# EDGAR Filing Document

**Accession Number:** 0001635295
**File Stem:** 0001775697-23-000202
**Filing Date:** 2023-3
**Character Count:** 251576
**Document Hash:** 1e55ee78ffb86744308407b0dd2aebb3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000202.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230430

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23036
- **FILM NUMBER:** 23758565

**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

STATEMENT OF INVESTMENTS<br>BNY Mellon Insight Core Plus Fund

January 31, 2023 (Unaudited)

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6%**  | **Bonds and Notes - 99.6%**  | **Bonds and Notes - 99.6%**  |  |  |
| **Aerospace & Defense - 1.1%**  | **Aerospace & Defense - 1.1%**  | **Aerospace & Defense - 1.1%**  |  |  |
| The Boeing Company, Sr. Unscd. Notes | 2.20 | 2/4/2026 | 6887000 | 6370002 |
| The Boeing Company, Sr. Unscd. Notes | 4.88 | 5/1/2025 | 6702000 | 6705287 |
| The Boeing Company, Sr. Unscd. Notes | 5.81 | 5/1/2050 | 791000 | 808534 |
|  |  |  |  | **13883823** |
| **Agriculture - .5%**  | **Agriculture - .5%**  | **Agriculture - .5%**  |  |  |
| Altria Group, Inc., Gtd. Notes | 4.80 | 2/14/2029 | 247000 | 244554 |
| BAT International Finance PLC, Gtd. Notes | 1.67 | 3/25/2026 | 1998000 | 1804243 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 2.10 | 5/1/2030 | 3470000 | 2907546 |
| Philip Morris International, Inc., Sr. Unscd. Notes | 5.63 | 11/17/2029 | 544000 | 568478 |
|  |  |  |  | **5524821** |
| **Airlines - 1.9%**  | **Airlines - 1.9%**  | **Airlines - 1.9%**  |  |  |
| Air Canada, Sr. Scd. Notes | 3.88 | 8/15/2026 | 392000<br> <sup>a</sup>  | 363132 |
| Air Canada Pass Through Trust, Ser. 2020-2, Cl. A | 5.25 | 4/1/2029 | 1197001<br> <sup>a</sup>  | 1149250 |
| American Airlines Pass Through Trust, Ser. 2017-1, Cl. AA | 3.65 | 2/15/2029 | 146750 | 134343 |
| American Airlines Pass Through Trust, Ser. 2017-2, Cl. AA | 3.35 | 10/15/2029 | 217858 | 193548 |
| American Airlines Pass Through Trust, Ser. 2019-1, Cl. AA | 3.15 | 2/15/2032 | 1951017 | 1702474 |
| American Airlines, Inc., Sr. Scd. Notes | 5.50 | 4/20/2026 | 2406000<br> <sup>a</sup>  | 2361393 |
| American Airlines, Inc., Sr. Scd. Notes | 5.75 | 4/20/2029 | 1105000<br> <sup>a</sup>  | 1070289 |
| British Airways Pass Through Trust, Ser. 2020-1, Cl. A | 4.25 | 11/15/2032 | 569971<br> <sup>a</sup>  | 526709 |
| Delta Air Lines Inc., Sr. Scd. Notes | 4.50 | 10/20/2025 | 659003<br> <sup>a</sup>  | 651321 |
| Delta Air Lines Inc., Sr. Scd. Notes | 4.75 | 10/20/2028 | 2009000<br> <sup>a</sup>  | 1958558 |
| JetBlue Pass Through Trust, Ser. 2020-1, Cl. 1A | 4.00 | 11/15/2032 | 6910421 | 6305544 |
| United Airlines Pass Through Trust, Ser. 2018-1, Cl. B | 4.60 | 3/1/2026 | 108203 | 100214 |
| United Airlines Pass Through Trust, Ser. 2019-1, Cl. AA | 4.15 | 8/25/2031 | 920117 | 849359 |
| United Airlines Pass Through Trust, Ser. 2019-2, Cl. AA | 2.70 | 5/1/2032 | 2289149 | 1914750 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Airlines - 1.9% (continued)** | **Airlines - 1.9% (continued)** | **Airlines - 1.9% (continued)** |  |  |  |
| United Airlines Pass Through Trust, Ser. 2020-1, Cl. A | 5.88 | 10/15/2027 | 1445686 |  | 1464923 |
| United Airlines, Inc., Sr. Scd. Notes | 4.38 | 4/15/2026 | 424000 | <sup>a</sup>  | 403023 |
| United Airlines, Inc., Sr. Scd. Notes | 4.63 | 4/15/2029 | 2193000 | <sup>a</sup>  | 2003690 |
|  |  |  |  | **23152520** | **23152520** |
| **Asset-Backed Certificates - 4.1%**  | **Asset-Backed Certificates - 4.1%**  | **Asset-Backed Certificates - 4.1%**  |  |  |  |
| Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Cl. A2 | 5.30 | 6/21/2028 | 526000 | <sup>a</sup>  | 523454 |
| Blackbird Capital Aircraft, Ser. 2021-1A, Cl. A | 2.44 | 7/15/2046 | 4433968 | <sup>a</sup>  | 3769280 |
| CF Hippolyta Issuer LLC, Ser. 2020-1, Cl. A1 | 1.69 | 7/15/2060 | 3251912 | <sup>a</sup>  | 2942001 |
| DataBank Issuer, Ser. 2021-2A, CI. A2 | 2.40 | 10/25/2051 | 4198000 | <sup>a</sup>  | 3731859 |
| DB Master Finance LLC, Ser. 2021-1A, Cl. A2I | 2.05 | 11/20/2051 | 4319370 | <sup>a</sup>  | 3822787 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I | 2.66 | 4/25/2051 | 3462330 | <sup>a</sup>  | 3027858 |
| Flexential Issuer, Ser. 2021-1A, Cl. A2 | 3.25 | 11/27/2051 | 4035000 | <sup>a</sup>  | 3659975 |
| InStar Leasing III LLC, Ser. 2021-1A, Cl. A | 2.30 | 2/15/2054 | 1521343 | <sup>a</sup>  | 1312935 |
| Marlette Funding Trust, Ser. 2022-3A, Cl. A | 5.18 | 11/15/2032 | 639017 | <sup>a</sup>  | 634955 |
| New Economy Assets Phase 1 Sponsor LLC, Ser. 2021-1, Cl. A1 | 1.91 | 10/20/2061 | 7596000 | <sup>a</sup>  | 6627003 |
| PMT Issuer Trust - FMSR, Ser. 2021-FT1, Cl. A, 1 Month LIBOR +3.00% | 7.51 | 3/25/2026 | 3714000 | <sup>a,b</sup>  | 3686506 |
| PNMAC FMSR Issuer Trust, Ser. 2018-FT1, Cl. A, 1 Month LIBOR +2.35% | 6.86 | 4/25/2023 | 125000 | <sup>a,b</sup>  | 121952 |
| Purewest Funding LLC, Ser. 2021-1, Cl. A1 | 4.09 | 12/22/2036 | 2112194 | <sup>a</sup>  | 2018540 |
| Slam Ltd., Ser. 2021-1A, Cl. A | 2.43 | 6/15/2046 | 8350468 | <sup>a</sup>  | 7228284 |
| TIF Funding II LLC, Ser. 2021-1A, Cl. A | 1.65 | 2/20/2046 | 3129035 | <sup>a</sup>  | 2675827 |
| Willis Engine Structured Trust IV, Ser. 2018-A, Cl. A | 4.75 | 9/15/2043 | 780648 | <sup>a</sup>  | 630565 |
| Willis Engine Structured Trust VI, Ser. 2021-A, Cl. A | 3.10 | 5/15/2046 | 4317180 | <sup>a</sup>  | 3240040 |
|  |  |  |  | **49653821** | **49653821** |
| **Asset-Backed Certificates/Auto Receivables - .3%**  | **Asset-Backed Certificates/Auto Receivables - .3%**  | **Asset-Backed Certificates/Auto Receivables - .3%**  |  |  |  |
| AmeriCredit Automobile Receivables Trust, Ser. 2022-1, CI. A2 | 2.05 | 1/20/2026 | 1087190 |  | 1075345 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Asset-Backed Certificates/Auto Receivables - .3% (continued)** | **Asset-Backed Certificates/Auto Receivables - .3% (continued)** | **Asset-Backed Certificates/Auto Receivables - .3% (continued)** |  |  |  |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2020-1A, Cl. A | 2.33 | 8/20/2026 | 1575000 | <sup>a</sup>  | 1477605 |
| OSCAR US Funding Trust IX LLC, Ser. 2018-2A, Cl. A4 | 3.63 | 9/10/2025 | 278537 | <sup>a</sup>  | 277472 |
| OSCAR US Funding Trust VIII LLC, Ser. 2018-1A, Cl. A4 | 3.50 | 5/12/2025 | 100273 | <sup>a</sup>  | 100138 |
| Santander Drive Auto Receivables Trust, Ser. 2022-5, CI. A3 | 4.11 | 8/17/2026 | 1171000 |  | 1158476 |
|  |  |  |  | **4089036** | **4089036** |
| **Asset-Backed Certificates/Student Loans - .5%**  | **Asset-Backed Certificates/Student Loans - .5%**  | **Asset-Backed Certificates/Student Loans - .5%**  |  |  |  |
| Commonbond Student Loan Trust, Ser. 2019-AGS, Cl. A1 | 2.54 | 1/25/2047 | 2541182 | <sup>a</sup>  | 2316442 |
| DRB Prime Student Loan Trust, Ser. 2017-A, Cl. A2B | 2.85 | 5/27/2042 | 3896 | <sup>a</sup>  | 3888 |
| Laurel Road Prime Student Loan Trust, Ser. 2017-C, Cl. A2B | 2.81 | 11/25/2042 | 179752 | <sup>a</sup>  | 176391 |
| Navient Private Education Refi Loan Trust, Ser. 2021-A, Cl. A | 0.84 | 5/15/2069 | 704886 | <sup>a</sup>  | 623574 |
| Navient Private Education Refi Loan Trust, Ser. 2021-A, Cl. B | 2.24 | 5/15/2069 | 766000 | <sup>a</sup>  | 564386 |
| SMB Private Education Loan Trust, Ser. 2017-A, Cl. A2A | 2.88 | 9/15/2034 | 87665 | <sup>a</sup>  | 84307 |
| SMB Private Education Loan Trust, Ser. 2017-B, Cl. A2B, 1 Month LIBOR +0.75% | 5.21 | 10/15/2035 | 56521 | <sup>a,b</sup>  | 55839 |
| SoFi Professional Loan Program LLC, Ser. 2017-C, Cl. B | 3.56 | 7/25/2040 | 2201000 | <sup>a</sup>  | 2075810 |
|  |  |  |  | **5900637** | **5900637** |
| **Automobiles & Components - 2.2%**  | **Automobiles & Components - 2.2%**  | **Automobiles & Components - 2.2%**  |  |  |  |
| Ford Motor Credit Co., Sr. Unscd. Notes | 2.30 | 2/10/2025 | 8740000 |  | 8115156 |
| Ford Motor Credit Co., Sr. Unscd. Notes | 3.37 | 11/17/2023 | 2035000 |  | 1989109 |
| Ford Motor Credit Co., Sr. Unscd. Notes | 4.54 | 8/1/2026 | 3004000 |  | 2855302 |
| General Motors Co., Sr. Unscd. Notes | 6.80 | 10/1/2027 | 2355000 |  | 2509376 |
| General Motors Financial Co., Sr. Unscd. Notes | 2.35 | 1/8/2031 | 7880000 |  | 6302285 |
| General Motors Financial Co., Sr. Unscd. Notes | 3.60 | 6/21/2030 | 4332000 |  | 3816791 |
| Stellantis Finance US, Inc., Gtd. Notes | 2.69 | 9/15/2031 | 1551000 | <sup>a</sup>  | 1251429 |
|  |  |  |  | **26839448** | **26839448** |
| **Banks - 6.5%**  | **Banks - 6.5%**  | **Banks - 6.5%**  |  |  |  |
| ABN AMRO Bank NV, Sub. Notes | 4.75 | 7/28/2025 | 635000 | <sup>a</sup>  | 623274 |
| ABN AMRO Bank NV, Sub. Notes | 4.80 | 4/18/2026 | 800000 | <sup>a</sup>  | 780933 |
| AIB Group PLC, Sr. Unscd. Notes | 4.26 | 4/10/2025 | 1504000 | <sup>a</sup>  | 1471858 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Banks - 6.5% (continued)** | **Banks - 6.5% (continued)** | **Banks - 6.5% (continued)** |  |  |  |
| Bank of America Corp., Sr. Unscd. Notes | 3.37 | 1/23/2026 | 588000 |  | 567958 |
| Bank of America Corp., Sr. Unscd. Notes | 3.42 | 12/20/2028 | 1282000 |  | 1199729 |
| Bank of America Corp., Sr. Unscd. Notes | 3.50 | 4/19/2026 | 1635000 |  | 1591618 |
| Bank of America Corp., Sr. Unscd. Notes | 3.71 | 4/24/2028 | 230000 |  | 219471 |
| Bank of America Corp., Sr. Unscd. Notes | 3.97 | 3/5/2029 | 5190000 |  | 4956813 |
| Bank of America Corp., Sr. Unscd. Notes | 4.00 | 4/1/2024 | 1146000 |  | 1137119 |
| Citigroup, Inc., Jr. Sub. Bonds, Ser. W | 4.00 | 12/10/2025 | 3944000 | <sup>c</sup>  | 3658617 |
| Citigroup, Inc., Sr. Unscd. Notes | 3.89 | 1/10/2028 | 2745000 |  | 2637500 |
| Citigroup, Inc., Sr. Unscd. Notes | 4.65 | 7/30/2045 | 2810000 |  | 2647065 |
| Citigroup, Inc., Sub. Notes | 4.60 | 3/9/2026 | 181000 |  | 180030 |
| Citigroup, Inc., Sub. Notes | 4.75 | 5/18/2046 | 830000 |  | 764013 |
| Citigroup, Inc., Sub. Notes | 5.30 | 5/6/2044 | 174000 |  | 171310 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 2.59 | 9/11/2025 | 2867000 | <sup>a</sup>  | 2622846 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 3.09 | 5/14/2032 | 722000 | <sup>a</sup>  | 546503 |
| Credit Suisse Group AG, Sr. Unscd. Notes | 6.54 | 8/12/2033 | 914000 | <sup>a</sup>  | 878275 |
| Deutsche Bank AG, Sr. Unscd. Notes | 6.72 | 1/18/2029 | 1596000 |  | 1680560 |
| Fifth Third Bancorp, Sr. Unscd. Notes | 2.38 | 1/28/2025 | 3333000 |  | 3181265 |
| HSBC Capital Funding Dollar 1 LP, Gtd. Notes | 10.18 | 6/30/2030 | 325000 | <sup>a,c</sup>  | 409500 |
| HSBC Holdings PLC, Jr. Sub. Notes | 4.60 | 12/17/2030 | 5303000 | <sup>c</sup>  | 4508876 |
| ING Groep NV, Sr. Unscd. Notes | 3.87 | 3/28/2026 | 5462000 |  | 5306368 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.58 | 4/22/2032 | 10300000 |  | 8675489 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 2.70 | 5/18/2023 | 260000 |  | 258336 |
| JPMorgan Chase & Co., Sr. Unscd. Notes | 3.96 | 1/29/2027 | 2670000 |  | 2609704 |
| JPMorgan Chase & Co., Sub. Notes | 4.25 | 10/1/2027 | 2360000 |  | 2338427 |
| Morgan Stanley, Sr. Unscd. Notes | 4.43 | 1/23/2030 | 6852000 |  | 6682042 |
| Morgan Stanley, Sub. Notes | 4.35 | 9/8/2026 | 2500000 |  | 2452087 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.50 | 11/16/2026 | 182000 |  | 174919 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.69 | 6/5/2028 | 700000 |  | 667914 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 3.81 | 4/23/2029 | 1205000 |  | 1138743 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Banks - 6.5% (continued)** | **Banks - 6.5% (continued)** | **Banks - 6.5% (continued)** |  |  |  |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.48 | 8/23/2028 | 1810000 |  | 1779847 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes, 3 Month LIBOR +1.60% | 6.33 | 11/29/2023 | 1125000 | <sup>b,d</sup>  | 1136957 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes, 3 Month LIBOR +1.75% | 6.55 | 10/28/2027 | 250000 | <sup>b</sup>  | 257554 |
| Wells Fargo & Co., Jr. Sub. Notes, Ser. BB | 3.90 | 3/15/2026 | 5274000 | <sup>c</sup>  | 4865265 |
| Westpac Banking Corp., Sub. Notes | 2.67 | 11/15/2035 | 4651000 |  | 3657483 |
|  |  |  |  | **78436268** | **78436268** |
| **Beverage Products - .5%**  | **Beverage Products - .5%**  | **Beverage Products - .5%**  |  |  |  |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.00 | 4/13/2028 | 605000 |  | 594659 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.50 | 6/1/2050 | 2785000 | <sup>d</sup>  | 2648916 |
| Anheuser-Busch InBev Worldwide, Inc., Gtd. Notes | 4.70 | 2/1/2036 | 1385000 |  | 1374007 |
| Constellation Brands, Inc., Sr. Unscd. Notes | 5.00 | 2/2/2026 | 1719000 |  | 1720938 |
|  |  |  |  | **6338520** | **6338520** |
| **Building Materials - ..2%**  | **Building Materials - ..2%**  | **Building Materials - ..2%**  |  |  |  |
| Masonite International Corp., Gtd. Notes | 3.50 | 2/15/2030 | 368000 | <sup>a</sup>  | 304171 |
| Smyrna Ready Mix Concrete LLC, Sr. Scd. Notes | 6.00 | 11/1/2028 | 1835000 | <sup>a</sup>  | 1677713 |
|  |  |  |  | **1981884** | **1981884** |
| **Chemicals - 1.4%**  | **Chemicals - 1.4%**  | **Chemicals - 1.4%**  |  |  |  |
| Alpek SAB de CV, Gtd. Notes | 3.25 | 2/25/2031 | 2369000 | <sup>a</sup>  | 1988709 |
| Braskem Idesa SAPI, Sr. Scd. Notes | 6.99 | 2/20/2032 | 3785000 | <sup>a</sup>  | 2808773 |
| Braskem Idesa SAPI, Sr. Scd. Notes | 7.45 | 11/15/2029 | 2257000 | <sup>a</sup>  | 1865540 |
| Braskem Netherlands Finance BV, Gtd. Notes | 5.88 | 1/31/2050 | 3008000 | <sup>a</sup>  | 2499700 |
| Celanese US Holdings LLC, Gtd. Notes | 6.17 | 7/15/2027 | 5201000 |  | 5271633 |
| Orbia Advance Corp., Gtd. Notes | 2.88 | 5/11/2031 | 2518000 | <sup>a</sup>  | 2034343 |
| SABIC Capital II BV, Gtd. Bonds | 4.00 | 10/10/2023 | 745000 | <sup>a</sup>  | 738865 |
|  |  |  |  | **17207563** | **17207563** |
| **Collateralized Loan Obligations Debt - 5.4%**  | **Collateralized Loan Obligations Debt - 5.4%**  | **Collateralized Loan Obligations Debt - 5.4%**  |  |  |  |
| Antares Ltd. CLO, Ser. 2017-1A, Cl. BR, 3 Month LIBOR +2.00% | 6.81 | 4/20/2033 | 275000 | <sup>a,b</sup>  | 263997 |
| Apidos XXXIX Ltd. CLO, Ser. 2022-39A, Cl. A1, 3 Month TSFR +1.30% | 5.95 | 4/21/2035 | 5000000 | <sup>a,b</sup>  | 4946510 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Collateralized Loan Obligations Debt - 5.4% (continued)** | **Collateralized Loan Obligations Debt - 5.4% (continued)** | **Collateralized Loan Obligations Debt - 5.4% (continued)** |  |  |  |
| Cerberus Loan Funding XXVII LP CLO, Ser. 2019-2A, Cl. A1, 3 Month LIBOR +1.80% | 6.59 | 1/15/2032 | 5000000 | <sup>a,b</sup>  | 4959720 |
| Fortress Credit Opportunities IX Ltd. CLO, Ser. 2017-9A, Cl. A1TR, 3 Month LIBOR +1.55% | 6.34 | 10/15/2033 | 1800000 | <sup>a,b</sup>  | 1756351 |
| Golub Capital Partners Ltd. CLO, Ser. 2020-47A, Cl. C1, 3 Month LIBOR +3.25% | 7.78 | 5/5/2032 | 6030000 | <sup>a,b</sup>  | 5924704 |
| GPMT Ltd. CLO, Ser. 2019-FL2, Cl. C, 1 Month LIBOR +2.35% | 6.86 | 2/22/2036 | 3789658 | <sup>a,b</sup>  | 3745516 |
| IVY Hill Middle Market Credit Fund XII Ltd. CLO, Ser. 12A, CI. A2AR, 3 Month LIBOR +1.90% | 6.71 | 7/20/2033 | 340000 | <sup>a,b</sup>  | 324793 |
| IVY Hill Middle Market Credit Fund XVIII Ltd. CLO, Ser. 18A, Cl. A, 3 Month LIBOR +1.50% | 6.32 | 4/22/2033 | 7850000 | <sup>a,b</sup>  | 7655950 |
| MCF IX Ltd. CLO, Ser. 2019-1A, Cl. A1R, 3 Month TSFR +1.50% | 6.16 | 7/17/2031 | 4979000 | <sup>a,b</sup>  | 4880625 |
| MF1 Ltd. CLO, Ser. 2021-FL7, CI. AS, 1 Month LIBOR +1.45% | 5.92 | 10/16/2036 | 6578500 | <sup>a,b</sup>  | 6355934 |
| MF1 Ltd. CLO, Ser. 2022-FL8, Cl. A, 1 Month SOFR +1.35% | 5.66 | 2/19/2037 | 3435500 | <sup>a,b</sup>  | 3348955 |
| Neuberger Berman Loan Advisers 47 Ltd. CLO, Ser. 2022-47A, CI. A, 3 Month TSFR +1.30% | 5.93 | 4/14/2035 | 5680688 | <sup>a,b</sup>  | 5579157 |
| VCP II Ltd. CLO, Ser. 2021-2A, Cl. A1, 3 Month LIBOR +1.67% | 6.46 | 4/15/2031 | 12500000 | <sup>a,b</sup>  | 12382400 |
| Woodmont LP CLO, Ser. 2017-3A, Cl. BR, 3 Month LIBOR +2.20% | 7.01 | 4/20/2032 | 3500500 | <sup>a,b</sup>  | 3374232 |
|  |  |  |  | **65498844** | **65498844** |
| **Commercial & Professional Services - 1.0%**  | **Commercial & Professional Services - 1.0%**  | **Commercial & Professional Services - 1.0%**  |  |  |  |
| Ashtead Capital, Inc., Gtd. Notes | 4.00 | 5/1/2028 | 1386000 | <sup>a</sup>  | 1304539 |
| Ashtead Capital, Inc., Gtd. Notes | 4.25 | 11/1/2029 | 200000 | <sup>a</sup>  | 186888 |
| DP World Ltd., Sr. Unscd. Notes | 6.85 | 7/2/2037 | 690000 |  | 783547 |
| ERAC USA Finance LLC, Gtd. Bonds | 4.50 | 2/15/2045 | 3160000 | <sup>a</sup>  | 2803433 |
| ERAC USA Finance LLC, Gtd. Notes | 3.85 | 11/15/2024 | 1895000 | <sup>a</sup>  | 1847074 |
| Global Payments, Inc., Sr. Unscd. Notes | 5.40 | 8/15/2032 | 1785000 |  | 1792640 |
| Prime Security Services Borrower LLC, Sr. Scd. Notes | 3.38 | 8/31/2027 | 2188000 | <sup>a</sup>  | 1944587 |
| Triton Container International Ltd., Gtd. Notes | 3.15 | 6/15/2031 | 1146000 | <sup>a</sup>  | 922519 |
|  |  |  |  | **11585227** | **11585227** |
| **Commercial Mortgage Pass-Through Certificates - 1.4%**  | **Commercial Mortgage Pass-Through Certificates - 1.4%**  | **Commercial Mortgage Pass-Through Certificates - 1.4%**  |  |  |  |
| BXHPP Trust, Ser. 2021-FILM, Cl. C, 1 Month LIBOR +1.10% | 5.56 | 8/15/2036 | 1181000 | <sup>a,b</sup>  | 1096915 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Commercial Mortgage Pass-Through Certificates - 1.4% (continued)** | **Commercial Mortgage Pass-Through Certificates - 1.4% (continued)** | **Commercial Mortgage Pass-Through Certificates - 1.4% (continued)** |  |  |  |
| Commercial Mortgage Trust, Ser. 2015-DC1, Cl. A5 | 3.35 | 2/10/2048 | 2570000 |  | 2476630 |
| Commercial Mortgage Trust, Ser. 2020-CX, Cl. D | 2.68 | 11/10/2046 | 705000 | <sup>a</sup>  | 517333 |
| Houston Galleria Mall Trust, Ser. 2015-HGLR, Cl. A1A2 | 3.09 | 3/5/2037 | 865000 | <sup>a</sup>  | 806816 |
| Imperial Fund Mortgage Trust, Ser.2023-NQM1, CI. A1 | 5.94 | 2/1/2068 | 1510519 |  | 1510510 |
| New Residential Mortgage Loan Trust, Ser. 2021-NQ2R, Cl. A1 | 0.94 | 10/25/2058 | 1451790 | <sup>a</sup>  | 1316867 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, CI. A1 | 2.28 | 4/25/2061 | 6835415 | <sup>a</sup>  | 6082089 |
| PNMAC GMSR Issuer Trust, Ser. 2018-GT2, Cl. A, 1 Month LIBOR +2.65% | 7.16 | 8/25/2025 | 125000 | <sup>a,b</sup>  | 120870 |
| The Prudential Home Mortgage Securities Company, Inc., Ser. 1994-A, Cl. 5B | 6.73 | 4/28/2024 | 24 | <sup>a</sup>  | 23 |
| Towd Point Mortgage Trust, Ser. 2023-1, CI. A1 | 3.75 | 1/25/2063 | 1219000 | <sup>a</sup>  | 1162120 |
| Tricon American Homes Trust, Ser. 2017-SFR2, Cl. A | 2.93 | 1/17/2036 | 1492761 | <sup>a</sup>  | 1455338 |
| Verus Securitization Trust, Ser. 2020-1, Cl. A1 | 2.42 | 1/25/2060 | 236326 | <sup>a</sup>  | 225397 |
|  |  |  |  | **16770908** | **16770908** |
| **Consumer Discretionary - .4%**  | **Consumer Discretionary - .4%**  | **Consumer Discretionary - .4%**  |  |  |  |
| Caesars Entertainment, Inc., Sr. Scd. Notes | 7.00 | 2/15/2030 | 105000 | <sup>a</sup>  | 106969 |
| Caesars Entertainment, Inc., Sr. Unscd. Notes | 8.13 | 7/1/2027 | 1190000 | <sup>a</sup>  | 1209141 |
| Warnermedia Holdings, Inc., Gtd. Notes | 3.64 | 3/15/2025 | 3155000 | <sup>a</sup>  | 3043560 |
|  |  |  |  | **4359670** | **4359670** |
| **Consumer Staples - .2%**  | **Consumer Staples - .2%**  | **Consumer Staples - .2%**  |  |  |  |
| Newell Brands, Inc., Sr. Unscd. Notes | 6.38 | 9/15/2027 | 1006000 |  | 1012383 |
| Newell Brands, Inc., Sr. Unscd. Notes | 6.63 | 9/15/2029 | 892000 | <sup>d</sup>  | 902844 |
|  |  |  |  | **1915227** | **1915227** |
| **Diversified Financials - 1.7%**  | **Diversified Financials - 1.7%**  | **Diversified Financials - 1.7%**  |  |  |  |
| AerCap Global Aviation Trust, Gtd. Notes | 3.30 | 1/30/2032 | 3705000 |  | 3112751 |
| Ally Financial, Inc., Gtd. Notes | 8.00 | 11/1/2031 | 4581000 |  | 5050481 |
| Discover Financial Services, Sr. Unscd. Notes | 6.70 | 11/29/2032 | 1026000 |  | 1096382 |
| Intercontinental Exchange, Inc., Sr. Unscd. Notes | 4.35 | 6/15/2029 | 2438000 |  | 2411791 |
| LSEGA Financing PLC, Gtd. Notes | 1.38 | 4/6/2026 | 3953000 | <sup>a</sup>  | 3540946 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Diversified Financials - 1.7% (continued)** | **Diversified Financials - 1.7% (continued)** | **Diversified Financials - 1.7% (continued)** |  |  |  |
| LSEGA Financing PLC, Gtd. Notes | 2.50 | 4/6/2031 | 1701000 | <sup>a</sup>  | 1467568 |
| Synchrony Financial, Sr. Unscd. Notes | 2.88 | 10/28/2031 | 5327000 |  | 4148658 |
|  |  |  |  | **20828577** | **20828577** |
| **Energy - 5.6%**  | **Energy - 5.6%**  | **Energy - 5.6%**  |  |  |  |
| Abu Dhabi Crude Oil Pipeline LLC, Sr. Scd. Bonds | 4.60 | 11/2/2047 | 535000 | <sup>a</sup>  | 510986 |
| Aker BP ASA, Gtd. Notes | 3.10 | 7/15/2031 | 2948000 | <sup>a</sup>  | 2506601 |
| Baker Hughes Holdings LLC, Sr. Unscd. Notes | 2.06 | 12/15/2026 | 2337000 |  | 2128139 |
| Cheniere Energy Partners LP, Gtd. Notes | 3.25 | 1/31/2032 | 650000 |  | 543504 |
| CITGO Petroleum Corp., Sr. Scd. Notes | 7.00 | 6/15/2025 | 1596000 | <sup>a</sup>  | 1584333 |
| Crestwood Midstream Partners LP, Gtd. Notes | 7.38 | 2/1/2031 | 227000 | <sup>a</sup>  | 228663 |
| CVR Energy, Inc., Gtd. Bonds | 5.25 | 2/15/2025 | 1713000 | <sup>a</sup>  | 1654895 |
| DT Midstream, Inc., Sr. Scd. Notes | 4.30 | 4/15/2032 | 2982000 | <sup>a</sup>  | 2743049 |
| Ecopetrol SA, Sr. Unscd. Notes | 5.88 | 5/28/2045 | 525000 |  | 376188 |
| EIG Pearl Holdings Sarl, Sr. Scd. Bonds | 4.39 | 11/30/2046 | 5110000 | <sup>a</sup>  | 4062450 |
| Endeavor Energy Resources LP, Sr. Unscd. Notes | 5.75 | 1/30/2028 | 3086000 | <sup>a</sup>  | 3027366 |
| Energean Israel Finance Ltd., Sr. Scd. Notes | 4.50 | 3/30/2024 | 1972566 | <sup>a</sup>  | 1929170 |
| Energy Transfer LP, Jr. Sub. Notes, Ser. G | 7.13 | 5/15/2030 | 1004000 | <sup>c</sup>  | 919664 |
| Energy Transfer LP, Sr. Unscd. Notes | 3.75 | 5/15/2030 | 1690000 |  | 1550607 |
| Energy Transfer LP, Sr. Unscd. Notes | 4.95 | 6/15/2028 | 225000 |  | 223909 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.00 | 5/15/2050 | 1703000 |  | 1489060 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.15 | 2/1/2043 | 1085000 |  | 973797 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.30 | 2/15/2053 | 2616000 |  | 1899952 |
| Enterprise Products Operating LLC, Gtd. Notes | 3.95 | 1/31/2060 | 4261000 |  | 3376396 |
| Enterprise Products Operating LLC, Gtd. Notes | 5.38 | 2/15/2078 | 64000 |  | 53582 |
| EQT Corp., Sr. Unscd. Notes | 5.68 | 10/1/2025 | 792000 |  | 793885 |
| Howard Midstream Energy Partners LLC, Sr. Unscd. Notes | 6.75 | 1/15/2027 | 788000 | <sup>a</sup>  | 769230 |
| Kinder Morgan, Inc., Gtd. Notes | 7.75 | 1/15/2032 | 2290000 |  | 2664522 |
| Kinder Morgan, Inc., Gtd. Notes | 8.05 | 10/15/2030 | 238000 |  | 268644 |
| Korea National Oil Corp., Sr. Unscd. Notes | 1.75 | 4/18/2025 | 1934000 | <sup>a,d</sup>  | 1801803 |
| Motiva Enterprises LLC, Sr. Unscd. Notes | 6.85 | 1/15/2040 | 300000 | <sup>a</sup>  | 320283 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **Energy - 5.6% (continued)** | **Energy - 5.6% (continued)** | **Energy - 5.6% (continued)** |  |  |
| MPLX LP, Sr. Unscd. Notes | 4.13 | 3/1/2027 | 855000 | 829491 |
| MPLX LP, Sr. Unscd. Notes | 4.25 | 12/1/2027 | 168000 | 163398 |
| MPLX LP, Sr. Unscd. Notes | 4.90 | 4/15/2058 | 535000 | 456290 |
| MPLX LP, Sr. Unscd. Notes | 5.20 | 12/1/2047 | 1180000 | 1079712 |
| NGPL PipeCo LLC, Sr. Unscd. Notes | 3.25 | 7/15/2031 | 2644000<br> <sup>a</sup>  | 2242636 |
| NGPL PipeCo LLC, Sr. Unscd. Notes | 7.77 | 12/15/2037 | 2180000<br> <sup>a</sup>  | 2450110 |
| Occidental Petroleum Corp., Sr. Unscd. Notes | 6.63 | 9/1/2030 | 3684000 | 3915383 |
| ONEOK, Inc., Gtd. Notes | 6.10 | 11/15/2032 | 779000 | 819924 |
| Parkland Corp., Gtd. Notes | 4.50 | 10/1/2029 | 3911000<br> <sup>a</sup>  | 3360162 |
| Petroleos Mexicanos, Gtd. Notes | 5.95 | 1/28/2031 | 712000 | 570913 |
| Petroleos Mexicanos, Gtd. Notes | 6.95 | 1/28/2060 | 232000 | 160365 |
| Saudi Arabian Oil Co., Sr. Unscd. Notes | 2.25 | 11/24/2030 | 3988000<br> <sup>a</sup>  | 3385987 |
| Targa Resources Partners LP, Gtd. Notes | 5.00 | 1/15/2028 | 1136000 | 1109366 |
| Targa Resources Partners LP, Gtd. Notes | 5.50 | 3/1/2030 | 4495000 | 4391543 |
| The Williams Companies, Inc., Sr. Unscd. Debs., Ser. A | 7.50 | 1/15/2031 | 145000 | 164950 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 4.50 | 11/15/2023 | 980000 | 976767 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 6.30 | 4/15/2040 | 920000 | 998728 |
| Transcontinental Gas Pipe Line Co., Sr. Unscd. Notes | 3.95 | 5/15/2050 | 1583000 | 1309158 |
| Valero Energy Corp., Sr. Unscd. Notes | 4.00 | 6/1/2052 | 1576000 | 1282924 |
|  |  |  |  | **68068485** |
| **Food Products - 1.2%**  | **Food Products - 1.2%**  | **Food Products - 1.2%**  |  |  |
| Bimbo Bakeries USA, Inc., Gtd. Notes | 4.00 | 5/17/2051 | 2595000<br> <sup>a</sup>  | 2093025 |
| BRF SA, Sr. Unscd. Notes | 4.88 | 1/24/2030 | 1853000<br> <sup>a</sup>  | 1567932 |
| JBS USA, Gtd. Notes | 3.63 | 1/15/2032 | 1477000<br> <sup>a</sup>  | 1235747 |
| Kraft Heinz Foods Co., Gtd. Notes | 5.50 | 6/1/2050 | 1351000 | 1380359 |
| MARB BondCo PLC, Gtd. Bonds | 3.95 | 1/29/2031 | 1426000<br> <sup>a</sup>  | 1125078 |
| NBM US Holdings, Inc., Gtd. Notes | 6.63 | 8/6/2029 | 1525000<br> <sup>a</sup>  | 1485446 |
| The J.M. Smucker Company, Sr. Unscd. Notes | 4.25 | 3/15/2035 | 6000000 | 5718761 |
| The Kroger Company, Sr. Unscd. Notes | 5.40 | 1/15/2049 | 209000 | 212921 |
|  |  |  |  | **14819269** |
| **Foreign Governmental - .5%**  | **Foreign Governmental - .5%**  | **Foreign Governmental - .5%**  |  |  |
| Colombia, Sr. Unscd. Notes | 7.50 | 2/2/2034 | 414000 | 409635 |
| Hungary, Sr. Unscd. Notes | 6.75 | 9/25/2052 | 790000<br> <sup>a</sup>  | 837071 |
| Mexico, Sr. Unscd. Notes | 6.35 | 2/9/2035 | 888000 | 944651 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **Foreign Governmental - .5% (continued)** | **Foreign Governmental - .5% (continued)** | **Foreign Governmental - .5% (continued)** |  |  |
| Romania, Sr. Unscd. Notes | 7.63 | 1/17/2053 | 730000<br> <sup>a</sup>  | 790351 |
| Saudi, Sr. Unscd. Notes | 5.50 | 10/25/2032 | 2280000<br> <sup>a</sup>  | 2447010 |
| Ukraine, Sr. Unscd. Notes | 7.25 | 3/15/2035 | 2223000<br> <sup>a</sup>  | 454692 |
| Ukraine, Sr. Unscd. Notes | 7.38 | 9/25/2034 | 1255000<br> <sup>a</sup>  | 255335 |
|  |  |  |  | **6138745** |
| **Forest Products & Paper - .4%**  | **Forest Products & Paper - .4%**  | **Forest Products & Paper - .4%**  |  |  |
| Inversiones CMPC SA, Gtd. Notes | 3.85 | 1/13/2030 | 3149000<br> <sup>a</sup>  | 2936663 |
| Suzano Austria GmbH, Gtd. Notes | 3.75 | 1/15/2031 | 1516000 | 1298852 |
|  |  |  |  | **4235515** |
| **Health Care - 2.5%**  | **Health Care - 2.5%**  | **Health Care - 2.5%**  |  |  |
| AbbVie, Inc., Sr. Unscd. Notes | 4.05 | 11/21/2039 | 2088000 | 1884229 |
| Alcon Finance Corp., Gtd. Notes | 3.80 | 9/23/2049 | 3237000<br> <sup>a</sup>  | 2657469 |
| Bayer US Finance II LLC, Gtd. Notes | 4.63 | 6/25/2038 | 1807000<br> <sup>a</sup>  | 1678233 |
| CommonSpirit Health, Sr. Scd. Bonds | 2.78 | 10/1/2030 | 2605000 | 2223365 |
| CVS Health Corp., Sr. Unscd. Notes | 1.30 | 8/21/2027 | 2627000 | 2280423 |
| CVS Health Corp., Sr. Unscd. Notes | 3.25 | 8/15/2029 | 1963000 | 1802746 |
| CVS Health Corp., Sr. Unscd. Notes | 4.25 | 4/1/2050 | 1660000 | 1413933 |
| CVS Health Corp., Sr. Unscd. Notes | 4.30 | 3/25/2028 | 355000 | 349195 |
| CVS Health Corp., Sr. Unscd. Notes | 5.05 | 3/25/2048 | 700000 | 666296 |
| HCA, Inc., Gtd. Notes | 3.13 | 3/15/2027 | 851000<br> <sup>a</sup>  | 791614 |
| Illumina, Inc., Sr. Unscd. Notes | 5.75 | 12/13/2027 | 993000 | 1026742 |
| Organon & Co., Sr. Scd. Notes | 4.13 | 4/30/2028 | 400000<br> <sup>a</sup>  | 362280 |
| Organon & Co., Sr. Unscd. Notes | 5.13 | 4/30/2031 | 200000<br> <sup>a</sup>  | 180859 |
| Royalty Pharma PLC, Gtd. Notes | 2.15 | 9/2/2031 | 2258000<br> <sup>d</sup>  | 1796152 |
| Royalty Pharma PLC, Gtd. Notes | 2.20 | 9/2/2030 | 4242000 | 3461079 |
| STERIS Irish FinCo Unlimited Co., Gtd. Notes | 2.70 | 3/15/2031 | 1724000 | 1478048 |
| Tenet Healthcare Corp., Sr. Scd. Notes | 4.88 | 1/1/2026 | 1446000 | 1410031 |
| Teva Pharmaceutical Finance Netherlands III BV, Gtd. Notes | 5.13 | 5/9/2029 | 555000<br> <sup>d</sup>  | 512509 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 3.05 | 5/15/2041 | 2964000 | 2371123 |
| UnitedHealth Group, Inc., Sr. Unscd. Notes | 4.75 | 7/15/2045 | 1735000 | 1744634 |
|  |  |  |  | **30090960** |
| **Industrial - .3%**  | **Industrial - .3%**  | **Industrial - .3%**  |  |  |
| Penske Truck Leasing Co., Sr. Unscd. Notes | 1.20 | 11/15/2025 | 3470000<br> <sup>a</sup>  | 3107866 |
| Sydney Airport Finance Co., Sr. Scd. Notes | 3.38 | 4/30/2025 | 70000<br> <sup>a</sup>  | 67083 |
|  |  |  |  | **3174949** |
| **Information Technology - .2%**  | **Information Technology - .2%**  | **Information Technology - .2%**  |  |  |
| Vmware Inc., Sr. Unscd. Notes | 2.20 | 8/15/2031 | 3657000 | **2901615** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) |  | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |  |
| **Insurance - 3.0%**  | **Insurance - 3.0%**  | **Insurance - 3.0%**  |  |  |  |
| Allianz SE, Jr. Sub. Bonds | 3.20 | 10/30/2027 | 1800000 | <sup>a,c</sup>  | 1453680 |
| Allianz SE, Jr. Sub. Notes | 3.50 | 11/17/2025 | 1600000 | <sup>a,c</sup>  | 1399360 |
| American International Group, Inc., Sr. Unscd. Notes | 4.38 | 6/30/2050 | 4150000 |  | 3788885 |
| Jackson National Life Global Funding, Scd. Notes | 1.75 | 1/12/2025 | 4774000 | <sup>a</sup>  | 4467494 |
| Massachusetts Mutual Life Insurance Co., Sub. Notes | 4.90 | 4/1/2077 | 179000 | <sup>a</sup>  | 162469 |
| MetLife, Inc., Jr. Sub. Bonds | 9.25 | 4/8/2038 | 6360000 | <sup>a</sup>  | 7688381 |
| MetLife, Inc., Jr. Sub. Debs. | 6.40 | 12/15/2036 | 3862000 |  | 3938778 |
| Principal Financial Group, Inc., Gtd. Bonds, 3 Month LIBOR +3.04% | 7.65 | 5/15/2055 | 3110000 | <sup>b</sup>  | 3063350 |
| Prudential Financial, Inc., Jr. Sub. Notes | 5.63 | 6/15/2043 | 7145000 |  | 7117956 |
| Prudential Financial, Inc., Jr. Sub. Notes | 5.70 | 9/15/2048 | 264000 |  | 257021 |
| The Allstate Corp., Jr. Sub. Bonds | 6.50 | 5/15/2057 | 2325000 |  | 2332992 |
|  |  |  |  | **35670366** | **35670366** |
| **Internet Software & Services - .5%**  | **Internet Software & Services - .5%**  | **Internet Software & Services - .5%**  |  |  |  |
| Cablevision Lightpath LLC, Sr. Scd. Notes | 3.88 | 9/15/2027 | 200000 | <sup>a</sup>  | 170196 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.45 | 8/15/2052 | 3235000 |  | 2829394 |
| Netflix, Inc., Sr. Unscd. Notes | 5.88 | 11/15/2028 | 1184000 |  | 1231276 |
| Prosus NV, Sr. Unscd. Notes | 3.26 | 1/19/2027 | 1820000 | <sup>a</sup>  | 1653395 |
|  |  |  |  | **5884261** | **5884261** |
| **Materials - .5%**  | **Materials - .5%**  | **Materials - .5%**  |  |  |  |
| Ardagh Metal Packaging Finance USA LLC, Sr. Scd. Notes | 6.00 | 6/15/2027 | 200000 | <sup>a</sup>  | 199702 |
| Ardagh Metal Packaging Finance USA LLC, Sr. Unscd. Notes | 4.00 | 9/1/2029 | 797000 | <sup>a,d</sup>  | 660259 |
| LABL, Inc., Sr. Scd. Notes | 5.88 | 11/1/2028 | 1240000 | <sup>a</sup>  | 1122975 |
| Sealed Air Corp., Sr. Scd. Notes | 1.57 | 10/15/2026 | 3734000 | <sup>a</sup>  | 3286707 |
| Sealed Air Corp., Sr. Unscd. Notes | 6.13 | 2/1/2028 | 175000 | <sup>a</sup>  | 176732 |
|  |  |  |  | **5446375** | **5446375** |
| **Media - 1.1%**  | **Media - 1.1%**  | **Media - 1.1%**  |  |  |  |
| AMC Networks, Inc., Gtd. Notes | 4.25 | 2/15/2029 | 4800000 |  | 2965752 |
| Charter Communications Operating LLC, Sr. Scd. Notes | 5.38 | 5/1/2047 | 1446000 |  | 1236919 |
| Charter Communications Operating LLC, Sr. Scd. Notes | 5.75 | 4/1/2048 | 2154000 |  | 1921582 |
| CSC Holdings LLC, Gtd. Notes | 6.50 | 2/1/2029 | 2408000 | <sup>a</sup>  | 2086147 |
| CSC Holdings LLC, Sr. Unscd. Notes | 7.50 | 4/1/2028 | 1250000 | <sup>a</sup>  | 916412 |
| UPC Broadband Finco BV, Sr. Scd. Notes | 4.88 | 7/15/2031 | 4750000 | <sup>a</sup>  | 4185486 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **Media - 1.1% (continued)** | **Media - 1.1% (continued)** | **Media - 1.1% (continued)** |  |  |
| Virgin Media Finance PLC, Gtd. Notes | 5.00 | 7/15/2030 | 397000<br> <sup>a</sup>  | 333738 |
|  |  |  |  | **13646036** |
| **Metals & Mining - .6%**  | **Metals & Mining - .6%**  | **Metals & Mining - .6%**  |  |  |
| Alcoa Nederland Holding BV, Gtd. Notes | 5.50 | 12/15/2027 | 1580000<br> <sup>a</sup>  | 1563884 |
| AngloGold Ashanti Holdings PLC, Gtd. Notes | 3.75 | 10/1/2030 | 2163000 | 1920815 |
| Newcrest Finance Pty Ltd., Gtd. Notes | 3.25 | 5/13/2030 | 1171000<br> <sup>a</sup>  | 1020252 |
| Vale Overseas Ltd., Gtd. Notes | 6.88 | 11/21/2036 | 1975000 | 2165423 |
|  |  |  |  | **6670374** |
| **Municipal Securities - .7%**  | **Municipal Securities - .7%**  | **Municipal Securities - .7%**  |  |  |
| California, GO (Build America Bond) | 7.55 | 4/1/2039 | 270000 | 360283 |
| California, GO (Build America Bonds) | 7.30 | 10/1/2039 | 3705000 | 4730123 |
| New York City, GO (Build America Bonds) Ser. D | 5.99 | 12/1/2036 | 980000 | 1077988 |
| University of Michigan, Revenue Bonds, Refunding, Ser. C | 3.60 | 4/1/2047 | 2449000 | 2181512 |
|  |  |  |  | **8349906** |
| **Real Estate - 2.0%**  | **Real Estate - 2.0%**  | **Real Estate - 2.0%**  |  |  |
| Crown Castle, Inc., Sr. Unscd. Notes | 1.05 | 7/15/2026 | 7410000 | 6541825 |
| Extra Space Storage LP, Gtd. Notes | 2.35 | 3/15/2032 | 1582000 | 1254901 |
| Extra Space Storage LP, Gtd. Notes | 3.90 | 4/1/2029 | 871000 | 807900 |
| GLP Capital LP, Gtd. Notes | 3.25 | 1/15/2032 | 1100000 | 913389 |
| Iron Mountain, Inc., Gtd. Notes | 4.88 | 9/15/2029 | 1885000<br> <sup>a</sup>  | 1704926 |
| Iron Mountain, Inc., Gtd. Notes | 5.00 | 7/15/2028 | 312000<br> <sup>a</sup>  | 287200 |
| Rexford Industrial Realty LP, Gtd. Notes | 2.15 | 9/1/2031 | 2170000 | 1737899 |
| SBA Tower Trust, Asset Backed Notes | 2.59 | 10/15/2031 | 3251000<br> <sup>a</sup>  | 2631330 |
| Scentre Group Trust 2, Gtd. Bonds | 4.75 | 9/24/2080 | 9348000<br> <sup>a</sup>  | 8734522 |
| WEA Finance LLC, Gtd. Notes | 4.63 | 9/20/2048 | 148000<br> <sup>a</sup>  | 106872 |
|  |  |  |  | **24720764** |
| **Retailing - .4%**  | **Retailing - .4%**  | **Retailing - .4%**  |  |  |
| AutoZone, Inc., Sr. Unscd. Notes | 4.75 | 2/1/2033 | 2195000 | 2184481 |
| Macy's Retail Holdings LLC, Gtd. Notes | 5.88 | 3/15/2030 | 2230000<br> <sup>a</sup>  | 2037964 |
| Murphy Oil USA, Inc., Gtd. Notes | 3.75 | 2/15/2031 | 643000<br> <sup>a</sup>  | 538772 |
|  |  |  |  | **4761217** |
| **Semiconductors & Semiconductor Equipment - 1.2%**  | **Semiconductors & Semiconductor Equipment - 1.2%**  | **Semiconductors & Semiconductor Equipment - 1.2%**  |  |  |
| Broadcom, Inc., Gtd. Notes | 3.75 | 2/15/2051 | 1103000<br> <sup>a</sup>  | 821207 |
| Broadcom, Inc., Gtd. Notes | 4.15 | 11/15/2030 | 2922000 | 2728768 |
| Broadcom, Inc., Sr. Unscd. Notes | 3.47 | 4/15/2034 | 5975000<br> <sup>a</sup>  | 4958520 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **Semiconductors & Semiconductor Equipment - 1.2% (continued)** | **Semiconductors & Semiconductor Equipment - 1.2% (continued)** | **Semiconductors & Semiconductor Equipment - 1.2% (continued)** |  |  |
| Broadcom, Inc., Sr. Unscd. Notes | 4.93 | 5/15/2037 | 3960000<br> <sup>a</sup>  | 3638969 |
| Micron Technology, Inc., Sr. Unscd. Notes | 2.70 | 4/15/2032 | 1175000 | 938596 |
| NXP BV, Gtd. Notes | 4.30 | 6/18/2029 | 1708000 | 1643814 |
|  |  |  |  | **14729874** |
| **Technology Hardware & Equipment - 1.1%**  | **Technology Hardware & Equipment - 1.1%**  | **Technology Hardware & Equipment - 1.1%**  |  |  |
| Dell International LLC, Gtd. Notes | 3.45 | 12/15/2051 | 3797000<br> <sup>a</sup>  | 2527529 |
| Dell International LLC, Sr. Unscd. Notes | 5.85 | 7/15/2025 | 1233000 | 1256906 |
| Dell International LLC, Sr. Unscd. Notes | 6.02 | 6/15/2026 | 1265000 | 1301540 |
| Dell International LLC, Sr. Unscd. Notes | 8.35 | 7/15/2046 | 550000 | 664893 |
| HP, Inc., Sr. Unscd. Notes | 1.45 | 6/17/2026 | 5797000 | 5175026 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.05 | 10/15/2026 | 1104000 | 952479 |
| Western Digital Corp., Sr. Unscd. Notes | 2.85 | 2/1/2029 | 1048000 | 855477 |
|  |  |  |  | **12733850** |
| **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  | **Telecommunication Services - 1.2%**  |  |  |
| AT&T, Inc., Sr. Unscd. Bonds | 4.90 | 8/15/2037 | 1065000 | 1034219 |
| AT&T, Inc., Sr. Unscd. Notes | 3.55 | 9/15/2055 | 7416000 | 5436341 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes | 5.00 | 5/1/2028 | 1271000<br> <sup>a</sup>  | 1157373 |
| Frontier Communications Holdings LLC, Sr. Scd. Notes | 5.88 | 10/15/2027 | 166000<br> <sup>a</sup>  | 158731 |
| Telefonica Emisiones SA, Gtd. Notes | 5.21 | 3/8/2047 | 1010000 | 895841 |
| T-Mobile USA, Inc., Gtd. Notes | 2.40 | 3/15/2029 | 2093000 | 1822442 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 2.55 | 3/21/2031 | 3008000 | 2569719 |
| Verizon Communications, Inc., Sr. Unscd. Notes | 4.02 | 12/3/2029 | 2045000 | 1962258 |
|  |  |  |  | **15036924** |
| **Transportation - .4%**  | **Transportation - .4%**  | **Transportation - .4%**  |  |  |
| Canadian Pacific Railway Co., Gtd. Notes | 2.45 | 12/2/2031 | 3142000 | 2714552 |
| Simpar Europe SA, Gtd. Notes | 5.20 | 1/26/2031 | 3614000<br> <sup>a</sup>  | 2641852 |
| Union Pacific Corp., Sr. Unscd. Notes | 3.84 | 3/20/2060 | 98000 | 81341 |
|  |  |  |  | **5437745** |
| **U.S. Government Agencies Collateralized Mortgage Obligations - .4%**  | **U.S. Government Agencies Collateralized Mortgage Obligations - .4%**  | **U.S. Government Agencies Collateralized Mortgage Obligations - .4%**  |  |  |
| Federal Home Loan Mortgage Corp., REMIC, Ser. 5010, Cl. EA | 1.00 | 8/15/2047 | 5513996<br> <sup>e</sup>  | **4915235** |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **U.S. Government Agencies Mortgage-Backed - 26.7%**  | **U.S. Government Agencies Mortgage-Backed - 26.7%**  | **U.S. Government Agencies Mortgage-Backed - 26.7%**  |  |  |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 9/1/2050 |  |  | 8509625 <br> <sup>e</sup>  | 7202001 |
| &nbsp;&nbsp;&nbsp;2.50%, 7/1/2050-11/1/2050 |  |  | 10478631 <br> <sup>e</sup>  | 9379212 |
| &nbsp;&nbsp;&nbsp;3.00%, 9/1/2047-3/1/2050 |  |  | 6720571 <br> <sup>e</sup>  | 6220965 |
| &nbsp;&nbsp;&nbsp;3.50%, 8/1/2046 |  |  | 3911430 <br> <sup>e</sup>  | 3755643 |
| &nbsp;&nbsp;&nbsp;4.50%, 6/1/2052-10/1/2052 |  |  | 9586026 <br> <sup>e</sup>  | 9509060 |
| &nbsp;&nbsp;&nbsp;5.00%, 9/1/2052 |  |  | 6039750 <br> <sup>e</sup>  | 6179566 |
| &nbsp;&nbsp;&nbsp;5.50%, 9/1/2052-11/1/2052 |  |  | 8436444 <br> <sup>e</sup>  | 8763468 |
| Federal National Mortgage Association: | Federal National Mortgage Association: | Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;1.50%, 10/1/2035-11/1/2040 |  |  | 20116342 <br> <sup>e</sup>  | 17418325 |
| &nbsp;&nbsp;&nbsp;2.00%, 3/1/2036-9/1/2050 |  |  | 20749691 <br> <sup>e</sup>  | 18447031 |
| &nbsp;&nbsp;&nbsp;2.50%, 5/1/2037-4/1/2052 |  |  | 19128052 <br> <sup>e</sup>  | 17270999 |
| &nbsp;&nbsp;&nbsp;3.00%, 10/1/2030-8/1/2051 |  |  | 62713583 <br> <sup>e</sup>  | 58382220 |
| &nbsp;&nbsp;&nbsp;3.50%, 11/1/2042-6/1/2052 |  |  | 48052808 <br> <sup>e</sup>  | 45622388 |
| &nbsp;&nbsp;&nbsp;4.00%, 5/1/2052-7/1/2052 |  |  | 43027061 <br> <sup>e</sup>  | 41827528 |
| &nbsp;&nbsp;&nbsp;4.50%, 8/1/2048-7/1/2052 |  |  | 22598375 <br> <sup>e</sup>  | 22509269 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/1/2052-9/1/2052 |  |  | 20155237 <br> <sup>e</sup>  | 20310164 |
| &nbsp;&nbsp;&nbsp;5.50%, 11/1/2052 |  |  | 5402555 <br> <sup>e</sup>  | 5518223 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |  |  |
| &nbsp;&nbsp;&nbsp;2.00%, 10/20/2050 |  |  | 7961224  | 6840276 |
| &nbsp;&nbsp;&nbsp;2.50%, 11/20/2046-10/20/2050 |  |  | 10622879  | 9565564 |
| &nbsp;&nbsp;&nbsp;3.00%, 8/20/2046-12/20/2048 |  |  | 6349097  | 5925874 |
| &nbsp;&nbsp;&nbsp;4.00%, 1/20/2048 |  |  | 808756  | 796550 |
| &nbsp;&nbsp;&nbsp;4.50%, 7/20/2048 |  |  | 1531158  | 1536983 |
|  |  |  |  | **322981309** |
| **U.S. Treasury Securities - 14.5%**  | **U.S. Treasury Securities - 14.5%**  | **U.S. Treasury Securities - 14.5%**  |  |  |
| U.S. Treasury Bonds | 1.25 | 5/15/2050 | 3514700 | 2066396 |
| U.S. Treasury Bonds | 1.38 | 8/15/2050 | 25891100 | 15706087 |
| U.S. Treasury Bonds | 1.63 | 11/15/2050 | 6345500 | 4106728 |
| U.S. Treasury Bonds | 1.75 | 8/15/2041 | 7308500 | 5325498 |
| U.S. Treasury Bonds | 1.88 | 11/15/2051 | 9797000 | 6727018 |
| U.S. Treasury Bonds | 2.25 | 2/15/2052 | 4883400 | 3670562 |
| U.S. Treasury Bonds | 2.38 | 5/15/2051 | 1892000 | 1465635 |
| U.S. Treasury Bonds | 2.88 | 5/15/2052 | 4520000 | 3896381 |
| U.S. Treasury Bonds | 3.00 | 8/15/2052 | 6264600<br> <sup>d</sup>  | 5544660 |
| U.S. Treasury Bonds | 3.13 | 2/15/2042 | 30618300 | 28007372 |
| U.S. Treasury Bonds | 3.38 | 8/15/2042 | 3173900 | 3001567 |
| U.S. Treasury Bonds | 4.00 | 11/15/2052 | 2118100 | 2265374 |
| U.S. Treasury Notes | 0.63 | 12/31/2027 | 55697600 | 48273066 |
| U.S. Treasury Notes | 1.50 | 10/31/2024 | 12353400 | 11769509 |
| U.S. Treasury Notes | 1.75 | 11/15/2029 | 4360000 | 3909183 |
| U.S. Treasury Notes | 2.75 | 8/15/2032 | 10447800 | 9831543 |
| U.S. Treasury Notes | 3.13 | 8/31/2027 | 3214000 | 3144761 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **U.S. Treasury Securities - 14.5% (continued)** | **U.S. Treasury Securities - 14.5% (continued)** | **U.S. Treasury Securities - 14.5% (continued)** |  |  |
| U.S. Treasury Notes | 3.88 | 11/30/2029 | 2656700 | 2704853 |
| U.S. Treasury Notes | 4.13 | 11/15/2032 | 10576900 | 11128882 |
| U.S. Treasury Notes | 4.25 | 9/30/2024 | 3065000 | 3058415 |
|  |  |  |  | **175603490** |
| **Utilities - 5.3%**  | **Utilities - 5.3%**  | **Utilities - 5.3%**  |  |  |
| AES Andes SA, Jr. Sub. Notes | 6.35 | 10/7/2079 | 3750000<br> <sup>a</sup>  | 3560756 |
| AES Panama Generation Holdings Srl, Sr. Scd. Notes | 4.38 | 5/31/2030 | 2032000<br> <sup>a</sup>  | 1804803 |
| Ameren Corp., Sr. Unscd. Notes | 1.75 | 3/15/2028 | 3952000 | 3449842 |
| Arizona Public Service Co., Sr. Unscd. Notes | 4.25 | 3/1/2049 | 4338000 | 3605387 |
| Baltimore Gas & Electric Co., Sr. Unscd. Notes | 2.25 | 6/15/2031 | 5026000 | 4228653 |
| Black Hills Corp., Sr. Unscd. Notes | 3.88 | 10/15/2049 | 1774000 | 1359937 |
| Black Hills Corp., Sr. Unscd. Notes | 4.25 | 11/30/2023 | 100000 | 99391 |
| CMS Energy Corp., Jr. Sub. Notes | 3.75 | 12/1/2050 | 1186000 | 970895 |
| Consolidated Edison Company of New York, Inc., Sr. Unscd. Debs., Ser. 20B | 3.95 | 4/1/2050 | 1753000 | 1504498 |
| Consorcio Transmantaro SA, Sr. Unscd. Notes | 4.70 | 4/16/2034 | 730000<br> <sup>a</sup>  | 681324 |
| Duke Energy Carolinas LLC, First Mortgage Bonds | 3.95 | 11/15/2028 | 4445000 | 4358698 |
| Duke Energy Corp., Sr. Unscd. Notes | 3.15 | 8/15/2027 | 355000 | 334348 |
| Duke Energy Corp., Sr. Unscd. Notes | 5.00 | 8/15/2052 | 4550000 | 4356368 |
| Edison International, Jr. Sub. Bonds, Ser. A | 5.38 | 3/15/2026 | 4365000<br> <sup>c</sup>  | 4088611 |
| Edison International, Sr. Unscd. Notes | 3.55 | 11/15/2024 | 1484000 | 1444758 |
| EDP Finance BV, Gtd. Notes | 6.30 | 10/11/2027 | 363000<br> <sup>a</sup>  | 381502 |
| Enel Finance America LLC, Gtd. Notes | 7.10 | 10/14/2027 | 820000<br> <sup>a</sup>  | 879431 |
| Enel Finance International NV, Gtd. Notes | 7.50 | 10/14/2032 | 871000<br> <sup>a</sup>  | 982398 |
| Evergy Metro, Inc., Sr. Scd. Notes | 4.20 | 6/15/2047 | 167000 | 146459 |
| Exelon Corp., Sr. Unscd. Notes | 3.40 | 4/15/2026 | 91000 | 87473 |
| Exelon Corp., Sr. Unscd. Notes | 4.05 | 4/15/2030 | 5833000 | 5621840 |
| FirstEnergy Corp., Sr. Unscd. Notes, Ser. C | 5.10 | 7/15/2047 | 1379000 | 1273686 |
| IPALCO Enterprises, Inc., Sr. Scd. Notes | 4.25 | 5/1/2030 | 1814000 | 1679110 |
| Jersey Central Power & Light Co., Sr. Unscd. Notes | 2.75 | 3/1/2032 | 1810000<br> <sup>a</sup>  | 1533193 |
| Light Servicos de Eletricidade SA, Gtd. Notes | 4.38 | 6/18/2026 | 4082000<br> <sup>a</sup>  | 2353559 |

---

------

*STATEMENT OF INVESTMENTS (Unaudited) (continued)*

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description  | Coupon <br>Rate (%) | Maturity<br>Date | Principal<br>Amount ($) | Value ($) |
| **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** | **Bonds and Notes - 99.6% (continued)** |  |  |
| **Utilities - 5.3% (continued)** | **Utilities - 5.3% (continued)** | **Utilities - 5.3% (continued)** |  |  |
| Louisville Gas & Electric Co., First Mortgage Bonds | 4.38 | 10/1/2045 | 1410000 | 1242944 |
| NiSource, Inc., Jr. Sub. Bonds | 5.65 | 6/15/2023 | 134000<br> <sup>c</sup>  | 130658 |
| NiSource, Inc., Sr. Unscd. Notes | 3.60 | 5/1/2030 | 1297000 | 1200635 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 2.10 | 8/1/2027 | 2060000 | 1808562 |
| Pacific Gas & Electric Co., First Mortgage Bonds | 3.50 | 8/1/2050 | 2598000 | 1757130 |
| Piedmont Natural Gas Co., Sr. Unscd. Notes | 3.50 | 6/1/2029 | 3262000 | 3089549 |
| Puget Energy, Inc., Sr. Scd. Notes | 2.38 | 6/15/2028 | 1709000 | 1508830 |
| Rochester Gas & Electric Corp., First Mortgage Bonds | 3.10 | 6/1/2027 | 1969000<br> <sup>a</sup>  | 1849380 |
| Sierra Pacific Power Co., Mortgage Notes, Ser. P | 6.75 | 7/1/2037 | 550000 | 616095 |
| Southern Co. Gas Capital Corp., Gtd. Notes | 3.95 | 10/1/2046 | 98000 | 78116 |
| Southern Co. Gas Capital Corp., Gtd. Notes | 4.40 | 5/30/2047 | 211000 | 182072 |
|  |  |  |  | **64250891** |
| **Total Bonds and Notes**<br> (cost $1,315,290,388) | **Total Bonds and Notes**<br> (cost $1,315,290,388) | **Total Bonds and Notes**<br> (cost $1,315,290,388) | **1204234949** | **1204234949** |
| Description | 1-Day<br>Yield (%) |  | Shares | Value ($) |
| **Investment Companies - 1.4%** | **Investment Companies - 1.4%** | **Investment Companies - 1.4%** |  |  |
| **Registered Investment Companies - 1.4%**  | **Registered Investment Companies - 1.4%**  | **Registered Investment Companies - 1.4%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional Shares<br>(cost $16,277,720) | 4.41 |  | 16277720<br> <sup>f</sup>  | **16277720** |
| **Investment of Cash Collateral for Securities Loaned - .4%** | **Investment of Cash Collateral for Securities Loaned - .4%** | **Investment of Cash Collateral for Securities Loaned - .4%** |  |  |
| **Registered Investment Companies - .4%**  | **Registered Investment Companies - .4%**  | **Registered Investment Companies - .4%**  |  |  |
| Dreyfus Institutional Preferred Government Plus Money Market Fund, SL Shares<br>(cost $4,783,039) | 4.41 |  | 4783039<br> <sup>f</sup>  | **4783039** |
| **Total Investments** (cost $1,336,351,147) | **Total Investments** (cost $1,336,351,147) | **Total Investments** (cost $1,336,351,147) | **101.4%** | **1225295708** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.4%)** | **(16622283)** |
| **Net Assets** | **Net Assets** | **Net Assets** | **100.0%** | **1208673425** |

---

*GO—General Obligation* 

*LIBOR—London Interbank Offered Rate* 

*REMIC—Real Estate Mortgage Investment Conduit* 

*SOFR—Secured Overnight Financing Rate* 

*TSFR—Term SOFR (Secured Overnight Financing Rate) Reference Rates* 

*<sup>a</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At January 31, 2023, these securities were valued* 

------

*at $322,230,166 or 26.66% of net assets.*

*<sup>b</sup> Variable rate security—interest rate resets periodically and 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>c</sup> Security is a perpetual bond with no specified maturity date. Maturity date shown is next reset date of the bond.*

*<sup>d</sup> Security, or portion thereof, on loan. At January 31, 2023, the value of the fund's securities on loan was $10,233,054 and the value of the collateral was $10,570,409, consisting of cash collateral of $4,783,039 and U.S. Government & Agency securities valued at $5,787,370. In addition, the value of collateral may include pending sales that are also on loan.*

*<sup>e</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>f</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.*

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** |  |  |
| Description | Number of<br>Contracts | Expiration  | Notional<br>Value ($) | Market<br>Value ($) | Unrealized Appreciation (Depreciation) ($) |
| **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** | **Futures Long** |  |
| U.S. Treasury Long Bond | 652 | 3/22/2023 | 82414530 | 84678500 | 2263970 |
| **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** | **Futures Short** |  |
| U.S. Treasury 10 Year Notes | 155 | 3/22/2023 | 17737156 | 17749923 | (12767) |
| U.S. Treasury 2 Year Notes | 11 | 3/31/2023 | 2254402 | 2262133 | (7731) |
| U.S. Treasury 5 Year Notes | 504 | 3/31/2023 | 55060251 | 55058064 | 2187 |
| U.S. Treasury Ultra Long Bond | 79 | 3/22/2023 | 10841111 | 11198250 | (357139) |
| Ultra 10 Year U.S. Treasury Notes | 477 | 3/22/2023 | 57039117 | 57813893 | (774776) |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  | **2266157** | **2266157** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  | **(1152413)** | **(1152413)** |

---

*See notes to financial statements.*

------

STATEMENT OF INVESTMENTS<br>BNY Mellon Insight Core Plus Fund

January 31, 2023 (Unaudited)

The following is a summary of the inputs used as of January 31, 2023 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
| | Level 1-Unadjusted Quoted Prices | Level 2- Other Significant Observable Inputs | Level 3-Significant Unobservable Inputs | **Total** |
| **Assets ($)** | **Assets ($)** | **Assets ($)** | **Assets ($)** |  |
| Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> | Investments in Securities:<sup>†</sup> |  |
| Asset-Backed Securities | - | 59643494 | - | **59643494** |
| Collateralized Loan Obligations | - | 65498844 | - | **65498844** |
| Commercial Mortgage-Backed | - | 16770908 | - | **16770908** |
| Corporate Bonds | - | 544333018 | - | **544333018** |
| Foreign Governmental | - | 6138745 | - | **6138745** |
| Investment Companies | 21060759 | - | - | **21060759** |
| Municipal Securities | - | 8349906 | - | **8349906** |
| U.S. Government Agencies Collateralized Mortgage Obligations | - | 4915235 | - | **4915235** |
| U.S. Government Agencies Mortgage-Backed | - | 322981309 | - | **322981309** |
| U.S. Treasury Securities | - | 175603490 | - | **175603490** |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>††</sup> | 2266157 | - | - | **2266157** |
| **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** | **Liabilities ($)** |  |
| Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: | Other Financial Instruments: |  |
| Futures<sup>††</sup> | (1152413) | - | - | **(1152413)** |

---

*<sup>†</sup> See Statement of Investments for additional detailed categorizations, if any.*

*<sup>††</sup> Amount shown represents unrealized appreciation (depreciation) at period end.*

------

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 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, effective September 8, 2022, 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), financial futures, options and forward foreign currency exchange contracts ("forward contracts") 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.U.S. Treasury Bills are valued at the mean price between quoted bid prices and asked prices by the Service. 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.

Financial futures and options, which are traded on an exchange, are valued at the last sales price on the securities exchange on which such securities are primarily traded or at the last sales price on the national securities market on each business day and are generally categorized within Level 1 of the fair value hierarchy. Options traded over-the-counter ("OTC") are valued at the mean between the bid and asked price and are generally categorized within Level 2 of the fair value hierarchy. Investments in swap transactions are valued each business day by the Service. Swaps are valued by the Service by using a swap pricing model which incorporates among other factors, default probabilities, recovery rates, credit curves of the underlying issuer and swap spreads on

------

interest rates and are generally categorized within Level 2 of the fair value hierarchy. 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 The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of BNY Mellon Investment Adviser, Inc., 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 BNY Mellon Investment Adviser Inc., or U.S. Government and Agency securities. 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, The Bank of New York Mellon 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.

**Floating Rate Loan Interests:** Floating rate instruments are loans and other securities with interest rates that adjust or "float" periodically. Floating rate loans are made by banks and other financial institutions to their corporate clients. The rates of interest on the loans adjust periodically by reference to a base lending rate, plus a premium or credit spread. Floating rate loans reset on periodic set dates, typically 30 to 90 days, but not to exceed one year. The fund may invest in multiple series or tranches of a loan. A different series or tranche may have varying terms and carry different associated risks.

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at January 31, 2023 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.

------

At January 31, 2023, accumulated net unrealized depreciation on investments was $111,055,439, consisting of $7,979,379 gross unrealized appreciation and $119,034,818 gross unrealized depreciation.

At January 31, 2023, 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.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

  - **Telephone number:** 212 495 1784

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

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

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

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

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1232400256.67

**Total Liabilities:** $23726831.44

**Net Assets:** $1208673425.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1715.33024269 | **1-Year:** -45073.09325637 | **5-Year:** -149365.86266384 | **10-Year:** -218457.69017752 | **30-Year:** -93599.2412091

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

- **3-Month:** -500.44010469 | **1-Year:** -16248.16277292 | **5-Year:** -37309.63733996 | **10-Year:** -23458.92633252 | **30-Year:** -5753.25213351

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195444 | 4.18%                | -0.49%               | 3.74%                |
| Class ID C000195445 | 4.11%                | -0.66%               | 3.67%                |
| Class ID C000195446 | 4.20%                | -0.47%               | 3.76%                |
| Class ID C000195447 | 4.09%                | -0.46%               | 3.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2871933.59             | $43295381.31                               |
| Month 2  | $-1264512.88             | $-8061462.64                               |
| Month 3  | $-316371.08              | $39201786.26                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY                   | MORGAN STANLEY                                                                  | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2452087.10   | 0.20%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP         | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1921581.76   | 0.16%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                 | CSC HOLDINGS LLC                                                                | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $916412.50    | 0.08%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                 | CSC HOLDINGS LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2086146.72   | 0.17%             | 2029-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2609704.00   | 0.22%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                     | NISOURCE INC                                                                    | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    134000 | PA      | $130657.68    | 0.01%             | 2170-06-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO          | PIEDMONT NATURAL GAS CO INC                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3089549.35   | 0.26%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT         | UNITED AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920117 | PA      | $849358.66    | 0.07%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE           | ARIZONA PUBLIC SERVICE CO                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   4338000 | PA      | $3605387.32   | 0.30%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                  | NGPL PIPECO LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2450109.65   | 0.20%             | 2037-12-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                 | ALTRIA GROUP INC                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    247000 | PA      | $244554.49    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT          | AMERICAN AIRLINES 2019-1 CLASS AA PASS THROUGH TRUST                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1951017 | PA      | $1702473.64   | 0.14%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ROCHESTER GAS & ELECTRIC         | ROCHESTER GAS AND ELECTRIC CORP                                                 | CUSIP: 771367CD9<br>LEI: 549300DD8M80WFTQO509 | Long             | DBT              | CORP              | US        |   1969000 | PA      | $1849379.94   | 0.15%             | 2027-06-01      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC    | PRINCIPAL FINANCIAL GROUP INC                                                   | CUSIP: 74251VAL6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3063350.00   | 0.25%             | 2055-05-15      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS HEALTH CORP                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1802746.29   | 0.15%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV          | ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1374006.77   | 0.11%             | 2036-02-01      | Fixed         | 4.70%                 | 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      | $2855302.00   | 0.24%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GPMT LTD.                        | GPMT 2019-FL2 LTD                                                               | CUSIP: 36259BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3789658 | OU      | $3745515.63   | 0.31%             | 2036-02-22      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG           | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2867000 | PA      | $2622846.42   | 0.22%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT         | UNITED AIRLINES 2019-2 CLASS AA PASS THROUGH TRUST                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2289149 | PA      | $1914750.34   | 0.16%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO/THE                    | KROGER CO/THE                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    209000 | PA      | $212920.85    | 0.02%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1962258.30   | 0.16%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| BRF SA                           | BRF SA                                                                          | CUSIP: 10552TAG2<br>LEI: 254900MTXR9LUVQFU480 | Long             | DBT              | CORP              | BR        |   1853000 | PA      | $1567932.29   | 0.13%             | 2030-01-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                 | BLACK HILLS CORP                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1774000 | PA      | $1359937.19   | 0.11%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL             | EDISON INTERNATIONAL                                                            | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1484000 | PA      | $1444758.04   | 0.12%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                      | METLIFE INC                                                                     | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   6360000 | PA      | $7688381.40   | 0.64%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC              | ASHTEAD CAPITAL INC                                                             | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186888.47    | 0.02%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CERBERUS                         | CERBERUS LOAN FUNDING XXVII LP                                                  | CUSIP: 15673FAA8<br>LEI: 5493006EIGNTETP6G413 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | OU      | $4959720.00   | 0.41%             | 2032-01-15      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| AES ANDES SA                     | AES ANDES SA                                                                    | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   3750000 | PA      | $3560756.25   | 0.29%             | 2079-10-07      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| NBM US HOLDINGS INC              | NBM US HOLDINGS INC                                                             | CUSIP: 62877VAB7<br>LEI: 5493008K1QMSP0J8UC24 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1485445.59   | 0.12%             | 2029-08-06      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS         | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1109366.48   | 0.09%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED            | VALE OVERSEAS LTD                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1975000 | PA      | $2165423.26   | 0.18%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1489059.67   | 0.12%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                   | CVR ENERGY INC                                                                  | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1654895.04   | 0.14%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALCON FINANCE CORP               | ALCON FINANCE CORP                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   3237000 | PA      | $2657469.05   | 0.22%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST     | LAUREL ROAD PRIME STUDENT LOAN TRUST 2017-C                                     | CUSIP: 518889AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    179752 | OU      | $176390.83    | 0.01%             | 2042-11-25      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| INVERSIONES CMPC SA              | INVERSIONES CMPC SA                                                             | CUSIP: 46128MAN1<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |   3149000 | PA      | $2936662.93   | 0.24%             | 2030-01-13      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS HEALTH CORP                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $666295.98    | 0.06%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC              | ASHTEAD CAPITAL INC                                                             | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1304539.17   | 0.11%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                | IRON MOUNTAIN INC                                                               | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1704925.95   | 0.14%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2408924 | OU      | $2317214.69   | 0.19%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2705983 | OU      | $2468564.80   | 0.20%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP              | FIFTH THIRD BANCORP                                                             | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3333000 | PA      | $3181265.21   | 0.26%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC               | ALLY FINANCIAL INC                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4581000 | PA      | $5050481.45   | 0.42%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS HEALTH CORP                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1413933.19   | 0.12%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                   | MORGAN STANLEY                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6682042.17   | 0.55%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| J M SMUCKER CO/THE               | J M SMUCKER CO/THE                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5718760.98   | 0.47%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WOODMONT TRUST                   | WOODMONT 2017-3 LP                                                              | CUSIP: 97988AAQ2<br>LEI: 549300NKSBVFZBWCM260 | Long             | ABS-CBDO         | CORP              | KY        |   3500500 | OU      | $3374232.24   | 0.28%             | 2032-04-20      | Variable      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO LTD   | GOLUB CAPITAL PARTNERS CLO 47M LTD                                              | CUSIP: 38176VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6030000 | OU      | $5924704.14   | 0.49%             | 2032-05-05      | Variable      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12353400 | PA      | $11769508.89  | 0.97%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC          | CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1504497.86   | 0.12%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST    | COMMONBOND STUDENT LOAN TRUST 2019-A-GS                                         | CUSIP: 20268CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2541182 | OU      | $2316442.43   | 0.19%             | 2047-01-25      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP               | UNION PACIFIC CORP                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     98000 | PA      | $81340.54     | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                    | BOEING CO/THE                                                                   | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6702000 | PA      | $6705286.86   | 0.55%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                     | NISOURCE INC                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1200635.14   | 0.10%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NEWCREST FINANCE PTY LTD         | NEWCREST FINANCE PTY LTD                                                        | CUSIP: 65120FAD6<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | AU        |   1171000 | PA      | $1020251.62   | 0.08%             | 2030-05-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC          | CF HIPPOLYTA ISSUER LLC                                                         | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3251912 | OU      | $2942000.79   | 0.24%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING          | ALCOA NEDERLAND HOLDING BV                                                      | CUSIP: 013822AE1<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1580000 | PA      | $1563884.00   | 0.13%             | 2027-12-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR         | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $2648915.82   | 0.22%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO           | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4332000 | PA      | $3816790.69   | 0.32%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163397.75    | 0.01%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC           | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1808561.82   | 0.15%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140J9ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2094485 | OU      | $2109202.44   | 0.17%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST       | VERUS SECURITIZATION TRUST 2020-1                                               | CUSIP: 92536PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236326 | OU      | $225396.76    | 0.02%             | 2060-01-01      | Variable      | 2.42%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                    | BOEING CO/THE                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    791000 | PA      | $808533.82    | 0.07%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                | IRON MOUNTAIN INC                                                               | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    312000 | PA      | $287200.14    | 0.02%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC         | VIRGIN MEDIA FINANCE PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    397000 | PA      | $333738.05    | 0.03%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140KHMT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4664786 | OU      | $3947876.91   | 0.33%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC | AMERICAN INTERNATIONAL GROUP INC                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3788884.89   | 0.31%             | 2050-06-30      | Fixed         | 4.38%                 | 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        |   1197001 | PA      | $1149250.04   | 0.10%             | 2029-04-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3514700 | PA      | $2066396.48   | 0.17%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT               | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 903724BY7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | USGSE             | UA        |   2223000 | PA      | $454692.42    | 0.04%             | 2035-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1079711.94   | 0.09%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC           | ANGLOGOLD ASHANTI HOLDINGS PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |   2163000 | PA      | $1920814.99   | 0.16%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SCENTRE GROUP TRUST 2            | SCENTRE GROUP TRUST 2                                                           | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   9348000 | PA      | $8734521.89   | 0.72%             | 2080-09-24      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP             | CITGO PETROLEUM CORP                                                            | CUSIP: 17302XAK2<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1584333.24   | 0.13%             | 2025-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3133A7JY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3328184 | OU      | $2993754.74   | 0.25%             | 2050-07-01      | Fixed         | 2.50%                 | 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              | US        |    659003 | PA      | $651320.55    | 0.05%             | 2025-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS          | FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    166000 | PA      | $158730.86    | 0.01%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AIB GROUP PLC                    | AIB GROUP PLC                                                                   | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   1504000 | PA      | $1471858.26   | 0.12%             | 2025-04-10      | Variable      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS HEALTH CORP                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2627000 | PA      | $2280423.09   | 0.19%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC         | PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC                        | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2188000 | PA      | $1944586.58   | 0.16%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                | GENERAL MOTORS CO                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2509375.60   | 0.21%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC             | BAT INTERNATIONAL FINANCE PLC                                                   | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1998000 | PA      | $1804242.81   | 0.15%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140KEQB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4540926 | OU      | $4016682.29   | 0.33%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418DTL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9098308 | OU      | $8075808.07   | 0.67%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25891100 | PA      | $15706087.30  | 1.30%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                      | EXELON CORP                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   5833000 | PA      | $5621840.38   | 0.47%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                     | BROADCOM INC                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2922000 | PA      | $2728767.82   | 0.23%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH              | SUZANO AUSTRIA GMBH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1516000 | PA      | $1298851.56   | 0.11%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418DT93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11018034 | OU      | $9342516.97   | 0.77%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30618300 | PA      | $28007372.23  | 2.32%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3133A3GS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   4120995 | OU      | $3814504.48   | 0.32%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES         | DELTA AIR LINES INC / SKYMILES IP LTD                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2009000 | PA      | $1958558.49   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| TRANSMANTARO                     | CONSORCIO TRANSMANTARO SA                                                       | CUSIP: 210314AB6<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    730000 | PA      | $681323.60    | 0.06%             | 2034-04-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH            | CABLEVISION LIGHTPATH LLC                                                       | CUSIP: 12687GAA7<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $170195.96    | 0.01%             | 2027-09-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL         | AES PANAMA GENERATION HOLDINGS SRL                                              | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2032000 | PA      | $1804802.85   | 0.15%             | 2030-05-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC             | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2803432.71   | 0.23%             | 2045-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST                    | STATE OF CALIFORNIA                                                             | CUSIP: 13063A5G5<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |    270000 | PA      | $360283.28    | 0.03%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL          | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     98000 | PA      | $78116.32     | 0.01%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257553.54    | 0.02%             | 2027-10-28      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    588000 | PA      | $567958.04    | 0.05%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2745000 | PA      | $2637500.20   | 0.22%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMORGAN CHASE & CO                                                             | CUSIP: 46625HRL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258335.81    | 0.02%             | 2023-05-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1550606.97   | 0.13%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    535000 | PA      | $456289.62    | 0.04%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                 | BLACK HILLS CORP                                                                | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99391.38     | 0.01%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL          | SOUTHERN CO GAS CAPITAL CORP                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    211000 | PA      | $182071.55    | 0.02%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3133AAH96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   8509625 | OU      | $7202000.80   | 0.60%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                      | EXELON CORP                                                                     | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87473.50     | 0.01%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU   | SMB PRIVATE EDUCATION LOAN TRUST 2017-B                                         | CUSIP: 83189DAC4<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-MBS          | CORP              | US        |     56521 | OU      | $55839.17     | 0.00%             | 2035-10-15      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO          | MASSACHUSETTS MUTUAL LIFE INSURANCE CO                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    179000 | PA      | $162468.85    | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    181000 | PA      | $180030.25    | 0.01%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                 | FIRSTENERGY CORP                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1273685.77   | 0.11%             | 2047-07-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE           | SYDNEY AIRPORT FINANCE CO PTY LTD                                               | CUSIP: 87124VAE9<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $67083.42     | 0.01%             | 2025-04-30      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRU   | SMB PRIVATE EDUCATION LOAN TRUST 2017-A                                         | CUSIP: 78448WAB1<br>LEI: 5493000RGRVHYZAIY180 | Long             | ABS-MBS          | CORP              | US        |     87665 | OU      | $84306.71     | 0.01%             | 2034-09-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SOCIAL PROFESSIONAL LOAN PROGR   | SOFI PROFESSIONAL LOAN PROGRAM 2017-C LLC                                       | CUSIP: 83405DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2201000 | OU      | $2075810.20   | 0.17%             | 2040-07-25      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| METLIFE INC                      | METLIFE INC                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3862000 | PA      | $3938777.83   | 0.33%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    174000 | PA      | $171309.69    | 0.01%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST     | DRB PRIME STUDENT LOAN TRUST 2017-A                                             | CUSIP: 23342KAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3896 | OU      | $3887.69      | 0.00%             | 2042-05-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| ALLSTATE CORP/THE                | ALLSTATE CORP/THE                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2332992.19   | 0.19%             | 2057-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                     | EVERGY METRO INC                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    167000 | PA      | $146459.11    | 0.01%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER         | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53582.43     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST          | PNMAC FMSR ISSUER TRUST 2018-FT1                                                | CUSIP: 69346MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | OU      | $121952.13    | 0.01%             | 2023-04-25      | Variable      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT         | AMERICAN AIRLINES 2017-2 CLASS AA PASS THROUGH TRUST                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217858 | PA      | $193548.17    | 0.02%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC CAPITAL FUNDING USD         | HSBC CAPITAL FUNDING DOLLAR 1 LP                                                | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    325000 | PA      | $409500.00    | 0.03%             | 2171-12-31      | Variable      | 10.18%                | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    182000 | PA      | $174918.59    | 0.01%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    230000 | PA      | $219470.54    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                  | CVS HEALTH CORP                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    355000 | PA      | $349195.28    | 0.03%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC           | MOTIVA ENTERPRISES LLC                                                          | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320283.24    | 0.03%             | 2040-01-15      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT         | AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146750 | PA      | $134343.05    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                | KINDER MORGAN INC                                                               | CUSIP: 28368EAA4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    238000 | PA      | $268643.94    | 0.02%             | 2030-10-15      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | ENERGY TRANSFER LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223909.37    | 0.02%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 B PTT          | UNITED AIRLINES 2018-1 CLASS B PASS THROUGH TRUST                               | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108203 | PA      | $100213.67    | 0.01%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PNMAC GMSR ISSUER TRUST          | PNMAC GMSR ISSUER TRUST 2018-GT2                                                | CUSIP: 69354WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | OU      | $120869.81    | 0.01%             | 2025-08-25      | Variable      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC         | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    264000 | PA      | $257021.16    | 0.02%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1137118.76   | 0.09%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE             | WILLIAMS COS INC/THE                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    920000 | PA      | $998728.03    | 0.08%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                      | CITY OF NEW YORK NY                                                             | CUSIP: 64966HTX8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    980000 | PA      | $1077988.14   | 0.09%             | 2036-12-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT               | UKRAINE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 903724BM3<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | USGSE             | UA        |   1255000 | PA      | $255334.77    | 0.02%             | 2034-09-25      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | DUKE ENERGY CORP                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    355000 | PA      | $334347.53    | 0.03%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $764012.86    | 0.06%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $4956812.99   | 0.41%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR         | ANHEUSER-BUSCH INBEV WORLDWIDE INC                                              | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    605000 | PA      | $594659.17    | 0.05%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                | KINDER MORGAN INC                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2664522.26   | 0.22%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE             | WILLIAMS COS INC/THE                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    145000 | PA      | $164949.66    | 0.01%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU         | TELEFONICA EMISIONES SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1010000 | PA      | $895841.48    | 0.07%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1199728.80   | 0.10%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| MPLX LP                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    855000 | PA      | $829490.54    | 0.07%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL              | ABU DHABI CRUDE OIL PIPELINE LLC                                                | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    535000 | PA      | $510985.99    | 0.04%             | 2047-11-02      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC             | ERAC USA FINANCE LLC                                                            | CUSIP: 26884TAL6<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1847073.69   | 0.15%             | 2024-11-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION T   | WILLIS ENGINE STRUCTURED TRUST IV                                               | CUSIP: 97064EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780648 | OU      | $630565.06    | 0.05%             | 2043-09-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC           | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1744633.62   | 0.14%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABIC CAPITAL II BV              | SABIC CAPITAL II BV                                                             | CUSIP: 78520LAA8<br>LEI: 2138005PCUTH59D4RJ83 | Long             | DBT              | CORP              | NL        |    745000 | PA      | $738864.93    | 0.06%             | 2023-10-10      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC            | LOUISVILLE GAS AND ELECTRIC CO                                                  | CUSIP: 546676AX5<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1242944.33   | 0.10%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST           | OSCAR US FUNDING TRUST VIII LLC                                                 | CUSIP: 68784CAE2<br>LEI: 353800N5RGHXWI4JYR18 | Long             | ABS-MBS          | CORP              | JP        |    100273 | OU      | $100138.18    | 0.01%             | 2025-05-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO          | SIERRA PACIFIC POWER CO                                                         | CUSIP: 826418BE4<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $616095.16    | 0.05%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                     | ECOPETROL SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    525000 | PA      | $376187.99    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | 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      | $1236918.64   | 0.10%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140F03P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1536772 | OU      | $1473997.40   | 0.12%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141EB81<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1136956.96   | 0.09%             | 2023-11-29      | Variable      | 6.33%                 | No            |                  2 | On Loan: —       |
| HOUSTON GALLERIA MALL TRUST      | HOUSTON GALLERIA MALL TRUST 2015-HGLR                                           | CUSIP: 44217NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | OU      | $806816.38    | 0.07%             | 2037-03-01      | Fixed         | 3.09%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COS INC/THE             | WILLIAMS COS INC/THE                                                            | CUSIP: 96950FAL8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    980000 | PA      | $976767.10    | 0.08%             | 2023-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMORGAN CHASE & CO                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2338427.00   | 0.19%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP             | BANK OF AMERICA CORP                                                            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1591617.65   | 0.13%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DP WORLD PLC                     | DP WORLD LTD/UNITED ARAB EMIRATES                                               | CUSIP: EG5889142<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    690000 | PA      | $783546.75    | 0.06%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC         | PRUDENTIAL FINANCIAL INC                                                        | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   7145000 | PA      | $7117956.18   | 0.59%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES            | TRICON AMERICAN HOMES 2017-SFR2 TRUST                                           | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1492761 | OU      | $1455338.05   | 0.12%             | 2036-01-01      | Fixed         | 2.93%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2647065.21   | 0.22%             | 2045-07-30      | Fixed         | 4.65%                 | 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      | $667913.88    | 0.06%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                 | ABN AMRO BANK NV                                                                | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $780933.14    | 0.06%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | ENERGY TRANSFER LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $973796.65    | 0.08%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                 | ABN AMRO BANK NV                                                                | CUSIP: 00080QAF2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    635000 | PA      | $623274.31    | 0.05%             | 2025-07-28      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS            | DUKE ENERGY CAROLINAS LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $4358698.37   | 0.36%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                  | WEA FINANCE LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |    148000 | PA      | $106871.73    | 0.01%             | 2048-09-20      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                         | AT&T INC                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1034218.59   | 0.09%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH              | COMMONSPIRIT HEALTH                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2223365.00   | 0.18%             | 2030-10-01      | Fixed         | 2.78%                 | 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        |   1445686 | PA      | $1464922.74   | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                    | STATE OF CALIFORNIA                                                             | CUSIP: 13063A7D0<br>LEI: 549300X618YEC5LGBQ98 | Long             | DBT              | MUN               | US        |   3705000 | PA      | $4730122.74   | 0.39%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140HP7A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    895209 | OU      | $890384.05    | 0.07%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS          | FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1157372.60   | 0.10%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP             | WESTPAC BANKING CORP                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   4651000 | PA      | $3657483.43   | 0.30%             | 2035-11-15      | Variable      | 2.67%                 | 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      | $1138743.01   | 0.09%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                    | CITIGROUP INC                                                                   | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3944000 | PA      | $3658617.44   | 0.30%             | 2170-03-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132A5HK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2599576 | OU      | $2406461.01   | 0.20%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST           | OSCAR US FUNDING TRUST IX LLC                                                   | CUSIP: 68784XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    278536 | OU      | $277471.52    | 0.02%             | 2025-09-10      | Fixed         | 3.63%                 | Yes           |                  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      | $1678232.69   | 0.14%             | 2038-06-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO             | SAUDI ARABIAN OIL CO                                                            | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3988000 | PA      | $3385987.47   | 0.28%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO           | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7880000 | PA      | $6302285.31   | 0.52%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1531158 | OU      | $1536983.13   | 0.13%             | 2048-07-01      | Fixed         | 4.50%                 | 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        |   6910421 | PA      | $6305543.71   | 0.52%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE          | TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1309158.24   | 0.11%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                       | ABBVIE INC                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $1884228.66   | 0.16%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI               | BRASKEM IDESA SAPI                                                              | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   2257000 | PA      | $1865539.83   | 0.15%             | 2029-11-15      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS         | TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4391543.12   | 0.36%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                  | CMS ENERGY CORP                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1186000 | PA      | $970895.18    | 0.08%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MARB BONDCO PLC                  | MARB BONDCO PLC                                                                 | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |   1426000 | PA      | $1125078.35   | 0.09%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL         | PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3107865.94   | 0.26%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SIMPAR EUROPE SA                 | SIMPAR EUROPE SA                                                                | CUSIP: 82883PAA2<br>LEI: 54930068BSUST41D5C30 | Long             | DBT              | CORP              | LU        |   3614000 | PA      | $2641852.07   | 0.22%             | 2031-01-26      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS              | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    232000 | PA      | $160365.31    | 0.01%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                | HSBC HOLDINGS PLC                                                               | CUSIP: 404280CN7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5303000 | PA      | $4508875.75   | 0.37%             | 2170-06-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC GOLD POOL                                                           | CUSIP: 3132XCRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3911430 | OU      | $3755642.85   | 0.31%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6345500 | PA      | $4106728.28   | 0.34%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS              | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    712000 | PA      | $570912.62    | 0.05%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                     | BROADCOM INC                                                                    | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1103000 | PA      | $821206.52    | 0.07%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA INC               | MURPHY OIL USA INC                                                              | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |    643000 | PA      | $538772.12    | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ALLIANZ SE                       | ALLIANZ SE                                                                      | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1399360.00   | 0.12%             | 2170-04-30      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BRITISH AIR 20-1 A PTT           | BRITISH AIRWAYS 2020-1 CLASS A PASS THROUGH TRUST                               | CUSIP: 11044MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    569971 | PA      | $526708.97    | 0.04%             | 2032-11-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                     | BROADCOM INC                                                                    | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5975000 | PA      | $4958520.09   | 0.41%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORP                      | AMEREN CORP                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3952000 | PA      | $3449841.77   | 0.29%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                    | PARKLAND CORP/ALBERTA                                                           | CUSIP: 70137WAG3<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |   3911000 | PA      | $3360161.81   | 0.28%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LSEGA FINANCING PLC              | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAD5<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1701000 | PA      | $1467568.20   | 0.12%             | 2031-04-06      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| PMT ISSUER TRUST - FMSR          | PMT ISSUER TRUST - FMSR                                                         | CUSIP: 69346MAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3714000 | OU      | $3686505.63   | 0.31%             | 2026-03-25      | Variable      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET         | SMYRNA READY MIX CONCRETE LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1677712.98   | 0.14%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STERIS PLC                       | STERIS IRISH FINCO UNLTD CO                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   1724000 | PA      | $1478047.51   | 0.12%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN         | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2361392.52   | 0.20%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| LSEGA FINANCING PLC              | LSEGA FINANCING PLC                                                             | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   3953000 | PA      | $3540946.47   | 0.29%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY            | WELLS FARGO & CO                                                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5274000 | PA      | $4865265.00   | 0.40%             | 2170-03-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT    | IVY HILL MIDDLE MARKET CREDIT FUND XVIII LTD                                    | CUSIP: 46603PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7850000 | OU      | $7655949.96   | 0.63%             | 2033-04-22      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| ALPEK SA DE CV                   | ALPEK SAB DE CV                                                                 | CUSIP: 020564AE0<br>LEI: 549300PWKJTP62D4IQ66 | Long             | DBT              | CORP              | MX        |   2369000 | PA      | $1988709.05   | 0.16%             | 2031-02-25      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL   | DOMINO'S PIZZA MASTER ISSUER LLC                                                | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3462330 | OU      | $3027857.79   | 0.25%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING           | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC     | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    797000 | PA      | $660258.71    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: —       |
| FREDDIE MAC                      | FREDDIE MAC REMICS                                                              | CUSIP: 3137FVPE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |   5513996 | OU      | $4915235.14   | 0.41%             | 2047-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                 | AMC NETWORKS INC                                                                | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $2965752.00   | 0.25%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL             | EDISON INTERNATIONAL                                                            | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4088611.30   | 0.34%             | 2170-09-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORG                 | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $180859.00    | 0.01%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS           | VERIZON COMMUNICATIONS INC                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $2569718.82   | 0.21%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN         | AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                                 | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1070288.82   | 0.09%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST       | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    766000 | OU      | $564386.04    | 0.05%             | 2069-05-15      | Fixed         | 2.24%                 | Yes           |                  2 | On Loan: No      |
| VCP CLO II LTD                   | VCP CLO II LTD                                                                  | CUSIP: 91824DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | OU      | $12382400.00  | 1.02%             | 2031-04-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| INSTAR LEASING III, LLC          | INSTAR LEASING III LLC                                                          | CUSIP: 45783NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1521343 | OU      | $1312934.98   | 0.11%             | 2054-02-15      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418DYC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5945226 | OU      | $5243364.71   | 0.43%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC              | UNITED AIRLINES INC                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    424000 | PA      | $403022.56    | 0.03%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORG                 | ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV                                | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $362280.00    | 0.03%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                 | CROWN CASTLE INC                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   7410000 | PA      | $6541825.50   | 0.54%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO             | KRAFT HEINZ FOODS CO                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1351000 | PA      | $1380359.01   | 0.11%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC              | UNITED AIRLINES INC                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2193000 | PA      | $2003689.76   | 0.17%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST       | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                                | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    704886 | OU      | $623573.58    | 0.05%             | 2069-05-15      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG           | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AU2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    722000 | PA      | $546502.98    | 0.05%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| LIGHT SERVICOS ENERGIA           | LIGHT SERVICOS DE ELETRICIDADE SA/LIGHT ENERGIA SA                              | CUSIP: 53227QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4082000 | PA      | $2353558.74   | 0.19%             | 2026-06-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                  | NGPL PIPECO LLC                                                                 | CUSIP: 62928CAA0<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   2644000 | PA      | $2242635.80   | 0.19%             | 2031-07-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ANTARES CLO                      | ANTARES CLO 2017-1 LTD                                                          | CUSIP: 03665JAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | OU      | $263996.66    | 0.02%             | 2033-04-20      | Variable      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                      | AKER BP ASA                                                                     | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   2948000 | PA      | $2506601.06   | 0.21%             | 2031-07-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1256906.25   | 0.10%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC         | BALTIMORE GAS AND ELECTRIC CO                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   5026000 | PA      | $4228652.69   | 0.35%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $664892.89    | 0.06%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING II LLC               | TIF FUNDING II LLC                                                              | CUSIP: 872480AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3129035 | OU      | $2675827.14   | 0.22%             | 2046-02-20      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                    | BOEING CO/THE                                                                   | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   6887000 | PA      | $6370002.21   | 0.53%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IVY HILL MIDDLE MARKET CREDIT    | IVY HILL MIDDLE MARKET CREDIT FUND XII LTD                                      | CUSIP: 46600CAQ3<br>LEI: 5493003XZKSFJKWICW70 | Long             | ABS-CBDO         | CORP              | KY        |    340000 | OU      | $324793.48    | 0.03%             | 2033-07-20      | Variable      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1301539.66   | 0.11%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| MASONITE INTERNATIONAL CORP      | MASONITE INTERNATIONAL CORP                                                     | CUSIP: 575385AE9<br>LEI: 549300H0H07ZFT4JYM32 | Long             | DBT              | CORP              | CA        |    368000 | PA      | $304171.35    | 0.03%             | 2030-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRITON CONTAINER                 | TRITON CONTAINER INTERNATIONAL LTD                                              | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |   1146000 | PA      | $922519.47    | 0.08%             | 2031-06-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB DE CV     | ORBIA ADVANCE CORP SAB DE CV                                                    | CUSIP: 68560EAB4<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   2518000 | PA      | $2034342.56   | 0.17%             | 2031-05-11      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC           | IPALCO ENTERPRISES INC                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1679110.29   | 0.14%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1892000 | PA      | $1465634.85   | 0.12%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC               | ROYALTY PHARMA PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2258000 | PA      | $1796152.34   | 0.15%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| SLAM 2021-1 LLC                  | SLAM 2021-1 LTD                                                                 | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8350468 | OU      | $7228284.51   | 0.60%             | 2046-06-15      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC           | BIMBO BAKERIES USA INC                                                          | CUSIP: 09031WAA1<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2093024.89   | 0.17%             | 2051-05-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BLACKBIRD CAPITAL AIRCRAFT       | BLACKBIRD CAPITAL AIRCRAFT                                                      | CUSIP: 09229CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4433968 | OU      | $3769279.57   | 0.31%             | 2046-07-15      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| WILLIS ENGINE SECURITIZATION T   | WILLIS ENGINE STRUCTURED TRUST VI                                               | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4317180 | OU      | $3240040.49   | 0.27%             | 2046-05-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                       | AIR CANADA                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    392000 | PA      | $363132.01    | 0.03%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER         | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $1899952.25   | 0.16%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC           | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2964000 | PA      | $2371123.44   | 0.20%             | 2041-05-15      | Fixed         | 3.05%                 | 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      | $1533192.86   | 0.13%             | 2032-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                  | SEALED AIR CORP                                                                 | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   3734000 | PA      | $3286707.50   | 0.27%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| BXHPP TRUST                      | BXHPP TRUST 2021-FILM                                                           | CUSIP: 05609JAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181000 | OU      | $1096914.81   | 0.09%             | 2036-08-15      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL              | SYNCHRONY FINANCIAL                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5327000 | PA      | $4148658.06   | 0.34%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                       | VMWARE INC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3657000 | PA      | $2901614.80   | 0.24%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV           | UPC BROADBAND FINCO BV                                                          | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   4750000 | PA      | $4185486.25   | 0.35%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| DATABANK ISSUER LLC              | DATABANK ISSUER                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4198000 | OU      | $3731859.12   | 0.31%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC            | STELLANTIS FINANCE US INC                                                       | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1251428.93   | 0.10%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA   | MF1 2021-FL7 LTD                                                                | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6578500 | OU      | $6355934.21   | 0.53%             | 2036-10-16      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES    | FORTRESS CREDIT OPPORTUNITIES IX CLO LTD                                        | CUSIP: 34961JAY0<br>LEI: 2549008RD44HDM6DNP14 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | OU      | $1756350.99   | 0.15%             | 2033-10-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| LABL INC                         | LABL INC                                                                        | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1122975.00   | 0.09%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3705000 | PA      | $3112751.38   | 0.26%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                 | PUGET ENERGY INC                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1508829.84   | 0.12%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC               | ROYALTY PHARMA PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4242000 | PA      | $3461079.45   | 0.29%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AT&T INC                         | AT&T INC                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7416000 | PA      | $5436340.63   | 0.45%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE 1 ISS   | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC                                          | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7596000 | OU      | $6627003.35   | 0.55%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7308500 | PA      | $5325498.43   | 0.44%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC            | DB MASTER FINANCE LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-MBS          | CORP              | US        |   4319370 | OU      | $3822786.72   | 0.32%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC            | MICRON TECHNOLOGY INC                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $938596.23    | 0.08%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                       | ALLIANZ SE                                                                      | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   1800000 | PA      | $1453680.00   | 0.12%             | 2171-04-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP          | DELL INTERNATIONAL LLC / EMC CORP                                               | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3797000 | PA      | $2527529.09   | 0.21%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI               | BRASKEM IDESA SAPI                                                              | CUSIP: 10554NAB4<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |   3785000 | PA      | $2808772.80   | 0.23%             | 2032-02-20      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP           | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1254901.17   | 0.10%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY         | CANADIAN PACIFIC RAILWAY CO                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $2714551.57   | 0.22%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER, LLC           | FLEXENTIAL ISSUER 2021-1                                                        | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4035000 | OU      | $3659975.40   | 0.30%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP               | VALERO ENERGY CORP                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1576000 | PA      | $1282924.42   | 0.11%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL OIL CORP          | KOREA NATIONAL OIL CORP                                                         | CUSIP: 50066PAR1<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | USGSE             | KR        |   1934000 | PA      | $1801802.67   | 0.15%             | 2025-04-18      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: —       |
| HOWARD MIDSTREAM ENERGY          | HOWARD MIDSTREAM ENERGY PARTNERS LLC                                            | CUSIP: 442722AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    788000 | PA      | $769229.84    | 0.06%             | 2027-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL          | EIG PEARL HOLDINGS SARL                                                         | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |   5110000 | PA      | $4062450.00   | 0.34%             | 2046-11-30      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8740000 | PA      | $8115156.07   | 0.67%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MCF CLO LLC                      | MCF CLO IX LTD                                                                  | CUSIP: 55281XAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4979000 | OU      | $4880624.92   | 0.40%             | 2031-07-17      | Variable      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II          | GLP CAPITAL LP / GLP FINANCING II INC                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $913389.49    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                  | SBA TOWER TRUST                                                                 | CUSIP: 78403DAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3251000 | PA      | $2631330.14   | 0.22%             | 2031-10-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD         | NEUBERGER BERMAN LOAN ADVISERS CLO 47 LTD                                       | CUSIP: 64135DAA3<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-CBDO         | CORP              | KY        |   5680688 | OU      | $5579157.06   | 0.46%             | 2035-04-14      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| HP INC                           | HP INC                                                                          | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   5797000 | PA      | $5175025.96   | 0.43%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA   | MF1 2022-FL8 LTD                                                                | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3435500 | OU      | $3348954.60   | 0.28%             | 2037-02-19      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                        | PROSUS NV                                                                       | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |   1820000 | PA      | $1653395.38   | 0.14%             | 2027-01-19      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                     | ING GROEP NV                                                                    | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5462000 | PA      | $5306367.68   | 0.44%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL          | BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2337000 | PA      | $2128139.32   | 0.18%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI              | UNIVERSITY OF MICHIGAN                                                          | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2449000 | PA      | $2181511.65   | 0.18%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL         | JACKSON NATIONAL LIFE GLOBAL FUNDING                                            | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   4774000 | PA      | $4467493.88   | 0.37%             | 2025-01-12      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC         | WARNERMEDIA HOLDINGS INC                                                        | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3043560.10   | 0.25%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                   | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6835414 | OU      | $6082088.94   | 0.50%             | 2061-04-01      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                          | HCA INC                                                                         | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    851000 | PA      | $791614.07    | 0.07%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QPCL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10210908 | OU      | $9586896.15   | 0.79%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9797000 | PA      | $6727018.15   | 0.56%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                     | BROADCOM INC                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3960000 | PA      | $3638968.62   | 0.30%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO              | JPMORGAN CHASE & CO                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10300000 | PA      | $8675489.25   | 0.72%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                 | DT MIDSTREAM INC                                                                | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2982000 | PA      | $2743049.09   | 0.23%             | 2032-04-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4883400 | PA      | $3670561.80   | 0.30%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XG2U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  10685031 | OU      | $10361451.65  | 0.86%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA   | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                 | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087190 | OU      | $1075344.69   | 0.09%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING           | ARDAGH METAL PACKAGING FINANCE USA LLC / ARDAGH METAL PACKAGING FINANCE PLC     | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $199702.00    | 0.02%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA           | NXP BV / NXP FUNDING LLC / NXP USA INC                                          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1708000 | PA      | $1643813.79   | 0.14%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO                       | APIDOS CLO XXXIX LTD                                                            | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | OU      | $4946510.00   | 0.41%             | 2035-04-21      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC          | MACY'S RETAIL HOLDINGS LLC                                                      | CUSIP: 55617LAQ5<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $2037963.55   | 0.17%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHAE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5681970 | OU      | $5538901.70   | 0.46%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4520000 | PA      | $3896381.25   | 0.32%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE         | INTERCONTINENTAL EXCHANGE INC                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   2438000 | PA      | $2411790.77   | 0.20%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHSM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4437284 | OU      | $4312374.53   | 0.36%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                 | T-MOBILE USA INC                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $1822442.03   | 0.15%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHRP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  12199103 | OU      | $12164112.92  | 1.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC         | FORD MOTOR CREDIT CO LLC                                                        | CUSIP: 345397A78<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1989109.08   | 0.16%             | 2023-11-17      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG           | CREDIT SUISSE GROUP AG                                                          | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    914000 | PA      | $878275.48    | 0.07%             | 2033-08-12      | Variable      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCE         | ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC                                  | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3086000 | PA      | $3027366.00   | 0.25%             | 2028-01-30      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC          | GOLDMAN SACHS GROUP INC/THE                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1779847.46   | 0.15%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                   | CUSIP: 80287HAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1171000 | OU      | $1158476.39   | 0.10%             | 2026-08-17      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE          | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                  | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    555000 | PA      | $512509.20    | 0.04%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC         | CELANESE US HOLDINGS LLC                                                        | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5271632.60   | 0.44%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XGRA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6003571 | OU      | $5689099.46   | 0.47%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC              | GLOBAL PAYMENTS INC                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1792639.92   | 0.15%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JBS SA                           | JBS USA                                                                         | CUSIP: 46590XAT3<br>LEI: 529900RM0MTMZL9O5050 | Long             | DBT              | CORP              | US        |   1477000 | PA      | $1235746.82   | 0.10%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHYK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5915391 | OU      | $5758393.11   | 0.48%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP        | OCCIDENTAL PETROLEUM CORP                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3915382.83   | 0.32%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| EDP FINANCE BV                   | EDP FINANCE BV                                                                  | CUSIP: 26835PAJ9<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |    363000 | PA      | $381501.59    | 0.03%             | 2027-10-11      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6264600 | PA      | $5544660.39   | 0.46%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| ENEL FINANCE AMERICA LLC         | ENEL FINANCE AMERICA LLC                                                        | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    820000 | PA      | $879430.98    | 0.07%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XDEG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9440760 | OU      | $8764665.32   | 0.73%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4228383 | OU      | $4200561.27   | 0.35%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XJC43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11983440 | OU      | $12077681.95  | 1.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3173900 | PA      | $3001567.13   | 0.25%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10447800 | PA      | $9831542.99   | 0.81%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55697600 | PA      | $48273066.48  | 3.99%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3065000 | PA      | $3058415.03   | 0.25%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XJM67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3311071 | OU      | $3068293.43   | 0.25%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV             | ENEL FINANCE INTERNATIONAL NV                                                   | CUSIP: 29278GBA5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    871000 | PA      | $982398.45    | 0.08%             | 2032-10-14      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140JWB25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  11194956 | OU      | $10417213.53  | 0.86%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST           | MARLETTE FUNDING TRUST 2022-3                                                   | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639017 | OU      | $634954.84    | 0.05%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3214000 | PA      | $3144760.89   | 0.26%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                      | NETFLIX INC                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1231275.73   | 0.10%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5042983 | OU      | $4667927.81   | 0.39%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC  | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $2907546.42   | 0.24%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC             | KYNDRYL HOLDINGS INC                                                            | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $952479.33    | 0.08%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XTAN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2512908 | OU      | $2338324.33   | 0.19%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QPH59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3476524 | OU      | $3406625.54   | 0.28%             | 2052-06-01      | 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-MBS          | CORP              | US        |    526000 | OU      | $523454.00    | 0.04%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                 | DUKE ENERGY CORP                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4356368.20   | 0.36%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC  | PHILIP MORRIS INTERNATIONAL INC                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    544000 | PA      | $568478.43    | 0.05%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XJSJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5402555 | OU      | $5518223.15   | 0.46%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                | NEWELL BRANDS INC                                                               | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1012383.07   | 0.08%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                | NEWELL BRANDS INC                                                               | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |    892000 | PA      | $902844.34    | 0.07%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| SAUDI INTERNATIONAL BOND         | SAUDI GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 80413TBA6<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | USGSE             | SA        |   2280000 | PA      | $2447010.00   | 0.20%             | 2032-10-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132DPBW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   2869499 | OU      | $2996173.26   | 0.25%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132DMVD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   7150447 | OU      | $6385456.95   | 0.53%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES      | DISCOVER FINANCIAL SERVICES                                                     | CUSIP: 254709AS7<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1096381.72   | 0.09%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                        | ONEOK INC                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    779000 | PA      | $819923.65    | 0.07%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132DN3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   6039750 | OU      | $6179566.03   | 0.51%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC               | META PLATFORMS INC                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $2829394.31   | 0.23%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   9865604 | OU      | $9400149.98   | 0.78%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132DN2T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5566945 | OU      | $5767294.61   | 0.48%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP            | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1410030.75   | 0.12%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                     | ILLUMINA INC                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    993000 | PA      | $1026741.82   | 0.08%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CRESTWOOD MID PARTNER LP         | CRESTWOOD MIDSTREAM PARTNERS LP / CRESTWOOD MIDSTREAM FINANCE CORP              | CUSIP: 226373AT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227000 | PA      | $228662.78    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                         | EQT CORP                                                                        | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    792000 | PA      | $793884.96    | 0.07%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                     | AUTOZONE INC                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2184480.53   | 0.18%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA             | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | USGSE             | CO        |    414000 | PA      | $409634.85    | 0.03%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC        | CAESARS ENTERTAINMENT INC                                                       | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1209141.15   | 0.10%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| HUNGARY                          | HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 445545AT3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | USGSE             | HU        |    790000 | PA      | $837070.57    | 0.07%             | 2052-09-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                 | DEUTSCHE BANK AG/NEW YORK NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1596000 | PA      | $1680559.77   | 0.14%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC        | CAESARS ENTERTAINMENT INC                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106968.75    | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9571900 | PA      | $10071433.53  | 0.83%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING   | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-MBS          | CORP              | US        |   1575000 | OU      | $1477604.99   | 0.12%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| ECOPETROL SA                     | ECOPETROL SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1291000 | PA      | $1326070.02   | 0.11%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES            | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | USGSE             | MX        |    888000 | PA      | $944651.11    | 0.08%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ROMANIA                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 77586RAS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | USGSE             | RO        |    730000 | PA      | $790350.56    | 0.07%             | 2053-01-17      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE          | ENERGEAN ISRAEL FINANCE LTD                                                     | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   1972566 | PA      | $1929169.55   | 0.16%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2656700 | PA      | $2704852.69   | 0.22%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT         | REXFORD INDUSTRIAL REALTY LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1737899.25   | 0.14%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XJR88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   5218807 | OU      | $5265485.84   | 0.44%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP           | EXTRA SPACE STORAGE LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    871000 | PA      | $807900.11    | 0.07%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP             | WESTERN DIGITAL CORP                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $855477.16    | 0.07%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3133KPME5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5955900 | OU      | $5888697.18   | 0.49%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC           | PACIFIC GAS AND ELECTRIC CO                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2598000 | PA      | $1757129.63   | 0.15%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140E7DJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   1823981 | OU      | $1778169.98   | 0.15%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6534836 | OU      | $6118833.76   | 0.51%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                      | FREDDIE MAC POOL                                                                | CUSIP: 3132DN2F9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3630126 | OU      | $3620362.58   | 0.30%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 3617NWPM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7961224 | OU      | $6840276.00   | 0.57%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4337927 | OU      | $4052482.49   | 0.34%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179VVY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7916896 | OU      | $7096999.40   | 0.59%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3138WF6M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2577024 | OU      | $2512296.03   | 0.21%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QPPX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2952990 | OU      | $2966996.16   | 0.25%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QPCQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6743492 | OU      | $6540544.04   | 0.54%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3138EKFG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2931252 | OU      | $2824812.65   | 0.23%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XHBZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6087369 | OU      | $5909235.90   | 0.49%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3181195 | OU      | $3145009.04   | 0.26%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418ED72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   6732398 | OU      | $6320939.81   | 0.52%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST              | COMM 2015-DC1 MORTGAGE TRUST                                                    | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2570000 | OU      | $2476629.84   | 0.20%             | 2048-02-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XJ4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2107064 | OU      | $1892118.20   | 0.16%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3138YXQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   4793137 | OU      | $4604133.62   | 0.38%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3138WERM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2499176 | OU      | $2399028.27   | 0.20%             | 2045-05-01      | Fixed         | 3.50%                 | 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 | OU      | $517332.67    | 0.04%             | 2046-11-01      | Variable      | 2.68%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140XAG55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13394717 | OU      | $12221799.02  | 1.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140X75L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   2690188 | OU      | $2277354.67   | 0.19%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179UH21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2011170 | OU      | $1873391.92   | 0.15%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140X86F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   7770607 | OU      | $7250579.02   | 0.60%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140K0GS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3507030 | OU      | $3228955.72   | 0.27%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN    | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R                                  | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1451790 | OU      | $1316867.38   | 0.11%             | 2058-10-01      | Variable      | 0.94%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A   | GINNIE MAE II POOL                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    808756 | OU      | $796549.62    | 0.07%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 31418CR89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   3479990 | OU      | $3323331.22   | 0.27%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP      | CHENIERE ENERGY PARTNERS LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $543504.00    | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER         | ENTERPRISE PRODUCTS OPERATING LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4261000 | PA      | $3376395.95   | 0.28%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST        | TOWD POINT MORTGAGE TRUST 2023-1                                                | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1219000 | OU      | $1162120.24   | 0.10%             | 2063-01-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SEALED AIR CORP                  | SEALED AIR CORP                                                                 | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176732.50    | 0.01%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS              | BRASKEM NETHERLANDS FINANCE BV                                                  | CUSIP: 10554TAE5<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3008000 | PA      | $2499700.40   | 0.21%             | 2050-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE                       | FANNIE MAE POOL                                                                 | CUSIP: 3140QDWP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |  13211633 | OU      | $12119575.61  | 1.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC         | CONSTELLATION BRANDS INC                                                        | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1720937.71   | 0.14%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4360000 | PA      | $3909182.80   | 0.32%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP               | ENERGY TRANSFER LP                                                              | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $919664.00    | 0.08%             | 2170-05-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                  | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    828700 | PA      | $886320.55    | 0.07%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUREWEST FUNDING LLC             | PUREWEST FUNDING LLC                                                            | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-MBS          | CORP              | US        |   2112194 | OU      | $2018540.36   | 0.17%             | 2036-12-22      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL HOME MORTGAGE SECUR   | PRUDENTIAL HOME MORTGAGE SECURITIES CO INC/THE                                  | CUSIP: 74434UCQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        24 | OU      | $23.12        | 0.00%             | 2024-04-01      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| WNH3 COMDTY                      | US ULTRA BOND CBT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -79 | NC      | $-11198250.00 | -0.93%            |  |  |  | No            |                  1 | On Loan: No      |
| USH3 COMDTY                      | US LONG BOND(CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |       652 | NC      | $84678500.00  | 7.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FVH3 COMDTY                      | US 5YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |      -504 | NC      | $-55058063.76 | -4.56%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH3 COMDTY                     | US 10YR ULTRA FUT MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |      -477 | NC      | $-57813893.01 | -4.78%            |  |  |  | No            |                  1 | On Loan: No      |
| TYH3 COMDTY                      | US 10YR NOTE (CBT)MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |      -202 | NC      | $-23132157.26 | -1.91%            |  |  |  | No            |                  1 | On Loan: No      |
| TUH3 COMDTY                      | US 2YR NOTE (CBT) MAR23                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |       -11 | NC      | $-2262132.82  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE   | Dreyfus Institutional Preferred Government Plus Money Market Fund               | CUSIP: N/A<br>LEI: 549300RBWL04JG8SIX57       | Long             | STIV             | RF                | US        |  16277720 | OU      | $16277720.08  | 1.35%             | 2099-12-01      | Variable      | 4.40%                 | No            |                  1 | On Loan: No      |
| 99VVB9HH4                        | DREYFUS INST PREF GOVT PLUS-SL #4134                                            | CUSIP: 99VVB9HH4<br>LEI: N/A                  | Long             |  | RF                | US        |   4783038 | OU      | $4783038.47   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Fund Treasurer