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                                     | Commonbond Student Loan Trust 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1472632 | PA      | $1357575.75   | 0.05%             | 2047-01-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/JPY FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11241.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                            | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5058000 | PA      | $5029648.59   | 0.19%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                                    | Ally Bank Auto Credit-Linked Notes Series 2025-B                                | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3380519 | PA      | $3403067.61   | 0.13%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2628318.62   | 0.10%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP                                                 | MP Materials Corp                                                               | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $285200.00    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36296YD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     228633 | PA      | $214872.43    | 0.01%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     921000 | PA      | $998156.32    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| BANQUE OUEST AFRICAINE D                                          | Banque Ouest Africaine de Developpement                                         | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    2500000 | PA      | $2328141.58   | 0.09%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                     | Snowflake Inc                                                                   | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     500000 | PA      | $678750.00    | 0.03%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6814936 | PA      | $5588654.43   | 0.22%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1634099.34   | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     586129 | PA      | $564167.48    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                          | Super Micro Computer Inc                                                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173557.05    | 0.01%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2235000 | PA      | $2232433.71   | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                   | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $744140.00    | 0.03%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                | Aqua Finance Issuer Trust 2025-B                                                | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1671444 | PA      | $1689986.04   | 0.07%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1821590.01   | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2627000 | PA      | $2520215.21   | 0.10%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6088278 | PA      | $5465932.69   | 0.21%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                                            | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3565000 | PA      | $3564134.31   | 0.14%             | 2086-05-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1035501.02   | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4839492.43   | 0.19%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BE SEMICONDUCTOR                                                  | BE Semiconductor Industries NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | DBT              | CORP              | NL        |     300000 | PA      | $524385.80    | 0.02%             | 2029-04-06      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2633841 | PA      | $2190153.94   | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     855000 | PA      | $855827.19    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1722720.78   | 0.07%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1077167 | PA      | $1002986.29   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3595721 | PA      | $3121585.68   | 0.12%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7413993 | PA      | $7176597.11   | 0.28%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     563889 | PA      | $543725.61    | 0.02%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1844571 | PA      | $1822565.14   | 0.07%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                          | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    2160000 | PA      | $2235520.08   | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W3W54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4649570 | PA      | $4707664.71   | 0.18%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS                                             | DigitalOcean Holdings Inc                                                       | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |     400000 | PA      | $633800.00    | 0.02%             | 2030-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                            | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4369000 | PA      | $4382756.50   | 0.17%             | 2086-07-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     681000 | PA      | $711220.74    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                                    | Compass Datacenters Issuer II LLC                                               | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2424836 | PA      | $2445473.54   | 0.09%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30425201 | PA      | $24849050.85  | 0.96%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8514411 | PA      | $8758804.15   | 0.34%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AW1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    2118000 | PA      | $2119857.27   | 0.08%             | 2055-08-20      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                          | IREN Ltd                                                                        | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $368850.00    | 0.01%             | 2033-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2632469 | PA      | $2611628.24   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2945199 | PA      | $2496181.83   | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                                         | Spire Inc                                                                       | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2550474.35   | 0.10%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                            | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    8133000 | PA      | $7948868.47   | 0.31%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      92441 | PA      | $93378.65     | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1394505 | PA      | $1404534.56   | 0.05%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4655476 | PA      | $3877786.78   | 0.15%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VEECO INSTRUMENTS INC                                             | Veeco Instruments Inc                                                           | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $519800.00    | 0.02%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     860000 | PA      | $887366.31    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14280000 | PA      | $8674049.56   | 0.33%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                              | Western Digital Corp                                                            | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     100000 | PA      | $664540.52    | 0.03%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                        | Apidos Clo Xxv                                                                  | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    3333333 | PA      | $3343016.33   | 0.13%             | 2037-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XXXIX LP                                                  | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |    1246812 | PA      | $1249920.10   | 0.05%             | 2033-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | Jabil Inc                                                                       | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1358737.98   | 0.05%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                          | CUSIP: 195325EV3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    2281000 | PA      | $2262637.95   | 0.09%             | 2033-01-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $6997172.79   | 0.27%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                            | Navigator 2025-1 Aviation Ltd                                                   | CUSIP: 63943GAA0<br>LEI: 984500AWDV89795F0342 | Long             | ABS-O            | CORP              | KY        |    1446941 | PA      | $1438959.87   | 0.06%             | 2050-10-15      | Fixed         | 5.11%                 | 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        |     493945 | PA      | $506557.95    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1375785.61   | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                  | Ziggo Bond Co BV                                                                | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    5580000 | PA      | $4907183.69   | 0.19%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                          | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     118250 | PA      | $116272.05    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                            | Repsol E&P Capital Markets US LLC                                               | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    2162000 | PA      | $2195918.56   | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                                    | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3487895 | PA      | $3527088.35   | 0.14%             | 2050-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                           | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1366379.45   | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $5535816.51   | 0.21%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3672072.13   | 0.14%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7470199.07   | 0.29%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| LCM Ltd Partnership                                               | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    4341115 | PA      | $4343203.34   | 0.17%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     685490 | PA      | $688682.39    | 0.03%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3317247 | PA      | $3406137.09   | 0.13%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                    | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2432528.88   | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                             | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1201160.12   | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| A10 NETWORKS INC                                                  | A10 Networks Inc                                                                | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312339.89    | 0.01%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                            | Ormat Technologies Inc                                                          | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     700000 | PA      | $1034495.00   | 0.04%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                  | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1146000 | PA      | $1048771.72   | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SCHNEIDER ELECTRIC SE                                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $305056.36    | 0.01%             | 2030-11-27      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     762512 | PA      | $710455.88    | 0.03%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                          | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2907742.74   | 0.11%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-1                                      | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11144000 | PA      | $11304007.78  | 0.44%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5922769.24   | 0.23%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1262526.21   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5839000 | PA      | $6083038.20   | 0.23%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2414000 | PA      | $2483344.56   | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4992263.67   | 0.19%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2238394.85   | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     693000 | PA      | $719208.89    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                         | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     234044 | PA      | $234977.10    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                                             | GENMAB A/S/GENMAB FINANCE LLC                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |    3715000 | PA      | $3810597.69   | 0.15%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23982953 | PA      | $22473155.80  | 0.87%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle S                                    | Tesla Lease Electric Vehicle Securitization 2025-A LLC                          | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1577000 | PA      | $1588555.94   | 0.06%             | 2029-05-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264682 | PA      | $256673.83    | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2324438.60   | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                            | Medco Cypress Tree Pte Ltd                                                      | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    1000000 | PA      | $1060574.04   | 0.04%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                          | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1242501 | PA      | $1171479.28   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5673970.50   | 0.22%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2025-A                                      | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     910000 | PA      | $910824.10    | 0.04%             | 2032-02-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1069188.45   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                              | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2266468.13   | 0.09%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2057000 | PA      | $1943331.21   | 0.08%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3821666.94   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4989271.90   | 0.19%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                                    | CARLYLE US CLO 2021-6 LTD                                                       | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5900000 | PA      | $5920048.20   | 0.23%             | 2038-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1492000 | PA      | $1543107.00   | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                               | University of Michigan                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2449000 | PA      | $2050780.60   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4317048 | PA      | $4109289.87   | 0.16%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    2765000 | PA      | $2888894.12   | 0.11%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                          | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1709000 | PA      | $1803617.08   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     331118 | PA      | $331844.34    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                          | Saudi Government International Bond                                             | CUSIP: 80413TBS7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    6250000 | PA      | $6107120.63   | 0.24%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                  | Hawaiian Electric Co Inc                                                        | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |    1611000 | PA      | $1636262.09   | 0.06%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |       -108 | NC      | $1107540.12   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                            | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2267000 | PA      | $2247140.85   | 0.09%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                      | Hudson Yards 2025-SPRL Mortgage Trust                                           | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1038000 | PA      | $1077163.53   | 0.04%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding LLC                                                       | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1574105 | PA      | $1608713.59   | 0.06%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-1                                       | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     981000 | PA      | $1000550.94   | 0.04%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     741927 | PA      | $697272.42    | 0.03%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                                           | American Axle & Manufacturing Inc                                               | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    1466000 | PA      | $1496441.49   | 0.06%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                    | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2677000 | PA      | $2694004.30   | 0.10%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                           | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    1539000 | PA      | $1605193.54   | 0.06%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                  | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2245964.94   | 0.09%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5994000 | PA      | $5082899.53   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                                 | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |    2040000 | PA      | $2138499.91   | 0.08%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4624000 | PA      | $4637429.76   | 0.18%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6925411.23   | 0.27%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                           | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    3062000 | PA      | $3049235.44   | 0.12%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1419934 | PA      | $1321846.56   | 0.05%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RHEINMETALL AG                                                    | Rheinmetall AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | DBT              | CORP              | DE        |     100000 | PA      | $683080.95    | 0.03%             | 2030-02-07      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                          | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3035845.74   | 0.12%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                  | Duke Energy Corp                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1039750.00   | 0.04%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XLV LLC                                                   | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5013995.00   | 0.19%             | 2036-04-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6109000 | PA      | $6091516.59   | 0.24%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2573000 | PA      | $2591775.18   | 0.10%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                          | Angel Oak Mortgage Trust 2024-3                                                 | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     316878 | PA      | $316127.38    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                     | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1702000 | PA      | $1919368.34   | 0.07%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     403553 | PA      | $402897.90    | 0.02%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3427090 | PA      | $3267455.12   | 0.13%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fun                                    | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     463063 | PA      | $464507.09    | 0.02%             | 2031-12-26      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     795000 | PA      | $818066.14    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $2576774.82   | 0.10%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2231000 | PA      | $2261532.04   | 0.09%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                         | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180759 | PA      | $181584.22    | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5212000 | PA      | $5120654.44   | 0.20%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3532000 | PA      | $3499220.92   | 0.14%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1234996.10   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1441865 | PA      | $1465376.92   | 0.06%             | 2044-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6342000 | PA      | $6688634.69   | 0.26%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     923000 | PA      | $890355.58    | 0.03%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2439787.46   | 0.09%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1958530.77   | 0.08%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                              | BWX Technologies Inc                                                            | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     700000 | PA      | $723450.00    | 0.03%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                          | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4487151.96   | 0.17%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                                               | Ecuador Government International Bond                                           | CUSIP: 27927WAR3<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     543000 | PA      | $556575.00    | 0.02%             | 2039-01-29      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $4780293.17   | 0.18%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                                    | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     273585 | PA      | $273672.31    | 0.01%             | 2047-10-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2258000 | PA      | $1995599.17   | 0.08%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                     | Lmdv Issuer Co LLC                                                              | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    7617000 | PA      | $7675404.87   | 0.30%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1844000 | PA      | $1858859.32   | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5831000 | PA      | $6182729.48   | 0.24%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12564000 | PA      | $12374934.04  | 0.48%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2193260.24   | 0.08%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2241819.49   | 0.09%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                          | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAF6<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     200000 | PA      | $278000.00    | 0.01%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5108680 | PA      | $5075496.10   | 0.20%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                              | Ciudad Autonoma De Buenos Aires/Government Bonds                                | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |    1884000 | PA      | $1935112.92   | 0.07%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N1                                          | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     511379 | PA      | $505361.54    | 0.02%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199500.00    | 0.01%             | 2028-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3418000 | PA      | $3439111.62   | 0.13%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    1137000 | PA      | $1170488.90   | 0.05%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                              | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1853000 | PA      | $1863557.13   | 0.07%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -45361000 | PA      | $-45999082.30 | -1.78%            | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                         | Fannie Mae or Freddie Mac                                                       | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45361000 | PA      | $45999082.30  | 1.78%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                 | Lithia Motors Inc                                                               | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    7874000 | PA      | $7913509.84   | 0.31%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                 | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    2200000 | PA      | $1847206.31   | 0.07%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-3 Mortgage Loan Trust                                                 | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1886107 | PA      | $1901554.33   | 0.07%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                         | IRV Trust 2025-200P                                                             | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062865 | PA      | $1078364.12   | 0.04%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                   | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7482312.12   | 0.29%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                           | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1224000 | PA      | $1245077.28   | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     557997 | PA      | $518060.83    | 0.02%             | 2048-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3983000 | PA      | $4081562.00   | 0.16%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EnFin Residential Solar Receiv                                    | EnFin Residential Solar Receivables Trust 2024-2                                | CUSIP: 29281EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     773515 | PA      | $737650.62    | 0.03%             | 2055-09-20      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4133245 | PA      | $3442919.82   | 0.13%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                                          | Granite Construction Inc                                                        | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |     600000 | PA      | $1001400.00   | 0.04%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    7329000 | PA      | $7481385.30   | 0.29%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3082000 | PA      | $3057303.53   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1463586 | PA      | $1456791.60   | 0.06%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding                                                           | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1602982 | PA      | $1637630.33   | 0.06%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                                    | Ally Bank Auto Credit-Linked Notes Series 2025-A                                | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1309775 | PA      | $1317282.19   | 0.05%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| SPIE SA                                                           | SPIE SA                                                                         | CUSIP: 000000000<br>LEI: 969500TJNS5GSFWJ8X85 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $511018.51    | 0.02%             | 2028-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                | Wendy's Funding LLC                                                             | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    6551000 | PA      | $6578958.36   | 0.25%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                               | United Kingdom Gilt                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   42467000 | PA      | $26357869.68  | 1.02%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN                                          | Halozyme Therapeutics Inc                                                       | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206000.00    | 0.01%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3591140 | PA      | $2945671.41   | 0.11%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                          | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      48120 | PA      | $66046.66     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                           | Jersey Central Power & Light Co                                                 | CUSIP: 476556DD4<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1633950.01   | 0.06%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4376000 | PA      | $4543590.21   | 0.18%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                  | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     690000 | PA      | $768649.36    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5015950.95   | 0.19%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3917194.52   | 0.15%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                   | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2650000 | PA      | $2546531.25   | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2001026.44   | 0.08%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                               | Nigeria Government International Bond                                           | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    3810000 | PA      | $4075858.68   | 0.16%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12902594 | PA      | $11046798.58  | 0.43%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    2220000 | PA      | $2248346.07   | 0.09%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MIRION TECHNOLOGIES INC                                           | Mirion Technologies Inc                                                         | CUSIP: 60471AAC5<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |     800000 | PA      | $900340.10    | 0.03%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     871000 | PA      | $1001868.66   | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    1326851 | PA      | $1339368.28   | 0.05%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                                    | Willis Engine Structured Trust VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3709572 | PA      | $3514750.90   | 0.14%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                            | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2454529.33   | 0.09%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2887933.26   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     723915 | PA      | $748677.23    | 0.03%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     600000 | PA      | $798600.00    | 0.03%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                    | OneMain Financial Issuance Trust 2019-2                                         | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3801000 | PA      | $3752264.72   | 0.14%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     377763 | PA      | $342323.90    | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL                                    | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                 | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     837532 | PA      | $858656.06    | 0.03%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                             | Canpack SA / Canpack US LLC                                                     | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4890000 | PA      | $4680063.01   | 0.18%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                             | Alkami Technology Inc                                                           | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196550.00    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                          | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1491744.11   | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2353386.90   | 0.09%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                                    | SMB Private Education Loan Trust 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-O            | CORP              | US        |       2905 | PA      | $2905.36      | 0.00%             | 2035-10-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1795516.12   | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2479706.28   | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-11788.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    8191000 | PA      | $8434862.45   | 0.33%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3910643.24   | 0.15%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     851000 | PA      | $842951.68    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                 | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    1703266 | PA      | $1724001.32   | 0.07%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     132962 | PA      | $123327.62    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd                                    | Golub Capital Partners Clo 47M Ltd                                              | CUSIP: 381948AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5481000 | PA      | $5512082.75   | 0.21%             | 2037-08-05      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank C&I Credit-Linked Notes Series 2025-2                                   | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1770982 | PA      | $1772352.41   | 0.07%             | 2032-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                    | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $547041.81    | 0.02%             | 2028-04-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                               | AST SpaceMobile Inc                                                             | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |     200000 | PA      | $363350.00    | 0.01%             | 2032-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $2429712.95   | 0.09%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                 | AeroVironment Inc                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     300000 | PA      | $353550.00    | 0.01%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $585750.00    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     778000 | PA      | $814764.01    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3292774 | PA      | $3376665.76   | 0.13%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GS5N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11687834 | PA      | $11815287.30  | 0.46%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4188480 | PA      | $4119378.88   | 0.16%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $5182842.06   | 0.20%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                       | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8321144.99   | 0.32%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                              | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3973000 | PA      | $4003206.72   | 0.15%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                                          | Archrock Services LP / Archrock Partners Finance Corp                           | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5115000 | PA      | $5113544.78   | 0.20%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5026000 | PA      | $4549932.81   | 0.18%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3387222 | PA      | $3473521.39   | 0.13%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4634616 | PA      | $4455942.42   | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     819840 | PA      | $777276.14    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                      | NY Commercial Mortgage Trust 2025-299P                                          | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1003000 | PA      | $1059802.90   | 0.04%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                          | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    5999000 | PA      | $6106189.59   | 0.24%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4628190 | PA      | $4314527.95   | 0.17%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6548447.22   | 0.25%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6025321.38   | 0.23%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                           | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $8559896.05   | 0.33%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Blackbird Capital Aircraft                                        | Blackbird Capital II Aircraft Lease Ltd                                         | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3290703 | PA      | $3148940.12   | 0.12%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    6220000 | PA      | $4700951.60   | 0.18%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1875491.39   | 0.07%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    3292000 | PA      | $3685982.57   | 0.14%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    6065000 | PA      | $6208346.70   | 0.24%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6813275.68   | 0.26%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1QE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6235436 | PA      | $5159209.87   | 0.20%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     583000 | PA      | $602971.86    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4567252.07   | 0.18%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1841583 | PA      | $1856065.04   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14825263 | PA      | $13109920.34  | 0.51%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427M5G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9783915 | PA      | $8095206.61   | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3684526.50   | 0.14%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1658949 | PA      | $1660539.97   | 0.06%             | 2037-02-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     807527 | PA      | $750059.70    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PING AN INSURANCE GROUP                                           | Ping An Insurance Group Co of China Ltd                                         | CUSIP: 000000000<br>LEI: 529900M9MC28JLN35U89 | Long             | DBT              | CORP              | CN        |    2000000 | PA      | $352658.06    | 0.01%             | 2030-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                         | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C1                     | CUSIP: 61778GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5656000 | PA      | $5767470.71   | 0.22%             | 2058-03-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2390321.13   | 0.09%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                             | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3625000 | PA      | $2629937.50   | 0.10%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE AMERICA                                           | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3843635.12   | 0.15%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51004 | PA      | $48001.18     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                                             | GFL Environmental Holdings US Inc                                               | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1364000 | PA      | $1368845.15   | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     783862 | PA      | $730069.45    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1691180.27   | 0.07%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    4770000 | PA      | $4901046.21   | 0.19%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5807014.40   | 0.22%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $7934899.62   | 0.31%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     840389 | PA      | $832553.18    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1318624.57   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4211811 | PA      | $4065870.63   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                       | Merchants Fleet Funding LLC                                                     | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    2980000 | PA      | $3030486.86   | 0.12%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust Series 2024-BPL2                                                | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    4605000 | PA      | $4653572.62   | 0.18%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                       | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     422560 | PA      | $427096.29    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                       | Antares CLO 2017-1 Ltd                                                          | CUSIP: 03665JAU2<br>LEI: 254900CUTGFKE890WB58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4020104.00   | 0.16%             | 2037-01-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                     | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     368000 | PA      | $357656.77    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4242000 | PA      | $3859800.64   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3219970 | PA      | $2946643.34   | 0.11%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     500000 | PA      | $641765.35    | 0.02%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                                                       | Datadog Inc                                                                     | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |     500000 | PA      | $493625.00    | 0.02%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3387577.18   | 0.13%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13957717 | PA      | $11368553.24  | 0.44%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAU2<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6536725.00   | 0.25%             | 2036-04-18      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                            | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    6350000 | PA      | $6436398.86   | 0.25%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/HKD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3032.31      | 0.00%             |  |  |  | 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        |     755006 | PA      | $745312.73    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3251000 | PA      | $2921097.62   | 0.11%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4843000 | PA      | $4895735.43   | 0.19%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                  | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1641701.07   | 0.06%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust 2025-CP1                                                        | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |    1697056 | PA      | $1653191.99   | 0.06%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1181000 | PA      | $1096771.91   | 0.04%             | 2036-08-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                         | QIAGEN NV                                                                       | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $232929.49    | 0.01%             | 2031-09-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $263173.37    | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     398000 | PA      | $399979.19    | 0.02%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                                   | United States Treasury Inflation Indexed Bonds                                  | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25268136 | PA      | $23961985.37  | 0.93%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $186902.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2491000 | PA      | $2526587.70   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $7055879.99   | 0.27%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                   | MARB BondCo PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     898000 | PA      | $813548.58    | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4834440.48   | 0.19%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1474532.69   | 0.06%             | 2031-01-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Affirm Inc                                                        | Affirm Asset Securitization Trust 2025-X2                                       | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     367000 | PA      | $367859.22    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1360000 | PA      | $1332268.76   | 0.05%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4991810 | PA      | $4333351.22   | 0.17%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1231829.82   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                            | Vmed O2 UK Financing I PLC                                                      | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    3070000 | PA      | $2997579.01   | 0.12%             | 2033-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-25

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer