# EDGAR Filing Document

**Accession Number:** 0000889169
**File Stem:** 0000940400-26-011283
**Filing Date:** 2026-3
**Character Count:** 169570
**Document Hash:** 28f0d98105ce09960b8333241c2f94ee
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-011283.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0000940400-26-011283

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26791803

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BNY Mellon Investment Funds VII, Inc.

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

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

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

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

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

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10286

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

**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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $87996253.80

**Total Liabilities:** $2617447.09

**Net Assets:** $85378806.71

**Delayed Delivery Securities:** $299000.00

**Cash Not Reported:** $302716.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 265.72802000 | **1-Year:** 5635.29977000 | **5-Year:** 8277.86837000 | **10-Year:** 1111.24472000 | **30-Year:** 0.00000000

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

- **3-Month:** 179.74505000 | **1-Year:** 1660.93192000 | **5-Year:** 1652.93731000 | **10-Year:** 538.47902000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000727 | 0.56%                | 0.29%                | 0.39%                |
| Class ID C000236997 | 0.57%                | 0.31%                | 0.40%                |
| Class ID C000236998 | 0.47%                | 0.41%                | 0.40%                |
| Class ID C000236999 | 0.45%                | 0.39%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-43178.12               | $137811.28                                 |
| Month 2  | $-12944.82               | $11931.98                                  |
| Month 3  | $308.92                  | $53161.33                                  |

**Designated Index Information**

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

- **Index Identifier:** MLBVA0

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $3041.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFS Auto Receivables Securitization Trust 2024-1                                 | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     53832 | PA      | $54131.46     | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31000 | PA      | $31165.03     | 0.04%             | 2032-01-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                     | Volvo Financial Equipment LLC Series 2024-1                                      | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    147000 | PA      | $147792.99    | 0.17%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP/FINANCE CORP                                            | Sunoco LP / Sunoco Finance Corp                                                  | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    255000 | PA      | $255402.14    | 0.30%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N                                    | Ally Bank Auto Credit-Linked Notes Series 2025-B                                 | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    223723 | PA      | $225214.79    | 0.26%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                          | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264048.68    | 0.31%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                          | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |      1000 | PA      | $178.45       | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149369.00    | 0.17%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                            | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $228866.24    | 0.27%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $599311.06    | 0.70%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     85417 | PA      | $80837.21     | 0.09%             | 2045-09-18      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                               | NCL Corp Ltd                                                                     | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    219000 | PA      | $219703.47    | 0.26%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                | Aqua Finance Issuer Trust 2025-B                                                 | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81813 | PA      | $82720.80     | 0.10%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $344269.77    | 0.40%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TRP LLC                                                           | TRP 2021 LLC                                                                     | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    252775 | PA      | $244621.27    | 0.29%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513455.12    | 0.60%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DMS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       714 | PA      | $754.23       | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                           | DataBank Issuer II LLC                                                           | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271000 | PA      | $267857.32    | 0.31%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                         | Jabil Inc                                                                        | CUSIP: 46656PAC8<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59986.14     | 0.07%             | 2029-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    235000 | PA      | $225795.57    | 0.26%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Taco Bell Funding, LLC                                            | Taco Bell Funding LLC                                                            | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128337 | PA      | $127984.70    | 0.15%             | 2055-08-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424599.62    | 0.50%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2024-NQM3                                    | CUSIP: 647910AC2<br>LEI: 213800HBIGZVLLQA9I67 | Long             | ABS-MBS          | CORP              | US        |     89942 | PA      | $91382.64     | 0.11%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2024-1                                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67000 | PA      | $67293.78     | 0.08%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XIII LLC                                                        | CUSIP: 68785BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |    100788 | PA      | $100407.46    | 0.12%             | 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        |   1718690 | NS      | $1718689.81   | 2.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $382826.84    | 0.45%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                          | FMC Corp                                                                         | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    255000 | PA      | $229125.34    | 0.27%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                                       | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115258.78    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    139429 | PA      | $137765.15    | 0.16%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II,                                    | Compass Datacenters Issuer II LLC                                                | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100851.09    | 0.12%             | 2050-05-25      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                    | World Omni Auto Receivables Trust 2023-A                                         | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29470 | PA      | $29539.85     | 0.03%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank5                                                             | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428000 | PA      | $442515.62    | 0.52%             | 2057-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                              | LHOME Mortgage Trust 2025-RTL3                                                   | CUSIP: 50205YAA1<br>LEI: 529900XB146PHFHY2T23 | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100714.93    | 0.12%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                           | Dryden 108 CLO Ltd                                                               | CUSIP: 26253MAL4<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    184211 | PA      | $184227.29    | 0.22%             | 2037-07-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                          | JP Morgan Mortgage Trust Series 2024-CES1                                        | CUSIP: 46658CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200838 | PA      | $202938.91    | 0.24%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                            | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    273000 | PA      | $266819.27    | 0.31%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392092.09    | 0.46%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                           | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255489 | PA      | $209070.58    | 0.24%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                               | LYB International Finance III LLC                                                | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59338.88     | 0.07%             | 2031-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| CUBESMART LP                                                      | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218919.23    | 0.26%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    436000 | PA      | $444652.96    | 0.52%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFP III                                                           | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250997.21    | 0.29%             | 2042-12-18      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A7XW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30032 | PA      | $29556.99     | 0.03%             | 2029-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 912810EW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    400000 | PA      | $400307.74    | 0.47%             | 2026-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers CLO 41 Ltd                                        | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250205.25    | 0.29%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $518595.00    | 0.61%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RIN Ltd                                                           | RIN IV Ltd                                                                       | CUSIP: 76679AAJ6<br>LEI: 254900JSRA1L5KTTDV39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250723.75    | 0.29%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                        | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $549564.44    | 0.64%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        92 | PA      | $95.01        | 0.00%             | 2030-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                                  | Ziggo Bond Co BV                                                                 | CUSIP: 98953GAD7<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |    280000 | PA      | $246238.61    | 0.29%             | 2030-02-28      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $675131.47    | 0.79%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                      | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    419000 | PA      | $432666.94    | 0.51%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-                                    | AutoNation Finance Trust 2025-1                                                  | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     96000 | PA      | $98048.99     | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                            | Repsol E&P Capital Markets US LLC                                                | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203137.70    | 0.24%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LL                                    | Stack Infrastructure Issuer LLC                                                  | CUSIP: 85236KAP7<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $173111.84    | 0.20%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314528.01    | 0.37%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                | Valero Energy Corp                                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    178000 | PA      | $183374.64    | 0.21%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                         | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    272000 | PA      | $275686.36    | 0.32%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                  | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62889 | PA      | $63181.87     | 0.07%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus                                    | Citizens Auto Receivables Trust 2024-1                                           | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67684 | PA      | $68037.00     | 0.08%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LL                                    | Wingspire Equipment Finance 2024-1 LLC                                           | CUSIP: 97415AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    103386 | PA      | $104032.81    | 0.12%             | 2032-09-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                          | Foundation Finance Trust 2021-2                                                  | CUSIP: 35042PAA8<br>LEI: 54930021B3TF4B4HKE86 | Long             | ABS-O            | CORP              | US        |     63799 | PA      | $60708.53     | 0.07%             | 2042-01-15      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    276643 | PA      | $262917.84    | 0.31%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     79000 | PA      | $79521.32     | 0.09%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    427000 | PA      | $437013.47    | 0.51%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AVANTOR FUNDING INC                                               | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307778.66    | 0.36%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receiva                                    | Amur Equipment Finance Receivables XI LLC                                        | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |      6820 | PA      | $6831.64      | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                           | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459828.00    | 0.54%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                          | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44026.05     | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $244930.95    | 0.29%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| SM ENERGY CO                                                      | SM Energy Co                                                                     | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    165000 | PA      | $173515.32    | 0.20%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Synchrony Card Issuance Trust                                     | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $47340.36     | 0.06%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                    | M&T Bank Auto Receivables Trust 2024-1                                           | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    268914 | PA      | $271944.33    | 0.32%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                          | eBay Inc                                                                         | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    182000 | PA      | $182781.63    | 0.21%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-1                                       | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436000 | PA      | $442260.18    | 0.52%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    158000 | PA      | $160164.91    | 0.19%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                    | EFMT 2025-RTL1                                                                   | CUSIP: 26846FAA7<br>LEI: 254900NFBGFOBK1G2B84 | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $144042.30    | 0.17%             | 2040-11-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                         | Trinity Rail Leasing 2020 LLC                                                    | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     70680 | PA      | $69076.45     | 0.08%             | 2050-11-19      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310006.95    | 0.36%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                 | Magnetite XIX Ltd                                                                | CUSIP: 55954KAW5<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $325390.65    | 0.38%             | 2034-04-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169459.51    | 0.20%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     77000 | PA      | $79683.96     | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                      | Blue Owl Asset Leasing Trust 2024-1 LLC                                          | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37994 | PA      | $38145.63     | 0.04%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                     | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    352000 | PA      | $358363.81    | 0.42%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     61472 | PA      | $62467.77     | 0.07%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    486000 | PA      | $495097.82    | 0.58%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    786000 | PA      | $785866.58    | 0.92%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                          | Baxter International Inc                                                         | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105849.67    | 0.12%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    491000 | PA      | $492923.24    | 0.58%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDCO CYPRESS TREE PTE                                            | Medco Cypress Tree Pte Ltd                                                       | CUSIP: 58406VAA7<br>LEI: 254900NKZ2Y3YZK4WC46 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $265143.51    | 0.31%             | 2030-05-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2023-1                                                  | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250732 | PA      | $251657.76    | 0.29%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAC3<br>LEI: 2138009IZ4NQZAKAEN75 | Long             | ABS-MBS          | CORP              | US        |    202473 | PA      | $205040.02    | 0.24%             | 2070-08-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| Concord Music Royalties, LLC                                      | Concord Music Royalties LLC                                                      | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $111051.95    | 0.13%             | 2075-07-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500653.72    | 0.59%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec                                    | American Credit Acceptance Receivables Trust 2024-4                              | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    316000 | PA      | $317762.14    | 0.37%             | 2031-08-12      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                                               | STC Sukuk Co II Ltd                                                              | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |    215000 | PA      | $215131.15    | 0.25%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2025-A                                       | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46000 | PA      | $46041.66     | 0.05%             | 2032-02-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                    | GreenSky Home Improvement Trust 2024-1                                           | CUSIP: 39571MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114537 | PA      | $117349.72    | 0.14%             | 2059-06-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $424076.09    | 0.50%             | 2036-08-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    427000 | PA      | $426277.75    | 0.50%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                              | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86995.75     | 0.10%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    369000 | PA      | $368208.27    | 0.43%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    430000 | PA      | $440080.36    | 0.52%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417923.20    | 0.49%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114696.63    | 0.13%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                                         | Mosaic Co/The                                                                    | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114357.58    | 0.13%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                           | Corebridge Global Funding                                                        | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494532.34    | 0.58%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                         | Sunoco LP                                                                        | CUSIP: 86765KAH2<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250338.37    | 0.29%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    213000 | PA      | $220852.03    | 0.26%             | 2027-07-15      | Variable      | 7.17%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6584.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344489.33    | 0.40%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                      | Hudson Yards 2025-SPRL Mortgage Trust                                            | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103772.98    | 0.12%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-1                                        | CUSIP: 758983AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101992.96    | 0.12%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215050.71    | 0.25%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AXALTA COAT/DUTCH HLD BV                                          | Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV           | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    350000 | PA      | $349477.96    | 0.41%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Tru                                    | OneMain Financial Issuance Trust 2020-2                                          | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247593 | PA      | $244050.17    | 0.29%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr                                    | World Omni Auto Receivables Trust 2024-C                                         | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    130000 | PA      | $130825.76    | 0.15%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178158.27    | 0.21%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                           | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $519398.71    | 0.61%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527127.69    | 0.62%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                    | Bain Capital Credit CLO 2020-3 Ltd                                               | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350900.20    | 0.41%             | 2034-10-23      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                      | Hilton Grand Vacations Trust 2022-2                                              | CUSIP: 43283GAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30415 | PA      | $30332.60     | 0.04%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299820.57    | 0.35%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                     | GM Financial Consumer Automobile Receivables Trust 2022-1                        | CUSIP: 380146AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $169844.60    | 0.20%             | 2028-04-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452970.21    | 0.53%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2023-NQM2 Trust                                                              | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    265595 | PA      | $265019.07    | 0.31%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    462000 | PA      | $471413.14    | 0.55%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                               | Dow Chemical Co/The                                                              | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216378.97    | 0.25%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance T                                    | Regional Management Issuance Trust 2024-2                                        | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100729.70    | 0.12%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    192000 | PA      | $198632.64    | 0.23%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                          | TK Elevator US Newco Inc                                                         | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400738.40    | 0.47%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Angel Oak Mortgage Trust                                          | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39413 | PA      | $39319.33     | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US Capital LLC                                                               | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    202000 | PA      | $202890.96    | 0.24%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Collateralized Lo                                    | Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd                           | CUSIP: 03880RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    159726 | PA      | $159737.34    | 0.19%             | 2036-11-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $225477.23    | 0.26%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                          | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $202830.81    | 0.24%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                                    | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277162 | PA      | $264252.19    | 0.31%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                  | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399190.84    | 0.47%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                             | American Homes 4 Rent LP                                                         | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     84000 | PA      | $85451.67     | 0.10%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                                         | Auxilior Term Funding 2023-1 LLC                                                 | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16957 | PA      | $17034.17     | 0.02%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    206000 | PA      | $215888.00    | 0.25%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                     | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101599 | PA      | $103103.98    | 0.12%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115327.76    | 0.14%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    504000 | PA      | $508961.25    | 0.60%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                                            | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $263794.00    | 0.31%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    209000 | PA      | $217855.54    | 0.26%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                  | Bayview Opportunity Master Fund VII Trust 2024-SN1                               | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59000 | PA      | $59780.63     | 0.07%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66220.40     | 0.08%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30049 | PA      | $30407.91     | 0.04%             | 2069-04-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP Paribas SA                                                                   | CUSIP: 05581LAC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $327083.96    | 0.38%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                      | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    341000 | PA      | $345099.84    | 0.40%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers LLC                                                         | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |     30000 | PA      | $29809.23     | 0.03%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                           | Duke Energy Florida LLC                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69874.06     | 0.08%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        26 | PA      | $27.53        | 0.00%             | 2030-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499369.82    | 0.58%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXI CLO Ltd                                       | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |    209401 | PA      | $209778.85    | 0.25%             | 2033-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                    | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    356000 | PA      | $355294.03    | 0.42%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-2                                    | CUSIP: 80287NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224000 | PA      | $227016.34    | 0.27%             | 2031-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                       | Ally Auto Receivables Trust 2024-1                                               | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116310 | PA      | $117135.88    | 0.14%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N1                                           | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     69292 | PA      | $68477.17     | 0.08%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                                           | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $259993.66    | 0.30%             | 2027-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30049 | PA      | $30431.87     | 0.04%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                     | Ballyrock CLO 2020-2 Ltd                                                         | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |     91608 | PA      | $91680.97     | 0.11%             | 2031-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issu                                    | GreenSky Home Improvement Issuer Trust 2024-2                                    | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     43662 | PA      | $44360.41     | 0.05%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                               | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    352000 | PA      | $358132.95    | 0.42%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SLST                                                | Seasoned Loans Structured Transaction Series 2018-2                              | CUSIP: 35564CAN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41996 | PA      | $41338.40     | 0.05%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                                                 | Lithia Motors Inc                                                                | CUSIP: 536797AJ2<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283415.01    | 0.33%             | 2030-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265000 | PA      | $268402.89    | 0.31%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68347.55     | 0.08%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                    | Santander Drive Auto Receivables Trust 2022-5                                    | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50158 | PA      | $50193.73     | 0.06%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H8 Mortgage Trust                                                     | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105634 | PA      | $106214.58    | 0.12%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                    | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    455000 | PA      | $433728.70    | 0.51%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-3 Mortgage Loan Trust                                                  | CUSIP: 12674LAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77005 | PA      | $77636.11     | 0.09%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235830.16    | 0.28%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                            | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $56581.71     | 0.07%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $675434.08    | 0.79%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |     81401 | PA      | $82265.04     | 0.10%             | 2069-11-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                               | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    400000 | PA      | $410136.00    | 0.48%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $481630.46    | 0.56%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | Enterprise Fleet Financing 2022-3 LLC                                            | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2103 | PA      | $2104.21      | 0.00%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $432439.53    | 0.51%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust Series 2025-NQM8                                 | CUSIP: 10571JAA4<br>LEI: 254900Z6C8GAQR4M4U49 | Long             | ABS-MBS          | CORP              | US        |     49963 | PA      | $50360.07     | 0.06%             | 2065-06-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                          | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    271000 | PA      | $266409.26    | 0.31%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ACSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13049 | PA      | $12934.21     | 0.02%             | 2033-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | New Residential Mortgage Loan Trust 2022-NQM1                                    | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377118 | PA      | $339028.53    | 0.40%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                                | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214031.78    | 0.25%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DEL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        48 | PA      | $50.53        | 0.00%             | 2029-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                                    | PRPM 2025-RPL4 LLC                                                               | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     92448 | PA      | $88546.54     | 0.10%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222263.69    | 0.26%             | 2029-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aligned Data Centers Issuer LL                                    | Aligned Data Centers Issuer LLC                                                  | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $197173.90    | 0.23%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAY8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    138000 | PA      | $137871.51    | 0.16%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    299000 | PA      | $307422.47    | 0.36%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2024-3                                       | CUSIP: 30165AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $82200.73     | 0.10%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178 | PA      | $183.83       | 0.00%             | 2030-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                           | HCA Inc                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198977.65    | 0.23%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                   | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    218000 | PA      | $217813.88    | 0.26%             | 2031-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                    | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29117 | PA      | $28738.43     | 0.03%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2022-P3                                           | CUSIP: 14686MAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    238000 | PA      | $242373.20    | 0.28%             | 2028-11-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    338000 | PA      | $344494.44    | 0.40%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78818.92     | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    176000 | PA      | $177933.31    | 0.21%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                               | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    453000 | PA      | $466102.80    | 0.55%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $782386.72    | 0.92%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | Truist Financial Corp                                                            | CUSIP: 89788MAW2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46127.44     | 0.05%             | 2032-01-27      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                       | Evergreen Credit Card Trust                                                      | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    100000 | PA      | $101279.94    | 0.12%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    430000 | PA      | $431371.78    | 0.51%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     91692 | PA      | $92335.33     | 0.11%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                    | Natixis Commercial Mortgage Securities Trust 2020-2PAC                           | CUSIP: 63875DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130889 | PA      | $127428.71    | 0.15%             | 2038-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $420262.36    | 0.49%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297854 | PA      | $306256.88    | 0.36%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                              | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    174000 | PA      | $178529.92    | 0.21%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                            | Millicom International Cellular SA                                               | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    495000 | PA      | $494415.16    | 0.58%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                            | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $439518.73    | 0.51%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                   | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $345682.85    | 0.40%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                          | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    450000 | PA      | $460653.56    | 0.54%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers LLC                                                         | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    414000 | PA      | $396135.44    | 0.46%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202553.70    | 0.24%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $506640.63    | 0.59%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     68959 | PA      | $69609.87     | 0.08%             | 2064-10-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $498623.05    | 0.58%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        82 | NC      | $-30882.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trus                                    | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     84743 | PA      | $85254.93     | 0.10%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                           | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308145.00    | 0.36%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102032.70    | 0.12%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                          | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504181.44    | 0.59%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2022-FL8 Ltd                                                                 | CUSIP: 55284JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $374860.35    | 0.44%             | 2037-02-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CANPACK SA/CANPACK US                                             | Canpack SA / Canpack US LLC                                                      | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $239267.03    | 0.28%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                          | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $53312.50     | 0.06%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86314 | PA      | $85784.93     | 0.10%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2024-5                                       | CUSIP: 30165BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15239 | PA      | $15243.24     | 0.02%             | 2028-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                               | CUSIP: 3137ATEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4817 | PA      | $4804.90      | 0.01%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    258000 | PA      | $266404.87    | 0.31%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                             | Goldman Sachs BDC Inc                                                            | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98370.37     | 0.12%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1025000 | PA      | $1018593.75   | 1.19%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15115.35     | 0.02%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                                            | Regatta XX Funding Ltd                                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250186.50    | 0.29%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                                     | Goldentree Loan Management US Clo 14 Ltd                                         | CUSIP: 38136RAQ0<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | JE        |     93750 | PA      | $93776.63     | 0.11%             | 2037-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2023-3                                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35594 | PA      | $35747.84     | 0.04%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     78760 | PA      | $79719.29     | 0.09%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                             | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    276000 | PA      | $284063.29    | 0.33%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust                                    | Ford Auto Securitization Trust II Series 2022-A Asset-Backed Notes               | CUSIP: 345214AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    565487 | PA      | $422509.04    | 0.49%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                          | Smyrna Ready Mix Concrete LLC                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301128.90    | 0.35%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    187000 | PA      | $192585.02    | 0.23%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219604.74    | 0.26%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                            | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     96000 | PA      | $94416.20     | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| NY Commercial Mortgage Trust                                      | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $105663.30    | 0.12%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                            | General Motors Financial Co Inc                                                  | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398927.76    | 0.47%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    225000 | PA      | $227241.21    | 0.27%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Onslow Bay Financial LLC                                          | OBX 2025-NQM18 Trust                                                             | CUSIP: 673918AA6<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |    157982 | PA      | $159169.50    | 0.19%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                     | Citigroup Commercial Mortgage Trust 2014-GC25                                    | CUSIP: 17322YAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    101364 | PA      | $98652.04     | 0.12%             | 2047-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                         | Block Inc                                                                        | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    213000 | PA      | $216908.12    | 0.25%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $215907.35    | 0.25%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                          | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84746.57     | 0.10%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $429716.73    | 0.50%             | 2029-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     48653 | PA      | $49146.65     | 0.06%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                        | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $330532.95    | 0.39%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Leasing 2025-1 LLC                                                 | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102398.28    | 0.12%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    457000 | PA      | $472655.47    | 0.55%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    350000 | PA      | $356123.98    | 0.42%             | 2027-11-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312514.50    | 0.37%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $191006.59    | 0.22%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499413.40    | 0.58%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                     | GS Mortgage-Backed Securities Trust 2024-HE1                                     | CUSIP: 36270AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221498 | PA      | $222454.28    | 0.26%             | 2054-08-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    422000 | PA      | $438380.64    | 0.51%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $245635.10    | 0.29%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                  | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $486747.95    | 0.57%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                          | Fedex Freight Holding Co Inc                                                     | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101967.47    | 0.12%             | 2031-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva                                    | Capital One Prime Auto Receivables Trust 2022-2                                  | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30435 | PA      | $30428.44     | 0.04%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                                | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3                    | CUSIP: 35563PSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62072 | PA      | $57722.86     | 0.07%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221419.22    | 0.26%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $293627.81    | 0.34%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                         | Towd Point Mortgage Trust 2023-1                                                 | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     72055 | PA      | $70089.61     | 0.08%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | Verizon Master Trust                                                             | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $148783.64    | 0.17%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     79045 | PA      | $79700.87     | 0.09%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                    | SNF Group SACA                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $246358.90    | 0.29%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $269777.98    | 0.32%             | 2053-02-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2022-A                                       | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001087.80   | 1.17%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust                                      | Tesla Electric Vehicle Trust 2023-1                                              | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74948 | PA      | $75677.63     | 0.09%             | 2028-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    645000 | PA      | $645689.05    | 0.76%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                            | Philip Morris International Inc                                                  | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    446000 | PA      | $441357.27    | 0.52%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                 | Ares Capital Corp                                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    145000 | PA      | $142820.51    | 0.17%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    213000 | PA      | $222204.93    | 0.26%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                                       | Merchants Fleet Funding LLC                                                      | CUSIP: 588926AJ4<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $152541.29    | 0.18%             | 2037-04-20      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust Series 2024-BPL2                                                 | CUSIP: 67120TAA8<br>LEI: 254900HCG7N4R7AWFZ60 | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $237478.73    | 0.28%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     32987 | PA      | $33340.85     | 0.04%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    441000 | PA      | $446375.99    | 0.52%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                    | AmeriCredit Automobile Receivables Trust 2022-2                                  | CUSIP: 03065WAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42718 | PA      | $42743.22     | 0.05%             | 2028-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    443000 | PA      | $432588.00    | 0.51%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                        | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    528000 | PA      | $526303.96    | 0.62%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                 | Imperial Fund Mortgage Trust 2023-NQM1                                           | CUSIP: 45290BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274139 | PA      | $273433.57    | 0.32%             | 2068-02-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    428000 | PA      | $433638.90    | 0.51%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $205309.43    | 0.24%             | 2029-06-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Summer Issuer, LLC                                                | Summit Issuer LLC                                                                | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146012 | PA      | $147506.89    | 0.17%             | 2055-11-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2023-REV1                                           | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $246052.70    | 0.29%             | 2035-08-15      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RGU2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    385000 | PA      | $389534.41    | 0.46%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab                                    | Securitized Term Auto Receivables Trust                                          | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    131051 | PA      | $132514.61    | 0.16%             | 2031-07-25      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                                             | Toorak Mortgage Trust 2025-RRTL1                                                 | CUSIP: 89053JAB3<br>LEI: 25490023B58UP9CM5N96 | Long             | ABS-MBS          | CORP              | US        |    140071 | PA      | $141093.69    | 0.17%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2021-REV1                                           | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    202000 | PA      | $200933.80    | 0.24%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                          | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201866.97    | 0.24%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450637.09    | 0.53%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499937.60    | 0.59%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                    | Hyundai Auto Receivables Trust 2022-C                                            | CUSIP: 44933DAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    333000 | PA      | $335666.60    | 0.39%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2025-P3                                           | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108000 | PA      | $107935.91    | 0.13%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                               | CUSIP: 3137F7T21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216055 | PA      | $202592.99    | 0.24%             | 2039-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -2 | NC      | $1605.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                         | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    140941 | PA      | $141542.43    | 0.17%             | 2028-02-10      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    576000 | PA      | $611986.55    | 0.72%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2025-4                                       | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $114854.68    | 0.13%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                     | Lmdv Issuer Co LLC                                                               | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    266000 | PA      | $268039.61    | 0.31%             | 2055-12-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                | Wendy's Funding LLC                                                              | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    115000 | PA      | $115490.80    | 0.14%             | 2055-12-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                                    | MF1 2021-FL7 Ltd                                                                 | CUSIP: 55284AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499799.53    | 0.59%             | 2036-10-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                             | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    668000 | PA      | $687887.70    | 0.81%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159343 | PA      | $161464.36    | 0.19%             | 2044-04-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-P4                                           | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $122873.45    | 0.14%             | 2028-02-10      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXV CLO Ltd                                       | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    131263 | PA      | $131795.68    | 0.15%             | 2033-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                           | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-4649.02     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                               | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201709.80    | 0.24%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                          | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400127.40    | 0.47%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BSREP Commercial Mortgage Trus                                    | BSREP Commercial Mortgage Trust 2021-DC                                          | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    426060 | PA      | $383608.72    | 0.45%             | 2038-08-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $221963.64    | 0.26%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding VI LLC                                                               | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    139858 | PA      | $132316.55    | 0.15%             | 2045-10-18      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    241000 | PA      | $243829.56    | 0.29%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                                     | Toyota Auto Receivables 2022-D Owner Trust                                       | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    152576 | PA      | $153292.73    | 0.18%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAA2<br>LEI: 254900JF85A0S614L988 | Long             | ABS-MBS          | CORP              | US        |     94001 | PA      | $91571.22     | 0.11%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    418000 | PA      | $426006.31    | 0.50%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                     | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    491000 | PA      | $509485.50    | 0.60%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                                | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |         1 | NC      | $954.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivable                                    | OneMain Direct Auto Receivables Trust 2019-1                                     | CUSIP: 68267EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326690 | PA      | $326409.82    | 0.38%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81000 | PA      | $81559.14     | 0.10%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35866.37     | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                          | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278928.79    | 0.33%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WE SODA INV HOLDING PLC                                           | WE Soda Investments Holding PLC                                                  | CUSIP: 92943TAA1<br>LEI: 984500SE38C07DB47A90 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $258504.35    | 0.30%             | 2028-10-06      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                           | Hungary Government International Bond                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $207579.88    | 0.24%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    167000 | PA      | $171594.38    | 0.20%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                                             | Tricon American Homes 2019-SFR1 Trust                                            | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    319026 | PA      | $318100.40    | 0.37%             | 2038-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer                                    | MetroNet Infrastructure Issuer LLC                                               | CUSIP: 59170JBD9<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |     43568 | PA      | $44024.84     | 0.05%             | 2055-12-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $299381.31    | 0.35%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -3 | NC      | $14.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Inc                                                        | Affirm Asset Securitization Trust 2025-X2                                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100234.12    | 0.12%             | 2030-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DHK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       614 | PA      | $634.75       | 0.00%             | 2030-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                                    | AASET MT-1 Ltd                                                                   | CUSIP: 00039NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    247638 | PA      | $249154.08    | 0.29%             | 2050-02-16      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DREYFUS INSTITUTIONAL PREFERRE                                    | DREYFUS INSTITUTIONAL PREFERRED GOVERNMENT PLUS MONEY MARKET FUND                | CUSIP: 000000000<br>LEI: 549300RBWL04JG8SIX57 | Long             | STIV             | RF                | US        |    329364 | NS      | $329364.17    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                                      | Ford Credit Auto Owner Trust 2022-C                                              | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326234.81    | 0.38%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                                    | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    114000 | PA      | $115279.32    | 0.14%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                    | Enterprise Fleet Financing 2025-2 LLC                                            | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73000 | PA      | $73745.56     | 0.09%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                    | SFS Auto Receivables Securitization Trust 2023-1                                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     98159 | PA      | $98775.55     | 0.12%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235867.40    | 0.28%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440670.88    | 0.52%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: —       |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        58 | NC      | $-17333.34    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274371.59    | 0.32%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    339000 | PA      | $353662.49    | 0.41%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N2                                           | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     33481 | PA      | $32819.42     | 0.04%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                         | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89499.20     | 0.10%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Textainer Marine Containers Li                                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    212333 | PA      | $200232.43    | 0.23%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Triumph Rail LLC                                                  | Triumph Rail Holdings LLC                                                        | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250705 | PA      | $243325.49    | 0.28%             | 2051-06-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| DailyPay Securitization Trust                                     | DailyPay Securitization Trust 2025-1                                             | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100662.04    | 0.12%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| General Motors                                                    | GMF Floorplan Owner Revolving Trust                                              | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $201279.00    | 0.24%             | 2028-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                           | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87971.68     | 0.10%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                             | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $77418.59     | 0.09%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | CAN 5YR BOND                                                                     | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -2 | NC      | $793.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                          | Rexford Industrial Realty LP                                                     | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $439306.01    | 0.51%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                 | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93437.33     | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| New Residential Mortgage Loan                                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    209388 | PA      | $212488.36    | 0.25%             | 2065-04-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                           | Goldman Sachs Group Inc/The                                                      | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348354.65    | 0.41%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                        | Apidos Clo Xxv                                                                   | CUSIP: 03762YBB2<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    222222 | PA      | $222304.00    | 0.26%             | 2037-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251201.69    | 0.29%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                    | Wells Fargo Commercial Mortgage Trust 2021-SAVE                                  | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29701 | PA      | $29698.50     | 0.03%             | 2040-02-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $273214.74    | 0.32%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Great Lakes CLO Ltd                                               | Great Lakes CLO IX Ltd                                                           | CUSIP: 390922AC6<br>LEI: 254900GD0BIHJ4BVAE98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250559.00    | 0.29%             | 2039-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                         | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    399832 | PA      | $406765.58    | 0.48%             | 2051-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer