# EDGAR Filing Document

**Accession Number:** 0000889169
**File Stem:** 0001775697-23-000203
**Filing Date:** 2023-3
**Character Count:** 133191
**Document Hash:** 03ea357b7e69e24863ef87a399b9a2e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001775697-23-000203.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001775697-23-000203

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds VII, Inc.
- **CENTRAL INDEX KEY:** 0000889169
- **IRS NUMBER:** 133868222
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06718
- **FILM NUMBER:** 23758570

**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:** 2129226400

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BNY Mellon Investment Grade Funds, Inc.
- **DATE OF NAME CHANGE:** 20190603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Dreyfus Investment Grade Funds, Inc.
- **DATE OF NAME CHANGE:** 20110606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS INVESTMENT GRADE FUNDS INC
- **DATE OF NAME CHANGE:** 20030826

## Series and Classes Contracts Data

### BNY Mellon Short Term Income Fund (Series ID: S000000297)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000000727 | Class D      | DSTIX           |
| C000236997 | Class Y      | BYSYX           |
| C000236998 | Class I      | BYSIX           |
| C000236999 | Class A      | BYSAX           |

## 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 Investment Funds VII, Inc.

- **b. Investment Company Act file number:** 811-06718

- **c. CIK number of Registrant:** 0000889169

- **d. LEI of Registrant:** 549300WJRB21YW4ZMJ58

- **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 Short Term Income Fund

- **b. EDGAR series identifier (if any):** S000000297

- **c. LEI of Series:** 7K6XKV7VU9LIXICI1C26

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

- **a. Date of fiscal year-end:** 2023-07-31

- **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:** $108514830.75

**Total Liabilities:** $698655.70

**Net Assets:** $107816175.05

**Cash Not Reported:** $150340.12

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -302.96854849 | **1-Year:** -7367.73529844 | **5-Year:** -6811.45309049 | **10-Year:** -128.09797139 | **30-Year:** -2.02734958

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

- **3-Month:** -49.69110956 | **1-Year:** -1727.32436757 | **5-Year:** 4723.12694759 | **10-Year:** -552.01752567 | **30-Year:** -38.10872584

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000727 | 1.32%                | 0.25%                | 1.65%                |
| Class ID C000236997 | 1.44%                | 0.16%                | 1.78%                |
| Class ID C000236998 | 1.34%                | 0.27%                | 1.67%                |
| Class ID C000236999 | 1.33%                | 0.23%                | 1.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-49557.56               | $1334075.40                                |
| Month 2  | $-529457.54              | $519748.10                                 |
| Month 3  | $-121837.22              | $1618393.82                                |

**Designated Index Information**

- **Index Name:** ICE BofA Merrill Lynch 1-5 Year U.S. Corporate/Government Index

- **Index Identifier:** MLBVA0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFRICAN EXPORT-IMPORT BA             | AFRICAN EXPORT-IMPORT BANK/THE                                                   | CUSIP: AU8210364<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | XX        |    350000 | PA      | $348920.60    | 0.32%             | 2023-10-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                         | ING GROEP NV                                                                     | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $275339.36    | 0.26%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-1                                  | CUSIP: 03066GAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287646 | OU      | $286361.08    | 0.27%             | 2025-02-18      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BAML TRUST            | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17                      | CUSIP: 61763UAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345007 | OU      | $336514.85    | 0.31%             | 2047-08-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| HOSPITALITY MORTGAGE TRUST           | HPLY TRUST 2019-HIT                                                              | CUSIP: 40443RAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379013 | OU      | $373831.07    | 0.35%             | 2036-11-15      | Variable      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CHC COMMERCIAL MORTGAGE TRUST        | CHC COMMERCIAL MORTGAGE TRUST 2019 - CHC                                         | CUSIP: 162665AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694754 | OU      | $650799.33    | 0.60%             | 2034-06-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST              | CARMAX AUTO OWNER TRUST 2019-3                                                   | CUSIP: 14315PAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    315000 | OU      | $309455.37    | 0.29%             | 2025-06-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                      | SBA TOWER TRUST                                                                  | CUSIP: 78403DAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $614938.94    | 0.57%             | 2025-01-15      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU       | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C14                                         | CUSIP: 92890PAF1<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |     41838 | OU      | $41612.75     | 0.04%             | 2046-06-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC - SLST                   | SEASONED LOANS STRUCTURED TRANSACTION SERIES 2018-2                              | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     60267 | OU      | $58230.67     | 0.05%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                | AMERICAN HOMES 4 RENT 2014-SFR3 TRUST                                            | CUSIP: 02665XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275752 | OU      | $269178.66    | 0.25%             | 2036-12-01      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES TRUST         | GS MORTGAGE SECURITIES CORP TRUST 2019-70P                                       | CUSIP: 36257MAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | OU      | $531425.72    | 0.49%             | 2036-10-15      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/F       | FORD CREDIT AUTO OWNER TRUST 2018-REV2                                           | CUSIP: 34528HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    129000 | OU      | $127985.12    | 0.12%             | 2030-01-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC REMICS                                                               | CUSIP: 31398E4W1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     42212 | OU      | $41855.09     | 0.04%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD             | CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    585000 | PA      | $590843.04    | 0.55%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                    | MDGH GMTN RSC LTD                                                                | CUSIP: ZQ3609331<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    320000 | PA      | $307216.00    | 0.28%             | 2024-11-07      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                          | AKER BP ASA                                                                      | CUSIP: 00973RAE3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    325000 | PA      | $311590.34    | 0.29%             | 2025-01-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND              | DRYDEN 41 SENIOR LOAN FUND                                                       | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    275000 | OU      | $272198.03    | 0.25%             | 2031-04-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CGDB COMMERCIAL MORTGAGE TRUST       | CGDB COMMERCIAL MORTGAGE TRUST 2019-MOB                                          | CUSIP: 125284AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | OU      | $658791.23    | 0.61%             | 2036-11-15      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD             | MADISON PARK FUNDING XXX LTD                                                     | CUSIP: 55821TAA5<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |    357680 | OU      | $354662.87    | 0.33%             | 2029-04-15      | Variable      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                    | MAGNETITE XVII LTD                                                               | CUSIP: 55954EAQ2<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | OU      | $322970.05    | 0.30%             | 2031-07-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP              | MARATHON PETROLEUM CORP                                                          | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294671.02    | 0.27%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                   | CREDIT AGRICOLE SA                                                               | CUSIP: EK7972186<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    600000 | PA      | $587444.40    | 0.54%             | 2025-03-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST              | CARMAX AUTO OWNER TRUST 2019-4                                                   | CUSIP: 14315WAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | OU      | $462611.29    | 0.43%             | 2025-07-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE REMICS                                                                | CUSIP: 3136ACSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGA              | US        |     62467 | OU      | $60541.27     | 0.06%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMB COMMERCIAL MORTGAGE TRUST       | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                         | CUSIP: 12482HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $497647.80    | 0.46%             | 2037-12-15      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING LTD             | MADISON PARK FUNDING XXVII LTD                                                   | CUSIP: 55820YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | OU      | $298253.70    | 0.28%             | 2030-04-20      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC           | MMAF EQUIPMENT FINANCE LLC 2018-A                                                | CUSIP: 60700DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29912 | OU      | $29852.71     | 0.03%             | 2025-01-10      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO               | BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $200683.00    | 0.19%             | 2025-04-17      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                         | AUTOZONE INC                                                                     | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293290.44    | 0.27%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                         | VOYA CLO 2019-1 LTD                                                              | CUSIP: 92917NAJ7<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | OU      | $148420.20    | 0.14%             | 2031-04-15      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR       | SANTANDER RETAIL AUTO LEASE TRUST 2020-A                                         | CUSIP: 80286KAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425893 | OU      | $424385.59    | 0.39%             | 2024-03-20      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                       | AIR LEASE CORP                                                                   | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    625000 | PA      | $597882.26    | 0.55%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC REMICS                                                               | CUSIP: 3137ATEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |     70150 | OU      | $68007.00     | 0.06%             | 2040-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1                                  | CUSIP: 03067DAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | OU      | $339653.90    | 0.32%             | 2025-10-20      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD        | MARRIOTT INTERNATIONAL INC/MD                                                    | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59011.17     | 0.05%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE        | CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC25                                    | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | OU      | $257129.88    | 0.24%             | 2047-10-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                          | BNP PARIBAS SA                                                                   | CUSIP: 09659W2L7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $303100.33    | 0.28%             | 2026-06-09      | Variable      | 2.22%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO                     | HEWLETT PACKARD ENTERPRISE CO                                                    | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288352.55    | 0.27%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                          | NUTRIEN LTD                                                                      | CUSIP: 67077MAV0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99120.17     | 0.09%             | 2023-05-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                           | FANNIE MAE POOL                                                                  | CUSIP: 31418ARF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      2416 | OU      | $2420.59      | 0.00%             | 2023-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C56                                   | CUSIP: 95002RAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $283885.08    | 0.26%             | 2053-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                          | LENNAR CORP                                                                      | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    600000 | PA      | $596223.07    | 0.55%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294311.33    | 0.27%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                         | AES CORP/THE                                                                     | CUSIP: 00130HCB9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286458.46    | 0.27%             | 2025-07-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRU       | ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | OU      | $312422.22    | 0.29%             | 2035-09-14      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                      | SBA TOWER TRUST                                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $247463.04    | 0.23%             | 2026-01-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| DALLAS-FORT WORTH TX INTERNATI       | DALLAS FORT WORTH INTERNATIONAL AIRPORT                                          | CUSIP: 2350366M7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $69082.61     | 0.06%             | 2025-11-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC              | CF HIPPOLYTA ISSUER LLC                                                          | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    347465 | OU      | $314351.22    | 0.29%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| EQUINIX INC                          | EQUINIX INC                                                                      | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    430000 | PA      | $388658.01    | 0.36%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE              | TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV                                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    331000 | PA      | $297383.64    | 0.28%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING LLC                      | CLI FUNDING VI LLC                                                               | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-MBS          | CORP              | US        |    239417 | OU      | $213310.89    | 0.20%             | 2045-10-18      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                             | CUSIP: 06051GJG5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    700000 | PA      | $652923.80    | 0.61%             | 2025-09-25      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                     | DUKE ENERGY CORP                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $280698.81    | 0.26%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP VI               | CROWN AMERICAS LLC / CROWN AMERICAS CAPITAL CORP VI                              | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $185864.65    | 0.17%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST/F       | FORD CREDIT AUTO OWNER TRUST 2020-REV2                                           | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | OU      | $334144.95    | 0.31%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST               | TESLA AUTO LEASE TRUST 2020-A                                                    | CUSIP: 88167HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | OU      | $99684.62     | 0.09%             | 2024-01-22      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | CUSIP: 38375BNT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |      5309 | OU      | $5067.18      | 0.00%             | 2061-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM        | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4                        | CUSIP: 36260KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $277504.74    | 0.26%             | 2026-03-16      | Fixed         | 0.73%                 | 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        |     35748 | OU      | $35611.32     | 0.03%             | 2025-09-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                              | HCA INC                                                                          | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301263.75    | 0.28%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                         | ENBRIDGE INC                                                                     | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $285949.50    | 0.27%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SLM CORP                             | SLM CORP                                                                         | CUSIP: 78442PGD2<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |    635000 | PA      | $592832.99    | 0.55%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       226 | OU      | $238.13       | 0.00%             | 2030-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORP           | RAYTHEON TECHNOLOGIES CORP                                                       | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294963.18    | 0.27%             | 2024-03-15      | Fixed         | 3.20%                 | 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        |     27915 | OU      | $27877.29     | 0.03%             | 2025-05-12      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES                | TRICON AMERICAN HOMES 2017-SFR2 TRUST                                            | CUSIP: 89613FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518258 | OU      | $505265.73    | 0.47%             | 2036-01-01      | Fixed         | 2.93%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       404 | OU      | $414.50       | 0.00%             | 2030-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                  | MEGLOBAL CANADA ULC                                                              | CUSIP: BJ4488380<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $298130.10    | 0.28%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                        | CITIGROUP INC                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $556584.80    | 0.52%             | 2170-03-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DHK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1335 | OU      | $1389.08      | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP           | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $636405.28    | 0.59%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                  | GENERAL ELECTRIC CO                                                              | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755188.75    | 0.70%             | 2170-06-15      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        58 | OU      | $61.48        | 0.00%             | 2030-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALL CORP                            | BALL CORP                                                                        | CUSIP: 058498AT3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    575000 | PA      | $572835.13    | 0.53%             | 2025-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA             | AFRICAN EXPORT-IMPORT BANK/THE                                                   | CUSIP: AN9621698<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $294123.00    | 0.27%             | 2024-06-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS LLC             | VANTAGE DATA CENTERS LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-MBS          | CORP              | US        |    414000 | OU      | $352749.61    | 0.33%             | 2045-09-15      | Fixed         | 1.99%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DMS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1602 | OU      | $1700.71      | 0.00%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                     | SYMPHONY CLO XXIV LTD                                                            | CUSIP: 87167QAC2<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | OU      | $298020.60    | 0.28%             | 2032-01-23      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES                | TRICON AMERICAN HOMES 2018-SFR1 TRUST                                            | CUSIP: 89613TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631279 | OU      | $610819.87    | 0.57%             | 2037-05-01      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL               | ANGLO AMERICAN CAPITAL PLC                                                       | CUSIP: 034863AS9<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $292769.03    | 0.27%             | 2024-09-11      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                       | NRG ENERGY INC                                                                   | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539885.29    | 0.50%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GINNIE MAE II POOL                                                               | CUSIP: 36202DEL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | OU      | $121.17       | 0.00%             | 2029-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A             | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    700000 | PA      | $629495.92    | 0.58%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND              | DRYDEN 83 CLO LTD                                                                | CUSIP: 26246EAE8<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | OU      | $586937.40    | 0.54%             | 2032-01-18      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| CLI FUNDING LLC                      | CLI FUNDING VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-MBS          | CORP              | US        |    140230 | OU      | $124500.56    | 0.12%             | 2045-09-18      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP                          | COLUMBIA CENT CLO 30 LTD                                                         | CUSIP: 19736WAC4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |    330000 | OU      | $326184.87    | 0.30%             | 2034-01-20      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST HLTH FACS FING A       | CALIFORNIA HEALTH FACILITIES FINANCING AUTHORITY                                 | CUSIP: 13032UXM5<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    300000 | PA      | $277597.08    | 0.26%             | 2025-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                 | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $278475.12    | 0.26%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA             | SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                                       | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $286878.95    | 0.27%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                       | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87989 | OU      | $81578.05     | 0.08%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| MARB BONDCO PLC                      | MARB BONDCO PLC                                                                  | CUSIP: 566007AC4<br>LEI: 254900PVA1EU6QM1JN57 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $205133.50    | 0.19%             | 2031-01-29      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE       | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1                                     | CUSIP: 96043FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510000 | OU      | $490916.06    | 0.46%             | 2026-03-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II              | GLP CAPITAL LP / GLP FINANCING II INC                                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $710131.35    | 0.66%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2020-P1                                           | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | OU      | $371713.50    | 0.34%             | 2026-11-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                         | BARCLAYS PLC                                                                     | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $294052.50    | 0.27%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| MULTIFAMILY STRUCTURED CREDIT        | FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK                                   | CUSIP: 35563FAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48736 | OU      | $46205.94     | 0.04%             | 2051-01-25      | Variable      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| UNIV OF WASHINGTON WA UNIV REV       | UNIVERSITY OF WASHINGTON                                                         | CUSIP: 91523NWE2<br>LEI: T8YS5W0N70BYCTHPA429 | Long             | DBT              | MUN               | US        |    325000 | PA      | $292014.52    | 0.27%             | 2026-04-01      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                 | MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $621306.17    | 0.58%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| RIN LTD                              | RIN IV LTD                                                                       | CUSIP: 76679AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | OU      | $247268.50    | 0.23%             | 2033-04-20      | Variable      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| TRINITY RAIL LEASING L.P.            | TRINITY RAIL LEASING 2020 LLC                                                    | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200935 | OU      | $185833.95    | 0.17%             | 2050-11-19      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| CENT CLO LP                          | CENT CLO 21 LTD                                                                  | CUSIP: 15137EBN2<br>LEI: 5493002BI0SI5QMH0P08 | Long             | ABS-CBDO         | CORP              | KY        |    303225 | OU      | $300395.44    | 0.28%             | 2030-07-27      | Variable      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| MAGNETITE CLO LTD                    | MAGNETITE XIX LTD                                                                | CUSIP: 55954KAL9<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | OU      | $319945.28    | 0.30%             | 2034-04-17      | Variable      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC - SCRT                   | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3                                | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106901 | OU      | $98947.21     | 0.09%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK                                 | BANK 2020-BNK25                                                                  | CUSIP: 06539WAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    335000 | OU      | $320388.71    | 0.30%             | 2063-01-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                  | DATABANK ISSUER                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $270093.72    | 0.25%             | 2051-02-27      | Fixed         | 2.06%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                         | 7-ELEVEN INC                                                                     | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478145.41    | 0.44%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| THOMPSON PARK CLO, LTD               | TPRK 2021-1A A1                                                                  | CUSIP: 884887AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | OU      | $344257.20    | 0.32%             | 2034-04-15      | Variable      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO LTD                     | SYMPHONY CLO XV LTD                                                              | CUSIP: 87154EBG4<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | OU      | $534487.25    | 0.50%             | 2032-01-17      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC REMICS                                                               | CUSIP: 3137FJX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    366764 | OU      | $359289.97    | 0.33%             | 2036-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO LTD             | NEUBERGER BERMAN LOAN ADVISERS CLO 40 LTD                                        | CUSIP: 64134JAC7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | OU      | $390708.00    | 0.36%             | 2033-04-16      | Variable      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                             | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    196000 | PA      | $196368.48    | 0.18%             | 2170-03-05      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                  | DT AUTO OWNER TRUST 2021-2                                                       | CUSIP: 23345EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | OU      | $665514.29    | 0.62%             | 2027-01-15      | Fixed         | 0.81%                 | 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        |    221062 | OU      | $193322.36    | 0.18%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| BANCO SANTANDER SA                   | BANCO SANTANDER SA                                                               | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $541723.85    | 0.50%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181804 | OU      | $174749.22    | 0.16%             | 2040-02-15      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC              | CF HIPPOLYTA ISSUER LLC                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260053 | OU      | $229525.22    | 0.21%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306853.79    | 0.28%             | 2171-11-10      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                 | BANK OF AMERICA CORP                                                             | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    192000 | PA      | $187200.00    | 0.17%             | 2171-12-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| TESLA AUTO LEASE TRUST               | TESLA AUTO LEASE TRUST 2021-A                                                    | CUSIP: 88161FAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | OU      | $263567.45    | 0.24%             | 2025-03-20      | Fixed         | 1.18%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC             | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    600000 | PA      | $597729.00    | 0.55%             | 2043-06-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                  | DOMINION ENERGY INC                                                              | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    575000 | PA      | $564068.93    | 0.52%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                | HPEFS EQUIPMENT TRUST 2021-2                                                     | CUSIP: 40441JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $475858.80    | 0.44%             | 2028-09-20      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST         | DRIVE AUTO RECEIVABLES TRUST 2020-1                                              | CUSIP: 26208QAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14139 | OU      | $14125.14     | 0.01%             | 2026-03-16      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LI       | TEXTAINER MARINE CONTAINERS VII LTD                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-MBS          | CORP              | BM        |    296333 | OU      | $256618.50    | 0.24%             | 2046-02-20      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                     | T-MOBILE USA INC                                                                 | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291438.10    | 0.27%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                       | CUSIP: 30165XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    475000 | OU      | $459503.51    | 0.43%             | 2026-06-15      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGI       | CARLYLE US CLO 2017-1 LTD                                                        | CUSIP: 14314BAL1<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | OU      | $494404.50    | 0.46%             | 2031-04-20      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-2                                    | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33475 | OU      | $33388.87     | 0.03%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT CORP                                                                         | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $468225.00    | 0.43%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                  | DT AUTO OWNER TRUST 2020-1                                                       | CUSIP: 23344EAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    131211 | OU      | $130746.29    | 0.12%             | 2025-11-17      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES          | DISCOVER FINANCIAL SERVICES                                                      | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    450000 | PA      | $437087.59    | 0.41%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA             | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452223.48    | 0.42%             | 2025-11-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $330250.00    | 0.31%             | 2170-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                 | VERIZON MASTER TRUST                                                             | CUSIP: 92348KAC7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $469813.40    | 0.44%             | 2027-05-20      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP              | DELL INTERNATIONAL LLC / EMC CORP                                                | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    106000 | PA      | $106132.78    | 0.10%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2021-N2                                           | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156112 | OU      | $143725.87    | 0.13%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SE       | NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2020-2PAC                           | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    172355 | OU      | $161067.34    | 0.15%             | 2038-12-01      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                           | ABBVIE INC                                                                       | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441538.39    | 0.41%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMBB COMMERCIAL MORTGAGE SECU       | JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C30                              | CUSIP: 46644UAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341122 | OU      | $328989.13    | 0.31%             | 2048-07-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TRP LLC                              | TRP 2021 LLC                                                                     | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292413 | OU      | $253572.89    | 0.24%             | 2051-06-19      | Fixed         | 2.07%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                               | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $477247.92    | 0.44%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $457420.03    | 0.42%             | 2025-09-11      | Variable      | 2.59%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST              | CARMAX AUTO OWNER TRUST 2021-3                                                   | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $449861.75    | 0.42%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST               | OSCAR US FUNDING XIII LLC                                                        | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JP        |    600000 | OU      | $543870.83    | 0.50%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING LLC          | HERTZ VEHICLE FINANCING LLC                                                      | CUSIP: 42806MAA7<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-MBS          | CORP              | US        |    650000 | OU      | $605272.40    | 0.56%             | 2025-12-26      | Fixed         | 1.21%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY CORP                         | ENTERGY CORP                                                                     | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449576.10    | 0.42%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                  | PETROLEOS MEXICANOS                                                              | CUSIP: 71654QBV3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $958515.00    | 0.89%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS LI       | TEXTAINER MARINE CONTAINERS VII LTD                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-MBS          | CORP              | BM        |    448817 | OU      | $402843.04    | 0.37%             | 2045-09-20      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-3                                       | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313950 | OU      | $309568.96    | 0.29%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                      | XCEL ENERGY INC                                                                  | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450173.74    | 0.42%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES        | EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1                                       | CUSIP: 30165XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157044 | OU      | $156188.67    | 0.14%             | 2025-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| BSREP COMMERCIAL MORTGAGE TRUS       | BSREP 2021-DC C                                                                  | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $452423.30    | 0.42%             | 2038-08-15      | Variable      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                   | ROYALTY PHARMA PLC                                                               | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $294939.84    | 0.27%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CPS AUTO TRUST                       | CPS AUTO RECEIVABLES TRUST 2021-D                                                | CUSIP: 12658VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | OU      | $509836.74    | 0.47%             | 2027-10-15      | Fixed         | 1.09%                 | Yes           |                  2 | On Loan: No      |
| FREEDOM FINANCIAL                    | FREED ABS TRUST 2021-3FP                                                         | CUSIP: 30322MAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206521 | OU      | $204773.97    | 0.19%             | 2028-11-20      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                              | SPCM SA                                                                          | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $220409.92    | 0.20%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-3                                     | CUSIP: 36262XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $474708.15    | 0.44%             | 2025-07-21      | Fixed         | 0.76%                 | 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        |   1125000 | OU      | $981487.46    | 0.91%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                | STELLANTIS FINANCE US INC                                                        | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    330000 | PA      | $291146.77    | 0.27%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                  | COMM 2014-CCRE20 MORTGAGE TRUST                                                  | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177650 | OU      | $170494.73    | 0.16%             | 2047-11-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                     | TRP 2021-2 A                                                                     | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301526 | OU      | $265264.72    | 0.25%             | 2051-06-19      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                     | BERRY GLOBAL INC                                                                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158265.22    | 0.15%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                  | DATABANK ISSUER                                                                  | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | OU      | $311136.42    | 0.29%             | 2051-10-25      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA       | MF1 2021-FL7 LTD                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | OU      | $483083.85    | 0.45%             | 2036-10-16      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST         | DRIVE AUTO RECEIVABLES TRUST 2021-2                                              | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    277718 | OU      | $274858.26    | 0.25%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                    | TSMC ARIZONA CORP                                                                | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    240000 | PA      | $217371.72    | 0.20%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BALLYROCK LTD                        | BALLYROCK CLO 2020-2 LTD                                                         | CUSIP: 05875DAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | OU      | $272733.45    | 0.25%             | 2031-10-20      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD/A             | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $450042.77    | 0.42%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                      | SEALED AIR CORP                                                                  | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $946226.72    | 0.88%             | 2026-10-15      | Fixed         | 1.57%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                      | SBA TOWER TRUST                                                                  | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $434055.25    | 0.40%             | 2027-04-15      | Fixed         | 1.84%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                         | AES CORP/THE                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270580.53    | 0.25%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4                                    | CUSIP: 80285VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260000 | OU      | $248493.52    | 0.23%             | 2027-02-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                           | ALLIANZ SE                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $323040.00    | 0.30%             | 2171-04-30      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO, LIMIT       | BAIN CAPITAL CREDIT CLO 2020-3 LTD                                               | CUSIP: 05684CAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | OU      | $355439.16    | 0.33%             | 2034-10-23      | Variable      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                         | ENBRIDGE INC                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $447054.92    | 0.41%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST                          | BXHPP TRUST 2021-FILM                                                            | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | OU      | $421127.15    | 0.39%             | 2036-08-15      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY             | CANADIAN PACIFIC RAILWAY CO                                                      | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $361937.81    | 0.34%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST         | UPSTART SECURITIZATION TRUST 2021-4                                              | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    181580 | OU      | $176518.41    | 0.16%             | 2031-09-20      | Fixed         | 0.84%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL ISSUER, LLC               | FLEXENTIAL ISSUER 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    305000 | OU      | $276652.42    | 0.26%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY COLLATERALIZED LO       | ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    365000 | OU      | $363560.99    | 0.34%             | 2036-11-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC              | GOLDMAN SACHS GROUP INC/THE                                                      | CUSIP: 38141GYL2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    660000 | PA      | $637704.14    | 0.59%             | 2024-10-21      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | FORD MOTOR CREDIT CO LLC                                                         | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $269267.19    | 0.25%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2021-P4                                           | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    125000 | OU      | $109667.16    | 0.10%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT SELECTION TRUST       | PAGAYA AI DEBT SELECTION TRUST 2021-3                                            | CUSIP: 69546RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164164 | OU      | $161176.67    | 0.15%             | 2029-05-15      | Fixed         | 1.15%                 | Yes           |                  2 | On Loan: No      |
| ANTARES CLO                          | ANTARES CLO 2020-1 LTD                                                           | CUSIP: 03666LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | OU      | $341173.56    | 0.32%             | 2033-10-23      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2021-P1                                           | CUSIP: 14687BAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230000 | OU      | $203697.32    | 0.19%             | 2027-01-11      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST          | ALLY AUTO RECEIVABLES TRUST 2022-1                                               | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371000 | OU      | $363705.55    | 0.34%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES        | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-3                                       | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | OU      | $251238.23    | 0.23%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC REMICS                                                               | CUSIP: 3137F7T21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGA              | US        |    493020 | OU      | $450845.64    | 0.42%             | 2039-07-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-2                                  | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    214000 | OU      | $212382.78    | 0.20%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST               | TESLA AUTO LEASE TRUST 2021-A                                                    | CUSIP: 88161FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $292705.05    | 0.27%             | 2025-03-20      | Fixed         | 0.56%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                 | VERIZON MASTER TRUST                                                             | CUSIP: 92348KAV5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-MBS          | CORP              | US        |    142000 | OU      | $140230.38    | 0.13%             | 2027-07-20      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC               | PACIFIC GAS AND ELECTRIC CO                                                      | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589044.51    | 0.55%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST          | VOLKSWAGEN AUTO LEASE TRUST 2022-A                                               | CUSIP: 92868AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | OU      | $98127.78     | 0.09%             | 2025-07-21      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4100000 | PA      | $3992695.29   | 3.70%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF THE WEST AUTO TRUST          | BANK OF THE WEST AUTO TRUST 2019-1                                               | CUSIP: 065606AE5<br>LEI: 549300VWQMQWM78WF314 | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $296214.63    | 0.27%             | 2025-01-15      | Fixed         | 2.76%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC       | AMERICAN ELECTRIC POWER CO INC                                                   | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164312.82    | 0.15%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| PUREWEST FUNDING LLC                 | PUREWEST FUNDING LLC                                                             | CUSIP: 746245AA7<br>LEI: 549300CU0IQI7FATI376 | Long             | ABS-MBS          | CORP              | US        |    328388 | OU      | $313827.79    | 0.29%             | 2036-12-22      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGA       | MF1 2022-FL8 LTD                                                                 | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | OU      | $364033.91    | 0.34%             | 2037-02-19      | Variable      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE       | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2                                     | CUSIP: 96042RAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141555 | OU      | $140275.22    | 0.13%             | 2025-04-15      | Fixed         | 0.32%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3550000 | PA      | $3211640.63   | 2.98%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301806.46    | 0.28%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN        | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                                    | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    537189 | OU      | $477985.95    | 0.44%             | 2061-04-01      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG               | CREDIT SUISSE GROUP AG                                                           | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    350000 | PA      | $339953.21    | 0.32%             | 2026-07-15      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                        | UNITED STATES TREASURY BILL                                                      | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    650000 | OU      | $645991.66    | 0.60%             | 2023-03-23      | Fixed         |  | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC       | ENTERPRISE FLEET FINANCING 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96000 | OU      | $94447.67     | 0.09%             | 2029-07-20      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA             | SCIENTIFIC GAMES INTERNATIONAL INC                                               | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    275000 | PA      | $272620.83    | 0.25%             | 2028-05-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL               | NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     82000 | PA      | $81323.60     | 0.08%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABL       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    306000 | OU      | $302848.38    | 0.28%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO/THE              | SHERWIN-WILLIAMS CO/THE                                                          | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47468.19     | 0.04%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912810EQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2015000 | PA      | $2029378.68   | 1.88%             | 2023-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER        | PENFED AUTO RECEIVABLES OWNER TRUST 2022-A                                       | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | OU      | $984829.95    | 0.91%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER T       | HONDA AUTO RECEIVABLES 2019-4 OWNER TRUST                                        | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74727 | OU      | $74512.37     | 0.07%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVA       | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-2                                  | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | OU      | $296379.60    | 0.27%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER        | NISSAN AUTO RECEIVABLES 2022-A OWNER TRUST                                       | CUSIP: 65479QAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124216 | OU      | $122544.85    | 0.11%             | 2024-11-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVA       | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2021-1                                  | CUSIP: 14044CAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20090 | OU      | $19882.25     | 0.02%             | 2025-02-18      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST       | MERCEDES-BENZ AUTO LEASE TRUST 2020-B                                            | CUSIP: 58769EAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | OU      | $298451.25    | 0.28%             | 2026-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST         | HILTON GRAND VACATIONS TRUST 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91844 | OU      | $89577.89     | 0.08%             | 2037-01-25      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVA       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1                                  | CUSIP: 03066TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     47621 | OU      | $47102.26     | 0.04%             | 2026-01-20      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER        | TOYOTA AUTO RECEIVABLES 2020-D OWNER TRUST                                       | CUSIP: 89236XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32854 | OU      | $32318.21     | 0.03%             | 2025-01-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                        | DTE ENERGY CO                                                                    | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    207000 | PA      | $204664.20    | 0.19%             | 2024-11-01      | Variable      | 4.22%                 | 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        |    500000 | PA      | $499255.00    | 0.46%             | 2027-06-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIV       | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B                                 | CUSIP: 802830AR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | OU      | $202323.98    | 0.19%             | 2026-04-15      | Fixed         | 1.29%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2020-P1                                           | CUSIP: 14687AAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155169 | OU      | $153344.65    | 0.14%             | 2025-06-09      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST       | CARVANA AUTO RECEIVABLES TRUST 2022-P3                                           | CUSIP: 14686MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | OU      | $223643.38    | 0.21%             | 2028-11-10      | Fixed         | 5.54%                 | 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        |    100000 | OU      | $99515.97     | 0.09%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLE       | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2                                     | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | OU      | $242294.60    | 0.22%             | 2026-07-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART               | BRIXMOR OPERATING PARTNERSHIP LP                                                 | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    355000 | PA      | $305266.79    | 0.28%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASIN       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2021-1                                     | CUSIP: 36261RAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | OU      | $487632.55    | 0.45%             | 2025-02-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST         | FORD CREDIT AUTO OWNER TRUST 2022-C                                              | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | OU      | $326884.87    | 0.30%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | NEWELL BRANDS INC                                                                | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79501.26     | 0.07%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    445000 | PA      | $445152.38    | 0.41%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO         | PIONEER NATURAL RESOURCES CO                                                     | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135738.79    | 0.13%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC             | ENEL FINANCE AMERICA LLC                                                         | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214495.36    | 0.20%             | 2027-10-14      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST       | HYUNDAI AUTO RECEIVABLES TRUST 2022-C                                            | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333000 | OU      | $343643.28    | 0.32%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC/THE | PNC FINANCIAL SERVICES GROUP INC/THE                                             | CUSIP: 693475BH7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    379000 | PA      | $384185.29    | 0.36%             | 2025-10-28      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                  | ELEVANCE HEALTH INC                                                              | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157560.25    | 0.15%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                          | KEYBANK NA/CLEVELAND OH                                                          | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    310000 | PA      | $306580.26    | 0.28%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC      | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312238.94    | 0.29%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER        | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514000 | OU      | $523265.75    | 0.49%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EQT CORP                             | EQT CORP                                                                         | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67159.46     | 0.06%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1430000 | PA      | $1459745.12   | 1.35%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                | JACKSON FINANCIAL INC                                                            | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    410000 | PA      | $396884.49    | 0.37%             | 2023-11-22      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $554243.16    | 0.51%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST INC             | EVERGY MISSOURI WEST INC                                                         | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    855000 | PA      | $870136.95    | 0.81%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST               | MARLETTE FUNDING TRUST 2022-3                                                    | CUSIP: 57109NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88194 | OU      | $87633.00     | 0.08%             | 2032-11-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                        | BOEING CO/THE                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $508712.24    | 0.47%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                     | ERP OPERATING LP                                                                 | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    650000 | PA      | $630513.59    | 0.58%             | 2025-06-01      | Fixed         | 3.38%                 | 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        |    240000 | OU      | $225158.86    | 0.21%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| 3JKD2UPA7O5DHI3T_1080000_S           | CAD/USD FWD 20230303 908                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | CA        |  -3577177 | NC      | $-2689068.86  | -2.49%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1530000 | PA      | $1497039.26   | 1.39%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                         | ILLUMINA INC                                                                     | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     96000 | PA      | $99262.05     | 0.09%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    625000 | PA      | $632226.56    | 0.59%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                   | ENERGY TRANSFER LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    266000 | PA      | $270672.29    | 0.25%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC            | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274342.95    | 0.25%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| 9LXXDNU                              | SWOITX38 5Y 0.8 15-03-2023 PUT - GS                                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5400000 | NC      | $-16428.44    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 9F6PB0M8MV61LKJT_1080000_S           | EUR/USD FWD 20230303 229                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DFE              |  | XX        |  -1504483 | NC      | $-1638884.99  | -1.52%            |  |  |  | No            |                  2 | On Loan: No      |
| PARKLAND CORP                        | PARKLAND CORP/ALBERTA                                                            | CUSIP: 70137TAP0<br>LEI: 549300XHQS1JYWBNK868 | Long             | DBT              | CORP              | CA        |    875000 | PA      | $840393.75    | 0.78%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                      | UNITED STATES TREASURY NOTE/BOND                                                 | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $191558.59    | 0.18%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 9LXJK9U_1080000_S                    | ICE Buy Protection CDX.NA.IG.39 20271220 - MS - CON                              | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5000000 | NC      | $-62718.41    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| 9LXHS2U                              | SWOITX38 5Y 0.9 15-02-2023 CALL - CITI                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5200000 | NC      | $-26700.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $273148.01    | 0.25%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | TENET HEALTHCARE CORP                                                            | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292537.50    | 0.27%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE              | ENERGEAN ISRAEL FINANCE LTD                                                      | CUSIP: BO3321805<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |    275000 | PA      | $268950.00    | 0.25%             | 2024-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC            | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 28470RAH5<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498574.00    | 0.46%             | 2025-07-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                  | KIMCO REALTY OP LLC                                                              | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    235000 | PA      | $227420.51    | 0.21%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC            | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9168.75      | 0.01%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER             | ENTERPRISE PRODUCTS OPERATING LLC                                                | CUSIP: 29379VCC5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138025.20    | 0.13%             | 2026-01-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                   | ALLY FINANCIAL INC                                                               | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    330000 | PA      | $319897.04    | 0.30%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                   | REALTY INCOME CORP                                                               | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    112000 | PA      | $112320.56    | 0.10%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                              | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | USGSE             | RO        |    300000 | PA      | $311505.00    | 0.29%             | 2028-02-17      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA   | MILLICOM INTERNATIONAL CELLULAR SA                                               | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    180000 | PA      | $160506.90    | 0.15%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| 9LXHR6U                              | SWOITX38 5Y 0.9 15-02-2023 PUT - CITI                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5200000 | NC      | $-1991.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC             | CELANESE US HOLDINGS LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202716.12    | 0.19%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| HUNGARY                              | HUNGARY GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | USGSE             | HU        |    200000 | PA      | $207266.60    | 0.19%             | 2028-05-22      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE   | CANADIAN IMPERIAL BANK OF COMMERCE                                               | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    650000 | PA      | $629286.27    | 0.58%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| 9LXXERU                              | SWOITX38 5Y 0.8 15-03-2023 CALL - GS                                             | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5400000 | NC      | $-12426.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                       | CVR ENERGY INC                                                                   | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270502.40    | 0.25%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | GENERAL MOTORS FINANCIAL CO INC                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359199.34    | 0.33%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                       | MORGAN STANLEY                                                                   | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309150.81    | 0.29%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAG       | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C27                                   | CUSIP: 94989DAV1<br>LEI: 5493001SKB2HKIF64L70 | Long             | ABS-MBS          | CORP              | US        |    384239 | OU      | $369525.60    | 0.34%             | 2048-02-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| TRICON AMERICAN HOMES                | TRICON AMERICAN HOMES 2019-SFR1 TRUST                                            | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    322910 | OU      | $303760.59    | 0.28%             | 2038-03-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGA              | US        |    709786 | OU      | $722347.67    | 0.67%             | 2051-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL COMMERCIAL MORTGAGE TRUS       | CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST                                          | CUSIP: 126281AY0<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    465181 | OU      | $448380.18    | 0.42%             | 2050-04-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                          | FREDDIE MAC POOL                                                                 | CUSIP: 3132A7XW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     98294 | OU      | $93992.66     | 0.09%             | 2029-07-01      | Fixed         | 2.50%                 | 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        |    110000 | OU      | $104867.29    | 0.10%             | 2063-01-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY FRN                      | UNITED STATES TREASURY FLOATING RATE NOTE                                        | CUSIP: 91282CCQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1070000 | PA      | $1070172.56   | 0.99%             | 2023-07-31      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| 9LY6JUU                              | SWOITX38 5Y 0.775 15-03-2023 CALL - CITI                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5200000 | NC      | $-9440.77     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| 9LY6JTU                              | SWOITX38 5Y 0.775 15-03-2023 PUT - CITI                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | US        |  -5200000 | NC      | $-18236.08    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST       | FORD AUTO SECURITIZATION TRUST II SERIES 2022-A ASSET-BACKED NOTES               | CUSIP: 345214AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    626000 | OU      | $481072.68    | 0.45%             | 2028-09-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CK HUTCHISON EUR FIN 18              | CK HUTCHISON EUROPE FINANCE 18 LTD                                               | CUSIP: AS1624210<br>LEI: 2549003J58N9TB141B68 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $308163.00    | 0.29%             | 2025-04-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| 9L9EW4U_1080000_S                    | ICE Buy Protection ITRAXX EUROPE CROSSOVER SERIES 38 20271220 - MS - CON         | CUSIP: N/A<br>LEI: N/A                        | Short            | DCR              |  | XX        |  -1200000 | NC      | $-43651.35    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| 9L9EV6U_1080000_L                    | ICE Sell Protection ITRAXX EUROPE SERIES 38 20271220 - MS - CON                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DCR              |  | XX        |   5000000 | NC      | $49986.83     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                      | WPC EUROBOND BV                                                                  | CUSIP: ZR5454437<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $280731.59    | 0.26%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST       | FORD AUTO SECURITIZATION TRUST                                                   | CUSIP: BCC2PUF63<br>LEI: 549300UXPSVB9J11GQ87 | Long             | ABS-MBS          | CORP              | CA        |    450000 | OU      | $318708.43    | 0.30%             | 2026-06-15      | Fixed         | 1.87%                 | Yes           |                  2 | On Loan: No      |
| GMF CANADA LEASING TRUST             | GMF CANADA LEASING TRUST                                                         | CUSIP: 36252MBV1<br>LEI: 549300KHZQ7YBTEOJU80 | Long             | ABS-MBS          | CORP              | CA        |    550000 | OU      | $411969.86    | 0.38%             | 2025-11-20      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| BMW CANADA AUTO TRUST                | BMW CANADA AUTO TRUST                                                            | CUSIP: 05570XBV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    400000 | OU      | $289606.55    | 0.27%             | 2025-12-20      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| MBARC CREDIT CANADA INC              | MBARC CREDIT CANADA INC                                                          | CUSIP: 552755BS8<br>LEI: 549300T0LAPKEKVWBV33 | Long             | ABS-MBS          | CORP              | CA        |    325000 | OU      | $237156.81    | 0.22%             | 2026-02-17      | Fixed         | 0.93%                 | Yes           |                  2 | On Loan: No      |
| CNH CAPITAL CANADA RECEIVABLES       | CNH CAPITAL CANADA RECEIVABLES TRUST                                             | CUSIP: 12614ADF4<br>LEI: 984500F690CEB062EF31 | Long             | ABS-MBS          | CORP              | CA        |    282463 | OU      | $203325.07    | 0.19%             | 2026-11-16      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC               | BERKSHIRE HATHAWAY INC                                                           | CUSIP: BG5374981<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    875000 | PA      | $888847.18    | 0.82%             | 2025-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SILVER ARROW CANADA LP               | SILVER ARROW CANADA LP                                                           | CUSIP: 827314AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |    116686 | OU      | $87614.57     | 0.08%             | 2026-08-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| GMF CANADA LEASING TRUST             | GMF CANADA LEASING TRUST                                                         | CUSIP: 36252MCJ7<br>LEI: 549300KHZQ7YBTEOJU80 | Long             | ABS-MBS          | CORP              | CA        |    850000 | OU      | $622792.45    | 0.58%             | 2026-05-20      | Fixed         | 1.26%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                  | JPMORGAN CHASE & CO                                                              | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    614000 | PA      | $597498.75    | 0.55%             | 2172-02-01      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| TUH3 COMDTY                          | US 2YR NOTE (CBT) MAR23                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        43 | NC      | $8842882.83   | 8.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TYH3 COMDTY                          | US 10YR NOTE (CBT)MAR23                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |        -8 | NC      | $-916125.04   | -0.85%            |  |  |  | No            |                  1 | On Loan: No      |
| UXYH3 COMDTY                         | US 10YR ULTRA FUT MAR23                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | US        |        -3 | NC      | $-363609.39   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| CNH3 COMDTY                          | CAN 10YR BOND FUT MAR23                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | CA        |        -3 | NC      | $-284679.27   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| OEH3 COMDTY                          | EURO-BOBL FUTURE MAR23                                                           | CUSIP: N/A<br>LEI: N/A                        | Short            | DIR              |  | DE        |        -7 | NC      | $-892658.87   | -0.83%            |  |  |  | No            |                  1 | On Loan: No      |
| FVH3 COMDTY                          | US 5YR NOTE (CBT) MAR23                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DIR              |  | US        |        90 | NC      | $9831797.10   | 9.12%             |  |  |  | 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        |   1344708 | OU      | $1344708.32   | 1.25%             | 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        |    135750 | OU      | $135749.82    | 0.13%             |  |  |  | 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