# EDGAR Filing Document

**Accession Number:** 0000889169
**File Stem:** 0000940400-25-002018
**Filing Date:** 2025-9
**Character Count:** 149986
**Document Hash:** 2e83ba3fb1ae9f3835b6171ed644d7d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-002018.hdr.sgml**: 20250923

**ACCESSION NUMBER**: 0000940400-25-002018

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250923

**DATE AS OF CHANGE**: 20250923

**PERIOD START**: 20250731

**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:** 251334250

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $88680325.64

**Total Liabilities:** $3461857.74

**Net Assets:** $85218467.90

**Cash Not Reported:** $250648.51

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 279.40190000 | **1-Year:** 5920.24627000 | **5-Year:** 6975.06068000 | **10-Year:** 1604.66417000 | **30-Year:** 37.94186000

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

- **3-Month:** 132.38979000 | **1-Year:** 2236.71198000 | **5-Year:** 1576.88126000 | **10-Year:** 391.74709000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000236998 | 0.53%                | 0.90%                | -0.09%               |
| Class ID C000000727 | 0.41%                | 0.99%                | -0.21%               |
| Class ID C000236997 | 0.44%                | 1.01%                | -0.09%               |
| Class ID C000236999 | 0.41%                | 0.88%                | -0.12%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-29275.93               | $230335.30                                 |
| Month 2  | $8036.18                 | $421123.57                                 |
| Month 3  | $-26473.57               | $-333244.25                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VENTAS REALTY LP                                                  | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427733.64    | 0.50%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $199617.58    | 0.23%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| COPT DEFENSE PROP LP                                              | COPT Defense Properties LP                                                       | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    369000 | PA      | $362615.77    | 0.43%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                 | Kinder Morgan Inc                                                                | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     77000 | PA      | $78600.00     | 0.09%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                | VICI Properties LP                                                               | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78476.76     | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                              | Kite Realty Group LP                                                             | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    427000 | PA      | $423175.11    | 0.50%             | 2026-10-01      | Fixed         | 4.00%                 | 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      | $388781.55    | 0.46%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                          | Vistra Operations Co LLC                                                         | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497663.60    | 0.58%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                                  | Symphony CLO XV Ltd                                                              | CUSIP: 87154EBG4<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550905.85    | 0.65%             | 2032-01-17      | Floating      | 6.13%                 | 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      | $276631.16    | 0.32%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                           | Corebridge Global Funding                                                        | CUSIP: 00138CBC1<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    485000 | PA      | $490338.85    | 0.58%             | 2029-12-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94987 | PA      | $94793.23     | 0.11%             | 2070-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                  | Ryder System Inc                                                                 | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    338000 | PA      | $340385.15    | 0.40%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                                 | Magnetite XIX Ltd                                                                | CUSIP: 55954KAW5<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    325000 | PA      | $324646.73    | 0.38%             | 2034-04-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DGD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $111.18       | 0.00%             | 2030-03-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                                           | Howard Midstream Energy Partners LLC                                             | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $274466.80    | 0.32%             | 2028-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                     | Exeter Automobile Receivables Trust 2023-4                                       | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41175 | PA      | $41206.32     | 0.05%             | 2027-10-15      | Fixed         | 6.31%                 | 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      | $162.21       | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                  | Paramount Global                                                                 | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    550000 | PA      | $542370.21    | 0.64%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivab                                    | Securitized Term Auto Receivables Trust                                          | CUSIP: 81378RAC8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |    170047 | PA      | $170541.89    | 0.20%             | 2031-07-25      | Fixed         | 5.18%                 | 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      | $336367.10    | 0.39%             | 2028-10-16      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                          | Macquarie Airfinance Holdings Ltd                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    188000 | PA      | $189894.10    | 0.22%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2023-NQM2 Trust                                                              | CUSIP: 670843AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297042 | PA      | $297192.30    | 0.35%             | 2062-01-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $705.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi                                    | GM Financial Consumer Automobile Receivables Trust 2022-1                        | CUSIP: 380146AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $167475.43    | 0.20%             | 2028-04-17      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                              | M&T Bank Corp                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    174000 | PA      | $176039.59    | 0.21%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receiva                                    | AmeriCredit Automobile Receivables Trust 2023-2                                  | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19126 | PA      | $19141.51     | 0.02%             | 2027-04-19      | Fixed         | 6.19%                 | 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        |    143654 | PA      | $146146.18    | 0.17%             | 2059-06-25      | Fixed         | 5.67%                 | 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        |    156250 | PA      | $156297.50    | 0.18%             | 2037-07-20      | Floating      | 5.23%                 | 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      | $101837.48    | 0.12%             | 2036-07-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                             | DB Master Finance LLC                                                            | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     96500 | PA      | $92952.53     | 0.11%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                            | GE HealthCare Technologies Inc                                                   | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114324.80    | 0.13%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    491000 | PA      | $489009.44    | 0.57%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                       | Freddie Mac REMICS                                                               | CUSIP: 3137F7T21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    255337 | PA      | $236041.31    | 0.28%             | 2039-07-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                 | Herc Holdings Inc                                                                | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    415000 | PA      | $425180.78    | 0.50%             | 2029-06-15      | Fixed         | 6.62%                 | 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        |    102989 | PA      | $103003.97    | 0.12%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                             | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    276000 | PA      | $281832.47    | 0.33%             | 2031-01-15      | Fixed         | 5.27%                 | 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        |    287000 | PA      | $289749.57    | 0.34%             | 2032-02-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                 | Iron Mountain Inc                                                                | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $220173.08    | 0.26%             | 2029-09-15      | Fixed         | 4.88%                 | 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        |    152286 | PA      | $152199.02    | 0.18%             | 2032-09-20      | Fixed         | 4.99%                 | 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      | $197672.92    | 0.23%             | 2033-10-17      | Fixed         | 1.91%                 | 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      | $227540.01    | 0.27%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                       | RCKT Mortgage Trust 2024-CES2                                                    | CUSIP: 74938PAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    207776 | PA      | $208992.22    | 0.25%             | 2044-04-25      | Variable      | 6.29%                 | 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        |   2624962 | NS      | $2624962.03   | 3.08%             |  |  |  | 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        |     96497 | PA      | $97127.23     | 0.11%             | 2063-06-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| PARKLAND CORP                                                     | Parkland Corp                                                                    | CUSIP: 70137TAP0<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $250427.56    | 0.29%             | 2027-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                           | SCF Equipment Trust 2016-1 LLC                                                   | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101890.40    | 0.12%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                                          | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201635.80    | 0.24%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| SUNRISE HOLDCO IV BV                                              | Sunrise HoldCo IV BV                                                             | CUSIP: 90320LAG2<br>LEI: 213800G1DU7LKI6ZCD69 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $497349.35    | 0.58%             | 2028-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                          | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAA4<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264805.85    | 0.31%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                      | SM Energy Co                                                                     | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    341000 | PA      | $341566.06    | 0.40%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                          | Occidental Petroleum Corp                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310938.58    | 0.36%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | Boeing Co/The                                                                    | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    786000 | PA      | $775667.72    | 0.91%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                          | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    428000 | PA      | $426461.34    | 0.50%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORP                                              | CITGO Petroleum Corp                                                             | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |    209000 | PA      | $217256.96    | 0.25%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                            | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35489.58     | 0.04%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101154.14    | 0.12%             | 2029-08-20      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                    | EPR Properties                                                                   | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428874.22    | 0.50%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                   | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    470000 | PA      | $480966.60    | 0.56%             | 2027-10-15      | Fixed         | 5.75%                 | 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      | $505404.94    | 0.59%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                                           | Light & Wonder International Inc                                                 | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308658.30    | 0.36%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                         | AGCO Corp                                                                        | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    272000 | PA      | $274215.89    | 0.32%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | Verizon Master Trust                                                             | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    386000 | PA      | $386832.14    | 0.45%             | 2028-12-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                    | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    363000 | PA      | $361484.08    | 0.42%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Vantage Data Centers LLC                                          | Vantage Data Centers Issuer LLC                                                  | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $240873.05    | 0.28%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                              | Taylor Morrison Communities Inc                                                  | CUSIP: 87724RAA0<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302390.12    | 0.35%             | 2027-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                              | Bank of America Corp                                                             | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447642.99    | 0.53%             | 2027-11-25      | Fixed         | 4.18%                 | 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        |    256915 | PA      | $257767.63    | 0.30%             | 2054-06-25      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DEL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        60 | PA      | $62.07        | 0.00%             | 2029-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                | Valero Energy Corp                                                               | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181232.26    | 0.21%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                            | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242252.74    | 0.28%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | 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        |     78000 | PA      | $78291.60     | 0.09%             | 2029-05-21      | Fixed         | 4.95%                 | 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        |     94220 | PA      | $94129.18     | 0.11%             | 2070-03-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                         | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    422000 | PA      | $435482.37    | 0.51%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                          | OBX 2024-NQM18 Trust                                                             | CUSIP: 673913AA7<br>LEI: 254900NK9PNLY9I00149 | Long             | ABS-MBS          | CORP              | US        |     85439 | PA      | $85199.24     | 0.10%             | 2064-10-25      | Variable      | 5.41%                 | 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      | $342413.80    | 0.40%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                         | Ball Corp                                                                        | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459672.19    | 0.54%             | 2028-03-15      | Fixed         | 6.88%                 | 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      | $200519.44    | 0.24%             | 2028-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                               | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200283.76    | 0.24%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                                           | CF Hippolyta Issuer LLC                                                          | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259173 | PA      | $215692.13    | 0.25%             | 2061-03-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac REMICS                                                               | CUSIP: 3137ATEW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11579 | PA      | $11499.31     | 0.01%             | 2040-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                        | Fannie Mae REMICS                                                                | CUSIP: 3136ACSD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18032 | PA      | $17732.00     | 0.02%             | 2033-03-25      | Fixed         | 3.00%                 | 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      | $350962.50    | 0.41%             | 2034-10-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                     | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $400510.55    | 0.47%             | 2027-03-01      | Fixed         | 5.75%                 | 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        |     87222 | PA      | $84949.03     | 0.10%             | 2048-04-20      | Fixed         | 5.45%                 | 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      | $81754.61     | 0.10%             | 2029-07-16      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                                             | Caesars Entertainment Inc                                                        | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127676.07    | 0.15%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| TRP LLC                                                           | TRP 2021 LLC                                                                     | CUSIP: 87267CAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260006 | PA      | $246617.83    | 0.29%             | 2051-06-19      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                                     | NEW Residential Mortgage Loan Trust 2025-Nqm2                                    | CUSIP: 64831XAC2<br>LEI: 2138006ZAYPD4ZHQYX81 | Long             | ABS-MBS          | CORP              | US        |    234237 | PA      | $235213.99    | 0.28%             | 2065-04-25      | Variable      | 5.57%                 | 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        |    319552 | PA      | $315713.36    | 0.37%             | 2038-03-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35939 | PA      | $36159.99     | 0.04%             | 2069-04-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                  | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $271330.37    | 0.32%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                    | Apidos Clo Xxv                                                                   | CUSIP: 03762YBB2<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250105.50    | 0.29%             | 2037-01-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                 | Vornado Realty LP                                                                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175056.25    | 0.21%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                          | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    299000 | PA      | $303427.83    | 0.36%             | 2030-03-17      | Fixed         | 5.10%                 | 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      | $331294.52    | 0.39%             | 2029-02-15      | Fixed         | 5.61%                 | 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        |    309955 | PA      | $310640.77    | 0.36%             | 2068-02-25      | Variable      | 7.16%                 | 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        |     13856 | PA      | $13840.78     | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -2 | NC      | $1698.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                                | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212598.41    | 0.25%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                              | Colombia Government International Bond                                           | CUSIP: 195325ER2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    206000 | PA      | $216300.00    | 0.25%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Iss                                    | New Economy Assets - Phase 1 Sponsor LLC                                         | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1125000 | PA      | $926640.79    | 1.09%             | 2061-10-20      | Fixed         | 1.91%                 | 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        |     19719 | PA      | $19752.51     | 0.02%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUNGARY                                                           | Hungary Government International Bond                                            | CUSIP: 445545AR7<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $206787.63    | 0.24%             | 2028-05-22      | Fixed         | 6.12%                 | 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        |    101000 | PA      | $101423.98    | 0.12%             | 2028-04-17      | Fixed         | 5.11%                 | 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      | $231908.70    | 0.27%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| AIRCASTLE / IRELAND DAC                                           | Aircastle Ltd / Aircastle Ireland DAC                                            | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    430000 | PA      | $434469.76    | 0.51%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2024-3                                                  | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     90247 | PA      | $90402.64     | 0.11%             | 2030-05-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                              | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500736.00    | 0.59%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DKY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $32.19        | 0.00%             | 2030-12-20      | Fixed         | 7.50%                 | 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      | $100299.86    | 0.12%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                          | Celanese US Holdings LLC                                                         | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    128000 | PA      | $131278.34    | 0.15%             | 2027-07-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                            | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $390726.27    | 0.46%             | 2028-04-01      | Fixed         | 5.70%                 | 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      | $496084.40    | 0.58%             | 2036-10-16      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| SNF GROUP SACA                                                    | SNF Group SACA                                                                   | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $241668.05    | 0.28%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                          | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $212783.28    | 0.25%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                     | Ballyrock CLO 2020-2 Ltd                                                         | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |    172874 | PA      | $172990.03    | 0.20%             | 2031-10-20      | Floating      | 5.60%                 | 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      | $260904.48    | 0.31%             | 2028-10-06      | Fixed         | 9.50%                 | 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      | $100309.89    | 0.12%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                     | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    576000 | PA      | $608361.68    | 0.71%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DHK0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       728 | PA      | $749.41       | 0.00%             | 2030-06-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2025-H2 Mortgage Trust                                                     | CUSIP: 22758PAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    110185 | PA      | $109879.20    | 0.13%             | 2070-03-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                              | Chart Industries Inc                                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314634.30    | 0.37%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                                    | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65000 | PA      | $66352.02     | 0.08%             | 2050-02-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                            | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    339000 | PA      | $353021.11    | 0.41%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                         | Towd Point Mortgage Trust 2023-1                                                 | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77807 | PA      | $74922.61     | 0.09%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                          | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    457000 | PA      | $469930.72    | 0.55%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                                 | PRPM 2025-RPL4 LLC                                                               | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     97933 | PA      | $91439.73     | 0.11%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                                    | Ford Credit Auto Owner Trust 2020-REV2                                           | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    375000 | PA      | $372335.18    | 0.44%             | 2033-04-15      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                           | Dryden 41 Senior Loan Fund                                                       | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |     61288 | PA      | $61368.67     | 0.07%             | 2031-04-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust                                           | NYMT Loan Trust 2025-CP1                                                         | CUSIP: 67121VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95841.00     | 0.11%             | 2069-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                           | System Energy Resources Inc                                                      | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $517922.56    | 0.61%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                             | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |    192000 | PA      | $196911.94    | 0.23%             | 2029-06-15      | Fixed         | 6.62%                 | 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      | $374196.04    | 0.44%             | 2037-02-19      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                   | Zayo Issuer LLC                                                                  | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    297854 | PA      | $304579.90    | 0.36%             | 2055-06-20      | Fixed         | 5.95%                 | 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        |    226857 | PA      | $226892.40    | 0.27%             | 2036-11-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                                            | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    500000 | PA      | $500850.50    | 0.59%             | 2027-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                    | MVW 2020-1 LLC                                                                   | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35250 | PA      | $34243.75     | 0.04%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                        | AMSR 2023-SFR2 Trust                                                             | CUSIP: 00178YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $542788.50    | 0.64%             | 2040-06-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297388.56    | 0.35%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                            | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424753.26    | 0.50%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                  | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395241.22    | 0.46%             | 2027-07-15      | Variable      | 3.90%                 | 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        |        91 | NC      | $65985.92     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXV CLO Ltd                                       | CUSIP: 34966YAA4<br>LEI: 254900MPTCO8UJSR7X39 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150024.75    | 0.18%             | 2033-07-20      | Floating      | 5.73%                 | 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      | $102637.41    | 0.12%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-P1                                           | CUSIP: 14687BAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $228363.32    | 0.27%             | 2027-01-11      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                      | CubeSmart LP                                                                     | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    230000 | PA      | $214000.27    | 0.25%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Government National Mortgage Association                                         | CUSIP: 38383U3L2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    461864 | PA      | $464110.87    | 0.54%             | 2051-06-20      | Fixed         | 5.00%                 | 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      | $114138.29    | 0.13%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                     | AEP Texas Inc                                                                    | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    491000 | PA      | $506079.15    | 0.59%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                     | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    352000 | PA      | $359607.42    | 0.42%             | 2028-08-15      | Fixed         | 6.75%                 | 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      | $172716.48    | 0.20%             | 2050-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                          | Angel Oak Mortgage Trust 2024-3                                                  | CUSIP: 03466HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42349 | PA      | $41715.53     | 0.05%             | 2068-11-26      | Variable      | 4.80%                 | 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        |     52341 | PA      | $52377.70     | 0.06%             | 2040-02-15      | Floating      | 5.71%                 | 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      | $364725.91    | 0.43%             | 2038-08-15      | Floating      | 6.01%                 | 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        |     68787 | PA      | $63747.97     | 0.07%             | 2060-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                           | Dryden 108 CLO Ltd                                                               | CUSIP: 26253MAL4<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    210526 | PA      | $210533.06    | 0.25%             | 2037-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                  | COLT 2025-8 Mortgage Loan Trust                                                  | CUSIP: 19689DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215773.89    | 0.25%             | 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      | $110163.14    | 0.13%             | 2075-07-20      | Fixed         | 5.51%                 | 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      | $258915.09    | 0.30%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                    | US Bank NA                                                                       | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     82693 | PA      | $83589.19     | 0.10%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                          | Univision Communications Inc                                                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    258000 | PA      | $265265.80    | 0.31%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                          | USD/CAD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7468.08      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                   | DR Horton Inc                                                                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    427000 | PA      | $429650.84    | 0.50%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                           | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    645000 | PA      | $647557.43    | 0.76%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                                    | CVR Energy Inc                                                                   | CUSIP: 12662PAD0<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    500000 | PA      | $479858.95    | 0.56%             | 2028-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BXHPP Trust                                                       | BXHPP Trust 2021-FILM                                                            | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $418776.53    | 0.49%             | 2036-08-15      | Floating      | 5.36%                 | 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        |     38766 | PA      | $39023.44     | 0.05%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                               | Delta Air Lines Inc                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    352000 | PA      | $353781.47    | 0.42%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                                           | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    664000 | PA      | $672960.02    | 0.79%             | 2029-01-15      | Fixed         | 6.88%                 | 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      | $139758.46    | 0.16%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                          | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    245000 | PA      | $251810.76    | 0.30%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAL2<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    226333 | PA      | $207955.15    | 0.24%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                   | SBA Tower Trust                                                                  | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $475584.70    | 0.56%             | 2027-04-15      | Fixed         | 1.84%                 | 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      | $100993.16    | 0.12%             | 2050-05-25      | Fixed         | 5.32%                 | 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      | $422638.49    | 0.50%             | 2028-04-23      | Fixed         | 4.94%                 | 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      | $241309.25    | 0.28%             | 2028-11-10      | Fixed         | 5.54%                 | 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      | $73084.02     | 0.09%             | 2029-06-20      | Fixed         | 4.41%                 | 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      | $226327.20    | 0.27%             | 2031-05-15      | Fixed         | 5.06%                 | 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      | $396246.36    | 0.46%             | 2027-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    462000 | PA      | $468853.62    | 0.55%             | 2029-02-01      | Fixed         | 5.12%                 | 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        |     51000 | PA      | $50965.44     | 0.06%             | 2028-03-15      | Fixed         | 4.45%                 | 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        |    400000 | PA      | $397711.84    | 0.47%             | 2028-11-14      | Fixed         | 3.95%                 | 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        |    626000 | PA      | $461661.45    | 0.54%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                       | Paychex Inc                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    112000 | PA      | $114466.94    | 0.13%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding                                    | Avis Budget Rental Car Funding AESOP LLC                                         | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $39944.32     | 0.05%             | 2026-08-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                      | US Foods Inc                                                                     | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |    419000 | PA      | $432041.79    | 0.51%             | 2028-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivabl                                    | ClickLease Equipment Receivables 2024-1 Trust                                    | CUSIP: 18682FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231367 | PA      | $232170.86    | 0.27%             | 2030-02-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2023-3                                                  | CUSIP: 67571CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89897 | PA      | $90465.04     | 0.11%             | 2029-03-20      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    310000 | PA      | $307552.07    | 0.36%             | 2027-04-23      | Fixed         | 3.95%                 | 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      | $372362.00    | 0.44%             | 2030-02-14      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                                    | Bombardier Inc                                                                   | CUSIP: 097751BX8<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $226662.53    | 0.27%             | 2028-02-15      | Fixed         | 6.00%                 | 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        |    102990 | PA      | $102666.31    | 0.12%             | 2027-05-17      | Fixed         | 3.66%                 | 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      | $316124.82    | 0.37%             | 2031-08-12      | 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      | $464313.08    | 0.54%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| INEOS QUATTRO FINANCE 2                                           | INEOS Quattro Finance 2 Plc                                                      | CUSIP: 45674GAB0<br>LEI: 213800V48W4Y5MT5Q131 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $219186.05    | 0.26%             | 2029-03-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: —       |
| COLT Funding LLC                                                  | COLT 2023-3 Mortgage Loan Trust                                                  | CUSIP: 19688RAB5<br>LEI: 213800MIPEZY1A8W1N28 | Long             | ABS-MBS          | CORP              | US        |     91776 | PA      | $92933.46     | 0.11%             | 2068-09-25      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                                          | Octane Receivables Trust 2023-1                                                  | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $301903.41    | 0.35%             | 2029-07-20      | Fixed         | 5.96%                 | 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      | $157784.03    | 0.19%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                       | Freddie Mac Pool                                                                 | CUSIP: 3132A7XW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38871 | PA      | $37898.11     | 0.04%             | 2029-07-01      | Fixed         | 2.50%                 | 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        |     63305 | PA      | $63788.23     | 0.07%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                          | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429731.31    | 0.50%             | 2026-01-15      | Fixed         | 5.25%                 | 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      | $97017.00     | 0.11%             | 2030-12-10      | Fixed         | 5.19%                 | 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      | $457153.83    | 0.54%             | 2029-01-19      | Fixed         | 5.10%                 | 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      | $392353.30    | 0.46%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                          | Neuberger Berman Loan Advisers Clo 40 Ltd                                        | CUSIP: 64134JAC7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400632.80    | 0.47%             | 2033-04-16      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                           | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    710000 | PA      | $710650.36    | 0.83%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                            | Williams Cos Inc/The                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271227.18    | 0.32%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $268311.58    | 0.31%             | 2053-02-25      | Fixed         | 5.12%                 | 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      | $387810.07    | 0.46%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Li                                    | Textainer Marine Containers VII Ltd                                              | CUSIP: 88315LAG3<br>LEI: 549300X48KLHDDGPK024 | Long             | ABS-O            | CORP              | BM        |    307635 | PA      | $287536.13    | 0.34%             | 2045-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                             | Pinnacle West Capital Corp                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     76000 | PA      | $76710.33     | 0.09%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    427000 | PA      | $427527.64    | 0.50%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| TENNECO INC                                                       | Tenneco Inc                                                                      | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |    220000 | PA      | $218523.98    | 0.26%             | 2028-11-17      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446622.18    | 0.52%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                 | Store Capital LLC                                                                | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    220000 | PA      | $216827.67    | 0.25%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                 | Brown & Brown Inc                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92418.71     | 0.11%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                             | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167717.69    | 0.20%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                              | Las Vegas Sands Corp                                                             | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    486000 | PA      | $494298.92    | 0.58%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                               | Avantor Funding Inc                                                              | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303295.69    | 0.36%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                           | CarMax Auto Owner Trust 2021-3                                                   | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496131.50    | 0.58%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                        | Verus Securitization Trust 2024-9                                                | CUSIP: 92540RAC8<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |     92749 | PA      | $92668.32     | 0.11%             | 2069-11-25      | Variable      | 5.44%                 | 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        |    137129 | PA      | $130376.61    | 0.15%             | 2038-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                     | Synchrony Card Funding LLC                                                       | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     47000 | PA      | $47482.50     | 0.06%             | 2029-07-15      | Fixed         | 5.54%                 | 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      | $299258.40    | 0.35%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SECURITIES CORP.                                      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |         1 | NC      | $12804.23     | 0.02%             |  |  |  | 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        |     46906 | PA      | $45514.90     | 0.05%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| OSCAR US Funding Trust                                            | Oscar US Funding XVI LLC                                                         | CUSIP: 68784GAC7<br>LEI: 3538004TGTV49T7RNL88 | Long             | ABS-O            | CORP              | JP        |    143000 | PA      | $143974.49    | 0.17%             | 2028-02-10      | Fixed         | 5.54%                 | 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        |    289515 | PA      | $290766.52    | 0.34%             | 2027-09-15      | Fixed         | 5.30%                 | 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        |    983199 | NS      | $983198.92    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust                                       | Ally Auto Receivables Trust 2024-1                                               | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    172000 | PA      | $172776.12    | 0.20%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                        | Allianz SE                                                                       | CUSIP: 018820AB6<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $366072.80    | 0.43%             | N/A             | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Antares CLO                                                       | Antares CLO 2020-1 Ltd                                                           | CUSIP: 03666LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351000.30    | 0.41%             | 2033-10-23      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                           | Romanian Government International Bond                                           | CUSIP: 77586RAN0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    350000 | PA      | $352279.90    | 0.41%             | 2027-11-25      | Fixed         | 5.25%                 | 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      | $146801.70    | 0.17%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                               | Petroleos Mexicanos                                                              | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $220224.25    | 0.26%             | 2027-03-13      | Fixed         | 6.50%                 | 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        |    405478 | PA      | $357648.51    | 0.42%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                               | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $381968.55    | 0.45%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PenFed Auto Receivables Owner                                     | PenFed Auto Receivables Owner Trust 2022-A                                       | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999531.90    | 1.17%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | Enel Finance International NV                                                    | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203189.03    | 0.24%             | 2029-06-26      | Fixed         | 5.12%                 | 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      | $258613.97    | 0.30%             | 2027-07-15      | Fixed         | 5.75%                 | 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        |    199556 | PA      | $199496.02    | 0.23%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                          | Discovery Communications LLC                                                     | CUSIP: 25470DBS7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    141000 | PA      | $135800.63    | 0.16%             | 2028-03-20      | Fixed         | 3.95%                 | 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        |     88397 | PA      | $85098.49     | 0.10%             | 2050-11-19      | Fixed         | 1.83%                 | 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      | $347199.41    | 0.41%             | 2027-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                    | Wynn Macau Ltd                                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $593828.65    | 0.70%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| GOODYEAR TIRE & RUBBER                                            | Goodyear Tire & Rubber Co/The                                                    | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437829.87    | 0.51%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $294135.63    | 0.35%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| ASBURY AUTOMOTIVE GROUP                                           | Asbury Automotive Group Inc                                                      | CUSIP: 043436AW4<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |    535000 | PA      | $514437.65    | 0.60%             | 2029-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALUMINA PTY LTD                                                   | Alumina Pty Ltd                                                                  | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $217564.52    | 0.26%             | 2030-03-15      | Fixed         | 6.12%                 | 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      | $237147.34    | 0.28%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    268000 | PA      | $272614.16    | 0.32%             | 2028-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT                                 | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -4 | NC      | $1616.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                          | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    213000 | PA      | $219993.70    | 0.26%             | 2030-01-23      | Fixed         | 5.84%                 | 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        |     73774 | PA      | $73929.31     | 0.09%             | 2029-03-15      | Fixed         | 5.05%                 | 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      | $120456.93    | 0.14%             | 2028-02-10      | Fixed         | 1.98%                 | 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      | $130228.15    | 0.15%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                          | Hess Midstream Operations LP                                                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $68036.50     | 0.08%             | 2029-06-01      | Fixed         | 6.50%                 | 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      | $267389.45    | 0.31%             | 2031-03-17      | Fixed         | 5.04%                 | 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        |    350000 | PA      | $342005.72    | 0.40%             | 2035-09-14      | Fixed         | 1.75%                 | 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      | $398520.84    | 0.47%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                                   | United States Treasury Note/Bond                                                 | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $201773.44    | 0.24%             | 2027-05-15      | Fixed         | 4.50%                 | 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        |    214000 | PA      | $214006.42    | 0.25%             | 2028-04-18      | Fixed         | 4.81%                 | 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        |    170814 | PA      | $171775.46    | 0.20%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                      | Dell Equipment Finance Trust 2023-1                                              | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100115 | PA      | $100276.34    | 0.12%             | 2028-09-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                      | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234734.40    | 0.28%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2020-P1                                           | CUSIP: 14687AAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425000 | PA      | $421462.77    | 0.49%             | 2026-11-09      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H2 Mortgage Trust                                                     | CUSIP: 22757BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     35939 | PA      | $36107.88     | 0.04%             | 2069-04-25      | Variable      | 6.52%                 | 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        |     87000 | PA      | $87585.34     | 0.10%             | 2028-06-20      | Fixed         | 5.38%                 | 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      | $261133.16    | 0.31%             | 2030-05-19      | Fixed         | 8.62%                 | 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      | $440455.41    | 0.52%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                      | Ford Credit Auto Owner Trust 2022-C                                              | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $326468.32    | 0.38%             | 2030-03-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                                            | Millicom International Cellular SA                                               | CUSIP: 600814AN7<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |    495000 | PA      | $492099.70    | 0.58%             | 2028-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91519.98     | 0.11%             | 2030-08-01      | Fixed         | 7.00%                 | 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      | $255046.00    | 0.30%             | 2027-04-15      | Fixed         | 6.00%                 | 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      | $233073.35    | 0.27%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                      | AES Corp/The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508266.15    | 0.60%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| NY Commercial Mortgage Trust                                      | NY Commercial Mortgage Trust 2025-299P                                           | CUSIP: 62957FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $103178.95    | 0.12%             | 2047-02-10      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP Paribas SA                                                                   | CUSIP: 05581LAC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    325000 | PA      | $324545.78    | 0.38%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                                            | CAN 5YR BOND                                                                     | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -2 | NC      | $215.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                            | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    440000 | PA      | $436933.73    | 0.51%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                        | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    528000 | PA      | $522769.90    | 0.61%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DKX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       217 | PA      | $224.42       | 0.00%             | 2030-12-20      | Fixed         | 7.00%                 | 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        |    235152 | PA      | $232544.57    | 0.27%             | 2028-09-11      | Fixed         | 1.27%                 | 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      | $193431.80    | 0.23%             | 2046-08-15      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| RIN Ltd                                                           | RIN IV Ltd                                                                       | CUSIP: 76679AAA5<br>LEI: 254900JSRA1L5KTTDV39 | Long             | ABS-CBDO         | CORP              | KY        |    219892 | PA      | $220109.69    | 0.26%             | 2033-04-20      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                               | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    167000 | PA      | $168462.78    | 0.20%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                                                     | United States Treasury Bill                                                      | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2546062.29   | 2.99%             | 2025-08-14      | None          | 0.00%                 | 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      | $59623.28     | 0.07%             | 2028-12-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $418803.41    | 0.49%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding VI LLC                                                               | CUSIP: 12563LAS6<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |    154375 | PA      | $143472.37    | 0.17%             | 2045-10-18      | Fixed         | 2.07%                 | 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      | $67340.59     | 0.08%             | 2028-12-15      | Fixed         | 5.23%                 | 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        |     58309 | PA      | $58377.29     | 0.07%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                          | South Bow USA Infrastructure Holdings LLC                                        | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    176000 | PA      | $176640.40    | 0.21%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fortress Credit Opportunities                                     | Fortress Credit Opportunities XXXI CLO Ltd                                       | CUSIP: 34990GAA3<br>LEI: 25490034R237Z9DZDO05 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300752.70    | 0.35%             | 2033-07-20      | Floating      | 5.82%                 | 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      | $438563.90    | 0.51%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                     | Carnival Corp                                                                    | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     28000 | PA      | $28296.79     | 0.03%             | 2027-03-01      | Fixed         | 5.75%                 | 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      | $-3144.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                                    | Carvana Auto Receivables Trust 2021-N1                                           | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101964 | PA      | $99672.44     | 0.12%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Bank5                                                             | BANK5 2024-5YR12                                                                 | CUSIP: 06644XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    428000 | PA      | $438150.96    | 0.51%             | 2057-12-15      | Fixed         | 5.42%                 | 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        |     44897 | PA      | $43500.94     | 0.05%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        57 | NC      | $-7128.99     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| KINETIK HOLDINGS LP                                               | Kinetik Holdings LP                                                              | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    285000 | PA      | $291715.17    | 0.34%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KB HOME                                                           | KB Home                                                                          | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460086.75    | 0.54%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                            | Flexential Issuer 2021-1                                                         | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $294700.46    | 0.35%             | 2051-11-27      | Fixed         | 3.25%                 | 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      | $100772.16    | 0.12%             | 2029-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                               | Sirius XM Radio LLC                                                              | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494953.67    | 0.58%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                         | Chesapeake Funding II LLC                                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |     48055 | PA      | $48613.70     | 0.06%             | 2035-10-15      | Fixed         | 6.16%                 | 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        |    101704 | PA      | $98585.32     | 0.12%             | 2047-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                              | Verizon Master Trust                                                             | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $146601.20    | 0.17%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                       | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-6192.81     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Cross Mortgage Trust                                              | Cross 2024-H3 Mortgage Trust                                                     | CUSIP: 22758DAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    122174 | PA      | $123230.02    | 0.14%             | 2069-06-25      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    675000 | PA      | $675198.91    | 0.79%             | 2027-05-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                             | Wells Fargo & Co                                                                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    418000 | PA      | $422981.17    | 0.50%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                    | Ginnie Mae II Pool                                                               | CUSIP: 36202DMS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       830 | PA      | $873.48       | 0.00%             | 2031-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                              | Glencore Funding LLC                                                             | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190101.66    | 0.22%             | 2030-04-01      | Fixed         | 5.19%                 | 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        |    260803 | PA      | $261563.37    | 0.31%             | 2054-08-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | State Street Corp                                                                | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243905.06    | 0.29%             | N/A             | Fixed         | 6.70%                 | 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      | $343609.60    | 0.40%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| PFP III                                                           | PFP 2025-12 Ltd                                                                  | CUSIP: 69382JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250781.25    | 0.29%             | 2042-12-18      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                                               | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $413364.40    | 0.49%             | 2029-10-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                               | DataBank Issuer                                                                  | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $337301.65    | 0.40%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WPC EUROBOND BV                                                   | WPC Eurobond BV                                                                  | CUSIP: 000000000<br>LEI: 5493005XDMOLBARL5M14 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $330097.59    | 0.39%             | 2028-04-15      | Fixed         | 1.35%                 | 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        |     37669 | PA      | $37251.37     | 0.04%             | 2037-01-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Triumph Rail LLC                                                  | Triumph Rail Holdings LLC                                                        | CUSIP: 89683LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259205 | PA      | $245732.63    | 0.29%             | 2051-06-19      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CLI Funding LLC                                                   | CLI Funding VI LLC                                                               | CUSIP: 12563LAN7<br>LEI: 549300NQLBWJD5AREU05 | Long             | ABS-O            | CORP              | US        |     94563 | PA      | $87604.49     | 0.10%             | 2045-09-18      | Fixed         | 2.08%                 | 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      | $151417.92    | 0.18%             | 2037-04-20      | Fixed         | 6.85%                 | 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      | $495898.14    | 0.58%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** James Windels

**Name of Signer:** James Windels

**Title:** Treasurer