# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0000940400-25-002984
**Filing Date:** 2025-9
**Character Count:** 404427
**Document Hash:** 4936e0a5b02e06603f740185069939cd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002984.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0000940400-25-002984

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**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:** 251350514

**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

STATEMENT OF INVESTMENTS

July 31, 2025 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Bonds and Notes — 97.8%** | **Bonds and Notes — 97.8%** | **Bonds and Notes — 97.8%** | **Bonds and Notes — 97.8%** | **Bonds and Notes — 97.8%** |
| **Advertising — .2%** | **Advertising — .2%** | **Advertising — .2%** | **Advertising — .2%** | **Advertising — .2%** |
| Clear Channel Outdoor Holdings, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 5.13 | 8/15/2027 | 4490000 | **4486710** |
| **Aerospace & Defense — .8%** | **Aerospace & Defense — .8%** | **Aerospace & Defense — .8%** | **Aerospace & Defense — .8%** | **Aerospace & Defense — .8%** |
| Rolls-Royce PLC, Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 10/15/2027 | 3983000 | 4075936 |
| The Boeing Company, Sr. Unscd. Notes | 2.20 | 2/4/2026 | 6887000 | 6796468 |
| The Boeing Company, Sr. Unscd. Notes | 5.81 | 5/1/2050 | 5601000 | 5411122 |
| The Boeing Company, Sr. Unscd. Notes | 6.86 | 5/1/2054 | 2370000 | 2607492 |
|  |  |  |  | **18891018** |
| **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** | **Agriculture — .4%** |
| BAT Capital Corp., Gtd. Notes | 6.34 | 8/2/2030 | 1546000 | 1658071 |
| BAT Capital Corp., Gtd. Notes | 7.08 | 8/2/2053 | 3101000 | 3459725 |
| BAT International Finance PLC, Gtd. Notes | 1.67 | 3/25/2026 | 1998000 | 1959384 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 2.10 | 5/1/2030 | 3470000 | 3113404 |
|  |  |  |  | **10190584** |
| **Airlines — 1.2%** | **Airlines — 1.2%** | **Airlines — 1.2%** | **Airlines — 1.2%** | **Airlines — 1.2%** |
| Air Canada Pass-Through Trust, Ser. 2020-2, Cl. A<sup>(b)</sup> <br>| 5.25 | 4/1/2029 | 754779 | 759694 |
| American Airlines Pass-Through Trust, Ser. 2017-1, Cl. AA | 3.65 | 2/15/2029 | 123000 | 118534 |
| American Airlines Pass-Through Trust, Ser. 2017-2, Cl. AA | 3.35 | 10/15/2029 | 178889 | 169911 |
| American Airlines Pass-Through Trust, Ser. 2019-1, Cl. AA | 3.15 | 2/15/2032 | 1644701 | 1513015 |
| American Airlines, Inc./AAdvantage Loyalty IP Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 5.75 | 4/20/2029 | 8723000 | 8725482 |
| Avianca Midco 2 PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 9.63 | 2/14/2030 | 4451000 | 4143458 |
| British Airways Pass-Through Trust, Ser. 2020-1, Cl. A<sup>(b)</sup> <br>| 4.25 | 11/15/2032 | 471864 | 456479 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.50 | 10/20/2025 | 59876 | 59734 |
| Delta Air Lines, Inc./SkyMiles IP Ltd., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.75 | 10/20/2028 | 2009000 | 2010868 |
| JetBlue Pass-Through Trust, Ser. 2020-1, Cl. A | 4.00 | 11/15/2032 | 5609698 | 5248137 |
| Latam Airlines Group SA, Sr. Scd. Bonds<sup>(b)</sup> <br>| 7.63 | 1/7/2031 | 1053000 | 1088802 |
| United Airlines Pass-Through Trust, Ser. 2019-1, Cl. AA | 4.15 | 8/25/2031 | 782525 | 748057 |
| United Airlines Pass-Through Trust, Ser. 2020-1, Cl. A | 5.88 | 10/15/2027 | 559435 | 570567 |
| United Airlines Pass-Through Trust, Ser. 2023-1, Cl. A | 5.80 | 1/15/2036 | 1804366 | 1846086 |
| United Airlines, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.38 | 4/15/2026 | 278000 | 276523 |
| United Airlines, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.63 | 4/15/2029 | 1436000 | 1403173 |
|  |  |  |  | **29138520** |
| **Asset-Backed Certificates — 4.3%** | **Asset-Backed Certificates — 4.3%** | **Asset-Backed Certificates — 4.3%** | **Asset-Backed Certificates — 4.3%** | **Asset-Backed Certificates — 4.3%** |
| AASET, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.94 | 2/16/2050 | 2581889 | 2625332 |
| Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Cl. A2<sup>(b)</sup> <br>| 5.30 | 6/21/2028 | 103721 | 103898 |
| Auxilior Term Funding LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 6.18 | 12/15/2028 | 413248 | 415990 |
| Blackbird Capital II Aircraft Lease Ltd, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.44 | 7/15/2046 | 3465501 | 3242690 |
| Blue Owl Asset Leasing Trust LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 5.05 | 3/15/2029 | 454449 | 455405 |
| CLI Funding IX LLC, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.35 | 6/20/2050 | 2408737 | 2418828 |
| Compass Datacenters Issuer II LLC, Ser. 2025-1A, Cl. A1<sup>(b)</sup> <br>| 5.32 | 5/25/2050 | 2424836 | 2448919 |
| Concord Music Royalties LLC, Ser. 2025-2A, Cl. A<sup>(b)</sup> <br>| 5.79 | 7/20/2075 | 2029000 | 2040590 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC, Ser. <br> 2025-1A, Cl. A2<sup>(b)</sup> <br>| 6.00 | 5/20/2055 | 837532 | 855540 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-2A, Cl. A2<sup>(b)</sup> <br>| 5.56 | 11/20/2048 | 2424000 | 2441386 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.91 | 2/20/2050 | 2264000 | 2311092 |
| DailyPay Securitization Trust, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.63 | 6/26/2028 | 912000 | 914826 |
| Daimler Trucks Retail Trust, Ser. 2023-1, Cl. A3 | 5.90 | 3/15/2027 | 2282896 | 2295590 |
| DataBank Issuer, Ser. 2021-2A, Cl. A2<sup>(b)</sup> <br>| 2.40 | 10/25/2051 | 4198000 | 4045692 |

---

**3**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Asset-Backed Certificates — 4.3% (continued)** | **Asset-Backed Certificates — 4.3% (continued)** | **Asset-Backed Certificates — 4.3% (continued)** | **Asset-Backed Certificates — 4.3% (continued)** | **Asset-Backed Certificates — 4.3% (continued)** |
| DB Master Finance LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.05 | 11/20/2051 | 4210295 | 4055519 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.66 | 4/25/2051 | 3427090 | 3201462 |
| EnFin Residential Solar Receivables Trust, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 6.65 | 2/20/2055 | 1801603 | 1791577 |
| EnFin Residential Solar Receivables Trust, Ser. 2024-2A, Cl. A<sup>(b)</sup> <br>| 5.98 | 9/20/2055 | 813267 | 779420 |
| Flexential Issuer, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 3.25 | 11/27/2051 | 4035000 | 3898742 |
| Gilead Aviation LLC, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.79 | 3/15/2050 | 3579498 | 3626512 |
| GreenSky Home Improvement Issuer Trust, Ser. 2024-2, Cl. A4<sup>(b)</sup> <br>| 5.15 | 10/27/2059 | 1245847 | 1255352 |
| Hilton Grand Vacations Trust, Ser. 2023-1A, Cl. A<sup>(b)</sup> <br>| 5.72 | 1/25/2038 | 354403 | 360327 |
| InStar Leasing III LLC, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.30 | 2/15/2054 | 1354552 | 1251710 |
| Jersey Mike's Funding LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 5.64 | 2/15/2055 | 1582035 | 1600827 |
| Jersey Mike's Funding LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.61 | 8/16/2055 | 1607000 | 1621592 |
| MetroNet Infrastructure Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.40 | 8/20/2055 | 1736133 | 1735989 |
| New Economy Assets Phase 1 Sponsor LLC, Ser. 2021-1, Cl. A1<sup>(b)</sup> <br>| 1.91 | 10/20/2061 | 7596000 | 6256679 |
| OneMain Financial Issuance Trust, Ser. 2019-2A, Cl. A<sup>(b)</sup> <br>| 3.14 | 10/14/2036 | 3801000 | 3699598 |
| PMT Issuer Trust - FMSR, Ser. 2021-FT1, Cl. A, (1 Month TSFR +3.11%)<sup>(b),(c)</sup> <br>| 7.47 | 3/25/2026 | 3714000 | 3737791 |
| Regional Management Issuance Trust, Ser. 2024-1, Cl. A<sup>(b)</sup> <br>| 5.83 | 7/15/2036 | 981000 | 999026 |
| Regional Management Issuance Trust, Ser. 2024-2, Cl. A<sup>(b)</sup> <br>| 5.11 | 12/15/2033 | 2573000 | 2580715 |
| SCF Equipment Trust LLC, Ser. 2025-1A, Cl. D<sup>(b)</sup> <br>| 5.88 | 11/20/2035 | 353000 | 360084 |
| Slam Ltd., Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 2.43 | 6/15/2046 | 6899099 | 6449101 |
| Slam Ltd., Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.81 | 5/15/2050 | 1637439 | 1664406 |
| Stack Infrastructure Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.00 | 5/25/2050 | 5553938 | 5481466 |
| TIF Funding II LLC, Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 1.65 | 2/20/2046 | 2360662 | 2129170 |
| TIF Funding III LLC, Ser. 2024-1A, Cl. A<sup>(b)</sup> <br>| 5.48 | 4/20/2049 | 3668400 | 3635247 |
| Vantage Data Centers Issuer LLC, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 2.17 | 10/15/2046 | 3750000 | 3613096 |
| Willis Engine Structured Trust IV, Ser. 2018-A, Cl. A<sup>(b)</sup> <br>| 4.75 | 9/15/2043 | 532953 | 528854 |
| Willis Engine Structured Trust VI, Ser. 2021-A, Cl. A<sup>(b)</sup> <br>| 3.10 | 5/15/2046 | 3809374 | 3530575 |
| Zayo Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.95 | 6/20/2055 | 8408645 | 8598522 |
|  |  |  |  | **105059137** |
| **Asset-Backed Certificates/Auto Receivables — 2.0%** | **Asset-Backed Certificates/Auto Receivables — 2.0%** | **Asset-Backed Certificates/Auto Receivables — 2.0%** | **Asset-Backed Certificates/Auto Receivables — 2.0%** | **Asset-Backed Certificates/Auto Receivables — 2.0%** |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.19 | 12/10/2030 | 2709000 | 2737698 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2020-1A, Cl. A<sup>(b)</sup> <br>| 2.33 | 8/20/2026 | 262500 | 262135 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.87 | 8/20/2029 | 441000 | 446090 |
| &nbsp;&nbsp;&nbsp; Bayview Opportunity Master Fund VII LLC, Ser. 2024-CAR1, Cl. A, (1 Month <br> SOFR +1.10%)<sup>(b),(c)</sup> <br>| 5.45 | 12/26/2031 | 643170 | 645238 |
| Bayview Opportunity Master Fund VII Trust, Ser. 2024-SN1, Cl. C<sup>(b)</sup> <br>| 5.83 | 12/15/2028 | 1052000 | 1063113 |
| Carvana Auto Receivables Trust, Ser. 2021-N1, Cl. C | 1.30 | 1/10/2028 | 752498 | 735583 |
| Carvana Auto Receivables Trust, Ser. 2024-P4, Cl. A4 | 4.74 | 12/10/2030 | 2405000 | 2422162 |
| Chesapeake Funding II LLC, Ser. 2023-2A, Cl. A1<sup>(b)</sup> <br>| 6.16 | 10/15/2035 | 615590 | 622741 |
| Enterprise Fleet Financing LLC, Ser. 2025-2, Cl. A3<sup>(b)</sup> <br>| 4.41 | 6/20/2029 | 2031000 | 2033338 |
| Exeter Automobile Receivables Trust, Ser. 2025-1A, Cl. C | 5.09 | 5/15/2031 | 11144000 | 11209532 |
| Ford Credit Auto Owner Trust, Ser. 2024-1, Cl. A<sup>(b)</sup> <br>| 4.87 | 8/15/2036 | 2394000 | 2434848 |
| Huntington Bank Auto Credit-Linked, Ser. 2024-2, Cl. B1<sup>(b)</sup> <br>| 5.44 | 10/20/2032 | 761546 | 766833 |
| Huntington Bank Auto Credit-Linked Notes, Ser. 2025-1, Cl. B<sup>(b)</sup> <br>| 4.96 | 3/21/2033 | 2556660 | 2558763 |
| Merchants Fleet Funding LLC, Ser. 2024-1A, Cl. D<sup>(b)</sup> <br>| 6.85 | 4/20/2037 | 2980000 | 3008169 |
| Octane Receivables Trust, Ser. 2024-3A, Cl. A2<sup>(b)</sup> <br>| 4.94 | 5/20/2030 | 983698 | 985389 |
| OSCAR US Funding XVI LLC, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 5.54 | 2/10/2028 | 1803000 | 1815287 |
| Santander Drive Auto Receivables Trust, Ser. 2025-1, Cl. C | 5.04 | 3/17/2031 | 4215000 | 4253006 |
| Santander Drive Auto Receivables Trust, Ser. 2025-3, Cl. C | 4.68 | 9/15/2031 | 1844000 | 1841277 |
| US Bank NA, Ser. 2023-1, Cl. B<sup>(b)</sup> <br>| 6.79 | 8/25/2032 | 157117 | 158819 |
| Westlake Automobile Receivables Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.14 | 10/15/2030 | 2435000 | 2458237 |

---

**4**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Asset-Backed Certificates/Auto Receivables — 2.0% (continued)** | **Asset-Backed Certificates/Auto Receivables — 2.0% (continued)** | **Asset-Backed Certificates/Auto Receivables — 2.0% (continued)** | **Asset-Backed Certificates/Auto Receivables — 2.0% (continued)** | **Asset-Backed Certificates/Auto Receivables — 2.0% (continued)** |
| Westlake Automobile Receivables Trust, Ser. 2025-2A, Cl. D<sup>(b)</sup> <br>| 5.08 | 5/15/2031 | 3207000 | 3210890 |
| World Omni Auto Receivables Trust, Ser. 2024-C, Cl. A3 | 4.43 | 12/17/2029 | 2677000 | 2681698 |
|  |  |  |  | **48350846** |
| **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 SOFR <br> +1.60%)<sup>(b),(c)</sup> <br>| 5.95 | 8/25/2054 | 5126508 | 5141461 |
| RCKT Mortgage Trust, Ser. 2024-CES2, Cl. A2<sup>(b)</sup> <br>| 6.39 | 4/25/2044 | 1441865 | 1453603 |
|  |  |  |  | **6595064** |
| **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 | 1632546 | 1488814 |
| &nbsp;&nbsp;&nbsp; SMB Private Education Loan Trust, Ser. 2017-B, Cl. A2B, (1 Month TSFR <br> +0.86%)<sup>(b),(c)</sup> <br>| 5.21 | 10/15/2035 | 9707 | 9693 |
|  |  |  |  | **1498507** |
| **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** | **Automobiles & Components — 1.3%** |
| Clarios Global LP/Clarios US Finance Co., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.75 | 2/15/2030 | 2170000 | 2238691 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 4.54 | 8/1/2026 | 3004000 | 2979356 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.80 | 3/5/2027 | 2491000 | 2505775 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.92 | 3/20/2028 | 6901000 | 6958269 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.63 | 4/4/2032 | 5007000 | 5089034 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.90 | 1/7/2035 | 5839000 | 5896644 |
| Tenneco, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.00 | 11/17/2028 | 2375000 | 2359066 |
| The Goodyear Tire & Rubber Company, Gtd. Notes<sup>(d)</sup> <br>| 5.00 | 7/15/2029 | 4660000 | 4524283 |
|  |  |  |  | **32551118** |
| **Banks — 8.5%** | **Banks — 8.5%** | **Banks — 8.5%** | **Banks — 8.5%** | **Banks — 8.5%** |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 3/5/2029 | 5190000 | 5128094 |
| Bank of America Corp., Sr. Unscd. Notes | 5.29 | 4/25/2034 | 12262000 | 12496116 |
| Bank of America Corp., Sr. Unscd. Notes | 5.47 | 1/23/2035 | 2261000 | 2321359 |
| Bank of America Corp., Sub. Notes | 5.52 | 10/25/2035 | 6260000 | 6268888 |
| Bank of Montreal, Jr. Sub. Notes, Ser. 6 | 6.88 | 11/26/2085 | 8400000 | 8437800 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.64 | 5/7/2028 | 12011000 | 12025842 |
| Citigroup, Inc., Sub. Notes | 6.02 | 1/24/2036 | 5616000 | 5757525 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.72 | 7/23/2032 | 3648000 | 3764951 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.84 | 1/23/2030 | 1264000 | 1305503 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 6.65 | 4/25/2035 | 1712000 | 1853382 |
| Danske Bank A/S, Sr. Notes<sup>(b)</sup> <br>| 5.71 | 3/1/2030 | 6259000 | 6479744 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.27 | 1/15/2031 | 3577000 | 3652590 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 10300000 | 9197351 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 5.30 | 7/24/2029 | 3656000 | 3744158 |
| JPMorgan Chase & Co., Sub. Notes | 5.72 | 9/14/2033 | 13495000 | 14067168 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 6852000 | 6832436 |
| Morgan Stanley, Sub. Notes | 2.48 | 9/16/2036 | 9465000 | 8070498 |
| Morgan Stanley, Sub. Notes | 4.35 | 9/8/2026 | 2500000 | 2494065 |
| Royal Bank of Canada, Jr. Sub. Notes | 6.75 | 8/24/2085 | 5995000 | 6075932 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.50 | 3/9/2029 | 875000 | 911190 |
| State Street Corp., Jr. Sub. Notes, Ser. I<sup>(e)</sup> <br>| 6.70 | 3/15/2029 | 3436000 | 3551092 |
| The Bank of Nova Scotia, Jr. Sub. Notes | 7.35 | 4/27/2085 | 5835000 | 5970969 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.69 | 6/5/2028 | 700000 | 689820 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 1205000 | 1182999 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.48 | 8/23/2028 | 1810000 | 1810102 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.94 | 4/23/2028 | 11925000 | 11999914 |

---

**5**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Banks — 8.5% (continued)** | **Banks — 8.5% (continued)** | **Banks — 8.5% (continued)** | **Banks — 8.5% (continued)** | **Banks — 8.5% (continued)** | **Banks — 8.5% (continued)** |
| The Goldman Sachs Group, Inc., Sub. Notes |  | 6.75 | 10/1/2037 | 9810000 | 10778439 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes |  | 5.30 | 1/21/2028 | 2278000 | 2305047 |
| The PNC Financial Services Group, Inc., Sr. Unscd. Notes |  | 6.62 | 10/20/2027 | 2252000 | 2305654 |
| Truist Bank, Sub. Notes |  | 4.63 | 9/17/2029 | 6880000 | 6828357 |
| Truist Financial Corp., Sr. Unscd. Notes |  | 5.71 | 1/24/2035 | 9695000 | 10034971 |
| U.S. Bancorp, Sr. Unscd. Notes |  | 5.68 | 1/23/2035 | 3734000 | 3871012 |
| U.S. Bancorp, Sr. Unscd. Notes |  | 5.84 | 6/12/2034 | 1165000 | 1222249 |
| UBS Group AG, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 3.09 | 5/14/2032 | 722000 | 656151 |
| UBS Group AG, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.70 | 2/8/2035 | 2399000 | 2486952 |
| UBS Group AG, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.54 | 8/12/2033 | 914000 | 995582 |
| Wells Fargo & Co., Sr. Unscd. Notes |  | 5.20 | 1/23/2030 | 2257000 | 2305480 |
| Wells Fargo & Co., Sr. Unscd. Notes |  | 5.39 | 4/24/2034 | 6330000 | 6478766 |
| Wells Fargo & Co., Sr. Unscd. Notes |  | 5.57 | 7/25/2029 | 3779000 | 3891752 |
| Wells Fargo & Co., Sr. Unscd. Notes |  | 6.49 | 10/23/2034 | 6190000 | 6769882 |
|  |  |  |  |  | **207019782** |
| **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** | **Beverage Products — .1%** |
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes |  | 4.70 | 2/1/2036 | 1385000 | **1343729** |
| **Building Materials — .2%** | **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 | 351139 |
| Smyrna Ready Mix Concrete LLC, Sr. Scd. Notes<sup>(b)</sup> <br>|  | 8.88 | 11/15/2031 | 4837000 | 5094894 |
|  |  |  |  |  | **5446033** |
| **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** | **Chemicals — 1.1%** |
| Braskem Netherlands Finance BV, Gtd. Notes<sup>(b),(d)</sup> <br>|  | 8.00 | 10/15/2034 | 3951000 | 2813112 |
| Celanese US Holdings LLC, Gtd. Bonds<sup>(d)</sup> <br>| EUR | 5.59 | 1/19/2029 | 4000000 | 4813971 |
| Celanese US Holdings LLC, Gtd. Notes |  | 7.05 | 11/15/2030 | 2381000 | 2481894 |
| INEOS Quattro Finance 2 PLC, Sr. Scd. Notes<sup>(b),(d)</sup> <br>|  | 9.63 | 3/15/2029 | 4681000 | 4772139 |
| Olin Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.63 | 4/1/2033 | 4645000 | 4525861 |
| Sasol Financing USA LLC, Gtd. Notes |  | 5.50 | 3/18/2031 | 4288000 | 3573140 |
| Syensqo Finance America LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 5.85 | 6/4/2034 | 3672000 | 3769609 |
|  |  |  |  |  | **26749726** |
| **Collateralized Loan Obligations Debt — 4.2%** | **Collateralized Loan Obligations Debt — 4.2%** | **Collateralized Loan Obligations Debt — 4.2%** | **Collateralized Loan Obligations Debt — 4.2%** | **Collateralized Loan Obligations Debt — 4.2%** | **Collateralized Loan Obligations Debt — 4.2%** |
| Antares Ltd. CLO, Ser. 2017-1A, Cl. CRR, (3 Month TSFR +2.25%)<sup>(b),(c)</sup> <br>|  | 6.58 | 1/20/2037 | 4000000 | 4022840 |
| Apidos XXV CLO, Ser. 2016-25A, Cl. A1R3, (3 Month TSFR +1.14%)<sup>(b),(c)</sup> <br>|  | 5.47 | 1/20/2037 | 3333333 | 3326026 |
| Apidos XXXIX Ltd. CLO, Ser. 2022-39A, Cl. A1, (3 Month TSFR +1.30%)<sup>(b),(c)</sup> <br>|  | 5.63 | 4/21/2035 | 5000000 | 5004710 |
| Ares XLIX Ltd. CLO, Ser. 2018-49A, Cl. XR, (3 Month TSFR +1.10%)<sup>(b),(c)</sup> <br>|  | 5.43 | 10/22/2036 | 5750000 | 5751961 |
| &nbsp;&nbsp;&nbsp; BlackRock Shasta XIII LLC CLO, Ser. 2024-1A, Cl. A1, (3 Month TSFR <br> +1.85%)<sup>(b),(c)</sup> <br>|  | 6.17 | 7/15/2036 | 6000000 | 6034038 |
| CARLYLE US Ltd. CLO, Ser. 2021-6A, Cl. A1R, (3 Month TSFR +1.29%)<sup>(b),(c)</sup> <br>|  | 5.61 | 1/15/2038 | 5900000 | 5916915 |
| &nbsp;&nbsp;&nbsp; Cedar Funding VIII Ltd. CLO, Ser. 2017-8A, Cl. DRR, (3 Month TSFR <br> +2.95%)<sup>(b),(c)</sup> <br>|  | 7.27 | 1/17/2038 | 4439232 | 4429506 |
| &nbsp;&nbsp;&nbsp; Cerberus Loan Funding XLV LLC, Ser. 2024-1A, Cl. A, (3 Month TSFR <br> +1.90%)<sup>(b),(c)</sup> <br>|  | 6.22 | 4/15/2036 | 5000000 | 5015295 |
| &nbsp;&nbsp;&nbsp; Cerberus Loan Funding XXXIX LP, Ser. 2022-3A, Cl. AR, (3 Month TSFR <br> +1.40%)<sup>(b),(c)</sup> <br>|  | 5.72 | 1/15/2033 | 2038367 | 2043139 |
| &nbsp;&nbsp;&nbsp; Churchill MMSLF IV Ltd. CLO, Ser. 2024-3A, Cl. A, (3 Month TSFR <br> +1.60%)<sup>(b),(c)</sup> <br>|  | 5.93 | 10/22/2035 | 6000000 | 6016734 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities IX Ltd. CLO, Ser. 2017-9A, Cl. A1TR, (3 Month <br> TSFR +1.81%)<sup>(b),(c)</sup> <br>|  | 6.13 | 10/15/2033 | 1800000 | 1810438 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities XXXV Ltd. CLO, Ser. 2025-35A, Cl. A1, (3 Month <br> TSFR +1.40%)<sup>(b),(c)</sup> <br>|  | 5.73 | 7/20/2033 | 3082089 | 3082598 |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Collateralized Loan Obligations Debt — 4.2% (continued)** | **Collateralized Loan Obligations Debt — 4.2% (continued)** | **Collateralized Loan Obligations Debt — 4.2% (continued)** | **Collateralized Loan Obligations Debt — 4.2% (continued)** | **Collateralized Loan Obligations Debt — 4.2% (continued)** |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners Ltd. CLO, Ser. 2020-47A, Cl. CR, (3 Month TSFR <br> +2.40%)<sup>(b),(c)</sup> <br>| 6.66 | 8/5/2037 | 5481000 | 5513469 |
| &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>| 6.03 | 4/20/2037 | 340000 | 339367 |
| &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>| 5.91 | 1/22/2037 | 7850000 | 7867121 |
| LCM 37 Ltd. CLO, Ser. 37A, Cl. A1R, (3 Month TSFR +1.06%)<sup>(b),(c)</sup> <br>| 5.38 | 4/15/2034 | 5271399 | 5271325 |
| MCF VIII Ltd. CLO, Ser. 2018-1A, Cl. AR, (3 Month TSFR +1.95%)<sup>(b),(c)</sup> <br>| 6.28 | 4/18/2036 | 4550000 | 4577082 |
| MCF VIII Ltd. CLO, Ser. 2018-1A, Cl. CR, (3 Month TSFR +3.10%)<sup>(b),(c)</sup> <br>| 7.43 | 4/18/2036 | 6500000 | 6556875 |
| MF1 Ltd. CLO, Ser. 2021-FL7, Cl. AS, (1 Month TSFR +1.56%)<sup>(b),(c)</sup> <br>| 5.91 | 10/16/2036 | 6578500 | 6526982 |
| MF1 Ltd. CLO, Ser. 2022-FL8, Cl. A, (1 Month TSFR +1.35%)<sup>(b),(c)</sup> <br>| 5.70 | 2/19/2037 | 2501547 | 2502408 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers 47 Ltd. CLO, Ser. 2022-47A, Cl. A, (3 Month <br> TSFR +1.30%)<sup>(b),(c)</sup> <br>| 5.62 | 4/14/2035 | 5680688 | 5692822 |
| OWL Rock XXI LLC CLO, Ser. 2025-21A, Cl. A, (3 Month TSFR +1.40%)<sup>(b),(c)</sup> <br>| 5.72 | 7/24/2034 | 4241071 | 4246771 |
|  |  |  |  | **101548422** |
| **Commercial & Professional Services — 1.0%** | **Commercial & Professional Services — 1.0%** | **Commercial & Professional Services — 1.0%** | **Commercial & Professional Services — 1.0%** | **Commercial & Professional Services — 1.0%** |
| Albion Financing 1 Sarl/Aggreko Holdings, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 7.00 | 5/21/2030 | 3523000 | 3634982 |
| Ashtead Capital, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.00 | 5/1/2028 | 1386000 | 1359990 |
| Ashtead Capital, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.95 | 10/15/2033 | 2656000 | 2757564 |
| Belron UK Finance PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.75 | 10/15/2029 | 720000 | 727207 |
| DP World Ltd./United Arab Emirates, Sr. Unscd. Notes | 6.85 | 7/2/2037 | 690000 | 767049 |
| ERAC USA Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.20 | 10/30/2034 | 2830000 | 2873496 |
| Global Payments, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.40 | 8/15/2032 | 1159000 | 1174574 |
| Herc Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.50 | 7/15/2027 | 1292000 | 1287762 |
| President & Fellows of Harvard College, Unscd. Bonds | 3.30 | 7/15/2056 | 4400000 | 2991204 |
| The Leland Stanford Junior University, Unscd. Bonds | 2.41 | 6/1/2050 | 5170000 | 3056089 |
| Triton Container International Ltd., Gtd. Notes<sup>(b)</sup> <br>| 3.15 | 6/15/2031 | 1146000 | 994805 |
| Williams Scotsman, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.63 | 6/15/2029 | 2180000 | 2235771 |
| Yale University, Unscd. Bonds, Ser. 2020 | 2.40 | 4/15/2050 | 1241000 | 735975 |
|  |  |  |  | **24596468** |
| **Commercial Mortgage Pass-Through Certificates — 3.6%** | **Commercial Mortgage Pass-Through Certificates — 3.6%** | **Commercial Mortgage Pass-Through Certificates — 3.6%** | **Commercial Mortgage Pass-Through Certificates — 3.6%** | **Commercial Mortgage Pass-Through Certificates — 3.6%** |
| Angel Oak Mortgage Trust, Ser. 2024-3, Cl. A2<sup>(b)</sup> <br>| 4.80 | 11/26/2068 | 340487 | 335393 |
| BANK5 Trust, Ser. 2024-5YR12, Cl. A2 | 5.42 | 12/15/2057 | 11436000 | 11707230 |
| Benchmark Mortgage Trust, Ser. 2024-V11, Cl. A2 | 5.42 | 11/15/2057 | 5420069 | 5554360 |
| BRAVO Residential Funding Trust, Ser. 2023-NQM5, Cl. A2<sup>(b)</sup> <br>| 6.86 | 6/25/2063 | 894745 | 900588 |
| Brean Asset Backed Securities Trust, Ser. 2025-RM11, Cl. A1<sup>(b)</sup> <br>| 4.75 | 5/25/2065 | 6134381 | 5952677 |
| BXHPP Trust, Ser. 2021-FILM, Cl. C, (1 Month TSFR +1.21%)<sup>(b),(c)</sup> <br>| 5.56 | 8/15/2036 | 1181000 | 1064053 |
| COLT Mortgage Loan Trust, Ser. 2023-3, Cl. A2<sup>(b)</sup> <br>| 7.43 | 9/25/2068 | 1959496 | 1984215 |
| COLT Mortgage Loan Trust, Ser. 2025-3, Cl. A1<sup>(b)</sup> <br>| 5.35 | 3/25/2070 | 2307739 | 2305522 |
| COLT Mortgage Loan Trust, Ser. 2025-8, Cl. A1<sup>(b)</sup> <br>| 5.48 | 8/25/2070 | 3136794 | 3137593 |
| Commercial Mortgage Trust, Ser. 2020-CX, Cl. D<sup>(b)</sup> <br>| 2.68 | 11/10/2046 | 705000 | 573842 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A2<sup>(b)</sup> <br>| 6.42 | 4/25/2069 | 825397 | 830466 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A3<sup>(b)</sup> <br>| 6.52 | 4/25/2069 | 1068475 | 1073487 |
| Cross Mortgage Trust, Ser. 2024-H3, Cl. A2<sup>(b)</sup> <br>| 6.58 | 6/25/2069 | 2320355 | 2340416 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A1<sup>(b)</sup> <br>| 5.36 | 3/25/2070 | 1568446 | 1565249 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A2<sup>(b)</sup> <br>| 5.46 | 3/25/2070 | 3320119 | 3310910 |
| Hudson Yards Mortgage Trust, Ser. 2025-SPRL, Cl. C<sup>(b)</sup> <br>| 5.95 | 1/13/2040 | 1038000 | 1065376 |
| Imperial Fund Mortgage Trust, Ser. 2023-NQM1, Cl. A1<sup>(b)</sup> <br>| 5.94 | 2/25/2068 | 935612 | 934807 |
| IRV Trust, Ser. 2025-200P, Cl. C<sup>(b)</sup> <br>| 5.73 | 3/14/2047 | 1062865 | 1052396 |
| JPMorgan Mortgage Trust, Ser. 2024-CES1, Cl. A2<sup>(b)</sup> <br>| 6.15 | 6/25/2054 | 1905618 | 1917105 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Ser. 2025-5C1, Cl. A2 | 4.91 | 3/15/2058 | 5656000 | 5690748 |

---

**7**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — 3.6% (continued)** | **Commercial Mortgage Pass-Through Certificates — 3.6% (continued)** | **Commercial Mortgage Pass-Through Certificates — 3.6% (continued)** | **Commercial Mortgage Pass-Through Certificates — 3.6% (continued)** | **Commercial Mortgage Pass-Through Certificates — 3.6% (continued)** |
| New Residential Mortgage Loan Trust, Ser. 2021-NQ2R, Cl. A1<sup>(b)</sup> <br>| 0.94 | 10/25/2058 | 665757 | 633390 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, Cl. A1<sup>(b)</sup> <br>| 2.28 | 4/25/2061 | 5159467 | 4550866 |
| New Residential Mortgage Loan Trust, Ser. 2024-NQM3, Cl. A1<sup>(b)</sup> <br>| 5.47 | 11/25/2064 | 2708139 | 2708543 |
| New Residential Mortgage Loan Trust, Ser. 2025-NQM2, Cl. A1<sup>(b)</sup> <br>| 5.57 | 4/25/2065 | 6644089 | 6671813 |
| NY Commercial Mortgage Trust, Ser. 2025-299P, Cl. A<sup>(b)</sup> <br>| 5.66 | 2/10/2047 | 1003000 | 1034885 |
| NYMT Loan Trust, Ser. 2024-BPL2, Cl. A1<sup>(b)</sup> <br>| 6.51 | 5/25/2039 | 4605000 | 4647079 |
| NYMT Loan Trust, Ser. 2025-CP1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 11/25/2069 | 1805362 | 1730277 |
| OBX Trust, Ser. 2024-NQM18, Cl. A1<sup>(b)</sup> <br>| 5.41 | 10/25/2064 | 1643930 | 1639325 |
| PRPM LLC, Ser. 2025-RPL4, Cl. A1<sup>(b)</sup> <br>| 3.00 | 5/25/2055 | 3132257 | 2924578 |
| PRPM LLC, Ser. 2025-RPL4, Cl. A2<sup>(b)</sup> <br>| 3.00 | 5/25/2055 | 1819702 | 1608798 |
| Toorak Mortgage Trust, Ser. 2025-RRTL1, Cl. A1<sup>(b)</sup> <br>| 5.52 | 2/25/2040 | 3652909 | 3644758 |
| Towd Point Mortgage Trust, Ser. 2023-1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 1/25/2063 | 862238 | 830279 |
| Verus Securitization Trust, Ser. 2024-9, Cl. A1<sup>(b)</sup> <br>| 5.44 | 11/25/2069 | 2140022 | 2138163 |
|  |  |  |  | **88059187** |
| **Consumer Discretionary — 1.2%** | **Consumer Discretionary — 1.2%** | **Consumer Discretionary — 1.2%** | **Consumer Discretionary — 1.2%** | **Consumer Discretionary — 1.2%** |
| Brightstar Lottery PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.25 | 1/15/2029 | 5625000 | 5585800 |
| Carnival Corp., Gtd. Notes<sup>(b)</sup> <br>| 6.00 | 5/1/2029 | 1310000 | 1322436 |
| D.R. Horton, Inc., Gtd. Notes | 5.50 | 10/15/2035 | 7347000 | 7455608 |
| Flutter Treasury DAC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 5.88 | 6/4/2031 | 1632000 | 1643783 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 3.50 | 8/18/2026 | 5000000 | 4927266 |
| NCL Corp. Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.75 | 2/1/2032 | 5578000 | 5732764 |
| Wynn Macau Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.63 | 8/26/2028 | 2235000 | 2212012 |
|  |  |  |  | **28879669** |
| **Diversified Financials — .7%** | **Diversified Financials — .7%** | **Diversified Financials — .7%** | **Diversified Financials — .7%** | **Diversified Financials — .7%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.50 | 1/31/2056 | 2414000 | 2449520 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 6.95 | 3/10/2055 | 778000 | 814384 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 9/15/2030 | 4445000 | 4438924 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 10/1/2031 | 1539000 | 1581062 |
| Capital One Financial Corp., Sub. Notes | 6.18 | 1/30/2036 | 2264000 | 2325336 |
| LSEGA Financing PLC, Gtd. Notes<sup>(b)</sup> <br>| 2.50 | 4/6/2031 | 291000 | 258299 |
| Macquarie Airfinance Holdings Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 3/27/2028 | 4971000 | 5021083 |
| Nasdaq, Inc., Sr. Unscd. Notes | 5.35 | 6/28/2028 | 941000 | 966568 |
|  |  |  |  | **17855176** |
| **Energy — 6.7%** | **Energy — 6.7%** | **Energy — 6.7%** | **Energy — 6.7%** | **Energy — 6.7%** |
| Azule Energy Finance PLC, Gtd. Notes<sup>(b)</sup> <br>| 8.13 | 1/23/2030 | 2220000 | 2238157 |
| Cheniere Energy Partners LP, Gtd. Notes | 4.50 | 10/1/2029 | 6000000 | 5938138 |
| Cheniere Energy Partners LP, Gtd. Notes<sup>(b)</sup> <br>| 5.55 | 10/30/2035 | 2142000 | 2154021 |
| Cheniere Energy, Inc., Sr. Unscd. Notes | 5.65 | 4/15/2034 | 1317000 | 1340360 |
| CITGO Petroleum Corp., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.38 | 1/15/2029 | 5449000 | 5664274 |
| Coterra Energy, Inc., Sr. Unscd. Notes | 5.90 | 2/15/2055 | 5071000 | 4723459 |
| CVR Energy, Inc., Gtd. Bonds<sup>(b)</sup> <br>| 5.75 | 2/15/2028 | 3388000 | 3251524 |
| DT Midstream, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.80 | 12/15/2034 | 4376000 | 4454624 |
| DT Midstream, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.30 | 4/15/2032 | 2982000 | 2791405 |
| Ecopetrol SA, Sr. Unscd. Notes | 7.75 | 2/1/2032 | 2370000 | 2361586 |
| Empresa Nacional del Petroleo, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.95 | 7/30/2034 | 681000 | 695948 |
| Enbridge, Inc., Sub. Notes | 7.38 | 3/15/2055 | 5806000 | 6058967 |
| Energy Transfer LP, Sr. Unscd. Notes | 6.25 | 4/15/2049 | 1920000 | 1895509 |
| Eni SpA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.75 | 5/19/2035 | 1634000 | 1668616 |
| Enterprise Products Operating LLC, Gtd. Notes, Ser. E | 5.25 | 8/16/2077 | 2360000 | 2339673 |
| Geopark Ltd., Gtd. Notes<sup>(b)</sup> <br>| 8.75 | 1/31/2030 | 1992000 | 1723707 |

---

**8**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Energy — 6.7% (continued)** | **Energy — 6.7% (continued)** | **Energy — 6.7% (continued)** | **Energy — 6.7% (continued)** | **Energy — 6.7% (continued)** | **Energy — 6.7% (continued)** |
| Global Partners LP/GLP Finance Corp., Gtd. Notes |  | 6.88 | 1/15/2029 | 1224000 | 1240517 |
| Global Partners LP/GLP Finance Corp., Gtd. Notes<sup>(b)</sup> <br>|  | 8.25 | 1/15/2032 | 6342000 | 6655358 |
| Harbour Energy PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.33 | 4/1/2035 | 6065000 | 6072878 |
| Hess Midstream Operations LP, Gtd. Notes<sup>(b)</sup> <br>|  | 5.50 | 10/15/2030 | 1215000 | 1221227 |
| Howard Midstream Energy Partners LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 7.38 | 7/15/2032 | 4437000 | 4591501 |
| Ithaca Energy North Sea PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 8.13 | 10/15/2029 | 5530000 | 5714763 |
| Kinder Morgan, Inc., Gtd. Bonds |  | 5.15 | 6/1/2030 | 2163000 | 2207946 |
| Kinetik Holdings LP, Gtd. Notes<sup>(b),(d)</sup> <br>|  | 5.88 | 6/15/2030 | 5735000 | 5744916 |
| Marathon Petroleum Corp., Sr. Unscd. Notes |  | 5.70 | 3/1/2035 | 8025000 | 8146107 |
| Medco Cypress Tree Pte Ltd., Sr. Scd. Bonds<sup>(b)</sup> <br>|  | 8.63 | 5/19/2030 | 2300000 | 2402425 |
| MPLX LP, Sr. Unscd. Notes |  | 4.13 | 3/1/2027 | 855000 | 849185 |
| MPLX LP, Sr. Unscd. Notes |  | 5.20 | 12/1/2047 | 1180000 | 1024170 |
| NGPL PipeCo LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 3.25 | 7/15/2031 | 2644000 | 2348707 |
| NGPL PipeCo LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 7.77 | 12/15/2037 | 6792000 | 7690699 |
| ONEOK, Inc., Gtd. Notes |  | 5.80 | 11/1/2030 | 1366000 | 1425891 |
| ONEOK, Inc., Gtd. Notes |  | 6.10 | 11/15/2032 | 779000 | 823908 |
| Pertamina Hulu Energi PT, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.25 | 5/21/2030 | 5999000 | 6081726 |
| Petroleos del Peru SA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 4.75 | 6/19/2032 | 6220000 | 4975845 |
| Petroleos Mexicanos, Gtd. Notes |  | 6.50 | 3/13/2027 | 5665000 | 5670775 |
| Phillips 66, Gtd. Notes |  | 4.88 | 11/15/2044 | 3895000 | 3379926 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 5.03 | 10/1/2029 | 2093000 | 2091903 |
| Targa Resources Corp., Gtd. Notes |  | 5.55 | 8/15/2035 | 9435000 | 9460648 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>|  | 5.00 | 1/15/2028 | 1136000 | 1134973 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa Resources Partners Finance Corp., Gtd. <br> Notes<br>|  | 5.50 | 3/1/2030 | 5070000 | 5146395 |
| Tecpetrol SA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 7.63 | 1/22/2033 | 3755000 | 3864646 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes<sup>(b)</sup> <br>|  | 3.88 | 11/1/2033 | 5505000 | 4808011 |
| Venture Global LNG, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>|  | 8.13 | 6/1/2028 | 3145000 | 3258168 |
| Venture Global Plaquemines LNG LLC, Sr. Scd. Notes<sup>(b)</sup> <br>|  | 6.50 | 1/15/2034 | 855000 | 880117 |
| Viper Energy Partners LLC, Gtd. Bonds |  | 5.70 | 8/1/2035 | 2315000 | 2302325 |
| YPF SA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 8.75 | 9/11/2031 | 2160000 | 2252919 |
|  |  |  |  |  | **162768543** |
| **Food Products — .7%** | **Food Products — .7%** | **Food Products — .7%** | **Food Products — .7%** | **Food Products — .7%** | **Food Products — .7%** |
| Froneri Lux FinCo Sarl, Sr. Scd. Notes<sup>(b)</sup> <br>|  | 6.00 | 8/1/2032 | 6350000 | 6331279 |
| MARB BondCo PLC, Gtd. Bonds<sup>(b)</sup> <br>|  | 3.95 | 1/29/2031 | 898000 | 797977 |
| The J.M. Smucker Company, Sr. Unscd. Notes |  | 4.25 | 3/15/2035 | 6000000 | 5564660 |
| The J.M. Smucker Company, Sr. Unscd. Notes |  | 6.50 | 11/15/2053 | 921000 | 986018 |
| Viking Baked Goods Acquisition Corp., Sr. Scd. Notes<sup>(b)</sup> <br>|  | 8.63 | 11/1/2031 | 4451000 | 4375414 |
|  |  |  |  |  | **18055348** |
| **Foreign Governmental — 3.2%** | **Foreign Governmental — 3.2%** | **Foreign Governmental — 3.2%** | **Foreign Governmental — 3.2%** | **Foreign Governmental — 3.2%** | **Foreign Governmental — 3.2%** |
| Argentine Republic, Sr. Unscd. Bonds<sup>(f)</sup> <br>|  | 4.88 | 7/9/2041 | 3625000 | 2214875 |
| Brazil, Sr. Unscd. Notes |  | 5.50 | 11/6/2030 | 7150000 | 7167518 |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | BRL | 10.00 | 1/1/2029 | 15000 | 2433 |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | BRL | 10.00 | 1/1/2033 | 115000000 | 17056923 |
| Colombia, Sr. Unscd. Bonds |  | 7.38 | 4/25/2030 | 5610000 | 5890500 |
| Eagle Funding Luxco, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.50 | 8/17/2030 | 5412000 | 5443119 |
| Gabon, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 7.00 | 11/24/2031 | 2200000 | 1795647 |
| Israel, Sr. Unscd. Notes, Ser. 30Y |  | 5.75 | 3/12/2054 | 2650000 | 2471609 |
| Japan (30 Year Issue), Bonds, Ser. 83 | JPY | 2.20 | 6/20/2054 | 1355000000 | 7542461 |

---

**9**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Foreign Governmental — 3.2% (continued)** | **Foreign Governmental — 3.2% (continued)** | **Foreign Governmental — 3.2% (continued)** | **Foreign Governmental — 3.2% (continued)** | **Foreign Governmental — 3.2% (continued)** | **Foreign Governmental — 3.2% (continued)** |
| Japan (30 Year Issue), Bonds, Ser. 86 | JPY | 2.40 | 3/20/2055 | 1355000000 | 7873769 |
| Mexico, Sr. Unscd. Notes |  | 6.63 | 1/29/2038 | 4147000 | 4179139 |
| Republic of Peru, Sr. Unscd. Notes |  | 6.20 | 6/30/2055 | 6432000 | 6460944 |
| Romania, Bonds<sup>(b)</sup> <br>|  | 6.63 | 5/16/2036 | 3600000 | 3605040 |
| Romania, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.75 | 3/24/2035 | 5740000 | 5452667 |
|  |  |  |  |  | **77156644** |
| **Forest Products & Paper — .1%** | **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 | **1916425** |
| **Health Care — 1.1%** | **Health Care — 1.1%** | **Health Care — 1.1%** | **Health Care — 1.1%** | **Health Care — 1.1%** | **Health Care — 1.1%** |
| Amgen, Inc., Sr. Unscd. Notes |  | 5.25 | 3/2/2030 | 693000 | 712163 |
| Amgen, Inc., Sr. Unscd. Notes |  | 5.65 | 3/2/2053 | 1659000 | 1605324 |
| Bayer US Finance II LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 4.63 | 6/25/2038 | 1807000 | 1601201 |
| Bayer US Finance LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 6.50 | 11/21/2033 | 2095000 | 2238635 |
| CVS Health Corp., Sr. Unscd. Notes |  | 1.30 | 8/21/2027 | 2627000 | 2459786 |
| GE HealthCare Technologies, Inc., Sr. Unscd. Notes |  | 4.80 | 8/14/2029 | 1919000 | 1941498 |
| HCA, Inc., Gtd. Notes |  | 3.13 | 3/15/2027 | 851000 | 832238 |
| HCA, Inc., Gtd. Notes |  | 5.45 | 9/15/2034 | 1904000 | 1912678 |
| Royalty Pharma PLC, Gtd. Notes |  | 2.15 | 9/2/2031 | 2258000 | 1935185 |
| Royalty Pharma PLC, Gtd. Notes |  | 2.20 | 9/2/2030 | 4242000 | 3752782 |
| STERIS Irish FinCo UnLtd. Co., Gtd. Notes |  | 2.70 | 3/15/2031 | 3944000 | 3533511 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes |  | 3.05 | 5/15/2041 | 2964000 | 2163133 |
| Zimmer Biomet Holdings, Inc., Sr. Unscd. Notes |  | 5.35 | 12/1/2028 | 2323000 | 2389685 |
|  |  |  |  |  | **27077819** |
| **Information Technology — .4%** | **Information Technology — .4%** | **Information Technology — .4%** | **Information Technology — .4%** | **Information Technology — .4%** | **Information Technology — .4%** |
| Fiserv, Inc., Sr. Unscd. Notes |  | 5.60 | 3/2/2033 | 795000 | 817423 |
| Oracle Corp., Sr. Unscd. Notes |  | 5.38 | 9/27/2054 | 7580000 | 6833391 |
| VMware LLC, Sr. Unscd. Notes |  | 2.20 | 8/15/2031 | 3657000 | 3166994 |
|  |  |  |  |  | **10817808** |
| **Insurance — .7%** | **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 | 1647328 |
| Allianz SE, Jr. Sub. Notes<sup>(b),(e)</sup> <br>|  | 3.50 | 11/17/2025 | 1600000 | 1582045 |
| American International Group, Inc., Sr. Unscd. Notes |  | 4.38 | 6/30/2050 | 4150000 | 3435072 |
| American International Group, Inc., Sr. Unscd. Notes |  | 4.85 | 5/7/2030 | 976000 | 989652 |
| Corebridge Financial, Inc., Jr. Sub. Notes |  | 6.38 | 9/15/2054 | 4149000 | 4152729 |
| Corebridge Financial, Inc., Sr. Unscd. Notes |  | 5.75 | 1/15/2034 | 387000 | 401855 |
| Nippon Life Insurance Co., Sub. Notes<sup>(b)</sup> <br>|  | 6.50 | 4/30/2055 | 766000 | 802350 |
| The Allstate Corp., Jr. Sub. Bonds |  | 6.50 | 5/15/2057 | 2325000 | 2382820 |
| Unum Group, Sr. Unscd. Notes |  | 6.00 | 6/15/2054 | 1243000 | 1212058 |
|  |  |  |  |  | **16605909** |
| **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** | **Internet Software & Services — .1%** |
| Snap, Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 6.88 | 3/1/2033 | 3319000 | **3405613** |
| **Materials — .5%** | **Materials — .5%** | **Materials — .5%** | **Materials — .5%** | **Materials — .5%** | **Materials — .5%** |
| Amcor Flexibles North America, Inc., Gtd. Notes<sup>(b)</sup> <br>|  | 5.10 | 3/17/2030 | 3513000 | 3565023 |
| &nbsp;&nbsp;&nbsp; Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance <br> PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 4.00 | 9/1/2029 | 584000 | 532437 |
| Canpack SA/Canpack US LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 3.88 | 11/15/2029 | 4890000 | 4558915 |
| Sealed Air Corp., Sr. Scd. Notes<sup>(b)</sup> <br>|  | 1.57 | 10/15/2026 | 3734000 | 3586970 |
| Smurfit Westrock Financing DAC, Gtd. Notes |  | 5.42 | 1/15/2035 | 1137000 | 1154880 |
|  |  |  |  |  | **13398225** |

---

**10**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Media — .9%** | **Media — .9%** | **Media — .9%** | **Media — .9%** | **Media — .9%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 5.38 | 5/1/2047 | 1446000 | 1226956 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 6.55 | 6/1/2034 | 4270000 | 4504785 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter Communications Operating <br> Capital Corp., Sr. Scd. Notes<br>| 6.83 | 10/23/2055 | 3765000 | 3753152 |
| Paramount Global, Sr. Unscd. Debs. | 5.85 | 9/1/2043 | 7552000 | 6708535 |
| Sirius XM Radio LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.00 | 7/15/2028 | 6060000 | 5771620 |
|  |  |  |  | **21965048** |
| **Metals & Mining — .8%** | **Metals & Mining — .8%** | **Metals & Mining — .8%** | **Metals & Mining — .8%** | **Metals & Mining — .8%** |
| Alumina Pty Ltd., Gtd. Bonds<sup>(b)</sup> <br>| 6.38 | 9/15/2032 | 4520000 | 4587696 |
| ArcelorMittal SA, Sr. Unscd. Notes | 7.00 | 10/15/2039 | 1702000 | 1883801 |
| Corp. Nacional del Cobre de Chile, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.30 | 9/8/2053 | 3735000 | 3662012 |
| Glencore Funding LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.19 | 4/1/2030 | 4967000 | 5049385 |
| Navoi Mining & Metallurgical Combinat, Sr. Unscd. Bonds<sup>(b)</sup> <br>| 6.75 | 5/14/2030 | 1709000 | 1753921 |
| Newmont Corp./Newcrest Finance Pty Ltd., Gtd. Notes | 3.25 | 5/13/2030 | 1171000 | 1109155 |
| Steel Dynamics, Inc., Sr. Unscd. Notes | 5.75 | 5/15/2055 | 2258000 | 2201133 |
|  |  |  |  | **20247103** |
| **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** | **Municipal Securities — .3%** |
| California, GO (Build America Bonds) | 7.30 | 10/1/2039 | 3705000 | 4256451 |
| University of Michigan, Revenue Bonds, Refunding, Ser. C | 3.60 | 4/1/2047 | 2449000 | 2023499 |
|  |  |  |  | **6279950** |
| **Real Estate — 3.2%** | **Real Estate — 3.2%** | **Real Estate — 3.2%** | **Real Estate — 3.2%** | **Real Estate — 3.2%** |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 5.25 | 3/15/2035 | 4624000 | 4592353 |
| Boston Properties LP, Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.75 | 1/15/2035 | 5600000 | 5635951 |
| Brixmor Operating Partnership LP, Sr. Unscd. Notes | 5.20 | 4/1/2032 | 5412000 | 5473866 |
| COPT Defense Properties LP, Gtd. Notes | 2.25 | 3/15/2026 | 5000000 | 4913493 |
| Cousins Properties LP, Gtd. Notes | 5.38 | 2/15/2032 | 4515000 | 4559703 |
| CubeSmart LP, Gtd. Notes | 3.00 | 2/15/2030 | 6420000 | 5976010 |
| EPR Properties, Gtd. Notes | 4.75 | 12/15/2026 | 5000000 | 4986910 |
| Extra Space Storage LP, Gtd. Notes | 2.35 | 3/15/2032 | 1582000 | 1348928 |
| Extra Space Storage LP, Gtd. Notes | 5.70 | 4/1/2028 | 860000 | 884275 |
| Healthcare Realty Holdings LP, Gtd. Notes | 3.50 | 8/1/2026 | 7500000 | 7407838 |
| Kite Realty Group LP, Sr. Unscd. Notes | 4.00 | 10/1/2026 | 1071000 | 1061406 |
| Kite Realty Group LP, Sr. Unscd. Notes | 4.95 | 12/15/2031 | 2393000 | 2395130 |
| Kite Realty Group LP, Sr. Unscd. Notes | 5.50 | 3/1/2034 | 407000 | 415034 |
| Omega Healthcare Investors, Inc., Gtd. Notes | 5.25 | 1/15/2026 | 4500000 | 4497188 |
| Phillips Edison Grocery Center Operating Partnership I LP, Gtd. Notes | 5.75 | 7/15/2034 | 2012000 | 2068133 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>| 2.59 | 10/15/2031 | 3251000 | 2819960 |
| Store Capital LLC, Sr. Unscd. Notes | 4.63 | 3/15/2029 | 2825000 | 2784265 |
| Store Capital LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.40 | 4/30/2030 | 5533000 | 5601462 |
| Ventas Realty LP, Gtd. Notes | 5.10 | 7/15/2032 | 4843000 | 4896895 |
| VICI Properties LP, Sr. Unscd. Notes | 4.75 | 4/1/2028 | 2049000 | 2061524 |
| Vornado Realty LP, Sr. Unscd. Notes | 2.15 | 6/1/2026 | 4625000 | 4497973 |
|  |  |  |  | **78878297** |
| **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** | **Retailing — .4%** |
| Advance Auto Parts, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.00 | 8/1/2030 | 1285000 | 1292342 |
| Advance Auto Parts, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.38 | 8/1/2033 | 1629000 | 1638750 |
| Asbury Automotive Group, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 2/15/2032 | 4791000 | 4535363 |

---

**11**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Retailing — .4% (continued)** | **Retailing — .4% (continued)** | **Retailing — .4% (continued)** | **Retailing — .4% (continued)** | **Retailing — .4% (continued)** |
| AutoZone, Inc., Sr. Unscd. Notes | 4.75 | 2/1/2033 | 2195000 | 2165800 |
| Macy's Retail Holdings LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 7.38 | 8/1/2033 | 1440000 | 1447285 |
|  |  |  |  | **11079540** |
| **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 | 4948738 |
| Foundry JV Holdco LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.30 | 1/25/2039 | 2452000 | 2527144 |
| Intel Corp., Sr. Unscd. Notes | 5.60 | 2/21/2054 | 7764000 | 6865066 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.30 | 1/15/2031 | 1347000 | 1375101 |
| Micron Technology, Inc., Sr. Unscd. Notes | 5.80 | 1/15/2035 | 5831000 | 5981097 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 3.25 | 5/11/2041 | 6525000 | 4787979 |
| NXP BV/NXP Funding LLC/NXP USA, Inc., Gtd. Notes | 4.30 | 6/18/2029 | 1708000 | 1690831 |
|  |  |  |  | **28175956** |
| **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 | **2283109** |
| **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** |
| Dell International LLC/EMC Corp., Gtd. Notes | 3.45 | 12/15/2051 | 1373000 | 939736 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.05 | 10/15/2026 | 1821000 | 1765207 |
|  |  |  |  | **2704943** |
| **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** | **Telecommunication Services — .6%** |
| AT&T, Inc., Sr. Unscd. Bonds | 4.90 | 8/15/2037 | 1065000 | 1017222 |
| AT&T, Inc., Sr. Unscd. Notes | 2.55 | 12/1/2033 | 9905000 | 8261630 |
| Iliad Holding SASU, Sr. Scd. Notes<sup>(b)</sup> <br>| 8.50 | 4/15/2031 | 1849000 | 1984811 |
| T-Mobile USA, Inc., Gtd. Notes | 2.40 | 3/15/2029 | 2093000 | 1947719 |
| T-Mobile USA, Inc., Gtd. Notes | 6.00 | 6/15/2054 | 2574000 | 2603748 |
|  |  |  |  | **15815130** |
| **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** | **Transportation — .5%** |
| Norfolk Southern Corp., Sr. Unscd. Notes | 5.55 | 3/15/2034 | 1544000 | 1607734 |
| Ryder System, Inc., Sr. Unscd. Notes | 4.85 | 6/15/2030 | 9539000 | 9606313 |
|  |  |  |  | **11214047** |
| **U.S. Government Agencies Collateralized Mortgage Obligations — .9%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .9%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .9%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .9%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .9%** |
| Federal Home Loan Mortgage Corp., REMIC, Ser. 5010, Cl. EA<sup>(g)</sup> <br>| 1.00 | 8/15/2047 | 3373430 | 3064311 |
| Government National Mortgage Association, Ser. 2010-89, Cl. Z | 5.00 | 7/20/2040 | 3492225 | 3541303 |
| Government National Mortgage Association, Ser. 2014-145, Cl. KA | 3.50 | 1/20/2038 | 2137501 | 2088593 |
| Government National Mortgage Association, Ser. 2017-93, Cl. GY | 3.50 | 6/20/2047 | 4743640 | 4355422 |
| Government National Mortgage Association, Ser. 2018-120, Cl. PU | 3.50 | 9/20/2048 | 427729 | 382343 |
| Government National Mortgage Association, Ser. 2019-59, Cl. KA | 3.00 | 12/20/2048 | 595723 | 546066 |
| Government National Mortgage Association, Ser. 2020-11, Cl. CB | 3.50 | 1/20/2050 | 2024787 | 1849089 |
| Government National Mortgage Association, Ser. 2022-9, Cl. P | 2.00 | 9/20/2051 | 4615817 | 4056754 |
| Government National Mortgage Association, Ser. 2023-19, Cl. WB | 5.65 | 11/20/2051 | 1265082 | 1300541 |
|  |  |  |  | **21184422** |
| **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>(g)</sup> <br>| 6.48 | 10/25/2047 | 302709 | **302336** |
| **U.S. Government Agencies Mortgage-Backed — 28.1%** | **U.S. Government Agencies Mortgage-Backed — 28.1%** | **U.S. Government Agencies Mortgage-Backed — 28.1%** | **U.S. Government Agencies Mortgage-Backed — 28.1%** | **U.S. Government Agencies Mortgage-Backed — 28.1%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.00%, 9/1/2050-3/1/2052<sup>(g)</sup> <br>|  |  | 34398479 | 27189955 |
| 2.50%, 11/1/2050-3/1/2052<sup>(g)</sup> <br>|  |  | 84102120 | 70071719 |
| 3.00%, 9/1/2047-7/1/2052<sup>(g)</sup> <br>|  |  | 19577706 | 17039903 |
| 3.50%, 12/1/2048<sup>(g)</sup> <br>|  |  | 29109467 | 26531865 |
| 4.50%, 6/1/2052-5/1/2053<sup>(g)</sup> <br>|  |  | 13277957 | 12727531 |

---

**12**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **U.S. Government Agencies Mortgage-Backed — 28.1% (continued)** | **U.S. Government Agencies Mortgage-Backed — 28.1% (continued)** | **U.S. Government Agencies Mortgage-Backed — 28.1% (continued)** | **U.S. Government Agencies Mortgage-Backed — 28.1% (continued)** | **U.S. Government Agencies Mortgage-Backed — 28.1% (continued)** |
| 5.00%, 9/1/2052-12/1/2054<sup>(g)</sup> <br>|  |  | 69536720 | 68364370 |
| 5.50%, 9/1/2052-3/1/2055<sup>(g)</sup> <br>|  |  | 46503066 | 46751899 |
| 6.00%, 7/1/2054<sup>(g)</sup> <br>|  |  | 3735011 | 3795842 |
| 6.50%, 6/1/2055<sup>(g)</sup> <br>|  |  | 12955236 | 13469552 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |
| 2.00%, 3/1/2036-3/1/2052<sup>(g)</sup> <br>|  |  | 53437680 | 43504102 |
| 2.50%, 5/1/2037-5/1/2052<sup>(g)</sup> <br>|  |  | 20933722 | 17843951 |
| 3.00%, 10/1/2030-2/1/2052<sup>(g)</sup> <br>|  |  | 60237521 | 52698105 |
| 3.50%, 11/1/2042<sup>(g)</sup> <br>|  |  | 2317649 | 2152114 |
| 4.00%, 4/1/2052-7/1/2052<sup>(g)</sup> <br>|  |  | 27772405 | 25839758 |
| 4.50%, 3/1/2038-6/1/2053<sup>(g)</sup> <br>|  |  | 19216179 | 18565155 |
| 5.00%, 6/1/2053-1/1/2055<sup>(g)</sup> <br>|  |  | 19583433 | 19207402 |
| 5.50%, 11/1/2053-9/1/2054<sup>(g)</sup> <br>|  |  | 39405538 | 39596279 |
| 6.00%, 2/1/2054-9/1/2054<sup>(g)</sup> <br>|  |  | 56791488 | 57946702 |
| 6.50%, 5/1/2053<sup>(g)</sup> <br>|  |  | 1279178 | 1308216 |
| 7.00%, 2/1/2053<sup>(g)</sup> <br>|  |  | 1020963 | 1059948 |
| Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: | Government National Mortgage Association I: |
| 3.50%, 9/15/2041-10/15/2044 |  |  | 1428024 | 1316897 |
| 4.00%, 10/15/2039-6/15/2045 |  |  | 3114570 | 2942097 |
| 4.50%, 4/15/2039-10/15/2041 |  |  | 2480571 | 2419456 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 2.00%, 10/20/2050-3/20/2052 |  |  | 24690006 | 19892702 |
| 2.50%, 10/20/2046-10/20/2052 |  |  | 55031603 | 46108107 |
| 3.00%, 8/20/2046-9/20/2052 |  |  | 7574568 | 6681166 |
| 3.50%, 9/20/2042-3/20/2050 |  |  | 16554268 | 15258066 |
| 4.00%, 10/20/2047-1/20/2048 |  |  | 1205259 | 1123662 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/2052, (1 Year U.S. Treasury Yield Curve Constant Rate <br> +1.50%)<sup>(c)</sup> <br>|  |  | 4542116 | 4486832 |
| &nbsp;&nbsp;&nbsp; 4.03%, 7/20/2053, (1 Year U.S. Treasury Yield Curve Constant Rate <br> +1.50%)<sup>(c)</sup> <br>|  |  | 6572730 | 6493562 |
| 4.50%, 7/20/2048-11/20/2054 |  |  | 10478952 | 9971749 |
| 6.00%, 5/20/2054 |  |  | 4160804 | 4231626 |
| 7.00%, 2/20/2054 |  |  | 934469 | 969245 |
|  |  |  |  | **687559535** |
| **U.S. Treasury Securities — 12.0%** | **U.S. Treasury Securities — 12.0%** | **U.S. Treasury Securities — 12.0%** | **U.S. Treasury Securities — 12.0%** | **U.S. Treasury Securities — 12.0%** |
| U.S. Treasury Bonds | 3.00 | 11/15/2044 | 90821000 | 69155225 |
| U.S. Treasury Bonds | 4.63 | 5/15/2044 | 14681000 | 14241430 |
| U.S. Treasury Bonds | 4.75 | 5/15/2055 | 13563000 | 13267369 |
| U.S. Treasury Bonds | 5.00 | 5/15/2045 | 41043000 | 41652232 |
| U.S. Treasury Notes | 4.00 | 2/28/2030 | 69915000 | 70115732 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.00 | 5/31/2030 | 69137000 | 69315243 |
| U.S. Treasury Notes | 4.25 | 5/15/2035 | 15912000 | 15774013 |
|  |  |  |  | **293521244** |
| **Utilities — 4.1%** | **Utilities — 4.1%** | **Utilities — 4.1%** | **Utilities — 4.1%** | **Utilities — 4.1%** |
| AES Panama Generation Holdings SRL, Sr. Scd. Notes<sup>(b)</sup> <br>| 4.38 | 5/31/2030 | 1252255 | 1144731 |
| Ameren Corp., Sr. Unscd. Notes | 1.75 | 3/15/2028 | 3952000 | 3693778 |
| American Electric Power Co., Inc., Jr. Sub. Notes | 6.95 | 12/15/2054 | 3099000 | 3279114 |
| Arizona Public Service Co., Sr. Unscd. Notes | 4.25 | 3/1/2049 | 4338000 | 3421923 |
| Baltimore Gas & Electric Co., Sr. Unscd. Notes | 2.25 | 6/15/2031 | 5026000 | 4452917 |
| CenterPoint Energy, Inc., Jr. Sub. Notes | 6.70 | 5/15/2055 | 3901000 | 3961438 |

---

**13**

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** | **Bonds and Notes — 97.8% (continued)** |
| **Utilities — 4.1% (continued)** | **Utilities — 4.1% (continued)** | **Utilities — 4.1% (continued)** | **Utilities — 4.1% (continued)** | **Utilities — 4.1% (continued)** | **Utilities — 4.1% (continued)** |
| CMS Energy Corp., Jr. Sub. Notes |  | 3.75 | 12/1/2050 | 1186000 | 1072217 |
| Constellation Energy Generation LLC, Sr. Unscd. Notes |  | 5.80 | 3/1/2033 | 2736000 | 2890375 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.70 | 5/23/2028 | 583000 | 599496 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 6.90 | 5/23/2053 | 3546000 | 3805623 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>|  | 5.50 | 6/26/2034 | 1492000 | 1515316 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>|  | 7.50 | 10/14/2032 | 871000 | 994777 |
| Evergy, Inc., Jr. Sub. Notes |  | 6.65 | 6/1/2055 | 6675000 | 6757410 |
| Eversource Energy, Sr. Unscd. Notes |  | 5.50 | 1/1/2034 | 1197000 | 1218288 |
| Exelon Corp., Jr. Sub. Notes |  | 6.50 | 3/15/2055 | 5764000 | 5895088 |
| Exelon Corp., Sr. Unscd. Notes |  | 5.45 | 3/15/2034 | 882000 | 904352 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes |  | 4.25 | 5/1/2030 | 1814000 | 1741177 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes |  | 5.75 | 4/1/2034 | 7329000 | 7377406 |
| Jersey Central Power & Light Co., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 2.75 | 3/1/2032 | 1810000 | 1587814 |
| Jersey Central Power & Light Co., Sr. Unscd. Notes |  | 5.10 | 1/15/2035 | 2231000 | 2223508 |
| Louisville Gas & Electric Co., First Mortgage Bonds |  | 4.38 | 10/1/2045 | 1410000 | 1195790 |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes |  | 6.50 | 8/15/2055 | 4554000 | 4711414 |
| Niagara Mohawk Power Corp., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 5.66 | 1/17/2054 | 878000 | 842585 |
| NiSource, Inc., Sr. Unscd. Notes |  | 3.60 | 5/1/2030 | 1297000 | 1242508 |
| Pacific Gas & Electric Co., First Mortgage Bonds |  | 2.10 | 8/1/2027 | 2060000 | 1956815 |
| Pinnacle West Capital Corp., Sr. Unscd. Notes |  | 5.15 | 5/15/2030 | 1847000 | 1883893 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes |  | 5.45 | 4/1/2034 | 2403000 | 2453894 |
| Public Service Enterprise Group, Inc., Sr. Unscd. Notes |  | 6.13 | 10/15/2033 | 1574000 | 1678603 |
| Puget Energy, Inc., Sr. Scd. Notes |  | 2.38 | 6/15/2028 | 1709000 | 1608477 |
| Southern California Edison Co., First Mortgage Bonds |  | 5.25 | 3/15/2030 | 4705000 | 4746212 |
| The AES Corp., Jr. Sub. Notes |  | 6.95 | 7/15/2055 | 7152000 | 6908989 |
| The Southern Company, Jr. Sub. Notes, Ser. 2025 |  | 6.38 | 3/15/2055 | 7975000 | 8271766 |
| Vistra Operations Co. LLC, Gtd. Notes<sup>(b)</sup> <br>|  | 6.88 | 4/15/2032 | 4520000 | 4699317 |
|  |  |  |  |  | **100737011** |
| &nbsp;&nbsp;&nbsp; **Total Bonds and Notes** <br>(cost $2,423,666,514)<br>|  |  |  |  | **2391409701** |
| **Convertible Bonds and Notes — .9%** | **Convertible Bonds and Notes — .9%** | **Convertible Bonds and Notes — .9%** | **Convertible Bonds and Notes — .9%** | **Convertible Bonds and Notes — .9%** | **Convertible Bonds and Notes — .9%** |
| **Aerospace & Defense — .0%** | **Aerospace & Defense — .0%** | **Aerospace & Defense — .0%** | **Aerospace & Defense — .0%** | **Aerospace & Defense — .0%** | **Aerospace & Defense — .0%** |
| AeroVironment, Inc., Sr. Unscd. Notes<sup>(h)</sup> <br>|  | 0.00 | 7/15/2030 | 300000 | 337770 |
| MTU Aero Engines AG, Sr. Unscd. Bonds, Ser. MTX | EUR | 0.05 | 3/18/2027 | 500000 | 651863 |
|  |  |  |  |  | **989633** |
| **Banks — .1%** | **Banks — .1%** | **Banks — .1%** | **Banks — .1%** | **Banks — .1%** | **Banks — .1%** |
| Barclays Bank PLC, Sr. Unscd. Notes, Ser. MSFT |  | 1.00 | 2/16/2029 | 400000 | 453177 |
| Goldman Sachs Finance Corp. International Ltd., Gtd. Notes, Ser. 1MTN<sup>(h)</sup> <br>|  | 0.00 | 4/4/2028 | 400000 | 428000 |
| Goldman Sachs Finance Corp. International Ltd., Gtd. Notes, Ser. 700h<sup>(d),(h)</sup> <br>|  | 0.00 | 3/7/2030 | 300000 | 320625 |
| Morgan Stanley Finance LLC, Gtd. Notes, Ser. 1<sup>(h)</sup> <br>|  | 0.00 | 3/21/2028 | 500000 | 562500 |
| Morgan Stanley Finance LLC, Gtd. Notes, Ser. 1<sup>(h)</sup> <br>|  | 0.00 | 4/10/2028 | 400000 | 400585 |
|  |  |  |  |  | **2164887** |
| **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 | EUR | 2.38 | 1/17/2029 | 600000 | **670321** |
| **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** | **Consumer Discretionary — .0%** |
| Accor SA, Sr. Unscd. Bonds | EUR | 0.70 | 12/7/2027 | 48120 | 63945 |
| NCL Corp. Ltd., Gtd. Notes<sup>(b)</sup> <br>|  | 0.88 | 4/15/2030 | 200000 | 244750 |
| NCL Corp. Ltd., Gtd. Notes |  | 2.50 | 2/15/2027 | 300000 | 319050 |
|  |  |  |  |  | **627745** |

---

**14**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description |  | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** |
| **Diversified Financials — .0%** | **Diversified Financials — .0%** | **Diversified Financials — .0%** | **Diversified Financials — .0%** | **Diversified Financials — .0%** | **Diversified Financials — .0%** |
| Citigroup Global Markets Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| EUR | 0.80 | 2/5/2030 | 600000 | 704293 |
| Coinbase Global, Inc., Sr. Unscd. Notes |  | 0.50 | 6/1/2026 | 100000 | 119720 |
| IREN Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 3.25 | 6/15/2030 | 100000 | 120850 |
|  |  |  |  |  | **944863** |
| **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** |
| Ibiden Co. Ltd., Sr. Unscd. Bonds<sup>(h)</sup> <br>| JPY | 0.00 | 3/14/2031 | 60000000 | 433190 |
| OSI Systems, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 2.25 | 8/1/2029 | 300000 | 400961 |
| Schneider Electric SE, Sr. Unscd. Notes, Ser. SUFP<sup>(d)</sup> <br>| EUR | 1.63 | 6/28/2031 | 600000 | 733671 |
|  |  |  |  |  | **1567822** |
| **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** | **Energy — .1%** |
| Nordex SE, Gtd. Bonds | EUR | 4.25 | 4/14/2030 | 200000 | 364180 |
| Northern Oil & Gas, Inc., Sr. Unscd. Notes |  | 3.63 | 4/15/2029 | 500000 | 520125 |
| Saipem SpA, Gtd. Bonds | EUR | 2.88 | 9/11/2029 | 300000 | 497914 |
|  |  |  |  |  | **1382219** |
| **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 | **227930** |
| **Food Products — .0%** | **Food Products — .0%** | **Food Products — .0%** | **Food Products — .0%** | **Food Products — .0%** | **Food Products — .0%** |
| Tirlan Co-Operative Society Ltd., Sr. Unscd. Bonds | EUR | 1.88 | 1/27/2027 | 500000 | **578400** |
| **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** | **Health Care — .1%** |
| Alnylam Pharmaceuticals, Inc., Sr. Unscd. Notes |  | 1.00 | 9/15/2027 | 400000 | 589120 |
| ANI Pharmaceuticals, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>|  | 2.25 | 9/1/2029 | 400000 | 447880 |
| Enovis Corp., Sr. Unscd. Notes |  | 3.88 | 10/15/2028 | 600000 | 573600 |
| Telix Pharmaceuticals Ltd., Sr. Unscd. Notes | AUD | 2.38 | 7/30/2029 | 300000 | 223594 |
|  |  |  |  |  | **1834194** |
| **Industrial — .1%** | **Industrial — .1%** | **Industrial — .1%** | **Industrial — .1%** | **Industrial — .1%** | **Industrial — .1%** |
| Daifuku Co. Ltd., Sr. Unscd. Bonds, Ser. 2028<sup>(h)</sup> <br>| JPY | 0.00 | 9/14/2028 | 50000000 | 416321 |
| Vinci SA, Sr. Unscd. Bonds | EUR | 0.70 | 2/18/2030 | 600000 | 720801 |
|  |  |  |  |  | **1137122** |
| **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),(d)</sup> <br>|  | 1.50 | 3/15/2030 | 300000 | 300997 |
| Nutanix, Inc., Sr. Unscd. Notes<sup>(b),(d)</sup> <br>|  | 0.50 | 12/15/2029 | 400000 | 450680 |
| Progress Software Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>|  | 3.50 | 3/1/2030 | 400000 | 415400 |
| Snowflake, Inc., Sr. Unscd. Notes<sup>(b),(h)</sup> <br>|  | 0.00 | 10/1/2027 | 300000 | 456000 |
|  |  |  |  |  | **1623077** |
| **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 |  | 0.50 | 6/1/2031 | 150000 | 199650 |
| DoorDash, Inc., Sr. Unscd. Notes<sup>(b),(h)</sup> <br>|  | 0.00 | 5/15/2030 | 300000 | 326400 |
| MakeMyTrip Ltd., Sr. Unscd. Notes<sup>(b),(h)</sup> <br>|  | 0.00 | 7/1/2030 | 200000 | 206088 |
| Spotify USA, Inc., Gtd. Notes<sup>(h)</sup> <br>|  | 0.00 | 3/15/2026 | 400000 | 506400 |
| Uber Technologies, Inc., Sr. Scd. Notes<sup>(b),(h)</sup> <br>|  | 0.00 | 5/15/2028 | 200000 | 223486 |
| Uber Technologies, Inc., Sr. Unscd. Notes<sup>(h)</sup> <br>|  | 0.00 | 12/15/2025 | 300000 | 340800 |
| Uber Technologies, Inc., Sr. Unscd. Notes, Ser. 2028 |  | 0.88 | 12/1/2028 | 200000 | 273900 |
|  |  |  |  |  | **2076724** |
| **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 | 300000 | **387000** |
| **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** | **Metals & Mining — .0%** |
| voestalpine AG, Sr. Unscd. Bonds | EUR | 2.75 | 4/28/2028 | 400000 | **467182** |

---

**15**

------

*STATEMENT 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 — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** | **Convertible Bonds and Notes — .9% (continued)** |
| **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** | **Retailing — .0%** |
| Anllian Capital 2 Ltd., Gtd. Notes<sup>(h)</sup> <br>| EUR | 0.00 | 12/5/2029 | 400000 | 481587 |
| Zalando SE, Sr. Unscd. Bonds, Ser. B | EUR | 0.63 | 8/6/2027 | 400000 | 437463 |
|  |  |  |  |  | **919050** |
| **Semiconductors & Semiconductor Equipment — .0%** | **Semiconductors & Semiconductor Equipment — .0%** | **Semiconductors & Semiconductor Equipment — .0%** | **Semiconductors & Semiconductor Equipment — .0%** | **Semiconductors & Semiconductor Equipment — .0%** | **Semiconductors & Semiconductor Equipment — .0%** |
| MACOM Technology Solutions Holdings, Inc., Sr. Unscd. Notes<sup>(b),(h)</sup> <br>|  | 0.00 | 12/15/2029 | 350000 | 366100 |
| ON Semiconductor Corp., Sr. Unscd. Notes<sup>(h)</sup> <br>|  | 0.00 | 5/1/2027 | 200000 | 246182 |
|  |  |  |  |  | **612282** |
| **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** | **Technology Hardware & Equipment — .1%** |
| Lumentum Holdings, Inc., Sr. Unscd. Notes |  | 0.50 | 12/15/2026 | 350000 | 445025 |
| Parsons Corp., Sr. Unscd. Notes |  | 2.63 | 3/1/2029 | 550000 | 600600 |
| Seagate HDD Cayman, Gtd. Notes |  | 3.50 | 6/1/2028 | 200000 | 388075 |
| Wiwynn Corp., Sr. Unscd. Bonds<sup>(h)</sup> <br>|  | 0.00 | 7/17/2029 | 300000 | 380550 |
|  |  |  |  |  | **1814250** |
| **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 | **314101** |
| **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** | **Utilities — .1%** |
| Duke Energy Corp., Sr. Unscd. Notes |  | 4.13 | 4/15/2026 | 400000 | 428900 |
| Evergy, Inc., Sr. Unscd. Notes |  | 4.50 | 12/15/2027 | 500000 | 595731 |
| Iberdrola Finanzas SA, Gtd. Notes, Ser. IBE | EUR | 1.50 | 3/27/2030 | 200000 | 236309 |
| Ormat Technologies, Inc., Sr. Unscd. Notes |  | 2.50 | 7/15/2027 | 400000 | 453200 |
| UGI Corp., Sr. Unscd. Notes |  | 5.00 | 6/1/2028 | 200000 | 274380 |
|  |  |  |  |  | **1988520** |
| &nbsp;&nbsp;&nbsp; **Total Convertible Bonds and Notes** <br>(cost $22,609,168)<br>|  |  |  |  | **22327322** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — .6%** | **Investment Companies — .6%** | **Investment Companies — .6%** | **Investment Companies — .6%** |
| **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $13,384,034)<br>| 4.43 | 13384034 | **13384034** |
| **Investment of Cash Collateral for Securities Loaned — .8%** |  |  |  |
| **Registered Investment Companies — .8%** |  |  |  |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(i)</sup> <br>(cost $20,519,329)<br>| 4.43 | 20519329 | **20519329** |
| **Total Investments** (cost $2,480,179,045) | **Total Investments** (cost $2,480,179,045) | **100.1%** | **2447640386** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(.1%)** | **(3073071)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **2444567315** |

---

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

---

| |
|:---|
| *AUD—Australian Dollar* |
| *BRL—Brazilian Real* |
| *EUR—Euro* |
| *GO—Government Obligation* |
| *JPY—Japanese Yen* |
| *REMIC—Real Estate Mortgage Investment Conduit* |
| *SOFR—Secured Overnight Financing Rate* |

---

**16**

------

*TSFR—Term Secured Overnight Financing Rate Reference Rates*<br>

&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 July 31, 2025, these securities amounted to $624,058,856 or 25.5% 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 July 31, 2025, the value of the fund's securities on loan was $35,330,633 and the value of the collateral was* *$36,640,367, consisting of cash collateral of $20,519,329 and U.S. Government & Agency securities valued at $16,121,038. 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> *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>(g)</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>(h)</sup> *Security issued with a zero coupon.*

<sup>(i)</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.* 

&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;&nbsp; 612 | &nbsp;&nbsp; 9/30/2025 | &nbsp;&nbsp; 126887708 | &nbsp;&nbsp; 126674438 | &nbsp;&nbsp; (213270) |
| 5 Year U.S. Treasury Note | &nbsp;&nbsp; 1513 | &nbsp;&nbsp; 9/30/2025 | &nbsp;&nbsp; 163286459 | &nbsp;&nbsp; 163664054 | &nbsp;&nbsp;&nbsp;&nbsp; 377595 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp; 359 | &nbsp;&nbsp; 9/19/2025 | &nbsp;&nbsp; 40783311 | &nbsp;&nbsp; 40595049 | &nbsp;&nbsp; (188262) |
| Ultra U.S. Treasury Bond | &nbsp;&nbsp; 1062 | &nbsp;&nbsp; 9/19/2025 | &nbsp;&nbsp; 123727320 | &nbsp;&nbsp; 124585875 | &nbsp;&nbsp;&nbsp;&nbsp; 858555 |
| **Futures Short** |  |  |  |  |  |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp; 20 | &nbsp;&nbsp; 9/19/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2216533 | &nbsp;&nbsp;&nbsp;&nbsp; 2221250 | &nbsp;&nbsp;&nbsp;&nbsp; (4717) |
| Euro-Bobl | &nbsp;&nbsp;&nbsp;&nbsp; 35 | &nbsp;&nbsp; 9/8/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4715914<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 4683998 | &nbsp;&nbsp;&nbsp;&nbsp; 31916 |
| Japanese 10 Year Bond | &nbsp;&nbsp;&nbsp;&nbsp; 50 | &nbsp;&nbsp; 9/12/2025 | &nbsp;&nbsp; 45981134<sup>(a)</sup> <br>| &nbsp;&nbsp; 45765915 | &nbsp;&nbsp;&nbsp;&nbsp; 215219 |
| **Gross Unrealized Appreciation** |  |  |  |  | &nbsp;&nbsp; **1483285** |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(406249)** |

---

&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; 15957370 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp; 92592000 | &nbsp;&nbsp; 8/4/2025 | &nbsp;&nbsp;&nbsp; (561387) |
| United States Dollar | &nbsp;&nbsp; 17195401 | Japanese Yen | &nbsp;&nbsp; 2451211000 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 914296 |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 6409919 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5418000 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 221172 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 706360 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (21006) |
| **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** | **BNP Paribas Corp.** |
| Brazilian Real | &nbsp;&nbsp; 101592000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 18338734 | &nbsp;&nbsp; 8/4/2025 | &nbsp;&nbsp;&nbsp; (214343) |
| United States Dollar | &nbsp;&nbsp; 18199439 | Brazilian Real | &nbsp;&nbsp;&nbsp; 101592000 | &nbsp;&nbsp; 9/3/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 217409 |
| **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; 1610070 | Brazilian Real | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9000000 | &nbsp;&nbsp; 8/4/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4436 |
| United States Dollar | &nbsp;&nbsp; 40698699 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp; 29632000 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp; 1560239 |

---

**17**

------

*STATEMENT OF INVESTMENTS (Unaudited) (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)** | **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>|
| **Citigroup Global Markets Inc. (continued)** | **Citigroup Global Markets Inc. (continued)** | **Citigroup Global Markets Inc. (continued)** | **Citigroup Global Markets Inc. (continued)** | **Citigroup Global Markets Inc. (continued)** | **Citigroup Global Markets Inc. (continued)** |
| British Pound | &nbsp;&nbsp; 29685000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 40334782 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp; (1126318) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 292134 | Australian Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 450000 | &nbsp;&nbsp; 9/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2746 |
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| Romanian New Leu | &nbsp;&nbsp;&nbsp;&nbsp; 2678000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 621195 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (19684) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 7130409 | Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6200000 | &nbsp;&nbsp; 9/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37919 |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 699932 | &nbsp;&nbsp; 9/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (13562) |
| **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;&nbsp;&nbsp; 882485 | Japanese Yen | &nbsp;&nbsp;&nbsp; 125000000 | &nbsp;&nbsp; 9/5/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 50217 |
| **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** | **Morgan Stanley & Co. LLC** |
| British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 801856 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (9365) |
| Swedish Krona | &nbsp;&nbsp;&nbsp;&nbsp; 7711000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815889 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; (27481) |
| Euro | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 117426 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (3201) |
| United States Dollar | &nbsp;&nbsp;&nbsp;&nbsp; 1084292 | British Pound | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 791000 | &nbsp;&nbsp; 8/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39525 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **3047959** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(1996347)** |

---

&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 44, <br> Paid 3 Month Fixed Rate of 5.00%<br>| &nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp; 54500000 | &nbsp;&nbsp; (4254050) | &nbsp;&nbsp; (4007156) | &nbsp;&nbsp; (246894) |
| **Gross Unrealized Depreciation** |  |  |  |  | &nbsp;&nbsp; **(246894)** |

---

&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.* 

*See notes to statement of investments.*

**18**

------

Statement of Investments

BNY Mellon Core Plus Fund

July 31, 2025 (Unaudited)

The following is a summary of the inputs used as of July 31, 2025 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; 161503554 | &nbsp;&nbsp; — | &nbsp;&nbsp; **161503554** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 101548422 | &nbsp;&nbsp; — | &nbsp;&nbsp; **101548422** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88059187 | &nbsp;&nbsp; — | &nbsp;&nbsp; **88059187** |
| 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; 22327322 | &nbsp;&nbsp; — | &nbsp;&nbsp; **22327322** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 954294407 | &nbsp;&nbsp; — | &nbsp;&nbsp; **954294407** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77156644 | &nbsp;&nbsp; — | &nbsp;&nbsp; **77156644** |
| Municipal Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6279950 | &nbsp;&nbsp; — | &nbsp;&nbsp; **6279950** |
| 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; 21184422 | &nbsp;&nbsp; — | &nbsp;&nbsp; **21184422** |
| &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; 302336 | &nbsp;&nbsp; — | &nbsp;&nbsp; **302336** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 687559535 | &nbsp;&nbsp; — | &nbsp;&nbsp; **687559535** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 293521244 | &nbsp;&nbsp; — | &nbsp;&nbsp; **293521244** |
| Investment Companies | &nbsp;&nbsp; 33903363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **33903363** |
|  | &nbsp;&nbsp; **33903363** | &nbsp;&nbsp; **2413737023** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **2447640386** |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp; 1483285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1483285** |
| 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; 3047959 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3047959** |
|  | &nbsp;&nbsp; **1483285** | &nbsp;&nbsp; **3047959** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **4531244** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp; (406249) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(406249)** |
| 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; (1996347) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(1996347)** |
| Swap Agreements<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; (246894) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(246894)** |
|  | &nbsp;&nbsp; **(406249)** | &nbsp;&nbsp; **(2243241)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(2649490)** |

---

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

---

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

---

**19**

------

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 (the "Board") 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, excluding short-term investments (other than U.S. Treasury Bills), forward foreign currency exchange contracts ("forwards contracts") and futures are valued each business day by one or more independent pricing services (each, a "Service") approved by the Board. Investments for which quoted bid prices are readily available and are representative of the bid side of the market in the judgment of a Service are valued at the mean between the quoted bid prices (as obtained by a Service from dealers in such securities) and asked prices (as calculated by a Service based upon its evaluation of the market for such securities). Securities are valued as determined by a Service, based on methods which include consideration of the following: 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. These securities are generally categorized within Level 2 of the fair value hierarchy.

When market quotations or official closing prices are not readily available, or are determined not to accurately reflect fair value, such as when the value of a security has been significantly affected by events 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 net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the Board. Certain factors may be considered when fair valuing investments such as: 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 securities of the issuer or comparable issuers. 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.

**20**

------

Futures 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.

Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange.

Forward contracts are valued at the forward rate and are generally 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 Statement 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.

**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 July 31, 2025 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 July 31, 2025 are set forth in the Statement 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 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. This risk 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 July 31, 2025 are set forth in the Statement 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.

**21**

------

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. <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 Statement 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 July 31, 2025 are set forth in the Statement 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 Statement of Investments and disclosures within this Note.

At July 31, 2025, accumulated net unrealized depreciation on investments inclusive of derivative contracts was $30,656,905, consisting of $28,270,882 gross unrealized appreciation and $58,927,787 gross unrealized depreciation.

At July 31, 2025, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Statement 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.

**22**

------

## 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:** 2025-07-31

**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:** $2487785588.91

**Total Liabilities:** $49520985.20

**Net Assets:** $2438264603.71

**Delayed Delivery Securities:** $13404300.76

**Cash Not Reported:** $22062959.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1043.02136000 | **1-Year:** 67385.13683000 | **5-Year:** 606490.36601000 | **10-Year:** 310022.54996000 | **30-Year:** 20015.13887000

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

- **3-Month:** 332.14428000 | **1-Year:** 22406.19548000 | **5-Year:** 52518.35996000 | **10-Year:** 11143.80489000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | -0.71%               | 1.88%                | -0.40%               |
| Class ID C000195447 | -0.68%               | 1.91%                | -0.37%               |
| Class ID C000195445 | -0.78%               | 1.82%                | -0.46%               |
| Class ID C000195446 | -0.68%               | 1.79%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2871271.03             | $-14341743.50                              |
| Month 2  | $-5137317.19             | $38963292.66                               |
| Month 3  | $-4317881.50             | $-11174024.18                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4868543 | PA      | $3934438.57   | 0.16%             | 2052-03-20      | Fixed         | 2.00%                 | 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      | $1447285.18   | 0.06%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W2DY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9576368 | PA      | $7624453.98   | 0.31%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                               | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2057000 | PA      | $1916425.24   | 0.08%             | 2031-01-15      | Fixed         | 3.75%                 | 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      | $2505775.32   | 0.10%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VDQX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2986134 | PA      | $2466448.09   | 0.10%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36176EWP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     471699 | PA      | $433768.77    | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25432711 | PA      | $21220339.54  | 0.87%             | 2052-02-01      | Fixed         | 2.50%                 | 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      | $2422161.60   | 0.10%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                            | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400585.33    | 0.02%             | 2028-04-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3846064 | PA      | $3174393.51   | 0.13%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5264624 | PA      | $4433227.16   | 0.18%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                  | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    2235000 | PA      | $2212011.73   | 0.09%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $911190.18    | 0.04%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12262000 | PA      | $12496116.04  | 0.51%             | 2034-04-25      | Fixed         | 5.29%                 | 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        |    1804366 | PA      | $1846086.13   | 0.08%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3320118 | PA      | $3310910.48   | 0.14%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                 | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3132257 | PA      | $2924578.24   | 0.12%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                 | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |    1984733 | PA      | $2009769.77   | 0.08%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1600000 | PA      | $1582045.44   | 0.06%             | N/A             | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                            | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4927265.50   | 0.20%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36195CAK8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1942381 | PA      | $1711276.97   | 0.07%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     921000 | PA      | $986018.22    | 0.04%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36178DR37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     371980 | PA      | $343025.01    | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                        | CUSIP: 000000000<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4813970.84   | 0.20%             | 2029-01-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QUSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25453355 | PA      | $26008621.64  | 1.07%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2240745 | PA      | $1960736.56   | 0.08%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                        | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4699317.44   | 0.19%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182D4V4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     597405 | PA      | $564350.84    | 0.02%             | 2044-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                              | YPF SA                                                                          | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    2160000 | PA      | $2252918.88   | 0.09%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7552000 | PA      | $6708535.47   | 0.28%             | 2043-09-01      | Fixed         | 5.85%                 | 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      | $914826.20    | 0.04%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                 | PRPM 2025-RPL4 LLC                                                              | CUSIP: 74448NAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1819702 | PA      | $1608797.63   | 0.07%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Trust 2016-1 LLC                                                  | CUSIP: 78437DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     353000 | PA      | $360083.72    | 0.01%             | 2035-11-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297JKC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     199578 | PA      | $194667.08    | 0.01%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | 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      | $7867120.85   | 0.32%             | 2037-01-22      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                  | Duke Energy Corp                                                                | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     400000 | PA      | $428900.00    | 0.02%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     866020 | PA      | $801634.19    | 0.03%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS                                            | MACOM Technology Solutions Holdings Inc                                         | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $366100.00    | 0.02%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  115000000 | PA      | $17056923.10  | 0.70%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FRX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     439266 | PA      | $425379.21    | 0.02%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1428377 | PA      | $1390383.86   | 0.06%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $2207945.54   | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4986909.55   | 0.20%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANI PHARMACEUTICALS INC                                           | ANI Pharmaceuticals Inc                                                         | CUSIP: 00182CAB9<br>LEI: 5493000T6CXTND40YH31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $447880.00    | 0.02%             | 2029-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53981 | PA      | $49848.53     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5747289 | PA      | $5878867.12   | 0.24%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    9539000 | PA      | $9606313.38   | 0.39%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MAKEMYTRIP LIMITED                                                | MakeMyTrip Ltd                                                                  | CUSIP: 56087FAC8<br>LEI: 529900DNT8HNJ7RYUO60 | Long             | DBT              | CORP              | MU        |     200000 | PA      | $206088.20    | 0.01%             | 2030-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4308888 | PA      | $4332657.44   | 0.18%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                   | OSI Systems Inc                                                                 | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |     300000 | PA      | $400960.79    | 0.02%             | 2029-08-01      | Fixed         | 2.25%                 | 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        |    2708139 | PA      | $2708542.76   | 0.11%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos CLO XXXIX Ltd                                                            | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    5000000 | PA      | $5004710.00   | 0.21%             | 2035-04-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    2393000 | PA      | $2395130.06   | 0.10%             | 2031-12-15      | Fixed         | 4.95%                 | 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      | $4438924.00   | 0.18%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    3600000 | PA      | $3605040.00   | 0.15%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Churchill Middle Market CLO Lt                                    | Churchill MMSLF CLO-IV Ltd                                                      | CUSIP: 171929AA0<br>LEI: 254900A0QSMCBR9GUF94 | Long             | ABS-CBDO         | CORP              | KY        |    6000000 | PA      | $6016734.00   | 0.25%             | 2035-10-22      | Floating      | 5.93%                 | 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        |    1245847 | PA      | $1255352.38   | 0.05%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                          | Citigroup Global Markets Holdings Inc/United States                             | CUSIP: 000000000<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |     600000 | PA      | $704293.70    | 0.03%             | 2030-02-05      | Fixed         | 0.80%                 | 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      | $5952676.85   | 0.24%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2258000 | PA      | $1935184.87   | 0.08%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1126318.41  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $217408.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SOLVAY FINANCE (AMERICA)                                          | Syensqo Finance America LLC                                                     | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3769609.07   | 0.15%             | 2034-06-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15912000 | PA      | $15774013.05  | 0.65%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                          | CUSIP: 77586RAV2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    5740000 | PA      | $5452666.51   | 0.22%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TIF Funding II LLC                                                | TIF Funding II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2360662 | PA      | $2129169.80   | 0.09%             | 2046-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1904000 | PA      | $1912677.77   | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184Y5M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     894507 | PA      | $825908.16    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WIWYNN CORP                                                       | Wiwynn Corp                                                                     | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | DBT              | CORP              | TW        |     300000 | PA      | $380550.00    | 0.02%             | 2029-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    5578000 | PA      | $5732764.34   | 0.24%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13561.82    | -0.00%            |  |  |  | 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      | $3201462.39   | 0.13%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5806000 | PA      | $6058967.42   | 0.25%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     387000 | PA      | $401855.47    | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IBIDEN CO LTD                                                     | Ibiden Co Ltd                                                                   | CUSIP: 000000000<br>LEI: 52990051DBFIQEY37C91 | Long             | DBT              | CORP              | JP        |   60000000 | PA      | $433189.66    | 0.02%             | 2031-03-14      | None          | 0.00%                 | 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      | $11209532.29  | 0.46%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36182YTF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     767338 | PA      | $707578.17    | 0.03%             | 2044-09-15      | Fixed         | 3.50%                 | 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      | $5916915.30   | 0.24%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/SEK FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27481.25    | -0.00%            |  |  |  | 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      | $1240516.66   | 0.05%             | 2029-01-15      | Fixed         | 6.88%                 | 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      | $2068133.09   | 0.08%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                            | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4338000 | PA      | $3421923.37   | 0.14%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                                                 | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |    2200000 | PA      | $1795646.95   | 0.07%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                                                 | Barclays Bank PLC                                                               | CUSIP: 06744EDH7<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $453176.68    | 0.02%             | 2029-02-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $11999914.28  | 0.49%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4554000 | PA      | $4711413.56   | 0.19%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     850765 | PA      | $816060.82    | 0.03%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1941498.20   | 0.08%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AJL27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2727551 | PA      | $2179531.20   | 0.09%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                         | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50216.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12011000 | PA      | $12025841.99  | 0.49%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XNNB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7233004 | PA      | $7260814.86   | 0.30%             | 2053-11-01      | 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        |   41043000 | PA      | $41652232.03  | 1.71%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                             | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1607733.48   | 0.07%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GEV3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1183123 | PA      | $1093900.21   | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2453893.91   | 0.10%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                   | CDS CDX.NA.HY.44.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-4254050.13  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1159000 | PA      | $1174574.04   | 0.05%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    4624000 | PA      | $4592352.60   | 0.19%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | BRL/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-214342.98   | -0.01%            |  |  |  | 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      | $1581062.38   | 0.06%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1024169.55   | 0.04%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418ETE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1279178 | PA      | $1308215.53   | 0.05%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                          | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     123000 | PA      | $118534.20    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2607491.85   | 0.11%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2527143.89   | 0.10%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2201132.54   | 0.09%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XLV LLC                                                   | CUSIP: 15675FAA6<br>LEI: 6354005BRQJC9NIG3407 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5015295.00   | 0.21%             | 2036-04-15      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2142000 | PA      | $2154021.33   | 0.09%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69137000 | PA      | $69315243.48  | 2.84%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| FLUTTER TREASURY DAC                                              | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    1632000 | PA      | $1643783.04   | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     621399 | PA      | $579592.53    | 0.02%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/GBP FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1560238.64   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ENI SPA                                                           | Eni SpA                                                                         | CUSIP: 26874RAQ1<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    1634000 | PA      | $1668615.49   | 0.07%             | 2035-05-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                     | CUSIP: 043436AX2<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4535363.26   | 0.19%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YRL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     934469 | PA      | $969245.43    | 0.04%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3476436 | PA      | $3483955.16   | 0.14%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                    | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1221226.88   | 0.05%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                    | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1568446 | PA      | $1565248.55   | 0.06%             | 2070-03-25      | Variable      | 5.36%                 | 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      | $4647078.65   | 0.19%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                      | Parsons Corp                                                                    | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |     550000 | PA      | $600600.00    | 0.02%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                       | Enovis Corp                                                                     | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     600000 | PA      | $573600.00    | 0.02%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3113403.78   | 0.13%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                       | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $8271766.42   | 0.34%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2574000 | PA      | $2603748.34   | 0.11%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                               | LSEGA Financing PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |     291000 | PA      | $258299.39    | 0.01%             | 2031-04-06      | Fixed         | 2.50%                 | 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        |    2307739 | PA      | $2305522.15   | 0.09%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                          | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    5026000 | PA      | $4452916.98   | 0.18%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825397 | PA      | $830466.18    | 0.03%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38379GUF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2137501 | PA      | $2088593.24   | 0.09%             | 2038-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     882000 | PA      | $904352.07    | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                        | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     941000 | PA      | $966568.27    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                      | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2556661 | PA      | $2558763.12   | 0.10%             | 2033-03-21      | Fixed         | 4.96%                 | 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        |     340487 | PA      | $335392.83    | 0.01%             | 2068-11-26      | Variable      | 4.80%                 | 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        |     643170 | PA      | $645237.53    | 0.03%             | 2031-12-26      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     871000 | PA      | $994777.43    | 0.04%             | 2032-10-14      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | Kinetik Holdings LP                                                             | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5744915.82   | 0.24%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SCHNEIDER ELECTRIC SE                                             | Schneider Electric SE                                                           | CUSIP: 000000000<br>LEI: 969500A1YF1XUYYXS284 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $733671.19    | 0.03%             | 2031-06-28      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                            | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    4967000 | PA      | $5049384.75   | 0.21%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAD8<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $595731.39    | 0.02%             | 2027-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4436.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20111833 | PA      | $20215405.00  | 0.83%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     278000 | PA      | $276523.32    | 0.01%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      59876 | PA      | $59734.00     | 0.00%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1QE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6509804 | PA      | $5182375.25   | 0.21%             | 2052-02-01      | Fixed         | 2.00%                 | 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        |     752498 | PA      | $735582.61    | 0.03%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    7329000 | PA      | $7377406.21   | 0.30%             | 2034-04-01      | Fixed         | 5.75%                 | 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      | $7542460.95   | 0.31%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $8070498.08   | 0.33%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                                            | Iberdrola Finanzas SA                                                           | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $236308.60    | 0.01%             | 2030-03-27      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3352636 | PA      | $3212895.00   | 0.13%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5938137.96   | 0.24%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     722000 | PA      | $656151.32    | 0.03%             | 2032-05-14      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3373430 | PA      | $3064310.83   | 0.13%             | 2047-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                              | BAT International Finance PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    1998000 | PA      | $1959383.97   | 0.08%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                                           | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1644701 | PA      | $1513015.29   | 0.06%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                            | Brazilian Government International Bond                                         | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    7150000 | PA      | $7167517.50   | 0.29%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                           | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    8025000 | PA      | $8146106.72   | 0.33%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1305502.50   | 0.05%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1659000 | PA      | $1605324.30   | 0.07%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                                        | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7596000 | PA      | $6256678.60   | 0.26%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     779000 | PA      | $823907.71    | 0.03%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1531651 | PA      | $1468369.88   | 0.06%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                | Harbour Energy PLC                                                              | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |    6065000 | PA      | $6072878.44   | 0.25%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XSCS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10115200 | PA      | $10311996.06  | 0.42%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                     | State of California                                                             | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3705000 | PA      | $4256451.09   | 0.17%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617VTH86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21331720 | PA      | $17619175.04  | 0.72%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2061524.25   | 0.08%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2865522 | PA      | $2753179.85   | 0.11%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                      | Ecopetrol SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    2370000 | PA      | $2361586.26   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    5533000 | PA      | $5601461.91   | 0.23%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                  | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    3388000 | PA      | $3251524.25   | 0.13%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                | Advance Auto Parts Inc                                                          | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1629000 | PA      | $1638749.57   | 0.07%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6M9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     133737 | PA      | $130198.68    | 0.01%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133B0SS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14373124 | PA      | $11287737.81  | 0.46%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6332401 | PA      | $5574494.45   | 0.23%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $5976010.13   | 0.25%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380YWQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     427729 | PA      | $382343.16    | 0.02%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC                                             | Lumentum Holdings Inc                                                           | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |     350000 | PA      | $445025.00    | 0.02%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4215000 | PA      | $4253005.81   | 0.17%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418EQ60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1020963 | PA      | $1059947.86   | 0.04%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5601000 | PA      | $5411122.40   | 0.22%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 47 Ltd                                       | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |    5680688 | PA      | $5692821.95   | 0.23%             | 2035-04-14      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620AQ3U5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     401406 | PA      | $388281.05    | 0.02%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANLLIAN CAPITAL 2 LTD                                             | Anllian Capital 2 Ltd                                                           | CUSIP: 000000000<br>LEI: 529900ESV3CEMDZ51067 | Long             | DBT              | CORP              | VG        |     400000 | PA      | $481586.40    | 0.02%             | 2029-12-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                         | Auxilior Term Funding 2023-1 LLC                                                | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     413248 | PA      | $415989.93    | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Instar Leasing III, LLC                                           | InStar Leasing III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1354553 | PA      | $1251710.31   | 0.05%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                             | Nippon Life Insurance Co                                                        | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     766000 | PA      | $802349.76    | 0.03%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                            | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    5449000 | PA      | $5664273.64   | 0.23%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                                  | Triton Container International Ltd                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    1146000 | PA      | $994804.71    | 0.04%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MTU AERO ENGINES AG                                               | MTU Aero Engines AG                                                             | CUSIP: 000000000<br>LEI: 529900807L67JY81RD65 | Long             | DBT              | CORP              | DE        |     500000 | PA      | $651863.03    | 0.03%             | 2027-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12444112 | PA      | $10756119.70  | 0.44%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     855000 | PA      | $849185.20    | 0.03%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3891752.13   | 0.16%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | EUR/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $221171.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3772783 | PA      | $2978010.49   | 0.12%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                   | CUSIP: 29278GBE7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    1492000 | PA      | $1515315.80   | 0.06%             | 2034-06-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                                 | Iliad Holding SASU                                                              | CUSIP: 449691AF1<br>LEI: 9695009PXA7OI9NXN582 | Long             | DBT              | CORP              | FR        |    1849000 | PA      | $1984810.83   | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1386000 | PA      | $1359989.87   | 0.06%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                             | BANK5 2024-5YR12                                                                | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11436000 | PA      | $11707229.90  | 0.48%             | 2057-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                  | Bank of Montreal                                                                | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8400000 | PA      | $8437800.00   | 0.35%             | 2085-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7639446 | PA      | $7116574.87   | 0.29%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    6792000 | PA      | $7690699.24   | 0.32%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    7347000 | PA      | $7455608.28   | 0.31%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                    | AASET 2025-1                                                                    | CUSIP: 00258PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2581889 | PA      | $2625332.30   | 0.11%             | 2050-02-16      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6268887.82   | 0.26%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                    | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2320355 | PA      | $2340416.26   | 0.10%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194CAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1084329 | PA      | $999210.57    | 0.04%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4559703.11   | 0.19%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2022-FL8 Ltd                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2501547 | PA      | $2502408.44   | 0.10%             | 2037-02-19      | Floating      | 5.70%                 | 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      | $2223508.39   | 0.09%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3622ACRP7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6572730 | PA      | $6493562.25   | 0.27%             | 2053-07-20      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5005790 | PA      | $4760905.58   | 0.20%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3459725.26   | 0.14%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| SAIPEM SPA                                                        | Saipem SpA                                                                      | CUSIP: 000000000<br>LEI: 549300PHV8MBDHWB8X12 | Long             | DBT              | CORP              | IT        |     300000 | PA      | $497914.45    | 0.02%             | 2029-09-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193SR84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     569694 | PA      | $519528.93    | 0.02%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT                                            | British Airways 2020-1 Class A Pass Through Trust                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     471864 | PA      | $456478.98    | 0.02%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176BN29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     388169 | PA      | $366690.23    | 0.02%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                   | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2650000 | PA      | $2471609.21   | 0.10%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                             | Petroleos del Peru SA                                                           | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    6220000 | PA      | $4975844.50   | 0.20%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                     | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6828356.93   | 0.28%             | 2029-09-17      | Fixed         | 4.63%                 | 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        |    3809374 | PA      | $3530575.42   | 0.14%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6833390.69   | 0.28%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                        | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      15000 | PA      | $2433.09      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTLF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8293335 | PA      | $7186556.63   | 0.29%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZALANDO SE                                                        | Zalando SE                                                                      | CUSIP: 000000000<br>LEI: 529900YRFFGH5AXU4S86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $437463.34    | 0.02%             | 2027-08-06      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2313295 | PA      | $1832027.63   | 0.08%             | 2050-09-01      | Fixed         | 2.00%                 | 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      | $4787978.71   | 0.20%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2784264.46   | 0.11%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                            | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2323000 | PA      | $2389684.76   | 0.10%             | 2028-12-01      | Fixed         | 5.35%                 | 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      | $767049.08    | 0.03%             | 2037-07-02      | Fixed         | 6.85%                 | 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        |     935612 | PA      | $934806.64    | 0.04%             | 2068-02-25      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     860000 | PA      | $884275.24    | 0.04%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                            | Medco Cypress Tree Pte Ltd                                                      | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    2300000 | PA      | $2402425.05   | 0.10%             | 2030-05-19      | Fixed         | 8.62%                 | 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        |        586 | NC      | $-213642.19   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36186SLE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     177990 | PA      | $167337.57    | 0.01%             | 2045-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2339673.08   | 0.10%             | 2077-08-16      | Fixed         | 5.25%                 | 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      | $1453602.93   | 0.06%             | 2044-04-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6852000 | PA      | $6832435.76   | 0.28%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90821000 | PA      | $69155224.50  | 2.84%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38382B5K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2024787 | PA      | $1849089.41   | 0.08%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OSAKA EXCHANGE,INC                                                | JAPAN 10Y BOND(OSE)                                                             | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -50 | NC      | $215219.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK Mortgage Trust                                          | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5420069 | PA      | $5554360.42   | 0.23%             | 2057-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     583000 | PA      | $599495.87    | 0.02%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                   | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4524283.09   | 0.19%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W1SQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14843700 | PA      | $12334841.37  | 0.51%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6920969 | PA      | $5593396.01   | 0.23%             | 2050-12-20      | Fixed         | 2.00%                 | 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      | $999025.68    | 0.04%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                       | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3379925.63   | 0.14%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                    | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1068474 | PA      | $1073487.14   | 0.04%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| NAVOI MINING METALLURGIC                                          | Navoi Mining & Metallurgical Combinat                                           | CUSIP: 63890CAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |    1709000 | PA      | $1753921.39   | 0.07%             | 2030-05-14      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $9197350.80   | 0.38%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                 | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    3983000 | PA      | $4075936.14   | 0.17%             | 2027-10-15      | Fixed         | 5.75%                 | 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        |    6644089 | PA      | $6671812.62   | 0.27%             | 2065-04-25      | Variable      | 5.57%                 | 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      | $1587814.28   | 0.07%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GS5N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12305447 | PA      | $12086256.26  | 0.50%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                               | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |    2140022 | PA      | $2138162.94   | 0.09%             | 2069-11-25      | Variable      | 5.44%                 | 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      | $2979356.00   | 0.12%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Blackrock CLO                                                     | BlackRock Shasta CLO XIII LLC                                                   | CUSIP: 09263EAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6034038.00   | 0.25%             | 2036-07-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1222249.04   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8584265 | PA      | $8636104.03   | 0.35%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3258168.30   | 0.13%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                   | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1241000 | PA      | $735974.78    | 0.03%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DAIFUKU CO                                                        | Daifuku Co Ltd                                                                  | CUSIP: 000000000<br>LEI: 3538006FG1W4X3MYHL36 | Long             | DBT              | CORP              | JP        |   50000000 | PA      | $416321.29    | 0.02%             | 2028-09-14      | None          | 0.00%                 | 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      | $5481466.33   | 0.22%             | 2050-05-25      | Fixed         | 5.00%                 | 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      | $2449519.60   | 0.10%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                              | Bayer US Finance LLC                                                            | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2238634.71   | 0.09%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $1647327.60   | 0.07%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3513000 | PA      | $3565023.24   | 0.15%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    4210295 | PA      | $4055519.08   | 0.17%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $273900.00    | 0.01%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                             | Argentine Republic Government International Bond                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    3625000 | PA      | $2214875.00   | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| 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      | $339367.26    | 0.01%             | 2037-04-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                             | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     150000 | PA      | $199650.00    | 0.01%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTQS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5568983 | PA      | $5551614.98   | 0.23%             | 2054-08-01      | Fixed         | 5.50%                 | 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      | $814383.53    | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                             | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    5665000 | PA      | $5670774.56   | 0.23%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1197000 | PA      | $1218288.06   | 0.05%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/BRL FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-561387.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos Clo Xxv                                                                  | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    3333333 | PA      | $3326026.33   | 0.14%             | 2037-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XHU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3800968 | PA      | $3201476.42   | 0.13%             | 2052-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OLIN CORP                                                         | Olin Corp                                                                       | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4525860.86   | 0.19%             | 2033-04-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                       | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     615590 | PA      | $622741.45    | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $37919.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4198000 | PA      | $4045692.36   | 0.17%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DTAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19515623 | PA      | $19232924.48  | 0.79%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1009908 | PA      | $983330.25    | 0.04%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                            | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1171000 | PA      | $1109154.68   | 0.05%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                               | LCM 37 Ltd                                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    5271399 | PA      | $5271324.93   | 0.22%             | 2034-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1366000 | PA      | $1425890.74   | 0.06%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2399000 | PA      | $2486951.59   | 0.10%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6478766.20   | 0.27%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193EP95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     586974 | PA      | $530483.37    | 0.02%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                  | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1947718.44   | 0.08%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                             | Louisville Gas and Electric Co                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1195789.60   | 0.05%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                          | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2009000 | PA      | $2010867.67   | 0.08%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13563000 | PA      | $13267368.92  | 0.54%             | 2055-05-15      | Fixed         | 4.75%                 | 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        |    1582035 | PA      | $1600826.89   | 0.07%             | 2055-02-15      | Fixed         | 5.64%                 | 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      | $5094894.33   | 0.21%             | 2031-11-15      | Fixed         | 8.88%                 | 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      | $2305653.54   | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9810000 | PA      | $10778438.59  | 0.44%             | 2037-10-01      | Fixed         | 6.75%                 | 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      | $2681698.14   | 0.11%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4647127 | PA      | $4345732.31   | 0.18%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NORDEX SE                                                         | Nordex SE                                                                       | CUSIP: 000000000<br>LEI: 529900HVDYCUWVD0OE76 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $364179.67    | 0.01%             | 2030-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427NZF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12955236 | PA      | $13469551.55  | 0.55%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                       | Antares CLO 2017-1 Ltd                                                          | CUSIP: 03665JAU2<br>LEI: 254900CUTGFKE890WB58 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4022840.00   | 0.16%             | 2037-01-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                          | Banque Ouest Africaine de Developpement                                         | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | N/A       |    2500000 | PA      | $2283109.00   | 0.09%             | 2031-10-22      | Fixed         | 4.70%                 | 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        |    1801603 | PA      | $1791577.17   | 0.07%             | 2055-02-20      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5616000 | PA      | $5757524.77   | 0.24%             | 2036-01-24      | Fixed         | 6.02%                 | 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      | $6655358.22   | 0.27%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1 LLC                                                   | Slam 2021-1 Ltd                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6899099 | PA      | $6449100.63   | 0.26%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179XN69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4542116 | PA      | $4486832.15   | 0.18%             | 2052-11-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                               | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1340359.95   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | 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      | $3634982.08   | 0.15%             | 2030-05-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5875820 | PA      | $5121398.19   | 0.21%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7407838.05   | 0.30%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIF Funding III LLC                                               | TIF Funding III LLC                                                             | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3668400 | PA      | $3635246.84   | 0.15%             | 2049-04-20      | Fixed         | 5.48%                 | 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        |     302709 | PA      | $302335.94    | 0.01%             | 2047-10-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                | Seagate HDD Cayman                                                              | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $388075.00    | 0.02%             | 2028-06-01      | 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      | $2890375.43   | 0.12%             | 2033-03-01      | Fixed         | 5.80%                 | 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      | $2434847.86   | 0.10%             | 2036-08-15      | Variable      | 4.87%                 | 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      | $2238691.35   | 0.09%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU3E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26424360 | PA      | $25967859.64  | 1.07%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                              | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    1137000 | PA      | $1154879.95   | 0.05%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS                                           | Alnylam Pharmaceuticals Inc                                                     | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $589120.00    | 0.02%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRNY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5963529 | PA      | $6057446.81   | 0.25%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ACCOR SA                                                          | Accor SA                                                                        | CUSIP: 000000000<br>LEI: 969500QZC2Q0TK11NV07 | Long             | DBT              | CORP              | FR        |      48120 | PA      | $63945.32     | 0.00%             | 2027-12-07      | Fixed         | 0.70%                 | 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        |     559435 | PA      | $570567.03    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | 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      | $3613095.75   | 0.15%             | 2046-10-15      | Fixed         | 2.17%                 | 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      | $1841276.78   | 0.08%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    1347000 | PA      | $1375100.63   | 0.06%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                            | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1708000 | PA      | $1690830.71   | 0.07%             | 2029-06-18      | Fixed         | 4.30%                 | 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        |    3465501 | PA      | $3242690.13   | 0.13%             | 2046-07-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                           | Latam Airlines Group SA                                                         | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    1053000 | PA      | $1088802.00   | 0.04%             | 2031-01-07      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization T                                    | Willis Engine Structured Trust IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     532953 | PA      | $528854.13    | 0.02%             | 2043-09-15      | Variable      | 4.75%                 | 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      | $4591500.78   | 0.19%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4913492.80   | 0.20%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7102792 | PA      | $5606586.59   | 0.23%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1297000 | PA      | $1242507.53   | 0.05%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179YW67<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4160804 | PA      | $4231626.18   | 0.17%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DQ3Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6716717 | PA      | $6746060.12   | 0.28%             | 2053-08-01      | Fixed         | 5.50%                 | 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      | $2458237.21   | 0.10%             | 2030-10-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                          | American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8723000 | PA      | $8725481.69   | 0.36%             | 2029-04-20      | Fixed         | 5.75%                 | 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        |       1490 | NC      | $376563.52    | 0.02%             |  |  |  | No            |                  1 | 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      | $3753152.00   | 0.15%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                               | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3056089.16   | 0.13%             | 2050-06-01      | Fixed         | 2.41%                 | 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      | $2040590.26   | 0.08%             | 2075-07-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    4843000 | PA      | $4896894.70   | 0.20%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC                                                 | AeroVironment Inc                                                               | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |     300000 | PA      | $337770.00    | 0.01%             | 2030-07-15      | None          | 0.00%                 | 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      | $320625.00    | 0.01%             | 2030-03-07      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3435601 | PA      | $3193361.79   | 0.13%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $319050.00    | 0.01%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     262500 | PA      | $262134.63    | 0.01%             | 2026-08-20      | Fixed         | 2.33%                 | 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        |   20519349 | NS      | $20519348.76  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                           | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2235770.94   | 0.09%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                           | INEOS Quattro Finance 2 Plc                                                     | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    4681000 | PA      | $4772139.07   | 0.20%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| ERAC USA FINANCE LLC                                              | ERAC USA Finance LLC                                                            | CUSIP: 26884TAZ5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2873496.25   | 0.12%             | 2034-10-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6769881.80   | 0.28%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                          | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2325335.70   | 0.10%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                        | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    6675000 | PA      | $6757409.55   | 0.28%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1157271 | PA      | $1118937.09   | 0.05%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    5071000 | PA      | $4723459.12   | 0.19%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179TJY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     583860 | PA      | $544069.28    | 0.02%             | 2047-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                    | CUSIP: 62886HBS9<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     200000 | PA      | $244750.00    | 0.01%             | 2030-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                 | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     983698 | PA      | $985388.80    | 0.04%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                          | IREN Ltd                                                                        | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $120850.00    | 0.00%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                                                   | Spotify USA Inc                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     300000 | PA      | $379800.00    | 0.02%             | 2026-03-15      | None          | 0.00%                 | 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      | $1343728.81   | 0.06%             | 2036-02-01      | Fixed         | 4.70%                 | 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        |     665757 | PA      | $633390.47    | 0.03%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust 2025-CP1                                                        | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1805362 | PA      | $1730276.99   | 0.07%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                   | Danske Bank A/S                                                                 | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    6259000 | PA      | $6479743.85   | 0.27%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     976000 | PA      | $989652.31    | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                               | Bank of Nova Scotia/The                                                         | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5835000 | PA      | $5970968.98   | 0.24%             | 2085-04-27      | Fixed         | 7.35%                 | 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      | $6526982.45   | 0.27%             | 2036-10-16      | Floating      | 5.91%                 | 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      | $3210890.41   | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1765206.73   | 0.07%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1560534 | PA      | $1505874.60   | 0.06%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140MKAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3087631 | PA      | $2889226.94   | 0.12%             | 2052-04-01      | Fixed         | 4.00%                 | 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      | $2305047.04   | 0.09%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                            | Froneri Lux FinCo SARL                                                          | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |    6350000 | PA      | $6331278.80   | 0.26%             | 2032-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                    | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    7152000 | PA      | $6908988.70   | 0.28%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3656000 | PA      | $3744158.15   | 0.15%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383FP56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4615817 | PA      | $4056753.47   | 0.17%             | 2051-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                          | Clear Channel Outdoor Holdings Inc                                              | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $4486710.40   | 0.18%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     300000 | PA      | $340800.00    | 0.01%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TIRLAN CO-OP SOCIETY LTD                                          | Tirlan Co-Operative Society Ltd                                                 | CUSIP: 000000000<br>LEI: 635400JEXIKOXRYQZ534 | Long             | DBT              | CORP              | IE        |     500000 | PA      | $578399.74    | 0.02%             | 2027-01-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                            | Air Canada 2020-2 Class A Pass Through Trust                                    | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     754779 | PA      | $759694.13    | 0.03%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                          | Vinci SA                                                                        | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $720800.88    | 0.03%             | 2030-02-18      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                          | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1678603.48   | 0.07%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    1071000 | PA      | $1061406.42   | 0.04%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1712000 | PA      | $1853382.28   | 0.08%             | 2035-04-25      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36295WJK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     346970 | PA      | $336936.88    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | 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        |     862238 | PA      | $830278.77    | 0.03%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                             | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1883892.72   | 0.08%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                           | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2527000 | PA      | $2673869.24   | 0.11%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                               | United Airlines Inc                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    1436000 | PA      | $1403173.05   | 0.06%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                          | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    5610000 | PA      | $5890500.00   | 0.24%             | 2030-04-25      | Fixed         | 7.38%                 | 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        |        376 | NC      | $-200326.58   | -0.01%            |  |  |  | No            |                  1 | 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      | $5513469.44   | 0.23%             | 2037-08-05      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38383V4Z8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1265082 | PA      | $1300540.71   | 0.05%             | 2051-11-20      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                             | ON Semiconductor Corp                                                           | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     200000 | PA      | $246182.05    | 0.01%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4322312 | PA      | $4016600.11   | 0.16%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427NS42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9978905 | PA      | $10020709.03  | 0.41%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     333776 | PA      | $315327.99    | 0.01%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140JBW69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1442895 | PA      | $1163377.92   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133AMKD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13285063 | PA      | $10961847.35  | 0.45%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                       | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    3735000 | PA      | $3662011.79   | 0.15%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                               | Ashtead Capital Inc                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2656000 | PA      | $2757564.56   | 0.11%             | 2033-10-15      | Fixed         | 5.95%                 | 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        |     894745 | PA      | $900587.65    | 0.04%             | 2063-06-25      | Variable      | 6.86%                 | 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        |    5159467 | PA      | $4550866.06   | 0.19%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| TELIX PHARMACEUTICALS                                             | Telix Pharmaceuticals Ltd                                                       | CUSIP: 000000000<br>LEI: 894500HTWOOGIHLLSB86 | Long             | DBT              | CORP              | AU        |     300000 | PA      | $223594.00    | 0.01%             | 2029-07-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                            | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2163133.01   | 0.09%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XP6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6902920 | PA      | $6771464.11   | 0.28%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2321359.20   | 0.10%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XFAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5151290 | PA      | $4441362.89   | 0.18%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XQYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7750460 | PA      | $7371494.85   | 0.30%             | 2053-06-01      | 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      | $3652589.66   | 0.15%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36184S4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     175265 | PA      | $161358.00    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | 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      | $1917105.26   | 0.08%             | 2054-06-25      | Variable      | 6.15%                 | 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        |   13384035 | NS      | $13384034.60  | 0.55%             |  |  |  | No            |                  1 | 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      | $4504785.48   | 0.18%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2317649 | PA      | $2152114.11   | 0.09%             | 2042-11-01      | Fixed         | 3.50%                 | 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      | $1226955.54   | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                               | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    1292000 | PA      | $1287761.68   | 0.05%             | 2027-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                                     | USD/AUD FORWARD                                                                 | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2746.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTEL CORP                                                        | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7764000 | PA      | $6865066.38   | 0.28%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                     | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    1702000 | PA      | $1883801.51   | 0.08%             | 2039-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36204DX38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     685699 | PA      | $647787.45    | 0.03%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-9365.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DSQH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29109467 | PA      | $26531864.80  | 1.09%             | 2048-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US ULTRA BOND CBT                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        997 | NC      | $842410.47    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Toorak Mortgage Corp.                                             | Toorak Mortgage Trust 2025-RRTL1                                                | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    3652909 | PA      | $3644758.26   | 0.15%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F6L1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     123045 | PA      | $119411.10    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                        | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3871012.00   | 0.16%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     584000 | PA      | $532437.56    | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $2091903.48   | 0.09%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                      | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2165799.94   | 0.09%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297F2P6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     303464 | PA      | $297114.77    | 0.01%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5190000 | PA      | $5128094.15   | 0.21%             | 2029-03-05      | Fixed         | 3.97%                 | 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      | $855540.11    | 0.04%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAU2<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    6500000 | PA      | $6556875.00   | 0.27%             | 2036-04-18      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                                          | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     782525 | PA      | $748056.95    | 0.03%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4179627 | PA      | $4133878.83   | 0.17%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                                    | Tecpetrol SA                                                                    | CUSIP: 87876TAG9<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |    3755000 | PA      | $3864646.00   | 0.16%             | 2033-01-22      | Fixed         | 7.62%                 | 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      | $3008169.34   | 0.12%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1530285 | PA      | $1236697.98   | 0.05%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                               | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $4808011.40   | 0.20%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179VZG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2265486 | PA      | $1869812.22   | 0.08%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FX98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     330373 | PA      | $311793.13    | 0.01%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                    | Amur Equipment Finance Receivables XI LLC                                       | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     103721 | PA      | $103898.17    | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1895508.63   | 0.08%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | State Street Corp                                                               | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3436000 | PA      | $3551092.26   | 0.15%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVLQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22670539 | PA      | $18971011.31  | 0.78%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                          | Eagle Funding Luxco Sarl                                                        | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    5412000 | PA      | $5443119.00   | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                          | Snap Inc                                                                        | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |    3319000 | PA      | $3405612.62   | 0.14%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOESTALPINE AG                                                    | voestalpine AG                                                                  | CUSIP: 000000000<br>LEI: 529900ZAXBMQDIWPNB72 | Long             | DBT              | CORP              | AT        |     400000 | PA      | $467181.76    | 0.02%             | 2028-04-28      | Fixed         | 2.75%                 | 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      | $1182998.86   | 0.05%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132E0FL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10021599 | PA      | $8296278.07   | 0.34%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUEE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     647824 | PA      | $650058.16    | 0.03%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                   | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2627000 | PA      | $2459785.88   | 0.10%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   69915000 | PA      | $70115732.26  | 2.88%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP                                                | Liberty Media Corp-Liberty Formula One                                          | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $387000.00    | 0.02%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36176S4E7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     240659 | PA      | $234664.88    | 0.01%             | 2041-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | Alumina Pty Ltd                                                                 | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    4520000 | PA      | $4587696.04   | 0.19%             | 2032-09-15      | Fixed         | 6.38%                 | 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      | $2441385.90   | 0.10%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1134973.33   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                              | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9460648.01   | 0.39%             | 2035-08-15      | Fixed         | 5.55%                 | 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        |     813267 | PA      | $779420.31    | 0.03%             | 2055-09-20      | Fixed         | 5.98%                 | 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      | $6958269.19   | 0.29%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3133A3GS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3237963 | PA      | $2827465.51   | 0.12%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DU6T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7111663 | PA      | $6943450.83   | 0.28%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4060889 | PA      | $3558779.46   | 0.15%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                                          | SLAM 2025-1 Ltd                                                                 | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1637439 | PA      | $1664405.54   | 0.07%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3251000 | PA      | $2819959.66   | 0.12%             | 2031-10-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3200.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                               | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3435071.62   | 0.14%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2494065.45   | 0.10%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                        | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    2381000 | PA      | $2481894.47   | 0.10%             | 2030-11-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $2305479.98   | 0.09%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | Royal Bank of Canada                                                            | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5995000 | PA      | $6075932.50   | 0.25%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                          | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     178890 | PA      | $169911.06    | 0.01%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | GBP/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39525.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1348928.23   | 0.06%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VIKING BAKED GOODS ACQUI                                          | Viking Baked Goods Acquisition Corp                                             | CUSIP: 92676AAA5<br>LEI: 254900DBFD2H1FJK0893 | Long             | DBT              | CORP              | US        |    4451000 | PA      | $4375414.41   | 0.18%             | 2031-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                         | IRV Trust 2025-200P                                                             | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1062865 | PA      | $1052395.57   | 0.04%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9905000 | PA      | $8261630.15   | 0.34%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                  | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6432000 | PA      | $6460944.00   | 0.26%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4242000 | PA      | $3752781.81   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14681000 | PA      | $14241430.16  | 0.58%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                               | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13495000 | PA      | $14067168.03  | 0.58%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| TETRA TECH INC                                                    | Tetra Tech Inc                                                                  | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |     600000 | PA      | $683790.00    | 0.03%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                            | Progress Software Corp                                                          | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415400.00    | 0.02%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AES PANAMA GENERATION HL                                          | AES Panama Generation Holdings SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    1252255 | PA      | $1144731.21   | 0.05%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4323569 | PA      | $3494393.70   | 0.14%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXV CLO Ltd                                      | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    3082089 | PA      | $3082597.54   | 0.13%             | 2033-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193NG87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1516723 | PA      | $1400282.27   | 0.06%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock CLO Ltd                                                  | OWL Rock Clo XXI LLC                                                            | CUSIP: 69120UAA1<br>LEI: 2549000CE1W4KBWC2X49 | Long             | ABS-CBDO         | CORP              | US        |    4241071 | PA      | $4246771.00   | 0.17%             | 2034-07-24      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38380FHM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4743640 | PA      | $4355422.21   | 0.18%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3764950.50   | 0.15%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SNOWFLAKE INC                                                     | Snowflake Inc                                                                   | CUSIP: 833445AA7<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |     300000 | PA      | $456000.00    | 0.02%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XN4K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1606342 | PA      | $1639807.50   | 0.07%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cerberus                                                          | Cerberus Loan Funding XXXIX LP                                                  | CUSIP: 15673VAG0<br>LEI: 635400YPAUXKTFEV3V98 | Long             | ABS-CBDO         | CORP              | US        |    2038367 | PA      | $2043138.66   | 0.08%             | 2033-01-15      | Floating      | 5.72%                 | 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      | $2737698.33   | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140LS2C9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14582489 | PA      | $11476525.68  | 0.47%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GKH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1276907 | PA      | $1188933.17   | 0.05%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                           | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1373000 | PA      | $939736.59    | 0.04%             | 2051-12-15      | Fixed         | 3.45%                 | 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        |     454449 | PA      | $455404.54    | 0.02%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                            | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |    1643930 | PA      | $1639324.54   | 0.07%             | 2064-10-25      | Variable      | 5.41%                 | 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      | $4558914.73   | 0.19%             | 2029-11-15      | Fixed         | 3.88%                 | 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        |    5126508 | PA      | $5141461.17   | 0.21%             | 2054-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                            | Ormat Technologies Inc                                                          | CUSIP: 686688AB8<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $453200.00    | 0.02%             | 2027-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                     | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     368000 | PA      | $351139.15    | 0.01%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4378519 | PA      | $4072744.89   | 0.17%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                           | PMT Issuer Trust - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3714000 | PA      | $3737791.14   | 0.15%             | 2026-03-25      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7046639 | PA      | $5633774.59   | 0.23%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                     | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5564659.74   | 0.23%             | 2035-03-15      | Fixed         | 4.25%                 | 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        |    2282896 | PA      | $2295589.89   | 0.09%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                  | COLT 2025-8 MORTGAGE LOAN TRUST                                                 | CUSIP: 19689DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3136794 | PA      | $3137592.94   | 0.13%             | 2070-08-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36193GE76<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1615901 | PA      | $1489537.75   | 0.06%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | JPY/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $914296.30    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36188SPE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     138093 | PA      | $127198.56    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | 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      | $1065376.32   | 0.04%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4908896 | PA      | $4551249.15   | 0.19%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                                                       | MCF CLO VIII Ltd                                                                | CUSIP: 55281GAQ1<br>LEI: 254900KF5QOK0T8H4C54 | Long             | ABS-CBDO         | CORP              | KY        |    4550000 | PA      | $4577081.60   | 0.19%             | 2036-04-18      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                   | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1310000 | PA      | $1322435.83   | 0.05%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427MSQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17624321 | PA      | $17787976.36  | 0.73%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36192UD69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1865902 | PA      | $1720048.44   | 0.07%             | 2046-04-20      | Fixed         | 3.50%                 | 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      | $2311091.88   | 0.09%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS Group AG                                                                    | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     914000 | PA      | $995582.43    | 0.04%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                             | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5831000 | PA      | $5981097.17   | 0.25%             | 2035-01-15      | Fixed         | 5.80%                 | 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      | $4143458.16   | 0.17%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                       | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3952000 | PA      | $3693777.55   | 0.15%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 36297FHN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292446 | PA      | $292801.54    | 0.01%             | 2039-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15536607 | PA      | $13343575.12  | 0.55%             | 2046-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     855000 | PA      | $880116.53    | 0.04%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | RON/USD FORWARD                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19683.78    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    3901000 | PA      | $3961438.19   | 0.16%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                            | Brightstar Lottery PLC                                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    5625000 | PA      | $5585800.50   | 0.23%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                              | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     878000 | PA      | $842584.84    | 0.03%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 31427M5G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10195012 | PA      | $8116099.05   | 0.33%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9321681 | PA      | $8852812.42   | 0.36%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                             | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4147000 | PA      | $4179139.25   | 0.17%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                        | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    1803000 | PA      | $1815286.72   | 0.07%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38381VH45<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     595723 | PA      | $546066.16    | 0.02%             | 2048-12-20      | Fixed         | 3.00%                 | 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      | $1810102.30   | 0.07%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                            | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1956815.07   | 0.08%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                          | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1017221.75   | 0.04%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                   | NGPL PipeCo LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2348707.32   | 0.10%             | 2031-07-15      | Fixed         | 3.25%                 | 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        |     354403 | PA      | $360327.10    | 0.01%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4035000 | PA      | $3898742.09   | 0.16%             | 2051-11-27      | Fixed         | 3.25%                 | 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      | $2991203.78   | 0.12%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                          | Jersey Mike's Funding                                                           | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1607000 | PA      | $1621591.56   | 0.07%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities IX CLO Ltd                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1810438.20   | 0.07%             | 2033-10-15      | Floating      | 6.13%                 | 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      | $4429505.64   | 0.18%             | 2038-01-17      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    2220000 | PA      | $2238157.38   | 0.09%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                      | DoorDash Inc                                                                    | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |     300000 | PA      | $326400.00    | 0.01%             | 2030-05-15      | None          | 0.00%                 | 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      | $1034884.87   | 0.04%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                   | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1072216.94   | 0.04%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36183QT47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1322549 | PA      | $1201171.75   | 0.05%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2170588 | PA      | $1904482.24   | 0.08%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALKAMI TECHNOLOGY INC                                             | Alkami Technology Inc                                                           | CUSIP: 01644JAA6<br>LEI: 254900FCNYU4HNEV9L47 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300997.22    | 0.01%             | 2030-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-2                                       | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2573000 | PA      | $2580715.40   | 0.11%             | 2033-12-15      | Fixed         | 5.11%                 | 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      | $1601201.35   | 0.07%             | 2038-06-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                          | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4497188.13   | 0.18%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                      | Ares XLIX CLO Ltd                                                               | CUSIP: 04017JAL5<br>LEI: 549300FI9E5EZIMPA581 | Long             | ABS-CBDO         | CORP              | KY        |    5750000 | PA      | $5751960.75   | 0.24%             | 2036-10-22      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XGQ69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9456154 | PA      | $8191293.06   | 0.34%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DAVIDE CAMPARI-MILANO SP                                          | Davide Campari-Milano NV                                                        | CUSIP: 000000000<br>LEI: 213800ED5AN2J56N6Z02 | Long             | DBT              | CORP              | NL        |     600000 | PA      | $670320.50    | 0.03%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DVML6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5406645 | PA      | $5213445.22   | 0.21%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                     | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2359065.70   | 0.10%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                          | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5070000 | PA      | $5146394.76   | 0.21%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3391442 | PA      | $3009152.36   | 0.12%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY FIN LLC                                            | Morgan Stanley Finance LLC                                                      | CUSIP: 000000000<br>LEI: 5493003FCPSE9RKT4B56 | Long             | DBT              | CORP              | US        |     500000 | PA      | $562500.00    | 0.02%             | 2028-03-21      | None          | 0.00%                 | 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        |    5609698 | PA      | $5248136.35   | 0.22%             | 2032-11-15      | Fixed         | 4.00%                 | 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      | $5690747.64   | 0.23%             | 2058-03-15      | Fixed         | 4.91%                 | 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      | $446089.76    | 0.02%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                  | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    3951000 | PA      | $2813112.00   | 0.12%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36198VNK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     778730 | PA      | $719189.23    | 0.03%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKPA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8569088 | PA      | $7445861.13   | 0.31%             | 2051-04-01      | 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        |     234725 | PA      | $216445.36    | 0.01%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                            | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5412000 | PA      | $5473866.25   | 0.22%             | 2032-04-01      | Fixed         | 5.20%                 | 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      | $3699597.68   | 0.15%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 3617LANC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     467353 | PA      | $429374.51    | 0.02%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5771619.75   | 0.24%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                               | University of Michigan                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2449000 | PA      | $2023498.98   | 0.08%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                               | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4497972.99   | 0.18%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                               | Coinbase Global Inc                                                             | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $119719.80    | 0.00%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    3546000 | PA      | $3805622.55   | 0.16%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6887000 | PA      | $6796467.63   | 0.28%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4376000 | PA      | $4454623.59   | 0.18%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding IX LLC                                                              | CUSIP: 12571WAG8<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-O            | CORP              | US        |    2408738 | PA      | $2418828.18   | 0.10%             | 2050-06-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6995795 | PA      | $5533019.24   | 0.23%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                      | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5994000 | PA      | $4948738.05   | 0.20%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3142GSFR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3735011 | PA      | $3795841.69   | 0.16%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UGI CORP                                                          | UGI Corp                                                                        | CUSIP: 902681AB1<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $274380.00    | 0.01%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                       | Nutanix Inc                                                                     | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     400000 | PA      | $450680.00    | 0.02%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                 | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8408645 | PA      | $8598522.29   | 0.35%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9695000 | PA      | $10034971.17  | 0.41%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21005.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMPRESA NACIONAL DEL PET                                          | Empresa Nacional del Petroleo                                                   | CUSIP: 29245JAP7<br>LEI: 549300YP3P0JZBLIV197 | Long             | DBT              | CORP              | CL        |     681000 | PA      | $695947.95    | 0.03%             | 2034-07-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     157117 | PA      | $158819.47    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10253651 | PA      | $8888110.58   | 0.36%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                | Advance Auto Parts Inc                                                          | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1292342.54   | 0.05%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                                       | Geopark Ltd                                                                     | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |    1992000 | PA      | $1723707.48   | 0.07%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                        | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     795000 | PA      | $817423.56    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | 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        |    1622067 | PA      | $1479256.82   | 0.06%             | 2047-01-25      | Fixed         | 2.54%                 | 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        |     761546 | PA      | $766832.74    | 0.03%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                        | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $3166994.04   | 0.13%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                       | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    5764000 | PA      | $5895088.00   | 0.24%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae I Pool                                                               | CUSIP: 3620A9PQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     601158 | PA      | $568810.02    | 0.02%             | 2039-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                             | Belron UK Finance PLC                                                           | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     720000 | PA      | $727207.20    | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                            | Northern Oil & Gas Inc                                                          | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     500000 | PA      | $520125.00    | 0.02%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gilead Aviation (Warehouse) LL                                    | Gilead Aviation LLC                                                             | CUSIP: 37556TAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3579498 | PA      | $3626511.82   | 0.15%             | 2050-03-15      | Fixed         | 5.79%                 | 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        |       9707 | PA      | $9693.23      | 0.00%             | 2035-10-15      | Floating      | 5.21%                 | 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        |        -27 | NC      | $-6378.85     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| A10 NETWORKS INC                                                  | A10 Networks Inc                                                                | CUSIP: 002121AA9<br>LEI: 549300UQD4IWUML81Q35 | Long             | DBT              | CORP              | US        |     300000 | PA      | $314101.09    | 0.01%             | 2030-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FIN C INTL                                          | Goldman Sachs Finance Corp International Ltd                                    | CUSIP: 000000000<br>LEI: 549300KQWCT26VXWW684 | Long             | DBT              | CORP              | JE        |     400000 | PA      | $428000.00    | 0.02%             | 2028-04-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XKW55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5701784 | PA      | $5658829.06   | 0.23%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12692208 | PA      | $10622243.14  | 0.44%             | 2050-11-01      | Fixed         | 2.50%                 | 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      | $573842.51    | 0.02%             | 2046-11-10      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36194GN75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     821846 | PA      | $757099.61    | 0.03%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                              | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5635950.99   | 0.23%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                                          | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    4149000 | PA      | $4152729.12   | 0.17%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                          | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2302325.38   | 0.09%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                         | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     693000 | PA      | $712163.37    | 0.03%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                                                   | Sealed Air Corp                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    3734000 | PA      | $3586969.72   | 0.15%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9687146 | PA      | $8877689.91   | 0.36%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                  | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1658071.19   | 0.07%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140W0M69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12680513 | PA      | $12435938.15  | 0.51%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     407000 | PA      | $415033.94    | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                                                   | MARB BondCo PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |     898000 | PA      | $797976.54    | 0.03%             | 2031-01-29      | Fixed         | 3.95%                 | 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      | $2033337.68   | 0.08%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                           | Sasol Financing USA LLC                                                         | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    4288000 | PA      | $3573139.80   | 0.15%             | 2031-03-18      | Fixed         | 5.50%                 | 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      | $1063113.33   | 0.04%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                  | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    1709000 | PA      | $1608476.64   | 0.07%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                  | DT Midstream Inc                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2791405.47   | 0.11%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     851000 | PA      | $832238.11    | 0.03%             | 2027-03-15      | Fixed         | 3.12%                 | 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      | $7873769.14   | 0.32%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                               | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    4971000 | PA      | $5021082.83   | 0.21%             | 2028-03-27      | Fixed         | 5.20%                 | 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      | $689820.24    | 0.03%             | 2028-06-05      | Fixed         | 3.69%                 | 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      | $5896644.13   | 0.24%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| STERIS PLC                                                        | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3944000 | PA      | $3533511.04   | 0.14%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                        | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1212057.54   | 0.05%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                     | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    5530000 | PA      | $5714762.83   | 0.23%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                        | CUSIP: 38377GT58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3492225 | PA      | $3541302.54   | 0.15%             | 2040-07-20      | Fixed         | 5.00%                 | 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      | $5089033.49   | 0.21%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                              | CUSIP: 36179EEQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     918653 | PA      | $859438.44    | 0.04%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                                       | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -35 | NC      | $31915.66     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1181000 | PA      | $1064053.48   | 0.04%             | 2036-08-15      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae Pool                                                                 | CUSIP: 3140XRYP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7905773 | PA      | $8049963.02   | 0.33%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                     | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2382820.43   | 0.10%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4746211.80   | 0.19%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                                          | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |    5999000 | PA      | $6081726.21   | 0.25%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                             | Uber Technologies Inc                                                           | CUSIP: 90353TAR1<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     200000 | PA      | $223485.48    | 0.01%             | 2028-05-15      | None          | 0.00%                 | 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      | $2448918.50   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                            | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1741177.33   | 0.07%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                | CUSIP: 3132DUJP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1657427 | PA      | $1662824.25   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-23

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer