# EDGAR Filing Document

**Accession Number:** 0000889169
**File Stem:** 0000940400-26-025628
**Filing Date:** 2026-6
**Character Count:** 238737
**Document Hash:** 70d49ec937119e3d754f460f7ac08a86
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-025628.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-025628

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BNY Mellon Investment Funds VII, Inc.
- **CENTRAL INDEX KEY:** 0000889169

**ORGANIZATION NAME:**
- **EIN:** 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:** 261125050

**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           |

## Nport-Ex

BNY Mellon Short Term Income Fund

SCHEDULE OF INVESTMENTS

April 30, 2026 (Unaudited)

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>| Principal <br>Amount ($)<sup>(a)</sup> <br>| Value ($) |
| **Asset-Backed Securities — 20.8%** | **Asset-Backed Securities — 20.8%** | **Asset-Backed Securities — 20.8%** | **Asset-Backed Securities — 20.8%** | **Asset-Backed Securities — 20.8%** |
| **Asset-Backed Certificates — 10.6%** | **Asset-Backed Certificates — 10.6%** | **Asset-Backed Certificates — 10.6%** | **Asset-Backed Certificates — 10.6%** | **Asset-Backed Certificates — 10.6%** |
| AASET MT-1 Ltd., Ser. 2025-3A, Cl. A<sup>(b)</sup> <br>| 5.24 | 2/16/2050 | 243913 | 241602 |
| Affirm Asset Securitization Trust, Ser. 2025-X2, Cl. C<sup>(b)</sup> <br>| 4.93 | 10/15/2030 | 100000 | 100134 |
| Affirm Master Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.28 | 2/15/2033 | 200000 | 200847 |
| Affirm Master Trust, Ser. 2026-2A, Cl. A<sup>(b)</sup> <br>| 4.67 | 4/16/2035 | 100000 | 100133 |
| Aligned Data Centers Issuer LLC, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 1.94 | 8/15/2046 | 200000 | 198472 |
| AMSR Trust, Ser. 2023-SFR2, Cl. A<sup>(b)</sup> <br>| 3.95 | 6/17/2040 | 555000 | 545676 |
| Amur Equipment Finance Receivables XI LLC, Ser. 2022-2A, Cl. A2<sup>(b)</sup> <br>| 5.30 | 6/21/2028 | 1740 | 1741 |
| Aqua Finance Issuer Trust, Ser. 2025-B, Cl. A<sup>(b)</sup> <br>| 4.79 | 5/17/2051 | 75793 | 75911 |
| Aqua Finance Issuer Trust, Ser. 2026-A, Cl. A<sup>(b)</sup> <br>| 4.76 | 4/17/2051 | 93957 | 93566 |
| Auxilior Term Funding LLC, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 6.18 | 12/15/2028 | 5097 | 5105 |
| BHG Securitization Trust, Ser. 2026-1CON, Cl. B<sup>(b)</sup> <br>| 5.30 | 6/17/2036 | 185000 | 185235 |
| Blue Owl Asset Leasing Trust LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 5.05 | 3/15/2029 | 27560 | 27650 |
| CF Hippolyta Issuer LLC, Ser. 2021-1A, Cl. A1<sup>(b)</sup> <br>| 1.53 | 3/15/2061 | 253595 | 208326 |
| CLI Funding VI LLC, Ser. 2020-1A, Cl. A<sup>(b)</sup> <br>| 2.08 | 9/18/2045 | 80977 | 76173 |
| CLI Funding VI LLC, Ser. 2020-3A, Cl. A<sup>(b)</sup> <br>| 2.07 | 10/18/2045 | 130108 | 122328 |
| Compass Datacenters Issuer II LLC, Ser. 2025-1A, Cl. A1<sup>(b)</sup> <br>| 5.32 | 5/25/2050 | 100000 | 100451 |
| Concord Music Royalties LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.51 | 7/20/2075 | 110000 | 110501 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2023-1A, Cl. B<sup>(b)</sup> <br>| 5.45 | 4/20/2048 | 83369 | 82010 |
| CyrusOne Data Centers Issuer I LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.91 | 2/20/2050 | 65000 | 65356 |
| DailyPay Securitization Trust, Ser. 2025-1A, Cl. A<sup>(b)</sup> <br>| 5.63 | 6/26/2028 | 100000 | 100242 |
| DataBank Issuer, Ser. 2021-2A, Cl. A2<sup>(b)</sup> <br>| 2.40 | 10/25/2051 | 350000 | 346080 |
| DataBank Issuer, Ser. 2023-1A, Cl. A2<sup>(b)</sup> <br>| 5.12 | 2/25/2053 | 270000 | 268397 |
| DataBank Issuer, Ser. 2026-1A, Cl. A2<sup>(b)</sup> <br>| 5.81 | 2/25/2056 | 81000 | 81211 |
| DataBank Issuer II LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.18 | 9/27/2055 | 271000 | 267245 |
| DB Master Finance LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.05 | 11/20/2051 | 95750 | 94546 |
| Domino's Pizza Master Issuer LLC, Ser. 2021-1A, Cl. A2I<sup>(b)</sup> <br>| 2.66 | 4/25/2051 | 277163 | 263141 |
| Foundation Finance Trust, Ser. 2021-2A, Cl. A<sup>(b)</sup> <br>| 2.19 | 1/15/2042 | 59001 | 56232 |
| GreenSky Home Improvement Issuer Trust, Ser. 2024-2, Cl. A4<sup>(b)</sup> <br>| 5.15 | 10/27/2059 | 38770 | 38924 |
| GreenSky Home Improvement Trust, Ser. 2024-1, Cl. A4<sup>(b)</sup> <br>| 5.67 | 6/25/2059 | 103424 | 104844 |
| Hilton Grand Vacations Trust, Ser. 2022-2A, Cl. A<sup>(b)</sup> <br>| 4.30 | 1/25/2037 | 27679 | 27471 |
| Lmdv Issuer Co. LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.31 | 12/15/2055 | 266000 | 265281 |
| Merit DAC, Ser. 2026-1A, Cl. A<sup>(b)</sup> <br>| 4.85 | 2/15/2040 | 234985 | 232397 |
| MetroNet Infrastructure Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.40 | 8/20/2055 | 61472 | 62034 |
| MetroNet Infrastructure Issuer LLC, Ser. 2025-4A, Cl. A2<sup>(b)</sup> <br>| 5.16 | 12/20/2055 | 43568 | 43631 |
| MVW LLC, Ser. 2020-1A, Cl. A<sup>(b)</sup> <br>| 1.74 | 10/20/2037 | 26315 | 26113 |
| OneMain Financial Issuance Trust, Ser. 2020-2A, Cl. A<sup>(b)</sup> <br>| 1.75 | 9/14/2035 | 189132 | 186745 |
| Post Road Equipment Finance LLC, Ser. 2026-1A, Cl. A2<sup>(b)</sup> <br>| 4.47 | 1/18/2033 | 100000 | 100073 |
| Regional Management Issuance Trust, Ser. 2024-1, Cl. A<sup>(b)</sup> <br>| 5.83 | 7/15/2036 | 100000 | 101301 |
| Regional Management Issuance Trust, Ser. 2024-2, Cl. A<sup>(b)</sup> <br>| 5.11 | 12/15/2033 | 100000 | 100370 |
| SCF Equipment Leasing LLC, Ser. 2025-1A, Cl. A3<sup>(b)</sup> <br>| 5.11 | 11/21/2033 | 100000 | 101374 |
| Stack Infrastructure Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.00 | 5/25/2050 | 175000 | 169908 |
| Summit Issuer LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.21 | 11/20/2055 | 146012 | 146431 |
| Taco Bell Funding LLC, Ser. 2025-1A, Cl. A2I<sup>(b)</sup> <br>| 4.82 | 8/25/2055 | 128337 | 127159 |
| Textainer Marine Containers VII Ltd., Ser. 2020-2A, Cl. A<sup>(b)</sup> <br>| 2.10 | 9/20/2045 | 261965 | 246370 |
| Textainer Marine Containers VII Ltd., Ser. 2021-1A, Cl. A<sup>(b)</sup> <br>| 1.68 | 2/20/2046 | 205333 | 193071 |
| Trinity Rail Leasing LLC, Ser. 2020-2A, Cl. A1<sup>(b)</sup> <br>| 1.83 | 11/19/2050 | 59950 | 58672 |
| Triumph Rail Holdings LLC, Ser. 2021-2, Cl. A<sup>(b)</sup> <br>| 2.15 | 6/19/2051 | 244818 | 237712 |

---

**3**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** |
| **Asset-Backed Certificates — 10.6% (continued)** | **Asset-Backed Certificates — 10.6% (continued)** | **Asset-Backed Certificates — 10.6% (continued)** | **Asset-Backed Certificates — 10.6% (continued)** | **Asset-Backed Certificates — 10.6% (continued)** |
| TRP LLC, Ser. 2021-1, Cl. A<sup>(b)</sup> <br>| 2.07 | 6/19/2051 | 248942 | 241885 |
| Vantage Data Centers Issuer LLC, Ser. 2021-1A, Cl. A2<sup>(b)</sup> <br>| 2.17 | 10/15/2046 | 250000 | 246527 |
| Vantage Data Centers LLC, Ser. 2020-2A, Cl. A2<sup>(b)</sup> <br>| 1.99 | 9/15/2045 | 414000 | 396695 |
| Vantage Data Centers LLC, Ser. 2025-1A, Cl. A2<sup>(b)</sup> <br>| 5.13 | 8/15/2055 | 30000 | 29170 |
| Verizon Master Trust, Ser. 2025-1, Cl. C | 5.09 | 1/21/2031 | 146000 | 147085 |
| Volvo Financial Equipment LLC, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 4.29 | 10/16/2028 | 147000 | 147264 |
| Wendy's Funding LLC, Ser. 2025-1A, Cl. A2I<sup>(b)</sup> <br>| 5.42 | 12/15/2055 | 114713 | 113431 |
| Wingspire Equipment Finance LLC, Ser. 2024-1A, Cl. A2<sup>(b)</sup> <br>| 4.99 | 9/20/2032 | 83427 | 83800 |
| Zayo Issuer LLC, Ser. 2025-2A, Cl. A2<sup>(b)</sup> <br>| 5.95 | 6/20/2055 | 297854 | 302924 |
|  |  |  |  | **8296973** |
| **Asset-Backed Certificates/Auto Receivables — 9.3%** | **Asset-Backed Certificates/Auto Receivables — 9.3%** | **Asset-Backed Certificates/Auto Receivables — 9.3%** | **Asset-Backed Certificates/Auto Receivables — 9.3%** | **Asset-Backed Certificates/Auto Receivables — 9.3%** |
| Ally Auto Receivables Trust, Ser. 2024-1, Cl. A3 | 5.08 | 12/15/2028 | 90519 | 90922 |
| Ally Bank Auto Credit-Linked Notes, Ser. 2025-B, Cl. C<sup>(b)</sup> <br>| 4.70 | 9/15/2033 | 198973 | 198924 |
| American Credit Acceptance Receivables Trust, Ser. 2024-4, Cl. C<sup>(b)</sup> <br>| 4.91 | 8/12/2031 | 316000 | 316901 |
| AutoNation Finance Trust, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.19 | 12/10/2030 | 96000 | 97138 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2023-3A, Cl. A<sup>(b)</sup> <br>| 5.44 | 2/22/2028 | 385000 | 387912 |
| Avis Budget Rental Car Funding AESOP LLC, Ser. 2025-1A, Cl. C<sup>(b)</sup> <br>| 5.87 | 8/20/2029 | 100000 | 100756 |
| Bayview Opportunity Master Fund VII Trust, Ser. 2024-SN1, Cl. C<sup>(b)</sup> <br>| 5.83 | 12/15/2028 | 59000 | 59531 |
| Carvana Auto Receivables Trust, Ser. 2021-N1, Cl. C | 1.30 | 1/10/2028 | 54668 | 54296 |
| Carvana Auto Receivables Trust, Ser. 2021-N2, Cl. C | 1.07 | 3/10/2028 | 27040 | 26603 |
| Carvana Auto Receivables Trust, Ser. 2021-P4, Cl. B | 1.98 | 2/10/2028 | 125000 | 123388 |
| Carvana Auto Receivables Trust, Ser. 2022-P3, Cl. C | 5.54 | 11/10/2028 | 238000 | 240980 |
| Carvana Auto Receivables Trust, Ser. 2025-P3, Cl. C | 4.99 | 1/12/2032 | 108000 | 107745 |
| Chesapeake Funding II LLC, Ser. 2023-2A, Cl. A1<sup>(b)</sup> <br>| 6.16 | 10/15/2035 | 26288 | 26476 |
| Citizens Auto Receivables Trust, Ser. 2024-1, Cl. A3<sup>(b)</sup> <br>| 5.11 | 4/17/2028 | 48229 | 48416 |
| Enterprise Fleet Financing LLC, Ser. 2025-2, Cl. A3<sup>(b)</sup> <br>| 4.41 | 6/20/2029 | 73000 | 73160 |
| Exeter Automobile Receivables Trust, Ser. 2024-3A, Cl. C | 5.70 | 7/16/2029 | 81000 | 81754 |
| Exeter Automobile Receivables Trust, Ser. 2025-1A, Cl. C | 5.09 | 5/15/2031 | 436000 | 439329 |
| Exeter Automobile Receivables Trust, Ser. 2025-4A, Cl. C | 4.57 | 6/16/2031 | 114000 | 113750 |
| Ford Auto Securitization Trust II, Ser. 2022-AA, Cl. A3<sup>(b)</sup> <br>| 5.40 | 9/15/2028<br> CAD<br>| 458272 | 341496 |
| Ford Credit Auto Owner Trust, Ser. 2022-C, Cl. C | 5.22 | 3/15/2030 | 325000 | 325464 |
| Ford Credit Auto Owner Trust, Ser. 2023-1, Cl. D<sup>(b)</sup> <br>| 6.26 | 8/15/2035 | 240000 | 244233 |
| GMF Floorplan Owner Revolving Trust, Ser. 2024-3A, Cl. B<sup>(b)</sup> <br>| 4.92 | 11/15/2028 | 200000 | 200752 |
| Hyundai Auto Receivables Trust, Ser. 2022-C, Cl. A4 | 5.52 | 10/16/2028 | 326601 | 327917 |
| M&T Bank Auto Receivables Trust, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 5.22 | 2/17/2032 | 226514 | 228598 |
| Merchants Fleet Funding LLC, Ser. 2024-1A, Cl. D<sup>(b)</sup> <br>| 6.85 | 4/20/2037 | 150000 | 151751 |
| Octane Receivables Trust, Ser. 2023-1A, Cl. B<sup>(b)</sup> <br>| 5.96 | 7/20/2029 | 100771 | 100948 |
| Octane Receivables Trust, Ser. 2023-3A, Cl. A2<sup>(b)</sup> <br>| 6.44 | 3/20/2029 | 10228 | 10244 |
| Octane Receivables Trust, Ser. 2024-3A, Cl. A2<sup>(b)</sup> <br>| 4.94 | 5/20/2030 | 50411 | 50642 |
| OneMain Direct Auto Receivables Trust, Ser. 2019-1A, Cl. B<sup>(b)</sup> <br>| 3.95 | 11/14/2028 | 173375 | 173101 |
| OSCAR US Funding XIII LLC, Ser. 2021-2A, Cl. A4<sup>(b)</sup> <br>| 1.27 | 9/11/2028 | 43884 | 43734 |
| Oscar US Funding XVI LLC, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 5.54 | 2/10/2028 | 99504 | 99723 |
| PenFed Auto Receivables Owner Trust, Ser. 2022-A, Cl. C<sup>(b)</sup> <br>| 4.83 | 12/15/2028 | 733822 | 733989 |
| PenFed Auto Receivables Owner Trust, Ser. 2025-A, Cl. C<sup>(b)</sup> <br>| 4.67 | 2/17/2032 | 46000 | 45763 |
| Santander Drive Auto Receivables Trust, Ser. 2024-1, Cl. B | 5.23 | 12/15/2028 | 46560 | 46686 |
| Santander Drive Auto Receivables Trust, Ser. 2025-1, Cl. C | 5.04 | 3/17/2031 | 265000 | 266988 |
| Santander Drive Auto Receivables Trust, Ser. 2025-2, Cl. C | 5.06 | 5/15/2031 | 224000 | 225801 |
| Santander Drive Auto Receivables Trust, Ser. 2025-4, Cl. C | 4.52 | 1/15/2032 | 31000 | 30998 |
| Securitized Term Auto Receivables Trust, Ser. 2025-A, Cl. C<sup>(b)</sup> <br>| 5.19 | 7/25/2031 | 114254 | 115140 |
| SFS Auto Receivables Securitization Trust, Ser. 2023-1A, Cl. A3<sup>(b)</sup> <br>| 5.47 | 10/20/2028 | 67066 | 67346 |

---

**4**

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---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** | **Asset-Backed Securities — 20.8% (continued)** |
| **Asset-Backed Certificates/Auto Receivables — 9.3% (continued)** | **Asset-Backed Certificates/Auto Receivables — 9.3% (continued)** | **Asset-Backed Certificates/Auto Receivables — 9.3% (continued)** | **Asset-Backed Certificates/Auto Receivables — 9.3% (continued)** | **Asset-Backed Certificates/Auto Receivables — 9.3% (continued)** |
| SFS Auto Receivables Securitization Trust, Ser. 2024-1A, Cl. A3<sup>(b)</sup> <br>| 4.95 | 5/21/2029 | 42581 | 42784 |
| Tesla Electric Vehicle Trust, Ser. 2023-1, Cl. A3<sup>(b)</sup> <br>| 5.38 | 6/20/2028 | 59223 | 59629 |
| Toyota Auto Receivables Owner Trust, Ser. 2022-D, Cl. A3 | 5.30 | 9/15/2027 | 92235 | 92512 |
| US Bank NA, Ser. 2023-1, Cl. B<sup>(b)</sup> <br>| 6.79 | 8/25/2032 | 34633 | 34907 |
| Westlake Automobile Receivables Trust, Ser. 2025-2A, Cl. D<sup>(b)</sup> <br>| 5.08 | 5/15/2031 | 114000 | 114351 |
| World Omni Auto Receivables Trust, Ser. 2023-A, Cl. A3 | 4.83 | 5/15/2028 | 17499 | 17533 |
| World Omni Auto Receivables Trust, Ser. 2024-C, Cl. A3 | 4.43 | 12/17/2029 | 129914 | 130270 |
| Yamaha Motor Master Trust II, Ser. 2026-A, Cl. C<sup>(b)</sup> <br>| 4.89 | 4/15/2031 | 342000 | 342495 |
|  |  |  |  | **7253776** |
| **Asset-Backed Certificates/Credit Cards — .2%** | **Asset-Backed Certificates/Credit Cards — .2%** | **Asset-Backed Certificates/Credit Cards — .2%** | **Asset-Backed Certificates/Credit Cards — .2%** | **Asset-Backed Certificates/Credit Cards — .2%** |
| Evergreen Credit Card Trust, Ser. 2025-CRT5, Cl. B<sup>(b)</sup> <br>| 5.24 | 5/15/2029 | 100000 | 100839 |
| Synchrony Card Funding LLC, Ser. 2023-A1, Cl. A | 5.54 | 7/15/2029 | 47000 | 47163 |
|  |  |  |  | **148002** |
| **Asset-Backed Certificates/Home Equity Loans — .7%** | **Asset-Backed Certificates/Home Equity Loans — .7%** | **Asset-Backed Certificates/Home Equity Loans — .7%** | **Asset-Backed Certificates/Home Equity Loans — .7%** | **Asset-Backed Certificates/Home Equity Loans — .7%** |
| &nbsp;&nbsp;&nbsp; GS Mortgage-Backed Securities Trust, Ser. 2024-HE1, Cl. A1, (1 Month <br> SOFRCOMPOUND +1.60%)<sup>(b),(c)</sup> <br>| 5.25 | 8/25/2054 | 203540 | 204178 |
| JPMorgan Mortgage Trust, Ser. 2024-CES1, Cl. A1B<sup>(b)</sup> <br>| 6.02 | 6/25/2054 | 174702 | 175616 |
| RCKT Mortgage Trust, Ser. 2024-CES2, Cl. A1B<sup>(b)</sup> <br>| 6.29 | 4/25/2044 | 140499 | 141518 |
|  |  |  |  | **521312** |
| &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $16,222,040) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $16,222,040) | &nbsp;&nbsp;&nbsp; **Total Asset-Backed Securities** <br>(cost $16,222,040) |  | **16220063** |
| **Collateralized Loan Obligations — 4.6%** | **Collateralized Loan Obligations — 4.6%** | **Collateralized Loan Obligations — 4.6%** | **Collateralized Loan Obligations — 4.6%** | **Collateralized Loan Obligations — 4.6%** |
| **Collateralized Loan Obligations Debt — 4.6%** | **Collateralized Loan Obligations Debt — 4.6%** | **Collateralized Loan Obligations Debt — 4.6%** | **Collateralized Loan Obligations Debt — 4.6%** | **Collateralized Loan Obligations Debt — 4.6%** |
| &nbsp;&nbsp;&nbsp; Arbor Realty Commercial Real Estate Notes Ltd. CLO, Ser. 2021-FL4, Cl. A, <br> (1 Month TSFR +1.46%)<sup>(b),(c)</sup> <br>| 5.12 | 11/15/2036 | 75962 | 76033 |
| &nbsp;&nbsp;&nbsp; Cerberus Loan Funding XL LLC, Ser. 2023-1A, Cl. AR, (3 Month TSFR <br> +1.60%)<sup>(b),(c)</sup> <br>| 5.25 | 3/22/2035 | 250000 | 250000 |
| Dryden 108 Ltd. CLO, Ser. 2022-108A, Cl. X, (3 Month TSFR +1.15%)<sup>(b),(c)</sup> <br>| 4.83 | 7/18/2037 | 171053 | 171136 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities XXXI Ltd. CLO, Ser. 2025-31A, Cl. A1, (3 Month <br> TSFR +1.50%)<sup>(b),(c)</sup> <br>| 5.18 | 7/20/2033 | 180143 | 180216 |
| &nbsp;&nbsp;&nbsp; Fortress Credit Opportunities XXXV Ltd. CLO, Ser. 2025-35A, Cl. A1, (3 Month <br> TSFR +1.40%)<sup>(b),(c)</sup> <br>| 5.08 | 7/20/2033 | 114306 | 114389 |
| &nbsp;&nbsp;&nbsp; Goldentree Loan Management US 14 Ltd. CLO, Ser. 2022-14A, Cl. XR, <br> (3 Month TSFR +0.90%)<sup>(b),(c)</sup> <br>| 4.58 | 7/20/2037 | 62500 | 62517 |
| Great Lakes IX Ltd. CLO, Ser. 2025-9A, Cl. A1, (3 Month TSFR +1.55%)<sup>(b),(c)</sup> <br>| 5.22 | 1/15/2039 | 250000 | 250062 |
| &nbsp;&nbsp;&nbsp; HPS Loan Management Ltd., Ser. 2026-27A, Cl. A1, (3 Month TSFR <br> +1.16%)<sup>(b),(c)</sup> <br>| 4.87 | 4/15/2039 | 250000 | 249940 |
| Magnetite XIX Ltd., Ser. 2017-19A, Cl. ARR, (3 Month TSFR +1.05%)<sup>(b),(c)</sup> <br>| 4.73 | 4/17/2034 | 325000 | 325119 |
| MF1 Ltd. CLO, Ser. 2021-FL7, Cl. AS, (1 Month TSFR +1.56%)<sup>(b),(c)</sup> <br>| 5.23 | 10/16/2036 | 500000 | 500062 |
| MF1 Ltd. CLO, Ser. 2022-FL8, Cl. AS, (1 Month TSFR +1.75%)<sup>(b),(c)</sup> <br>| 5.41 | 2/19/2037 | 375000 | 375093 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers 41 Ltd. CLO, Ser. 2021-41A, Cl. AR, <br> (3 Month TSFR +1.05%)<sup>(b),(c)</sup> <br>| 4.72 | 4/15/2034 | 250000 | 250112 |
| PFP Ltd. CLO, Ser. 2025-12, Cl. A, (1 Month TSFR +1.49%)<sup>(b),(c)</sup> <br>| 5.15 | 12/18/2042 | 250000 | 250687 |
| Regatta XX Funding Ltd., Ser. 2021-2A, Cl. AR, (3 Month TSFR +1.18%)<sup>(b),(c)</sup> <br>| 4.85 | 1/15/2038 | 250000 | 250104 |
| RIN IV Ltd., Ser. 2021-1A, Cl. A1R, (3 Month TSFR +1.35%)<sup>(b),(c)</sup> <br>| 5.03 | 10/20/2038 | 250000 | 250475 |
| &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $3,552,838) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $3,552,838) | &nbsp;&nbsp;&nbsp; **Total Collateralized Loan Obligations** <br>(cost $3,552,838) |  | **3555945** |
| **Commercial Mortgage-Backed — 6.8%** | **Commercial Mortgage-Backed — 6.8%** | **Commercial Mortgage-Backed — 6.8%** | **Commercial Mortgage-Backed — 6.8%** | **Commercial Mortgage-Backed — 6.8%** |
| **Commercial Mortgage Pass-Through Certificates — 6.8%** | **Commercial Mortgage Pass-Through Certificates — 6.8%** | **Commercial Mortgage Pass-Through Certificates — 6.8%** | **Commercial Mortgage Pass-Through Certificates — 6.8%** | **Commercial Mortgage Pass-Through Certificates — 6.8%** |
| A&D Mortgage Trust, Ser. 2026-NQM3, Cl. A1<sup>(b)</sup> <br>| 5.08 | 4/25/2071 | 227139 | 227504 |
| Angel Oak Mortgage Trust, Ser. 2024-3, Cl. A2<sup>(b)</sup> <br>| 4.80 | 11/26/2068 | 37906 | 37545 |

---

**5**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Commercial Mortgage-Backed — 6.8% (continued)** | **Commercial Mortgage-Backed — 6.8% (continued)** | **Commercial Mortgage-Backed — 6.8% (continued)** | **Commercial Mortgage-Backed — 6.8% (continued)** | **Commercial Mortgage-Backed — 6.8% (continued)** |
| **Commercial Mortgage Pass-Through Certificates — 6.8% (continued)** | **Commercial Mortgage Pass-Through Certificates — 6.8% (continued)** | **Commercial Mortgage Pass-Through Certificates — 6.8% (continued)** | **Commercial Mortgage Pass-Through Certificates — 6.8% (continued)** | **Commercial Mortgage Pass-Through Certificates — 6.8% (continued)** |
| Aspire Mortgage Trust, Ser. 2026-1, Cl. A1<sup>(b)</sup> <br>| 4.86 | 1/25/2066 | 109787 | 109208 |
| BANK5 Trust, Ser. 2024-5YR12, Cl. A2 | 5.42 | 12/15/2057 | 428000 | 437845 |
| BRAVO Residential Funding Trust, Ser. 2023-NQM5, Cl. A2<sup>(b)</sup> <br>| 6.86 | 6/25/2063 | 79102 | 79159 |
| BRAVO Residential Funding Trust, Ser. 2025-NQM8, Cl. A1<sup>(b)</sup> <br>| 5.08 | 6/25/2065 | 46637 | 46617 |
| &nbsp;&nbsp;&nbsp; BSREP Commercial Mortgage Trust, Ser. 2021-DC, Cl. C, (1 Month TSFR <br> +1.66%)<sup>(b),(c)</sup> <br>| 5.32 | 8/15/2038 | 426060 | 383561 |
| &nbsp;&nbsp;&nbsp; BX Commercial Mortgage Trust, Ser. 2026-CSMO, Cl. A, (1 Month TSFR <br> +1.40%)<sup>(b),(c)</sup> <br>| 5.05 | 2/15/2043 | 100000 | 100209 |
| BXHPP Trust, Ser. 2021-FILM, Cl. B, (1 Month TSFR +1.01%)<sup>(b),(c)</sup> <br>| 4.67 | 8/15/2036 | 450000 | 418767 |
| Citigroup Commercial Mortgage Trust, Ser. 2014-GC25, Cl. B | 4.35 | 10/10/2047 | 69089 | 67410 |
| COLT Mortgage Loan Trust, Ser. 2023-3, Cl. A2<sup>(b)</sup> <br>| 7.43 | 9/25/2068 | 68858 | 69235 |
| COLT Mortgage Loan Trust, Ser. 2025-3, Cl. A1<sup>(b)</sup> <br>| 5.35 | 3/25/2070 | 65711 | 65993 |
| COLT Mortgage Loan Trust, Ser. 2025-8, Cl. A3<sup>(b)</sup> <br>| 5.89 | 8/25/2070 | 190582 | 191461 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A2<sup>(b)</sup> <br>| 6.42 | 4/25/2069 | 25928 | 26103 |
| Cross Mortgage Trust, Ser. 2024-H2, Cl. A3<sup>(b)</sup> <br>| 6.52 | 4/25/2069 | 25928 | 26084 |
| Cross Mortgage Trust, Ser. 2024-H3, Cl. A2<sup>(b)</sup> <br>| 6.58 | 6/25/2069 | 88690 | 89448 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A1<sup>(b)</sup> <br>| 5.36 | 3/25/2070 | 73087 | 73267 |
| Cross Mortgage Trust, Ser. 2025-H2, Cl. A2<sup>(b)</sup> <br>| 5.46 | 3/25/2070 | 84781 | 84859 |
| Cross Mortgage Trust, Ser. 2025-H8, Cl. A1<sup>(b)</sup> <br>| 5.00 | 11/25/2070 | 99844 | 99605 |
| Cross Mortgage Trust, Ser. 2026-NQM5, Cl. A3<sup>(b)</sup> <br>| 5.60 | 3/25/2071 | 250000 | 250074 |
| EFMT, Ser. 2025-RTL1, Cl. A1<sup>(b)</sup> <br>| 5.22 | 11/25/2040 | 143000 | 142769 |
| Hudson Yards Mortgage Trust, Ser. 2025-SPRL, Cl. C<sup>(b)</sup> <br>| 6.15 | 1/13/2040 | 100000 | 102478 |
| Imperial Fund Mortgage Trust, Ser. 2023-NQM1, Cl. A3<sup>(b)</sup> <br>| 7.16 | 2/25/2068 | 257700 | 257973 |
| LHOME Mortgage Trust, Ser. 2025-RTL3, Cl. A1<sup>(b)</sup> <br>| 5.24 | 8/25/2040 | 100000 | 100038 |
| Natixis Commercial Mortgage Securities Trust, Ser. 2020-2PAC, Cl. A<sup>(b)</sup> <br>| 2.97 | 12/15/2038 | 119649 | 114415 |
| New Residential Mortgage Loan Trust, Ser. 2022-NQM1, Cl. A1<sup>(b)</sup> <br>| 2.28 | 4/25/2061 | 368344 | 333183 |
| New Residential Mortgage Loan Trust, Ser. 2024-NQM3, Cl. A1<sup>(b)</sup> <br>| 5.47 | 11/25/2064 | 86632 | 87408 |
| New Residential Mortgage Loan Trust, Ser. 2025-NQM2, Cl. A1<sup>(b)</sup> <br>| 5.57 | 4/25/2065 | 196424 | 197756 |
| NY Commercial Mortgage Trust, Ser. 2025-299P, Cl. A<sup>(b)</sup> <br>| 5.85 | 2/10/2047 | 100000 | 103883 |
| NYMT Loan Trust, Ser. 2024-BPL2, Cl. A1<sup>(b)</sup> <br>| 6.51 | 5/25/2039 | 235000 | 236102 |
| NYMT Loan Trust, Ser. 2025-CP1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 11/25/2069 | 90368 | 87158 |
| NYMT Loan Trust, Ser. 2026-INV2, Cl. A1<sup>(b)</sup> <br>| 5.48 | 4/25/2061 | 99873 | 100347 |
| OBX Trust, Ser. 2024-NQM18, Cl. A1<sup>(b)</sup> <br>| 5.41 | 10/25/2064 | 61407 | 61682 |
| OBX Trust, Ser. 2025-NQM18, Cl. A1A<sup>(b)</sup> <br>| 5.06 | 9/25/2065 | 139343 | 139321 |
| PRPM LLC, Ser. 2025-RPL4, Cl. A1<sup>(b)</sup> <br>| 3.00 | 5/25/2055 | 89437 | 85097 |
| Toorak Mortgage Trust, Ser. 2025-RRTL1, Cl. A1<sup>(b)</sup> <br>| 5.52 | 2/25/2040 | 140071 | 140685 |
| Towd Point Mortgage Trust, Ser. 2023-1, Cl. A1<sup>(b)</sup> <br>| 3.75 | 1/25/2063 | 69796 | 66842 |
| Verus Securitization Trust, Ser. 2024-9, Cl. A1<sup>(b)</sup> <br>| 5.44 | 11/25/2069 | 74119 | 74478 |
| &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $5,418,251) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $5,418,251) | &nbsp;&nbsp;&nbsp; **Total Commercial Mortgage-Backed** <br>(cost $5,418,251) |  | **5315569** |
| **Corporate Bonds and Notes — 63.1%** | **Corporate Bonds and Notes — 63.1%** | **Corporate Bonds and Notes — 63.1%** | **Corporate Bonds and Notes — 63.1%** | **Corporate Bonds and Notes — 63.1%** |
| **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** | **Advertising — .8%** |
| Outfront Media Capital LLC/Outfront Media Capital Corp., Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 8/15/2027 | 400000 | 399657 |
| Outfront Media Capital LLC/Outfront Media Capital Corp., Sr. Scd. Notes<sup>(b)</sup> <br>| 7.38 | 2/15/2031 | 240000 | 251164 |
|  |  |  |  | **650821** |
| **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** | **Aerospace & Defense — .5%** |
| TransDigm, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.75 | 8/15/2028 | 352000 | **357195** |
| **Agriculture — .6%** | **Agriculture — .6%** | **Agriculture — .6%** | **Agriculture — .6%** | **Agriculture — .6%** |
| Philip Morris International, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 4.00 | 10/29/2030 | 446000 | **437457** |

---

**6**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** |
| **Airlines — .9%** | **Airlines — .9%** | **Airlines — .9%** | **Airlines — .9%** | **Airlines — .9%** |
| Avianca Midco 2 PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 9.63 | 2/14/2030 | 400000 | 377350 |
| Delta Air Lines, Inc., Sr. Unscd. Notes | 4.95 | 7/10/2028 | 352000 | 354162 |
|  |  |  |  | **731512** |
| **Automobiles & Components — 3.8%** | **Automobiles & Components — 3.8%** | **Automobiles & Components — 3.8%** | **Automobiles & Components — 3.8%** | **Automobiles & Components — 3.8%** |
| BMW US Capital LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.50 | 8/11/2030 | 202000 | 200169 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.80 | 3/5/2027 | 275000 | 276993 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.80 | 3/8/2029 | 245000 | 248419 |
| Ford Motor Credit Co. LLC, Sr. Unscd. Notes | 5.92 | 3/20/2028 | 230000 | 233202 |
| Forvia SE, Sr. Unscd. Notes<sup>(b),(d)</sup> <br>| 8.00 | 6/15/2030 | 320000 | 336734 |
| General Motors Financial Co., Inc., Gtd. Notes | 3.85 | 1/5/2028 | 400000 | 395287 |
| General Motors Financial Co., Inc., Sr. Unscd. Notes | 5.05 | 4/4/2028 | 436000 | 439966 |
| Tenneco, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.00 | 11/17/2028 | 220000 | 222742 |
| The Goodyear Tire & Rubber Company, Sr. Unscd. Notes<sup>(d)</sup> <br>| 6.63 | 7/15/2030 | 430000 | 425920 |
| Volkswagen Group of America Finance LLC, Gtd. Notes<sup>(b)</sup> <br>| 4.85 | 9/11/2030 | 200000 | 198836 |
|  |  |  |  | **2978268** |
| **Banks — 6.6%** | **Banks — 6.6%** | **Banks — 6.6%** | **Banks — 6.6%** | **Banks — 6.6%** |
| Bank of America Corp., Sub. Notes, Ser. L | 4.18 | 11/25/2027 | 450000 | 449128 |
| BNP Paribas SA, Sub. Notes | 4.63 | 3/13/2027 | 325000 | 325594 |
| Citigroup, Inc., Sr. Unscd. Notes | 2.98 | 11/5/2030 | 455000 | 430627 |
| Citizens Financial Group, Inc., Sr. Unscd. Notes | 5.84 | 1/23/2030 | 213000 | 219229 |
| Huntington Bancshares, Inc., Sr. Unscd. Notes | 5.27 | 1/15/2031 | 276000 | 280640 |
| ING Groep NV, Sr. Unscd. Notes, Ser. VAR | 4.80 | 3/23/2032 | 260000 | 258952 |
| M&T Bank Corp., Sr. Unscd. Notes | 5.18 | 7/8/2031 | 174000 | 176286 |
| Morgan Stanley, Sr. Unscd. Notes | 5.12 | 2/1/2029 | 462000 | 466841 |
| Morgan Stanley, Sub. Notes<sup>(d)</sup> <br>| 3.95 | 4/23/2027 | 310000 | 309280 |
| Santander Holdings USA, Inc., Sr. Unscd. Notes | 6.50 | 3/9/2029 | 339000 | 349656 |
| State Street Corp., Jr. Sub. Notes, Ser. I<sup>(d),(e)</sup> <br>| 6.70 | 3/15/2029 | 236000 | 243349 |
| The Goldman Sachs Group, Inc., Jr. Sub. Notes, Ser. T<sup>(d),(e)</sup> <br>| 3.80 | 5/10/2026 | 350000 | 349999 |
| The Goldman Sachs Group, Inc., Sr. Unscd. Notes | 4.94 | 4/23/2028 | 420000 | 422028 |
| Truist Bank, Sub. Notes | 4.63 | 9/17/2029 | 450000 | 447200 |
| Truist Financial Corp., Sr. Unscd. Notes | 4.60 | 1/27/2032 | 46000 | 45558 |
| Wells Fargo & Co., Sr. Unscd. Notes | 4.97 | 4/23/2029 | 418000 | 421897 |
|  |  |  |  | **5196264** |
| **Building Materials — .8%** | **Building Materials — .8%** | **Building Materials — .8%** | **Building Materials — .8%** | **Building Materials — .8%** |
| Builders FirstSource, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 3/1/2030 | 300000 | 293797 |
| Smyrna Ready Mix Concrete LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.00 | 11/1/2028 | 300000 | 299966 |
|  |  |  |  | **593763** |
| **Chemicals — 1.2%** | **Chemicals — 1.2%** | **Chemicals — 1.2%** | **Chemicals — 1.2%** | **Chemicals — 1.2%** |
| &nbsp;&nbsp;&nbsp; Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, Gtd. <br> Notes<sup>(b)</sup> <br>| 4.75 | 6/15/2027 | 350000 | 348638 |
| Celanese US Holdings LLC, Gtd. Notes | 7.17 | 7/15/2027 | 213000 | 218835 |
| LYB International Finance III LLC, Gtd. Notes<sup>(d)</sup> <br>| 5.13 | 1/15/2031 | 59000 | 59374 |
| The Dow Chemical Company, Sr. Unscd. Notes | 4.80 | 1/15/2031 | 217000 | 214920 |
| The Mosaic Company, Sr. Unscd. Notes | 4.60 | 11/15/2030 | 114000 | 113066 |
|  |  |  |  | **954833** |
| **Commercial & Professional Services — 2.2%** | **Commercial & Professional Services — 2.2%** | **Commercial & Professional Services — 2.2%** | **Commercial & Professional Services — 2.2%** | **Commercial & Professional Services — 2.2%** |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 7/15/2027 | 260000 | 260712 |
| Avis Budget Car Rental LLC/Avis Budget Finance, Inc., Gtd. Notes<sup>(b),(d)</sup> <br>| 8.25 | 1/15/2030 | 250000 | 256832 |
| Block, Inc., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.63 | 8/15/2030 | 213000 | 213335 |
| Global Payments, Inc., Sr. Unscd. Notes | 4.55 | 3/15/2028 | 362000 | 360480 |

---

**7**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** |
| **Commercial & Professional Services — 2.2% (continued)** | **Commercial & Professional Services — 2.2% (continued)** | **Commercial & Professional Services — 2.2% (continued)** | **Commercial & Professional Services — 2.2% (continued)** | **Commercial & Professional Services — 2.2% (continued)** |
| Herc Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.75 | 3/15/2031 | 15000 | 15045 |
| Herc Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.63 | 6/15/2029 | 415000 | 425457 |
| Williams Scotsman, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 6.63 | 6/15/2029 | 192000 | 197226 |
|  |  |  |  | **1729087** |
| **Consumer Discretionary — 4.6%** | **Consumer Discretionary — 4.6%** | **Consumer Discretionary — 4.6%** | **Consumer Discretionary — 4.6%** | **Consumer Discretionary — 4.6%** |
| Brightstar Lottery PLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 5.25 | 1/15/2029 | 440000 | 438317 |
| Carnival Corp., Gtd. Notes<sup>(b)</sup> <br>| 5.13 | 5/1/2029 | 441000 | 439908 |
| D.R. Horton, Inc., Gtd. Notes | 4.85 | 10/15/2030 | 427000 | 430791 |
| Flutter Treasury DAC, Sr. Scd. Bonds<sup>(b),(d)</sup> <br>| 5.88 | 6/4/2031 | 200000 | 199408 |
| KB Home, Gtd. Notes | 6.88 | 6/15/2027 | 450000 | 454811 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 5.63 | 6/15/2028 | 210000 | 213097 |
| Las Vegas Sands Corp., Sr. Unscd. Notes | 5.90 | 6/1/2027 | 486000 | 491200 |
| NCL Corp. Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.88 | 1/15/2031 | 219000 | 213279 |
| Penn Entertainment, Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.75 | 4/1/2031 | 150000 | 148846 |
| Wynn Macau Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.63 | 8/26/2028 | 600000 | 596064 |
|  |  |  |  | **3625721** |
| **Consumer Durables & Apparel — .3%** | **Consumer Durables & Apparel — .3%** | **Consumer Durables & Apparel — .3%** | **Consumer Durables & Apparel — .3%** | **Consumer Durables & Apparel — .3%** |
| Levi Strauss & Co., Sr. Unscd. Notes<sup>(b)</sup> <br>| 3.50 | 3/1/2031 | 275000 | **253299** |
| **Diversified Financials — 3.5%** | **Diversified Financials — 3.5%** | **Diversified Financials — 3.5%** | **Diversified Financials — 3.5%** | **Diversified Financials — 3.5%** |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 4.38 | 11/15/2030 | 150000 | 147274 |
| AerCap Ireland Capital DAC/AerCap Global Aviation Trust, Gtd. Notes | 5.10 | 1/19/2029 | 450000 | 455821 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 9/15/2030 | 158000 | 157954 |
| Aircastle Ltd./Aircastle Ireland DAC, Gtd. Notes<sup>(b)</sup> <br>| 5.25 | 3/15/2030 | 430000 | 434466 |
| Apollo Debt Solutions BDC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 12/8/2028 | 44000 | 43548 |
| Ares Capital Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.25 | 4/12/2031 | 145000 | 141086 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.35 | 3/12/2031 | 273000 | 262690 |
| Blackstone Private Credit Fund, Sr. Unscd. Notes | 5.95 | 5/15/2031 | 214000 | 210526 |
| Blackstone Secured Lending Fund, Sr. Unscd. Notes | 2.85 | 9/30/2028 | 360000 | 337759 |
| Goldman Sachs BDC, Inc., Sr. Unscd. Notes | 5.10 | 1/28/2029 | 99000 | 97101 |
| Lseg US Fin Corp., Gtd. Notes<sup>(b)</sup> <br>| 4.50 | 3/23/2031 | 260000 | 257822 |
| Macquarie Airfinance Holdings Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.20 | 3/27/2028 | 188000 | 188879 |
|  |  |  |  | **2734926** |
| **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** | **Electronic Components — .1%** |
| Jabil, Inc., Sr. Unscd. Notes | 4.20 | 2/1/2029 | 60000 | **59279** |
| **Energy — 10.4%** | **Energy — 10.4%** | **Energy — 10.4%** | **Energy — 10.4%** | **Energy — 10.4%** |
| Azule Energy Finance PLC, Gtd. Notes<sup>(b)</sup> <br>| 8.13 | 1/23/2030 | 200000 | 206469 |
| Cheniere Energy Partners LP, Gtd. Notes | 4.50 | 10/1/2029 | 215000 | 213938 |
| CITGO Petroleum Corp., Sr. Scd. Notes<sup>(b)</sup> <br>| 8.38 | 1/15/2029 | 209000 | 215177 |
| Columbia Pipelines Holding Co. LLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.06 | 8/15/2026 | 500000 | 501711 |
| CVR Energy, Inc., Gtd. Bonds<sup>(b)</sup> <br>| 5.75 | 2/15/2028 | 228000 | 228053 |
| CVR Energy, Inc., Gtd. Notes<sup>(b)</sup> <br>| 7.50 | 2/15/2031 | 218000 | 220884 |
| Enbridge, Inc., Gtd. Notes | 6.00 | 11/15/2028 | 400000 | 415115 |
| Energy Transfer LP, Sr. Unscd. Notes | 5.55 | 2/15/2028 | 453000 | 461232 |
| Global Partners LP/GLP Finance Corp., Gtd. Notes | 6.88 | 1/15/2029 | 664000 | 670466 |
| Hess Midstream Operations LP, Gtd. Notes<sup>(b)</sup> <br>| 5.88 | 3/1/2028 | 268000 | 270780 |
| Hess Midstream Operations LP, Gtd. Notes<sup>(b)</sup> <br>| 6.50 | 6/1/2029 | 66000 | 67658 |
| Ithaca Energy North Sea PLC, Sr. Unscd. Notes<sup>(b)</sup> <br>| 8.13 | 10/15/2029 | 400000 | 418222 |
| Kinder Morgan, Inc., Gtd. Bonds | 5.15 | 6/1/2030 | 77000 | 78747 |
| Kinetik Holdings LP, Sr. Unscd. Notes<sup>(b)</sup> <br>| 6.63 | 12/15/2028 | 285000 | 290875 |
| Medco Cypress Tree Pte Ltd., Sr. Scd. Bonds<sup>(b)</sup> <br>| 8.63 | 5/19/2030 | 250000 | 261749 |

---

**8**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>| Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** |
| **Energy — 10.4% (continued)** | **Energy — 10.4% (continued)** | **Energy — 10.4% (continued)** | **Energy — 10.4% (continued)** | **Energy — 10.4% (continued)** |
| MPLX LP, Sr. Unscd. Notes | 4.80 | 2/15/2031 | 87000 | 87166 |
| Petroleos del Peru SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.75 | 6/19/2032 | 200000 | 162132 |
| Plains All American Pipeline LP/PAA Finance Corp., Sr. Unscd. Notes | 4.70 | 1/15/2031 | 53000 | 52893 |
| Repsol E&P Capital Markets US LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.20 | 9/16/2030 | 200000 | 202560 |
| SM Energy Co., Gtd. Notes<sup>(b)</sup> <br>| 6.75 | 8/1/2029 | 341000 | 349979 |
| SM Energy Co., Gtd. Notes<sup>(b)</sup> <br>| 8.75 | 7/1/2031 | 165000 | 173157 |
| South Bow USA Infrastructure Holdings LLC, Gtd. Notes | 4.91 | 9/1/2027 | 176000 | 176703 |
| Sunoco LP, Gtd. Notes<sup>(b)</sup> <br>| 5.38 | 7/15/2031 | 242000 | 241004 |
| Sunoco LP, Gtd. Notes<sup>(b)</sup> <br>| 5.63 | 3/15/2031 | 79000 | 79324 |
| Sunoco LP, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.88 | 7/15/2027 | 250000 | 250135 |
| The Williams Companies, Inc., Sr. Unscd. Notes | 3.75 | 6/15/2027 | 275000 | 273254 |
| Valero Energy Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.15 | 2/15/2030 | 178000 | 181667 |
| Venture Global Calcasieu Pass LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 6.25 | 1/15/2030 | 245000 | 252290 |
| Venture Global Plaquemines LNG LLC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 6.13 | 12/15/2030 | 668000 | 689204 |
| Viper Energy Partners LLC, Gtd. Bonds | 4.90 | 8/1/2030 | 428000 | 427969 |
|  |  |  |  | **8120513** |
| **Food Products — 1.7%** | **Food Products — 1.7%** | **Food Products — 1.7%** | **Food Products — 1.7%** | **Food Products — 1.7%** |
| &nbsp;&nbsp;&nbsp; Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, Gtd. <br> Notes<sup>(b)</sup> <br>| 5.50 | 3/31/2031 | 423000 | 421179 |
| Post Holdings, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.50 | 9/15/2031 | 200000 | 188151 |
| Sysco Corp., Gtd. Notes | 4.40 | 7/25/2031 | 273000 | 267114 |
| US Foods, Inc., Gtd. Notes<sup>(b)</sup> <br>| 6.88 | 9/15/2028 | 419000 | 428373 |
|  |  |  |  | **1304817** |
| **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** | **Health Care — .9%** |
| Avantor Funding, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.63 | 7/15/2028 | 310000 | 305727 |
| Baxter International, Inc., Sr. Unscd. Notes | 4.90 | 12/15/2030 | 105000 | 103937 |
| GE HealthCare Technologies, Inc., Sr. Unscd. Notes | 4.80 | 8/14/2029 | 113000 | 113904 |
| HCA, Inc., Gtd. Notes | 4.30 | 11/15/2030 | 200000 | 196568 |
|  |  |  |  | **720136** |
| **Industrial — 1.3%** | **Industrial — 1.3%** | **Industrial — 1.3%** | **Industrial — 1.3%** | **Industrial — 1.3%** |
| AGCO Corp., Gtd. Notes | 5.45 | 3/21/2027 | 272000 | 274049 |
| Chart Industries, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 7.50 | 1/1/2030 | 300000 | 311814 |
| HTA Group Ltd., Gtd. Bonds<sup>(b)</sup> <br>| 6.75 | 4/1/2031 | 200000 | 203713 |
| TK Elevator US Newco, Inc., Sr. Scd. Notes<sup>(b),(d)</sup> <br>| 5.25 | 7/15/2027 | 200000 | 200171 |
|  |  |  |  | **989747** |
| **Information Technology — 1.2%** | **Information Technology — 1.2%** | **Information Technology — 1.2%** | **Information Technology — 1.2%** | **Information Technology — 1.2%** |
| CoreWeave, Inc., Gtd. Notes<sup>(b)</sup> <br>| 9.75 | 10/1/2031 | 62000 | 62407 |
| Fidelity National Information Services, Inc., Sr. Unscd. Notes<sup>(d)</sup> <br>| 4.80 | 3/10/2031 | 108000 | 107446 |
| Oracle Corp., Sr. Unscd. Notes | 4.45 | 9/26/2030 | 443000 | 427381 |
| Paychex, Inc., Sr. Unscd. Notes | 5.10 | 4/15/2030 | 112000 | 113241 |
| Salesforce, Inc., Sr. Unscd. Notes | 4.65 | 3/15/2029 | 264000 | 264560 |
|  |  |  |  | **975035** |
| **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** | **Insurance — 1.3%** |
| Allianz SE, Jr. Sub. Bonds<sup>(b),(d),(e)</sup> <br>| 3.20 | 10/30/2027 | 400000 | 384212 |
| American International Group, Inc., Sr. Unscd. Notes | 4.85 | 5/7/2030 | 35000 | 35367 |
| Brown & Brown, Inc., Sr. Unscd. Notes | 4.90 | 6/23/2030 | 92000 | 91912 |
| Corebridge Global Funding, Scd. Notes<sup>(b)</sup> <br>| 4.90 | 12/3/2029 | 485000 | 487038 |
|  |  |  |  | **998529** |

---

**9**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** |
| **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** | **Internet Software & Services — .6%** |
| eBay, Inc., Sr. Unscd. Notes | 4.25 | 3/6/2029 |  | 182000 | 181270 |
| Meta Platforms, Inc., Sr. Unscd. Notes | 4.20 | 11/15/2030 |  | 315000 | 311399 |
|  |  |  |  |  | **492669** |
| **Materials — .7%** | **Materials — .7%** | **Materials — .7%** | **Materials — .7%** | **Materials — .7%** | **Materials — .7%** |
| Amcor Flexibles North America, Inc., Gtd. Notes | 5.10 | 3/17/2030 |  | 299000 | 302662 |
| Canpack SA/Canpack US LLC, Gtd. Notes<sup>(b)</sup> <br>| 3.88 | 11/15/2029 |  | 250000 | 236695 |
|  |  |  |  |  | **539357** |
| **Media — 1.0%** | **Media — 1.0%** | **Media — 1.0%** | **Media — 1.0%** | **Media — 1.0%** | **Media — 1.0%** |
| Discovery Communications LLC, Gtd. Notes | 3.95 | 3/20/2028 |  | 271000 | 266763 |
| Sirius XM Radio LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 8/1/2027 |  | 416000 | 414998 |
| Sirius XM Radio LLC, Gtd. Notes<sup>(b),(d)</sup> <br>| 5.88 | 4/15/2032 |  | 107000 | 105276 |
|  |  |  |  |  | **787037** |
| **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** | **Metals & Mining — 1.2%** |
| Alumina Pty Ltd., Gtd. Notes<sup>(b)</sup> <br>| 6.13 | 3/15/2030 |  | 215000 | 219916 |
| Constellium SE, Gtd. Notes<sup>(b)</sup> <br>| 3.75 | 4/15/2029 |  | 285000 | 275042 |
| Glencore Funding LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.19 | 4/1/2030 |  | 187000 | 189962 |
| WE Soda Investments Holding PLC, Sr. Scd. Bonds<sup>(b)</sup> <br>| 9.50 | 10/6/2028 |  | 250000 | 253230 |
|  |  |  |  |  | **938150** |
| **Real Estate — 7.9%** | **Real Estate — 7.9%** | **Real Estate — 7.9%** | **Real Estate — 7.9%** | **Real Estate — 7.9%** | **Real Estate — 7.9%** |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 4.90 | 2/15/2029 |  | 84000 | 84580 |
| American Homes 4 Rent LP, Sr. Unscd. Notes | 4.95 | 6/15/2030 |  | 340000 | 342165 |
| Cousins Properties LP, Gtd. Notes | 5.25 | 7/15/2030 |  | 165000 | 167604 |
| CubeSmart LP, Gtd. Notes | 2.25 | 12/15/2028 |  | 230000 | 217502 |
| Diversified Healthcare Trust, Sr. Scd. Notes<sup>(b)</sup> <br>| 7.25 | 10/15/2030 |  | 225000 | 229860 |
| EPR Properties, Gtd. Notes | 4.75 | 12/15/2026 |  | 430000 | 430024 |
| Extra Space Storage LP, Gtd. Notes | 5.70 | 4/1/2028 |  | 380000 | 387867 |
| Healthcare Realty Holdings LP, Gtd. Notes<sup>(d)</sup> <br>| 2.00 | 3/15/2031 |  | 300000 | 262214 |
| Iron Mountain, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.88 | 9/15/2029 |  | 225000 | 222016 |
| Iron Mountain, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.25 | 7/15/2030 |  | 345000 | 341616 |
| Kite Realty Group LP, Sr. Unscd. Notes | 4.00 | 10/1/2026 |  | 427000 | 426097 |
| OMEGA Healthcare Investors, Inc., Gtd. Notes | 4.50 | 4/1/2027 |  | 340000 | 339941 |
| &nbsp;&nbsp;&nbsp; Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co-<br> Issuer, Gtd. Notes<sup>(b)</sup> <br>| 7.00 | 2/1/2030 |  | 222000 | 226791 |
| Rexford Industrial Realty LP, Gtd. Notes | 2.15 | 9/1/2031 |  | 500000 | 434085 |
| Sabra Health Care LP, Gtd. Notes | 3.20 | 12/1/2031 |  | 95000 | 85907 |
| SBA Tower Trust, Asset Backed Notes<sup>(b)</sup> <br>| 1.84 | 4/15/2027 |  | 500000 | 488664 |
| Store Capital LLC, Sr. Unscd. Notes | 4.63 | 3/15/2029 |  | 220000 | 217865 |
| Store Capital LLC, Sr. Unscd. Notes | 5.40 | 4/30/2030 |  | 210000 | 212426 |
| Ventas Realty LP, Gtd. Notes | 4.40 | 1/15/2029 |  | 430000 | 427713 |
| VICI Properties LP, Sr. Unscd. Notes | 4.75 | 4/1/2028 |  | 78000 | 78157 |
| Vornado Realty LP, Sr. Unscd. Notes | 2.15 | 6/1/2026 |  | 180000 | 178788 |
| WPC Eurobond BV, Gtd. Notes | 1.35 | 4/15/2028 | EUR<br>| 300000 | 339293 |
|  |  |  |  |  | **6141175** |
| **Retailing — 1.6%** | **Retailing — 1.6%** | **Retailing — 1.6%** | **Retailing — 1.6%** | **Retailing — 1.6%** | **Retailing — 1.6%** |
| 1011778 BC ULC/New Red Finance, Inc., Scd. Notes<sup>(b)</sup> <br>| 4.00 | 10/15/2030 |  | 445000 | 423595 |
| Asbury Automotive Group, Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.63 | 11/15/2029 |  | 535000 | 520958 |
| Lithia Motors, Inc., Gtd. Notes<sup>(b)</sup> <br>| 5.50 | 10/1/2030 |  | 282000 | 280652 |
|  |  |  |  |  | **1225205** |

---

**10**

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| Description | Coupon<br> Rate (%)<br>| Maturity<br> Date<br>|  | Principal<br> Amount ($)<sup>(a)</sup><br>| Value ($) |
| **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** | **Corporate Bonds and Notes — 63.1% (continued)** |
| **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** | **Technology Hardware & Equipment — .4%** |
| Hewlett Packard Enterprise Co., Sr. Unscd. Notes | 4.60 | 3/23/2029 |  | 87000 | 87061 |
| Kyndryl Holdings, Inc., Sr. Unscd. Notes | 2.05 | 10/15/2026 |  | 220000 | 217144 |
|  |  |  |  |  | **304205** |
| **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** | **Telecommunication Services — .9%** |
| Millicom International Cellular SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.13 | 1/15/2028 |  | 495000 | 493790 |
| STC Sukuk Co. II Ltd., Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.49 | 1/15/2031 |  | 215000 | 212741 |
|  |  |  |  |  | **706531** |
| **Transportation — .6%** | **Transportation — .6%** | **Transportation — .6%** | **Transportation — .6%** | **Transportation — .6%** | **Transportation — .6%** |
| Fedex Freight Holding Co., Inc., Gtd. Notes<sup>(b)</sup> <br>| 4.65 | 3/15/2031 |  | 102000 | 100590 |
| Ryder System, Inc., Sr. Unscd. Notes | 4.85 | 6/15/2030 |  | 338000 | 341611 |
|  |  |  |  |  | **442201** |
| **Utilities — 5.5%** | **Utilities — 5.5%** | **Utilities — 5.5%** | **Utilities — 5.5%** | **Utilities — 5.5%** | **Utilities — 5.5%** |
| Duke Energy Florida LLC, First Mortgage Bonds | 4.20 | 12/1/2030 |  | 70000 | 69204 |
| Electricite de France SA, Sr. Unscd. Notes<sup>(b)</sup> <br>| 5.70 | 5/23/2028 |  | 457000 | 467325 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>| 4.38 | 9/30/2030 |  | 356000 | 350277 |
| Enel Finance International NV, Gtd. Notes<sup>(b)</sup> <br>| 5.13 | 6/26/2029 |  | 200000 | 202971 |
| FirstEnergy Corp., Sr. Unscd. Notes, Ser. B | 3.90 | 7/15/2027 |  | 400000 | 397341 |
| Grupo Energia Bogota SA ESP, Sr. Unscd. Notes<sup>(b)</sup> <br>| 4.88 | 5/15/2030 |  | 250000 | 245166 |
| NiSource, Inc., Sr. Unscd. Notes | 5.25 | 3/30/2028 |  | 230000 | 233536 |
| NRG Energy, Inc., Sr. Scd. Notes<sup>(b)</sup> <br>| 4.96 | 4/30/2031 |  | 335000 | 332773 |
| PG&E Corp., Jr. Sub. Notes | 6.85 | 9/15/2056 |  | 96000 | 96026 |
| PG&E Corp., Sr. Scd. Notes | 5.25 | 7/1/2030 |  | 170000 | 168362 |
| Pinnacle West Capital Corp., Sr. Unscd. Notes | 4.90 | 5/15/2028 |  | 76000 | 76706 |
| Southern California Edison Co., First Mortgage Bonds | 5.25 | 3/15/2030 |  | 167000 | 169738 |
| Spire, Inc., Sr. Unscd. Notes | 4.60 | 9/1/2031 |  | 242000 | 239942 |
| The AES Corp., Sr. Unscd. Notes<sup>(d)</sup> <br>| 5.45 | 6/1/2028 |  | 500000 | 505073 |
| Vistra Operations Co. LLC, Gtd. Notes<sup>(b)</sup> <br>| 5.00 | 7/31/2027 |  | 500000 | 500098 |
| Vistra Operations Co. LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 4.60 | 10/15/2030 |  | 115000 | 112942 |
| Vistra Operations Co. LLC, Sr. Scd. Notes<sup>(b)</sup> <br>| 4.70 | 1/31/2031 |  | 138000 | 135930 |
|  |  |  |  |  | **4303410** |
| &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $49,080,966) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $49,080,966) | &nbsp;&nbsp;&nbsp; **Total Corporate Bonds and Notes** <br>(cost $49,080,966) |  |  | **49291142** |
| **Foreign Governmental — .3%** | **Foreign Governmental — .3%** | **Foreign Governmental — .3%** | **Foreign Governmental — .3%** | **Foreign Governmental — .3%** | **Foreign Governmental — .3%** |
| Brazil Notas do Tesouro Nacional, Notes, Ser. F | 10.00 | 1/1/2029 | BRL<br>| 1000 | 187 |
| Colombia, Sr. Unscd. Bonds | 7.38 | 4/25/2030 |  | 206000 | 216197 |
| &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $205,314) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $205,314) | &nbsp;&nbsp;&nbsp; **Total Foreign Governmental** <br>(cost $205,314) |  |  | **216384** |
| **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** | **U.S. Government Agencies Collateralized Mortgage Obligations — .8%** |
| Federal Home Loan Mortgage Corp., REMIC, Ser. 4091, Cl. KC<sup>(f)</sup> <br>| 3.00 | 8/15/2040 |  | 850 | 848 |
| Federal Home Loan Mortgage Corp., REMIC, Ser. 5050, Cl. XA<sup>(f)</sup> <br>| 1.00 | 7/15/2039 |  | 197627 | 184226 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Ser. <br> 2020-3, Cl. TTU<sup>(f)</sup> <br>| 2.50 | 5/25/2060 |  | 57969 | 53503 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. Seasoned Loans Structured Transaction <br> Trust, Ser. 2018-2, Cl. A1<sup>(f)</sup> <br>| 3.50 | 11/25/2028 |  | 40903 | 40117 |
| Federal National Mortgage Association, REMIC, Ser. 2013-16, Cl. GP<sup>(f)</sup> <br>| 3.00 | 3/25/2033 |  | 10884 | 10776 |
| Government National Mortgage Association, Ser. 2022-173, Cl. PQ | 5.00 | 6/20/2051 |  | 364914 | 366449 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $668,399) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $668,399) | &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Collateralized Mortgage Obligations** <br>(cost $668,399) |  |  | **655919** |

---

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

**11**

------

*SCHEDULE OF INVESTMENTS (Unaudited) (continued)*

------

---

| | | |
|:---|:---|:---|
| Description | Principal <br>Amount ($)<br>| Value ($) |
| **U.S. Government Agencies Mortgage-Backed — .0%** | **U.S. Government Agencies Mortgage-Backed — .0%** | **U.S. Government Agencies Mortgage-Backed — .0%** |
| Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: | Federal Home Loan Mortgage Corp.: |
| 2.50%, 7/1/2029<sup>(f)</sup> <br>| 25599 | 25173 |
| Government National Mortgage Association II: | Government National Mortgage Association II: | Government National Mortgage Association II: |
| 7.00%, 12/20/2030-4/20/2031 | 824 | 859 |
| 7.50%, 11/20/2029-12/20/2030 | 712 | 733 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Government Agencies Mortgage-Backed** <br>(cost $27,395) |  | **26765** |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Coupon <br>Rate (%)<br>| Maturity <br>Date<br>|  |  |
| **U.S. Treasury Securities — 2.9%** | **U.S. Treasury Securities — 2.9%** | **U.S. Treasury Securities — 2.9%** | **U.S. Treasury Securities — 2.9%** | **U.S. Treasury Securities — 2.9%** |
| U.S. Treasury Notes | 3.38 | 11/30/2027 | 325000 | 322531 |
| U.S. Treasury Notes | 4.13 | 9/30/2027 | 125000 | 125447 |
| U.S. Treasury Notes<sup>(d)</sup> <br>| 4.13 | 10/31/2027 | 219000 | 219800 |
| U.S. Treasury Notes | 4.25 | 1/15/2028 | 1600000 | 1609562 |
| &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $2,293,970) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $2,293,970) | &nbsp;&nbsp;&nbsp; **Total U.S. Treasury Securities** <br>(cost $2,293,970) |  | **2277340** |

---

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

---

| | | | |
|:---|:---|:---|:---|
|  | 1-Day <br>Yield (%)<br>| Shares |  |
| **Investment Companies — .6%** | **Investment Companies — .6%** | **Investment Companies — .6%** | **Investment Companies — .6%** |
| **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** | **Registered Investment Companies — .6%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(g)</sup> <br>(cost $430,825)<br>| 3.70 | 430825 | **430825** |
| **Investment of Cash Collateral for Securities Loaned — 1.7%** | **Investment of Cash Collateral for Securities Loaned — 1.7%** | **Investment of Cash Collateral for Securities Loaned — 1.7%** | **Investment of Cash Collateral for Securities Loaned — 1.7%** |
| **Registered Investment Companies — 1.7%** | **Registered Investment Companies — 1.7%** | **Registered Investment Companies — 1.7%** | **Registered Investment Companies — 1.7%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Institutional Preferred Government Plus Money Market Fund, Institutional <br> Shares<sup>(g)</sup> <br>(cost $1,355,600)<br>| 3.70 | 1355600 | **1355600** |
| **Total Investments** (cost $79,255,598) | **Total Investments** (cost $79,255,598) | **101.6%** | **79345552** |
| **Liabilities, Less Cash and Receivables** | **Liabilities, Less Cash and Receivables** | **(1.6%)** | **(1259005)** |
| **Net Assets**  | **Net Assets**  | **100.0%** | **78086547** |

---

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

---

| |
|:---|
| *BRL—Brazilian Real* |
| *CAD—Canadian Dollar* |
| *CLO—Collateralized Loan Obligation* |
| *EUR—Euro* |
| *REMIC—Real Estate Mortgage Investment Conduit* |
| *SOFRCOMPOUND—Compounded Secured Overnight Financing Rate* |
| *TSFR—Term Secured Overnight Financing Rate Reference Rates* |

---

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

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

<sup>(b)</sup> *Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933. These securities may be resold in transactions exempt from* *registration, normally to qualified institutional buyers. At April 30, 2026, these securities amounted to $45,333,805 or 58.1% of net assets.* 

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

<sup>(d)</sup> *Security, or portion thereof, on loan. At April 30, 2026, the value of the fund's securities on loan was $3,387,482 and the value of the collateral was* *$3,493,588, consisting of cash collateral of $1,355,600 and U.S. Government & Agency securities valued at $2,137,988. In addition, the value of collateral* *may include pending sales that are also on loan.* 

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

**12**

------

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

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures** | **Futures** | **Futures** | **Futures** | **Futures** | **Futures** |
| Description | Number of <br>Contracts<br>| Expiration | Notional <br>Value ($)<br>| Market <br>Value ($)<br>| Unrealized <br>Appreciation <br>(Depreciation) ($)<br>|
| **Futures Long** |  |  |  |  |  |
| 2 Year U.S. Treasury Note | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp; 10655895 | &nbsp;&nbsp; 10563375 | &nbsp;&nbsp; (92520) |
| 5 Year U.S. Treasury Note | &nbsp;&nbsp; 55 | &nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp; 6023878 | &nbsp;&nbsp; 5930976 | &nbsp;&nbsp; (92902) |
| **Futures Short** |  |  |  |  |  |
| 10 Year U.S. Treasury Note | &nbsp;&nbsp; 4 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 450134 | &nbsp;&nbsp;&nbsp;&nbsp; 442375 | &nbsp;&nbsp;&nbsp;&nbsp; 7759 |
| Canadian 5 Year Bond | &nbsp;&nbsp; 2 | &nbsp;&nbsp; 6/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 169087<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 166187 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 |
| Euro-Schatz | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 6/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 376368<sup>(a)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 372340 | &nbsp;&nbsp;&nbsp;&nbsp; 4028 |
| Ultra 10 Year U.S. Treasury Note | &nbsp;&nbsp; 3 | &nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 346541 | &nbsp;&nbsp;&nbsp;&nbsp; 338578 | &nbsp;&nbsp;&nbsp;&nbsp; 7963 |
| **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** | **Gross Unrealized Appreciation** |  |  | **22650** |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** |  |  | **(185422)** |

---

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

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |
| Counterparty/ <br>Purchased <br>Currency<br>| Purchased <br>Currency <br>Amounts<br>| &nbsp;&nbsp; Currency <br>Sold<br>| Sold <br>Currency <br>Amounts<br>| Settlement <br>Date<br>| Unrealized <br>(Depreciation) ($)<br>|
| **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** | **Goldman Sachs & Co. LLC** |
| United States Dollar | &nbsp;&nbsp; 363354 | Canadian Dollar | &nbsp;&nbsp; 504000 | &nbsp;&nbsp; 5/12/2026 | &nbsp;&nbsp; (7870) |
| **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** | **J.P. Morgan Securities LLC** |
| United States Dollar | &nbsp;&nbsp; 427195 | Euro | &nbsp;&nbsp; 370000 | &nbsp;&nbsp; 5/12/2026 | &nbsp;&nbsp; (7300) |
| **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **Gross Unrealized Depreciation** | **(15170)** |

---

*See notes to schedule of investments.*

**13**

------

Schedule of Investments

BNY Mellon Short Term Income Fund

April 30, 2026 (Unaudited)

The following is a summary of the inputs used as of April 30, 2026 in valuing the fund's investments:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2- Other** <br>**Significant** <br>**Observable Inputs**<br>| **Level 3-** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Assets ($)** |  |  |  |  |
| Investments in Securities:<sup>†</sup> <br>|  |  |  |  |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 16220063 | &nbsp;&nbsp; — | &nbsp;&nbsp; **16220063** |
| Collateralized Loan Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 3555945 | &nbsp;&nbsp; — | &nbsp;&nbsp; **3555945** |
| Commercial Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 5315569 | &nbsp;&nbsp; — | &nbsp;&nbsp; **5315569** |
| Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 49291142 | &nbsp;&nbsp; — | &nbsp;&nbsp; **49291142** |
| Foreign Governmental | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 216384 | &nbsp;&nbsp; — | &nbsp;&nbsp; **216384** |
| U.S. Government Agencies Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 655919 | &nbsp;&nbsp; — | &nbsp;&nbsp; **655919** |
| U.S. Government Agencies Mortgage-Backed | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26765 | &nbsp;&nbsp; — | &nbsp;&nbsp; **26765** |
| U.S. Treasury Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 2277340 | &nbsp;&nbsp; — | &nbsp;&nbsp; **2277340** |
| Investment Companies | &nbsp;&nbsp; 1786425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **1786425** |
|  | &nbsp;&nbsp; **1786425** | &nbsp;&nbsp; **77559127** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **79345552** |
| Other Financial Instruments: |  |  |  |  |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 22650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **22650** |
|  | &nbsp;&nbsp; **22650** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **22650** |
| **Liabilities ($)** |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| Forward Foreign Currency Exchange Contracts<sup>††</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; (15170) | &nbsp;&nbsp; — | &nbsp;&nbsp; **(15170)** |
| Futures<sup>††</sup> <br>| &nbsp;&nbsp; (185422) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; **(185422)** |
|  | &nbsp;&nbsp; **(185422)** | &nbsp;&nbsp; **(15170)** | &nbsp;&nbsp; **—** | &nbsp;&nbsp; **(200592)** |

---

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

---

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

---

**14**

------

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

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

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

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

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

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

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

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

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

Investments in other open-end investment companies are valued at their reported net asset values ("NAVs") each day and are generally categorized within Level 1 of the fair value hierarchy.

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

Fair value of foreign equity securities may be determined with the assistance of a pricing service using correlations between the movement of prices of foreign securities and indexes of domestic securities and other appropriate indicators, such as closing market prices of relevant American Depositary Receipts and futures contracts. The valuation of a security based on this fair value process may differ from the security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. Foreign securities held by a fund may trade on days when the fund does not calculate its NAV and thus may affect the fund's NAV on days when investors will not be able to purchase or sell (redeem) fund shares. Utilizing these techniques may result in transfers between Level 1 and Level 2 of the fair value hierarchy.

Restricted securities, as well as securities or other assets for which recent market quotations or official closing prices are not readily available or are determined not to reflect accurately fair value (such as when the value of a security has been materially affected by events occurring after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or

**15**

------

market), but before the fund calculates its NAV), or which are not valued by the Service, are valued at fair value as determined in good faith based on procedures approved by the Board. Fair value of investments is determined by the Adviser, as the fund's valuation designee pursuant to Rule 2a-5 under the Act, using such information as it deems appropriate under the circumstances. The factors that may be considered when fair valuing a security include fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Using fair value to price investments may result in a value that is different from a security's most recent closing price and from the prices used by other mutual funds to calculate their NAVs. These securities are either categorized within Level 2 or 3 of the fair value hierarchy depending on the relevant inputs used.

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

Forward foreign currency exchange contracts ("forward contracts") generally are valued using the forward rate obtained from a Service and are categorized within Level 2 of the fair value hierarchy. Futures contracts will be valued at the most recent settlement price and are generally categorized within Level 1 of the fair value hierarchy.

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

**Derivatives:** A derivative is a financial instrument whose performance is derived from the performance of another asset. Each type of derivative instrument that was held by the fund at April 30, 2026 is discussed below.

**Futures:** In the normal course of pursuing its investment objective, the fund is exposed to market risk, including interest rate risk, as a result of changes in value of underlying financial instruments. The fund invests in futures in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, these investments require initial margin deposits with a counterparty, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. When the contracts are closed, the fund recognizes a realized gain or loss which is reflected in the Statement of Operations. There is minimal counterparty credit risk to the fund with futures since they are exchange traded, and the exchange guarantees the futures against default. Futures open at April 30, 2026 are set forth in the fund's Schedule of Investments.

**Forward Foreign Currency Exchange Contracts**: The fund enters into forward contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings, to settle foreign currency transactions or as a part of its investment strategy. When executing forward contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward contracts, the fund incurs a loss if the value of the contract increases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreases between those dates. With respect to purchases of forward contracts, the fund incurs a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases between those dates. Any realized or unrealized gains or losses which occurred during the period are reflected in the Statement of Operations. The fund is exposed to foreign currency risk as a result of changes in value of underlying financial instruments. The fund is also exposed to credit risk associated with counterparty non-performance on these forward contracts, which is generally limited to the unrealized gain on each open contract. The risk of non-payment may be mitigated by Master Agreements, if any, between the fund and the counterparty and the posting of collateral, if any, by the counterparty to the fund to cover the fund's exposure to the counterparty. Forward contracts open at April 30, 2026 are set forth in the Schedule of Investments.

At April 30, 2026, accumulated net unrealized depreciation on investments inclusive of derivative contracts was $87,988, consisting of $650,678 gross unrealized appreciation and $738,666 gross unrealized depreciation.

**16**

------

At April 30, 2026, the cost of investments for federal income tax purposes was substantially the same as the cost for financial reporting purposes (see the Schedule of Investments).

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

**17**

------

## 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:** 212-922-6400

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $80392585.57

**Total Liabilities:** $2085625.91

**Net Assets:** $78306959.66

**Delayed Delivery Securities:** $249625.00

**Cash Not Reported:** $258386.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 202.87519000 | **1-Year:** 5218.24176000 | **5-Year:** 8468.05597000 | **10-Year:** 1142.90714000 | **30-Year:** 0.00000000

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

- **3-Month:** 137.40664000 | **1-Year:** 2090.95389000 | **5-Year:** 1822.64944000 | **10-Year:** 476.49992000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000727 | 0.56%                | -0.94%               | 0.49%                |
| Class ID C000236997 | 0.68%                | -1.03%               | 0.61%                |
| Class ID C000236998 | 0.58%                | -0.93%               | 0.50%                |
| Class ID C000236999 | 0.56%                | -1.05%               | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $41332.88                | $32910.14                                  |
| Month 2  | $9649.51                 | $-997397.31                                |
| Month 3  | $-6823.83                | $217691.88                                 |

**Designated Index Information**

- **Index Name:** BofA ICE US Govt/Credit 1-5 Year

- **Index Identifier:** MLX: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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS & CO. LLC                                           | CAD/USD FORWARD                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7869.73     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NCL CORP LTD                                                      | NCLH 5.875 01/15/31 144A                                          | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    219000 | PA      | $213278.67    | 0.27%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                       | VFET 2024-1A A3                                                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147000 | PA      | $147264.07    | 0.19%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ALLY BANK                                                         | ABCLN 2025-B C                                                    | CUSIP: 02007G6Q1<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    198973 | PA      | $198923.66    | 0.25%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                     | HR 2 03/15/31                                                     | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $262213.72    | 0.33%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL   | BNTNF 10 01/01/29 NTNF                                            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1000 | PA      | $186.71       | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 4.375 11/15/30                                                | CUSIP: 00774MBR5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    150000 | PA      | $147273.66    | 0.19%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                    | PK 7 02/01/30 144A                                                | CUSIP: 70052LAD5<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |    222000 | PA      | $226791.43    | 0.29%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                              | FLTR 5.875 06/04/31 144A                                          | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199408.00    | 0.25%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| WYNN MACAU LTD                                                    | WYNMAC 5.625 08/26/28 144A                                        | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $596063.94    | 0.76%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                | CLIF 2020-1A A                                                    | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     80977 | PA      | $76172.97     | 0.10%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                               | COLO 2021-2A A2                                                   | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $346080.00    | 0.44%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3                     | NRZT 2024-NQM3 A1                                                 | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-O            | CORP              | US        |     86632 | PA      | $87408.08     | 0.11%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE ISSUER TRUST 2025-B                                  | AQFIT 2025-B A                                                    | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75793 | PA      | $75910.55     | 0.10%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| TRP 2021 LLC                                                      | TRP 2021-1 A                                                      | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248942 | PA      | $241885.51    | 0.31%             | 2051-06-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                    | AES 5.45 06/01/28                                                 | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505073.18    | 0.64%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 3069                                                           | CUSIP: 36202DMS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       660 | PA      | $691.30       | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER LLC                                               | HYPER 2025-1A A2                                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271000 | PA      | $267245.05    | 0.34%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                | HPE 4.6 03/23/29                                                  | CUSIP: 42824CCD9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87061.35     | 0.11%             | 2029-03-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | JBL 4.2 02/01/29                                                  | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59278.88     | 0.08%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                         | CZR 4.625 10/15/29 144A                                           | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    235000 | PA      | $226958.82    | 0.29%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TACO BELL FUNDING LLC                                             | BELL 2025-1A A2I                                                  | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128337 | PA      | $127159.42    | 0.16%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GS V4.937 04/23/28                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $422027.99    | 0.54%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LHOME MORTGAGE TRUST 2025-RTL3                                    | LHOME 2025-RTL3 A1                                                | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100038.01    | 0.13%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-1                     | SDART 2024-1 B                                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46560 | PA      | $46686.41     | 0.06%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XIII LLC                                         | OSCAR 2021-2A A4                                                  | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |     43884 | PA      | $43733.67     | 0.06%             | 2028-09-11      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1355598 | NS      | $1355598.11   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                        | ALVGR V3.2 PERP 144A                                              | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $384212.16    | 0.49%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                                       | PAYX 5.1 04/15/30                                                 | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    112000 | PA      | $113241.40    | 0.14%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                 | CMPDC 2025-1A A1                                                  | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100451.54    | 0.13%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-A                          | WOART 2023-A A3                                                   | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     17499 | PA      | $17532.47     | 0.02%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                  | BANK5 2024-5YR12 A2                                               | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428000 | PA      | $437845.20    | 0.56%             | 2057-12-17      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| DRYDEN 108 CLO LTD                                                | DRSLF 2022-108A X                                                 | CUSIP: 26253MAL4<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    171053 | PA      | $171135.76    | 0.22%             | 2037-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST                                          | JPMMT 2024-CES1 A1B                                               | CUSIP: 46658CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174702 | PA      | $175616.32    | 0.22%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER LLC                                   | SIDC 2025-1A A2                                                   | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $169907.94    | 0.22%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | INTNED V4.803 03/23/32 VAR                                        | CUSIP: 456837BU6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $258951.44    | 0.33%             | 2032-03-23      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORVIA SE                                                         | EOFP 8 06/15/30 144A                                              | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    320000 | PA      | $336734.08    | 0.43%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BCRED 5.35 03/12/31                                               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    273000 | PA      | $262689.88    | 0.34%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | EXR 5.7 04/01/28                                                  | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387866.65    | 0.50%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                           | SORT 2021-1A A1                                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    253595 | PA      | $208325.93    | 0.27%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CUBE 2.25 12/15/28                                                | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $217501.66    | 0.28%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                 | LYB 5.125 01/15/31                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59373.42     | 0.08%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GM 5.05 04/04/28                                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    436000 | PA      | $439966.00    | 0.56%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFP 2025-12 LTD                                                   | PFP 2025-12 A                                                     | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250687.24    | 0.32%             | 2042-12-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FR ZS6993                                                         | CUSIP: 3132A7XW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25599 | PA      | $25172.63     | 0.03%             | 2029-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                               | AVTR 4.625 07/15/28 144A                                          | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305726.93    | 0.39%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 41 LTD                         | NEUB 2021-41A AR                                                  | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250111.75    | 0.32%             | 2034-04-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMSR 2023-SFR2 TRUST                                              | AMSR 2023-SFR2 A                                                  | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $545676.44    | 0.70%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 2896                                                           | CUSIP: 36202DGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        86 | PA      | $88.22        | 0.00%             | 2030-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RIN IV LTD                                                        | RIN 2021-1A A1R                                                   | CUSIP: 76679AAJ6<br>LEI: 254900JSRA1L5KTTDV39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250475.25    | 0.32%             | 2038-10-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                      | USFOOD 6.875 09/15/28 144A                                        | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    419000 | PA      | $428373.03    | 0.55%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                   | DRVPNK 2025-1A C                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96000 | PA      | $97137.85     | 0.12%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                   | BXSL 2.85 09/30/28                                                | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    360000 | PA      | $337758.92    | 0.43%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                 | REPSEP 5.204 09/16/30 144A                                        | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202560.16    | 0.26%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | META 4.2 11/15/30                                                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311399.56    | 0.40%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                         | AGCO 5.45 03/21/27                                                | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274049.12    | 0.35%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-RTL1                                                    | EFMT 2025-RTL1 A1                                                 | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-O            | CORP              | US        |    143000 | PA      | $142768.60    | 0.18%             | 2040-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                | VLO 5.15 02/15/30                                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181667.27    | 0.23%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| OCTANE RECEIVABLES TRUST 2024-3                                   | OCTL 2024-3A A2                                                   | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50411 | PA      | $50641.83     | 0.06%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE 2024-1 LLC                            | WEF 2024-1A A2                                                    | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83426 | PA      | $83800.23     | 0.11%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                            | CITZN 2024-1 A3                                                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48229 | PA      | $48416.44     | 0.06%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FOUNDATION FINANCE TRUST 2021-2                                   | FFIN 2021-2A A                                                    | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |     59001 | PA      | $56232.45     | 0.07%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                               | TMCL 2020-2A A                                                    | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    261965 | PA      | $246369.58    | 0.31%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | SUN 5.625 03/15/31 144A                                           | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79324.37     | 0.10%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DHI 4.85 10/15/30                                                 | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    427000 | PA      | $430790.81    | 0.55%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                           | KBH 6.875 06/15/27                                                | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $454810.95    | 0.58%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC                         | AXIS 2022-2A A2                                                   | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      1740 | PA      | $1740.99      | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                          | BAX 4.9 12/15/30                                                  | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103936.78    | 0.13%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                         | APODS 5.2 12/08/28 144A                                           | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43548.33     | 0.06%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | STT V6.7 PERP I                                                   | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243349.04    | 0.31%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| SM ENERGY COMPANY                                                 | SM 8.75 07/01/31 144A                                             | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173156.61    | 0.22%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                     | SYNIT 2023-A1 A                                                   | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $47162.97     | 0.06%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2024-1                            | MTBAT 2024-1A A3                                                  | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226514 | PA      | $228598.20    | 0.29%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                          | EBAY 4.25 03/06/29                                                | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    182000 | PA      | $181269.58    | 0.23%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1                        | EART 2025-1A C                                                    | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436000 | PA      | $439328.60    | 0.56%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SPIRE INC (US)                                                    | SR 4.6 09/01/31                                                   | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    242000 | PA      | $239941.82    | 0.31%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                    | OHI 4.5 04/01/27                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339940.95    | 0.43%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                             | AYR 5 09/15/30 144A                                               | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    158000 | PA      | $157953.73    | 0.20%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BXHPP TRUST 2021-FILM                                             | BXHPP 2021-FILM B                                                 | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $418767.21    | 0.53%             | 2036-08-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                                  | LSELN 4.5 03/23/31 144A                                           | CUSIP: 50222CAE0<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257822.11    | 0.33%             | 2031-03-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2020 LLC                                     | TRL 2020-2A A1                                                    | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59950 | PA      | $58671.61     | 0.07%             | 2050-11-19      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                 | POST 4.5 09/15/31 144A                                            | CUSIP: 737446AR5<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188150.68    | 0.24%             | 2031-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XIX LTD                                                 | MAGNE 2017-19A ARR                                                | CUSIP: 55954KAW5<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325118.95    | 0.42%             | 2034-04-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | CUZ 5.25 07/15/30                                                 | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167604.17    | 0.21%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MS 3.95 04/23/27                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309279.76    | 0.39%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| KINDER MORGAN INC                                                 | KMI 5.15 06/01/30                                                 | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78747.56     | 0.10%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                           | OWLEF 2024-1A A2                                                  | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27560 | PA      | $27650.01     | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                     | TDG 6.75 08/15/28 144A                                            | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    352000 | PA      | $357194.82    | 0.46%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                    | CRM 4.65 03/15/29                                                 | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    264000 | PA      | $264559.40    | 0.34%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                          | AMH 4.95 06/15/30                                                 | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $342165.36    | 0.44%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                | MNET 2025-2A A2                                                   | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     61472 | PA      | $62034.32     | 0.08%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LVS 5.9 06/01/27                                                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    486000 | PA      | $491200.03    | 0.63%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                         | PCG V6.85 09/15/56                                                | CUSIP: 69331CAN8<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     96000 | PA      | $96025.89     | 0.12%             | 2056-09-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE LTD                                        | MEDCIJ 8.625 05/19/30 144A                                        | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $261748.57    | 0.33%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-1                                   | OCTL 2023-1A B                                                    | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100771 | PA      | $100947.60    | 0.13%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| COLT 2025-8 MORTGAGE LOAN TRUST                                   | COLT 2025-8 A3                                                    | CUSIP: 19689DAC3<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-O            | CORP              | US        |    190582 | PA      | $191460.72    | 0.24%             | 2070-08-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| CONCORD MUSIC ROYALTIES LLC                                       | TUNES 2025-1A A2                                                  | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110501.16    | 0.14%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VST 5 07/31/27 144A                                               | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500098.00    | 0.64%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1               | ACAR 2024-4 C                                                     | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316000 | PA      | $316900.82    | 0.40%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO LTD                                                  | STCAB 4.489 01/15/31 144A                                         | CUSIP: 784772AA3<br>LEI: 549300XDIYY7XEYHTO45 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $212741.25    | 0.27%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-2                               | HGVT 2022-2A A                                                    | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27679 | PA      | $27470.80     | 0.04%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                        | PNFED 2025-A C                                                    | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46000 | PA      | $45763.08     | 0.06%             | 2032-02-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| GREENSKY HME IMP ISSUER 2024-1                                    | GSKY 2024-1 A4                                                    | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103424 | PA      | $104843.90    | 0.13%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | KRG 4 10/01/26                                                    | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    427000 | PA      | $426097.35    | 0.54%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                          | IRM 5.25 07/15/30 144A                                            | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    345000 | PA      | $341616.13    | 0.44%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                              | SBRA 3.2 12/01/31                                                 | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85906.77     | 0.11%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD / AIRCASTLE IRELAND DAC                             | AYR 5.25 03/15/30 144A                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    430000 | PA      | $434465.73    | 0.55%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY (NORTH SEA) PLC                                     | IAECN 8.125 10/15/29 144A                                         | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $418222.40    | 0.53%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VST 4.6 10/15/30 144A                                             | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112942.17    | 0.14%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOSAIC COMPANY (THE)                                              | MOS 4.6 11/15/30                                                  | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113066.18    | 0.14%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                         | CRBG 4.9 12/03/29 144A                                            | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $487038.30    | 0.62%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | 5-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        55 | NC      | $-92901.60    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT              | T 4.125 10/31/27                                                  | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    219000 | PA      | $219799.86    | 0.28%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| SUNOCO LP                                                         | SUN 5.875 07/15/27 144A                                           | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250135.23    | 0.32%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS 2025-SPRL MORTGAGE TRUST                             | HY 2025-SPRL C                                                    | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102478.30    | 0.13%             | 2040-01-13      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                        | FIS 4.8 03/10/31                                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107445.85    | 0.14%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CELANESE US HOLDINGS LLC                                          | CE 7.165 07/15/27                                                 | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    213000 | PA      | $218835.14    | 0.28%             | 2027-07-15      | Fixed         | 7.17%                 | No            |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS LLC                                        | AXTA 4.75 06/15/27 144A                                           | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348637.55    | 0.45%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-1                         | RMIT 2024-1 A                                                     | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101301.51    | 0.13%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | LVS 5.625 06/15/28                                                | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213097.58    | 0.27%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST 2014-2                           | OMFIT 2020-2A A                                                   | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189132 | PA      | $186744.78    | 0.24%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                          | WOART 2024-C A3                                                   | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    129914 | PA      | $130270.05    | 0.17%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | VNO 2.15 06/01/26                                                 | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178788.13    | 0.23%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW 4.5 08/11/30 144A                                             | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    202000 | PA      | $200169.34    | 0.26%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP INC                                       | ABG 4.625 11/15/29 144A                                           | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $520958.50    | 0.67%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | F 5.8 03/08/29                                                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    245000 | PA      | $248418.72    | 0.32%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | TFC V4.632 09/17/29 BKNT                                          | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447200.15    | 0.57%             | 2029-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                     | CRWV 9.75 10/01/31 144A                                           | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     62000 | PA      | $62407.37     | 0.08%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MS V5.123 02/01/29                                                | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    462000 | PA      | $466841.15    | 0.60%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                        | DOW 4.8 01/15/31                                                  | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    217000 | PA      | $214920.32    | 0.27%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2                         | RMIT 2024-2 A                                                     | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100369.66    | 0.13%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | WLSC 6.625 06/15/29 144A                                          | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    192000 | PA      | $197225.66    | 0.25%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                          | THYELE 5.25 07/15/27 144A                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200170.80    | 0.26%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ANGEL OAK MORTGAGE TRUST 2024-3                                   | AOMT 2024-3 A2                                                    | CUSIP: 03466HAB9<br>LEI: 254900F6KNKYG7I13E33 | Long             | ABS-O            | CORP              | US        |     37906 | PA      | $37545.46     | 0.05%             | 2068-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | SLST 2018-2 A1                                                    | CUSIP: 35564CAN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     40903 | PA      | $40117.19     | 0.05%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2016-FL1 LTD            | ARCLO 2021-FL4 A                                                  | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     75962 | PA      | $76032.66     | 0.10%             | 2036-11-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| DOMINO'S PIZZA INC                                                | DPABS 2021-1A A2I                                                 | CUSIP: 25755TAN0<br>LEI: 25490005ZWM1IF9UXU57 | Long             | ABS-O            | CORP              | US        |    277162 | PA      | $263141.02    | 0.34%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                  | FE 3.9 07/15/27 B                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397340.81    | 0.51%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | AMH 4.9 02/15/29                                                  | CUSIP: 02666TAB3<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |     84000 | PA      | $84579.71     | 0.11%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COLOMBIA, REPUBLIC OF - MINISTERO DE HACIENDA Y CREDITO PUBLICO   | COLOM 7.375 04/25/30                                              | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    206000 | PA      | $216197.00    | 0.28%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2023-1 LLC                                  | XCAP 2023-1A A2                                                   | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5097 | PA      | $5104.63      | 0.01%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 MORTGAGE TRUST                                      | CROSS 2024-H3 A2                                                  | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88690 | PA      | $89448.39     | 0.11%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                    | GEHC 4.8 08/14/29                                                 | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113903.74    | 0.15%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                          | ACI 5.5 03/31/31 144A                                             | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    423000 | PA      | $421178.90    | 0.54%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)     | OUT 7.375 02/15/31 144A                                           | CUSIP: 69007TAG9<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251163.60    | 0.32%             | 2031-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2024-9                                 | VERUS 2024-9 A1                                                   | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-O            | CORP              | US        |     74119 | PA      | $74477.74     | 0.10%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII TRUST 2024-SN1                | BVABS 2024-SN1 C                                                  | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59000 | PA      | $59531.22     | 0.08%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                | CYRUS 2025-1A A2                                                  | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $65355.68     | 0.08%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITPET 8.375 01/15/29 144A                                        | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    209000 | PA      | $215176.58    | 0.27%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                      | CROSS 2024-H2 A3                                                  | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25928 | PA      | $26084.28     | 0.03%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2018-BILT                                                | BX 2026-CSMO A                                                    | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100208.74    | 0.13%             | 2031-02-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                    | BNP 4.625 03/13/27 REGS                                           | CUSIP: 05581LAC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $325594.30    | 0.42%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YAMAHA MOTOR MASTER TRUST II                                      | YMMT 2026-A C                                                     | CUSIP: 98463GAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342000 | PA      | $342494.74    | 0.44%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SM ENERGY COMPANY                                                 | SM 6.75 08/01/29 144A                                             | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    341000 | PA      | $349978.87    | 0.45%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                   | VDC 2025-1A A2                                                    | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29170.30     | 0.04%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                           | DUK 4.2 12/01/30                                                  | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69204.24     | 0.09%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 LLC                                                | PRPM 2025-RPL4 A1                                                 | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89437 | PA      | $85097.21     | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STOR 5.4 04/30/30 *                                               | CUSIP: 862123AB2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212426.06    | 0.27%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 3011                                                           | CUSIP: 36202DKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        25 | PA      | $25.83        | 0.00%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXI CLO LTD                        | FCO 2025-31A A1                                                   | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |    180143 | PA      | $180216.09    | 0.23%             | 2033-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENELIM 4.375 09/30/30 144A                                        | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    356000 | PA      | $350277.04    | 0.45%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-INV1                                         | NYMT 2026-INV2 A1                                                 | CUSIP: 62957XAE0<br>LEI: 254900KJ201MTW2K6G74 | Long             | ABS-O            | CORP              | US        |     99873 | PA      | $100347.44    | 0.13%             | 2061-04-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N1                            | CRVNA 2021-N1 C                                                   | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     54668 | PA      | $54296.34     | 0.07%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                | ALLYA 2024-1 A3                                                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90519 | PA      | $90921.44     | 0.12%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                     | SDART 2025-2 C                                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $225800.92    | 0.29%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H2 MORTGAGE TRUST                                      | CROSS 2024-H2 A2                                                  | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     25928 | PA      | $26102.83     | 0.03%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                | CAR 5.75 07/15/27 144A                                            | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $260711.72    | 0.33%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | R 4.85 06/15/30 MTN                                               | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    338000 | PA      | $341611.29    | 0.44%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust 2025-2                     | GSKY 2024-2 A4                                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     38770 | PA      | $38924.31     | 0.05%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                               | DAL 4.95 07/10/28                                                 | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    352000 | PA      | $354161.77    | 0.45%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                 | LAD 5.5 10/01/30 144A                                             | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    282000 | PA      | $280652.04    | 0.36%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESM 6.5 06/01/29 144A                                            | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $67657.92     | 0.09%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-1                     | SDART 2025-1 C                                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $266987.92    | 0.34%             | 2031-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H8 MORTGAGE TRUST                                      | CROSS 2025-H8 A1                                                  | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     99844 | PA      | $99604.71     | 0.13%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | C V2.976 11/05/30                                                 | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    455000 | PA      | $430627.17    | 0.55%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | F 5.918 03/20/28                                                  | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233202.50    | 0.30%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| COLT 2025-3 MORTGAGE LOAN TRUST                                   | COLT 2025-3 A1                                                    | CUSIP: 12674LAA1<br>LEI: 2138001CIB6QBPMZRF93 | Long             | ABS-O            | CORP              | US        |     65711 | PA      | $65992.97     | 0.08%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | AVIAGP 9.625 02/14/30 144A                                        | CUSIP: 05369YAA7<br>LEI: 213800AMPX5VKH9AMX10 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $377350.00    | 0.48%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER LLC                                                   | ZAYO 2025-2A A2                                                   | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297854 | PA      | $302924.07    | 0.39%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                | GLP 6.875 01/15/29                                                | CUSIP: 37954FAJ3<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |    664000 | PA      | $670466.03    | 0.86%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | VTR 4.4 01/15/29                                                  | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427712.99    | 0.55%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CONSTELLIUM SE                                                    | CSTM 3.75 04/15/29 144A                                           | CUSIP: 21039CAB0<br>LEI: 724500KRJEMC79KAAU28 | Long             | DBT              | CORP              | FR        |    285000 | PA      | $275041.93    | 0.35%             | 2029-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM8                         | BRAVO 2025-NQM8 A1                                                | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-O            | CORP              | US        |     46637 | PA      | $46617.49     | 0.06%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                             | FNR 2013-16 GP                                                    | CUSIP: 3136ACSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     10884 | PA      | $10775.70     | 0.01%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                      | WBD 3.95 03/20/28 *                                               | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266762.92    | 0.34%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1                     | NRZT 2022-NQM1 A1                                                 | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    368344 | PA      | $333183.36    | 0.43%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 2839                                                           | CUSIP: 36202DEL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        43 | PA      | $44.25        | 0.00%             | 2029-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                          | IRM 4.875 09/15/29 144A                                           | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222015.85    | 0.28%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3                        | EART 2024-3A C                                                    | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $81754.25     | 0.10%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2023-NQM5                         | BRAVO 2023-NQM5 A2                                                | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     79102 | PA      | $79159.35     | 0.10%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                     | VST 4.7 01/31/31 144A                                             | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    138000 | PA      | $135929.61    | 0.17%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                 | AMCR 5.1 03/17/30                                                 | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    299000 | PA      | $302662.32    | 0.39%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                   | ADC 2021-1A A2                                                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $198472.10    | 0.25%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 3010                                                           | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $168.00       | 0.00%             | 2030-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA 4.3 11/15/30                                                  | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196568.19    | 0.25%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVI 7.5 02/15/31 144A                                             | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    218000 | PA      | $220883.70    | 0.28%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022- P2                           | CRVNA 2022-P3 C                                                   | CUSIP: 14686MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $240980.12    | 0.31%             | 2028-11-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                    | MVWOT 2020-1A A                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26314 | PA      | $26113.28     | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI 4.75 04/01/28                                                | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78156.64     | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ET 5.55 02/15/28                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    453000 | PA      | $461232.07    | 0.59%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                             | GSBD 5.1 01/28/29                                                 | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     99000 | PA      | $97101.23     | 0.12%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                         | SOBOCN 4.911 09/01/27                                             | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176702.98    | 0.23%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT              | T 4.125 09/30/27                                                  | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    125000 | PA      | $125446.78    | 0.16%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | TFC V4.597 01/27/32                                               | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45558.37     | 0.06%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                       | EVGRN 2025-CRT5 B                                                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    100000 | PA      | $100839.12    | 0.13%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                      | CROSS 2025-H2 A2                                                  | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84781 | PA      | $84859.16     | 0.11%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR 4.75 12/15/26                                                 | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430023.57    | 0.55%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2020-2PAC            | NCMS 2020-2PAC A                                                  | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119649 | PA      | $114414.97    | 0.15%             | 2038-12-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | ENBCN 6 11/15/28                                                  | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $415115.23    | 0.53%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                     | MTB V5.179 07/08/31                                               | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176285.80    | 0.23%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                            | BRSL 5.25 01/15/29 144A                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $438317.31    | 0.56%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | STOR 4.625 03/15/29                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217865.39    | 0.28%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                | TIGO 5.125 01/15/28 144A                                          | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    495000 | PA      | $493789.48    | 0.63%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                   | WPC 1.35 04/15/28                                                 | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $339293.26    | 0.43%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                        | AER 5.1 01/19/29                                                  | CUSIP: 00774MBJ3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    450000 | PA      | $455820.72    | 0.58%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                   | VDC 2020-2A A2                                                    | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    414000 | PA      | $396695.34    | 0.51%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | AZURGY 8.125 01/23/30 144A                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206468.60    | 0.26%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT              | T 4.25 01/15/28                                                   | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1609562.50   | 2.06%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OBX 2024-NQM18 TRUST                                              | OBX 2024-NQM18 A1                                                 | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-O            | CORP              | US        |     61407 | PA      | $61681.80     | 0.08%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT              | T 3.375 11/30/27                                                  | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $322530.76    | 0.41%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                        | AESOP 2025-1A C                                                   | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100756.16    | 0.13%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                 | CPGX 6.055 08/15/26 144A                                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $501710.97    | 0.64%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                        | USD/EUR FORWARD                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7299.99     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2022-A                        | PNFED 2022-A C                                                    | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733822 | PA      | $733988.74    | 0.94%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| CANPACK SA / CANPACK US LLC                                       | CANPCK 3.875 11/15/29 144A                                        | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | PL        |    250000 | PA      | $236694.88    | 0.30%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 LTD                                                  | MF1 2022-FL8 AS                                                   | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375093.32    | 0.48%             | 2037-02-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                   | PAA 4.7 01/15/31                                                  | CUSIP: 72650RBR2<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52893.05     | 0.07%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                | CYRUS 2023-1A B                                                   | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83369 | PA      | $82009.92     | 0.10%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHR 4091 KC                                                       | CUSIP: 3137ATEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |       850 | PA      | $848.46       | 0.00%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | HRI 5.75 03/15/31 144A                                            | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15044.94     | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                              | KD 2.05 10/15/26                                                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217143.76    | 0.28%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| REGATTA XX FUNDING LTD                                            | REG20 2021-2A AR                                                  | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250104.50    | 0.32%             | 2038-01-15      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PENN ENTERTAINMENT INC                                            | PENN 6.75 04/01/31 144A                                           | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $148845.83    | 0.19%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 14 LTD                          | GLM 2022-14A XR                                                   | CUSIP: 38136RAQ0<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |     62500 | PA      | $62517.00     | 0.08%             | 2037-07-20      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                        | USCLN 2023-1 B                                                    | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |     34633 | PA      | $34906.46     | 0.04%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| 1011778 B.C. ULC / NEW RED FINANCE INC                            | BCULC 4 10/15/30 144A                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    445000 | PA      | $423594.78    | 0.54%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLT 2023-3 MORTGAGE LOAN TRUST                                   | COLT 2023-3 A2                                                    | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-O            | CORP              | US        |     68858 | PA      | $69234.58     | 0.09%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                   | OCTL 2023-3A A2                                                   | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10228 | PA      | $10244.15     | 0.01%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 7-2015 LTD                                    | HLM 2026-27A A1                                                   | CUSIP: 403970AA4<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249940.25    | 0.32%             | 2039-04-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                         | HBAN V5.272 01/15/31                                              | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    276000 | PA      | $280639.50    | 0.36%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| FORD AUTO SECURITIZATION TRUST II                                 | FASTR 2022-AA A3                                                  | CUSIP: 345214AE0<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |    458272 | PA      | $341496.40    | 0.44%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                     | SMYREA 6 11/01/28 144A                                            | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299966.37    | 0.38%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                     | HLSTWR 6.75 04/01/31 144A                                         | CUSIP: 40435WAD2<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |    200000 | PA      | $203712.97    | 0.26%             | 2031-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | GLENLN 5.186 04/01/30 144A                                        | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    187000 | PA      | $189961.96    | 0.24%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DB MASTER FINANCE LLC                                             | DNKN 2021-1A A2I                                                  | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     95750 | PA      | $94546.08     | 0.12%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBATOW 1.84 04/15/27 144A                                         | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $488663.80    | 0.62%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| NY COMMERCIAL MORTGAGE TRUST 2025-299P                            | NY 2025-299P A                                                    | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $103882.51    | 0.13%             | 2047-02-12      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                              | GM 3.85 01/05/28                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395286.76    | 0.50%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 TRUST                                              | OBX 2025-NQM18 A1A                                                | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-O            | CORP              | US        |    139343 | PA      | $139320.54    | 0.18%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                               | CGCMT 2014-GC25 B                                                 | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69089 | PA      | $67410.40     | 0.09%             | 2047-10-11      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                         | XYZ 5.625 08/15/30 144A                                           | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    213000 | PA      | $213335.26    | 0.27%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                       | CQP 4.5 10/01/29                                                  | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213938.16    | 0.27%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                    | BCRED 5.95 05/15/31                                               | CUSIP: 09261HCC9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    214000 | PA      | $210526.49    | 0.27%             | 2031-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU' - PETROPERU SA                                | PETRPE 4.75 06/19/32 144A                                         | CUSIP: 716564AA7<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $162132.00    | 0.21%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | HRI 6.625 06/15/29 144A                                           | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425457.59    | 0.54%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2025-1 LLC                                  | SCFET 2025-1A A3                                                  | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101373.78    | 0.13%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | ORCL 4.45 09/26/30                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    443000 | PA      | $427380.69    | 0.55%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | EDF 5.7 05/23/28 144A                                             | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    457000 | PA      | $467324.54    | 0.60%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                              | GTLS 7.5 01/01/30 144A                                            | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311814.30    | 0.40%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HOLDINGS LTD                                 | MCAIRH 5.2 03/27/28 144A                                          | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $188879.47    | 0.24%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | SIRI 5 08/01/27 144A                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    416000 | PA      | $414998.65    | 0.53%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS MTG BACKED 2024-HE1                                            | GSMBS 2024-HE1 A1                                                 | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    203540 | PA      | $204177.74    | 0.26%             | 2054-08-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2024-1 LLC                            | PREF 2026-1A A2                                                   | CUSIP: 73747RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100072.60    | 0.13%             | 2033-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                   | VDC 2021-1A A2                                                    | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246526.65    | 0.31%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING COMPANY INC                                 | FDX 4.65 03/15/31 144A                                            | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100589.99    | 0.13%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3     | SCRT 2020-3 TTU                                                   | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |     57969 | PA      | $53503.08     | 0.07%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNECO LLC                                                       | TENINC 8 11/17/28 144A                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222741.64    | 0.28%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA SA                                           | GEBCB 4.875 05/15/30 144A                                         | CUSIP: 40053XAA7<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |    250000 | PA      | $245166.25    | 0.31%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | KNTK 6.625 12/15/28 144A                                          | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $290874.71    | 0.37%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2023-1                                  | TPMT 2023-1 A1                                                    | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69796 | PA      | $66841.96     | 0.09%             | 2063-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                              | VZMT 2025-1 C                                                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $147084.72    | 0.19%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Aspire Mortgage Trust 2026-1                                      | SPIRE 2026-1 A1                                                   | CUSIP: 04539FAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109787 | PA      | $109207.83    | 0.14%             | 2066-01-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H2 MORTGAGE TRUST                                      | CROSS 2025-H2 A1                                                  | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73087 | PA      | $73267.43     | 0.09%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                               | AFRMT 2026-2A A                                                   | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100132.60    | 0.13%             | 2035-04-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                        | SYY 4.4 07/25/31                                                  | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    273000 | PA      | $267114.53    | 0.34%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | SIRI 5.875 04/15/32 144A                                          | CUSIP: 82966BAA3<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    107000 | PA      | $105275.93    | 0.13%             | 2032-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| DATABANK ISSUER LLC                                               | COLO 2023-1A A2                                                   | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $268396.58    | 0.34%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                               | TEVT 2023-1 A3                                                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59223 | PA      | $59629.30     | 0.08%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AQUA FINANCE TRUST 2024-A                                         | AQFIT 2026-A A                                                    | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93957 | PA      | $93566.14     | 0.12%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PM 4 10/29/30                                                     | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    446000 | PA      | $437457.29    | 0.56%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ARES CAPITAL CORP                                                 | ARCC 5.25 04/12/31                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141086.03    | 0.18%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CITIZENS FINANCIAL GROUP INC                                      | CFG V5.841 01/23/30                                               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    213000 | PA      | $219229.23    | 0.28%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                       | MFF 2024-1A D                                                     | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $151751.31    | 0.19%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST SERIES 2024-BPL2                                  | NYMT 2024-BPL2 A1                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $236101.94    | 0.30%             | 2039-05-25      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                         | CFII 2023-2A A1                                                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     26288 | PA      | $26475.98     | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Sunoco LP                                                         | SUN 5.375 07/15/31 144A                                           | CUSIP: 86765KAM1<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241004.27    | 0.31%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | CCL 5.125 05/01/29 144A                                           | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    441000 | PA      | $439907.60    | 0.56%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Imperial Fund Mortgage Trust 2023-NQM1                            | IMPRL 2023-NQM1 A3                                                | CUSIP: 45290BAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    257700 | PA      | $257973.17    | 0.33%             | 2068-02-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                     | ENELIM 5.125 06/26/29 144A                                        | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202971.51    | 0.26%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                           | VW 4.85 09/11/30 144A                                             | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198836.54    | 0.25%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LLC                                         | VNOM 4.9 08/01/30                                                 | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    428000 | PA      | $427969.00    | 0.55%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHG SECURITIZATION TRUST 2026-1CON                                | BHG 2026-1CON B                                                   | CUSIP: 05494TAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    185000 | PA      | $185235.36    | 0.24%             | 2037-06-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2025-NQM4                                      | ADMT 2026-NQM3 A1                                                 | CUSIP: 00248BAC1<br>LEI: 9845006Y6D399D9E8O78 | Long             | ABS-O            | CORP              | US        |    227139 | PA      | $227503.79    | 0.29%             | 2071-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| SUMMIT ISSUER LLC                                                 | Summit Issuer LLC                                                 | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146012 | PA      | $146431.19    | 0.19%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING (AESOP) LLC                        | AESOP 2023-3A A                                                   | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $387912.06    | 0.50%             | 2028-02-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                            | FORDR 2023-1 D                                                    | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $244233.41    | 0.31%             | 2035-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A                    | SSTRT 2025-A C                                                    | CUSIP: 81378RAC8<br>LEI: 2549006NNV4DPCQ4AX66 | Long             | ABS-O            | CORP              | CA        |    114254 | PA      | $115140.12    | 0.15%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE TRUST 2025-RRTL1                                  | TRK 2025-RRTL1 A1                                                 | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-O            | CORP              | US        |    140071 | PA      | $140684.85    | 0.18%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVI 5.75 02/15/28 144A                                            | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    228000 | PA      | $228052.69    | 0.29%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                             | HART 2022-C A4                                                    | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326601 | PA      | $327916.47    | 0.42%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                            | CRVNA 2025-P3 C                                                   | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $107744.94    | 0.14%             | 2032-01-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | BAC 4.183 11/25/27 L                                              | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449128.04    | 0.57%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                   | FHR 5050 XA                                                       | CUSIP: 3137F7T21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    197627 | PA      | $184226.17    | 0.24%             | 2039-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cross 2026 NQM2 Mortgage Trust                                    | CROSS 2026-NQM5 A3                                                | CUSIP: 22759BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250074.20    | 0.32%             | 2071-03-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | Five-Year Government of Canada Bond Futures, Jun-2026             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -2 | NC      | $2899.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR US FUNDING XVI LLC                                          | OSCAR 2024-1A A3                                                  | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |     99504 | PA      | $99723.39     | 0.13%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| MERIT 2026-1 DAC                                                  | MERIT 2026-1A A                                                   | CUSIP: 590023AA5<br>LEI: 984500DC3B09FF840365 | Long             | ABS-O            | CORP              | IE        |    234985 | PA      | $232396.62    | 0.30%             | 2040-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2013-2                        | EART 2025-4A C                                                    | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $113750.31    | 0.15%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| LMDV ISSUER COMPANY LLC                                           | LMDV 2025-1A A2                                                   | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    266000 | PA      | $265281.11    | 0.34%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| LEVI STRAUSS & COMPANY                                            | LEVI 3.5 03/01/31 144A                                            | CUSIP: 52736RBJ0<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253298.90    | 0.32%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WENDY'S FUNDING LLC                                               | WEN 2025-1A A2I                                                   | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    114712 | PA      | $113431.22    | 0.14%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 LTD                                                  | MF1 2021-FL7 AS                                                   | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500061.65    | 0.64%             | 2036-10-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES2                                     | RCKT 2024-CES2 A1B                                                | CUSIP: 74938PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140499 | PA      | $141517.77    | 0.18%             | 2044-04-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                    | NRG 4.955 04/30/31 144A                                           | CUSIP: 629377DE9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    335000 | PA      | $332772.66    | 0.42%             | 2031-04-28      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                | VEGLPL 6.125 12/15/30 144A                                        | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    668000 | PA      | $689204.32    | 0.88%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | 2-Year T-Note Futures, Jun-2026,ETH                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        51 | NC      | $-92520.12    | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM MASTER TRUST                                               | AFRMT 2025-1A C                                                   | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200847.20    | 0.26%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-P4                            | CRVNA 2021-P4 B                                                   | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $123388.18    | 0.16%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT OPPORTUNITIES XXXV CLO LTD                        | FCO 2025-35A A1                                                   | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    114306 | PA      | $114388.59    | 0.15%             | 2033-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAPITAL LLC (CBS OUTDOOR AMERICAS CAPITAL LLC)     | OUT 5 08/15/27 144A                                               | CUSIP: 69007TAB0<br>LEI: 5493005WC7J0FDMW0610 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399657.24    | 0.51%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSREP COMMERCIAL MORTGAGE TRUST 2021-DC                           | BSREP 2021-DC C                                                   | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    426060 | PA      | $383560.58    | 0.49%             | 2038-08-16      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | AA 6.125 03/15/30 144A                                            | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $219916.41    | 0.28%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLI FUNDING VI LLC                                                | CLIF 2020-3A A                                                    | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    130108 | PA      | $122328.31    | 0.16%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                | CAR 8.25 01/15/30 144A                                            | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256832.50    | 0.33%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                        | TAOT 2022-D A3                                                    | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     92235 | PA      | $92512.10     | 0.12%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NYMT LOAN TRUST 2025-CP1                                          | NYMT 2025-CP1 A1                                                  | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-O            | CORP              | US        |     90368 | PA      | $87157.56     | 0.11%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                            | 10-Year T-Note Futures, Jun-2026,ETH                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -4 | NC      | $7759.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | WFC V4.97 04/23/29                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    418000 | PA      | $421896.51    | 0.54%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Databank Issuer LLC / Databank Co-Issuer LLC                      | COLO 2026-1A A2                                                   | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $81211.18     | 0.10%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1                      | ODART 2019-1A B                                                   | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173375 | PA      | $173100.64    | 0.22%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                     | F 5.8 03/05/27                                                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276992.94    | 0.35%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                  | AIG 4.85 05/07/30                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35366.94     | 0.05%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WE SODA INVESTMENTS HOLDING PLC                                   | WESODA 9.5 10/06/28 144A                                          | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253229.97    | 0.32%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                | EIX 5.25 03/15/30                                                 | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    167000 | PA      | $169737.51    | 0.22%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METRONET INFRASTRUCTURE ISSUER LLC                                | MNET 2025-4A A2                                                   | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     43568 | PA      | $43630.55     | 0.06%             | 2055-12-22      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                         | AFFRM 2025-X2 C                                                   | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100133.62    | 0.13%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | G2 2934                                                           | CUSIP: 36202DHK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       558 | PA      | $574.42       | 0.00%             | 2030-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EUREX DEUTSCHLAND                                                 | Euro(FGBS) Schatz Futures                                         | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $4028.07      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AASET MT-1 LTD                                                    | AASET 2025-3A A                                                   | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    243913 | PA      | $241601.82    | 0.31%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CERBERUS LOAN FUNDING XL LLC                                      | CERB 2023-1A AR                                                   | CUSIP: 15675AAL3<br>LEI: 635400FRD1HEGKSHCI69 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250000.00    | 0.32%             | 2035-03-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                               | GPN 4.55 03/15/28                                                 | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    362000 | PA      | $360479.86    | 0.46%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Dreyfus Institutional Preferred Money Market Funds                | DREYFUS INSTITUTIONAL PREFERRED MONEY MARKET FUNDS INST PFD PL MM | CUSIP: 26200T208<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    430825 | NS      | $430824.96    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2014-A                               | FORDO 2022-C C                                                    | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $325464.13    | 0.42%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                      | WLAKE 2025-2A D                                                   | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $114351.14    | 0.15%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                             | EFF 2025-2 A3                                                     | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73000 | PA      | $73159.56     | 0.09%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NI 5.25 03/30/28                                                  | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233536.32    | 0.30%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                  | SFAST 2023-1A A3                                                  | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67066 | PA      | $67346.20     | 0.09%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER COMPANY                                    | GT 6.625 07/15/30                                                 | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425919.64    | 0.54%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| CHICAGO BOARD OF TRADE                                            | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $7962.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                      | WMB 3.75 06/15/27                                                 | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273254.15    | 0.35%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                        | SANUSA V6.499 03/09/29                                            | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    339000 | PA      | $349655.82    | 0.45%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                          | BLDR 5 03/01/30 144A                                              | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293796.42    | 0.38%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                            | CRVNA 2021-N2 C                                                   | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     27040 | PA      | $26602.70     | 0.03%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                         | PCG 5.25 07/01/30                                                 | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168362.15    | 0.22%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRIUMPH RAIL LLC                                                  | TRP 2021-2 A                                                      | CUSIP: 89683LAA8<br>LEI: 5493004VSVYOZVEYVJ29 | Long             | ABS-O            | CORP              | US        |    244818 | PA      | $237712.01    | 0.30%             | 2051-06-17      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TEXTAINER MARINE CONTAINERS VII LTD                               | TMCL 2021-1A A                                                    | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    205333 | PA      | $193071.03    | 0.25%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| DAILYPAY SECURITIZATION TRUST 2025-1                              | DLPY 2025-1A A                                                    | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100241.75    | 0.13%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                               | GFORT 2024-3A B                                                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200752.28    | 0.26%             | 2028-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX 4.8 02/15/31                                                 | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87165.97     | 0.11%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1                  | SFAST 2024-1A A3                                                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42581 | PA      | $42784.37     | 0.05%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                        | PNW 4.9 05/15/28                                                  | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76705.91     | 0.10%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                      | REXR 2.15 09/01/31                                                | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $434084.67    | 0.55%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                 | BRO 4.9 06/23/30                                                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91911.63     | 0.12%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM2                     | NRZT 2025-NQM2 A1                                                 | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-O            | CORP              | US        |    196424 | PA      | $197756.01    | 0.25%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GS V3.8 PERP T                                                    | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349999.34    | 0.45%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| VENTURE GLOBAL CALCASIEU PASS LLC                                 | VENTGL 6.25 01/15/30 144A                                         | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252289.73    | 0.32%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATIONS LP                                      | HESM 5.875 03/01/28 144A                                          | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $270779.70    | 0.35%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GREAT LAKES CLO IX LTD                                            | GRTLK 2025-9A A1                                                  | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250062.50    | 0.32%             | 2039-01-18      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | GNR 2022-173 PQ                                                   | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-O            | USGA              | US        |    364914 | PA      | $366448.69    | 0.47%             | 2051-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                     | SDART 2025-4 C                                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31000 | PA      | $30997.71     | 0.04%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** BNY Mellon Investment Funds VII, Inc.

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer