# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-052367
**Filing Date:** 2026-5
**Character Count:** 211430
**Document Hash:** d11f90d94d7283baf7a4463ce3ea6da7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052367.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052367

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260527

**DATE AS OF CHANGE**: 20260527

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ALLSPRING FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 261022903

**BUSINESS ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203
- **BUSINESS PHONE:** 833-568-4255

**MAIL ADDRESS:**
- **STREET 1:** 1415 VANTAGE PARK DRIVE
- **STREET 2:** 3RD FLOOR
- **CITY:** CHARLOTTE
- **STATE:** NC
- **ZIP:** 28203

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WELLS FARGO FUNDS TRUST
- **DATE OF NAME CHANGE:** 19990308

## Series and Classes Contracts Data

### Allspring Income Plus Fund (Series ID: S000039677)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000122976 | Institutional Class | WSINX           |
| C000122977 | Class A             | WSIAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ALLSPRING FUNDS TRUST

- **b. Investment Company Act file number:** 811-09253

- **c. CIK number of Registrant:** 0001081400

- **d. LEI of Registrant:** 549300XROIY0CTN7RZ24

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

  - **Street Address 1:** 1415 Vantage Park Drive

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

  - **Telephone number:** 833-568-4255

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

- **a. Name of Series:** Allspring Income Plus Fund

- **b. EDGAR series identifier (if any):** S000039677

- **c. LEI of Series:** 549300I50X4BVRPXJM50

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $285508125.84

**Total Liabilities:** $79755079.40

**Net Assets:** $205753046.44

**Cash Not Reported:** $691535.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -122.90000000 | **1-Year:** -3773.53000000 | **5-Year:** -15744.51000000 | **10-Year:** -15589.84000000 | **30-Year:** -8439.68000000

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

- **3-Month:** -153.75000000 | **1-Year:** -5403.61000000 | **5-Year:** -15982.91000000 | **10-Year:** -3814.35000000 | **30-Year:** -1132.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122976 | 0.64%                | 0.71%                | 0.64%                |
| Class ID C000122977 | 0.62%                | 0.69%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $692992.28               | $776207.48                                 |
| Month 2  | $642977.98               | $446803.72                                 |
| Month 3  | $-486547.52              | $-6166907.02                               |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Aggregate Index

- **Index Identifier:** agg_returns

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFN ABSPROP001 Llc                                  | AFN ABSPROP001 LLC 2019-1                                                                                              | CUSIP: 00109BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      682845 | PA      | $618093.52    | 0.30%             | 2049-05-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                    | ACHM Trust 2023-HE2                                                                                                    | CUSIP: 00111NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      181179 | PA      | $188718.24    | 0.09%             | 2038-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                        | AES Corp/The                                                                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29757.54     | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      270000 | PA      | $175597.80    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                            | AT&T Inc                                                                                                               | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      625000 | PA      | $585205.74    | 0.28%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      275000 | PA      | $268911.06    | 0.13%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      205000 | PA      | $201008.06    | 0.10%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                    | ACHM Trust 2025-HE1                                                                                                    | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      490833 | PA      | $496690.37    | 0.24%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                              | Adient Global Holdings Ltd                                                                                             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      295000 | PA      | $298246.48    | 0.14%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      650000 | PA      | $665260.06    | 0.32%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                            | African Export-Import Bank/The                                                                                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      705000 | PA      | $625390.65    | 0.30%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                            | Air Products and Chemicals Inc                                                                                         | CUSIP: 009158BG0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      300000 | PA      | $347572.63    | 0.17%             | 2035-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                         | Aker BP ASA                                                                                                            | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      155000 | PA      | $141665.71    | 0.07%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                            | Alexandria Real Estate Equities Inc                                                                                    | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |      185000 | PA      | $160711.49    | 0.08%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                                                         | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      525000 | PA      | $519986.88    | 0.25%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13820000 | PA      | $13628270.16  | 6.62%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2800000 | PA      | $2812896.55   | 1.37%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12195000 | PA      | $12430704.96  | 6.04%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                        | Alphabet Inc                                                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      310000 | PA      | $309002.88    | 0.15%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                      | Amazon.com Inc                                                                                                         | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      660000 | PA      | $655135.58    | 0.32%             | 2031-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                      | Amazon.com Inc                                                                                                         | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426081.08    | 0.21%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                      | Amazon.com Inc                                                                                                         | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      365000 | PA      | $364706.68    | 0.18%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                               | American Airlines 2015-1 Class A Pass Through Trust                                                                    | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      341342 | PA      | $337025.02    | 0.16%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                             | American Axle & Manufacturing Inc                                                                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      215000 | PA      | $205098.02    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                 | American Express Co                                                                                                    | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      485000 | PA      | $468950.91    | 0.23%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                      | American Greetings Corporation 2024 Term Loan B                                                                        | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |      349088 | PA      | $347691.51    | 0.17%             | 2029-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| APA CORP                                            | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       93000 | PA      | $79409.87     | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                  | Aqua Finance Trust 2019-A                                                                                              | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       64547 | PA      | $62850.14     | 0.03%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                  | Aqua Finance Issuer Trust 2026-A                                                                                       | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215000 | PA      | $213925.67    | 0.10%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                  | Aqua Finance Trust 2021-A                                                                                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      152531 | PA      | $139993.64    | 0.07%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                    | Arches Buyer Inc                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      345000 | PA      | $330409.09    | 0.16%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      135000 | PA      | $135957.45    | 0.07%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      240000 | PA      | $235720.15    | 0.11%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      410000 | PA      | $394213.87    | 0.19%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds   | Argentina Republic Government International Bonds                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      415000 | PA      | $298800.00    | 0.15%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                              | Ares Finance Co II LLC                                                                                                 | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |      260000 | PA      | $243571.29    | 0.12%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                            | Aspen Insurance Holdings Ltd                                                                                           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      270000 | PA      | $278406.70    | 0.14%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                              | Asurion LLC/ Asurion Co-Issuer Inc                                                                                     | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |      545000 | PA      | $529120.02    | 0.26%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      380000 | PA      | $375782.97    | 0.18%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      470000 | PA      | $461416.08    | 0.22%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      265000 | PA      | $271529.36    | 0.13%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      300000 | PA      | $297909.90    | 0.14%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      720000 | PA      | $707109.58    | 0.34%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                         | BNP Paribas SA                                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      270000 | PA      | $278501.76    | 0.14%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                              | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $888492.60    | 0.43%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust 2022-CLS                                                                                                      | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $736336.88    | 0.36%             | 2027-10-13      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BX Trust                                            | BX Trust 2025-VOLT                                                                                                     | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      300000 | PA      | $297750.00    | 0.14%             | 2044-12-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                             | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                                                                | CUSIP: 05724BAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      560000 | PA      | $547983.65    | 0.27%             | 2056-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                             | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |      745000 | PA      | $734495.50    | 0.36%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                      | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $209727.12    | 0.10%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                            | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      650000 | PA      | $667875.00    | 0.32%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL COM EXT                              | Banco Nacional de Comercio Exterior SNC/Cayman Islands                                                                 | CUSIP: 05973JAA8<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |      650000 | PA      | $637267.87    | 0.31%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                               | Banco Santander Chile                                                                                                  | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |       95000 | PA      | $93753.60     | 0.05%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      400000 | PA      | $399065.26    | 0.19%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169996.10    | 0.08%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                | Bank of America Corp                                                                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      205000 | PA      | $210175.23    | 0.10%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                        | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      680000 | PA      | $691809.87    | 0.34%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                             | Basin Electric Power Cooperative                                                                                       | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228566.49    | 0.11%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                               | Bausch Health Cos Inc                                                                                                  | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $135000.00    | 0.07%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                             | Beach Acquisition Bidco LLC                                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      690401 | PA      | $735289.02    | 0.36%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust       | BHG Securitization Trust 2021-A                                                                                        | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       28279 | PA      | $28147.98     | 0.01%             | 2033-11-17      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                               | BlackRock Funding Inc                                                                                                  | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      300000 | PA      | $279058.30    | 0.14%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                               | Bojangles Issuer LLC                                                                                                   | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      696500 | PA      | $700634.15    | 0.34%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                             | Booz Allen Hamilton Inc                                                                                                | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71435.70     | 0.03%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BORR IHC LTD / BORR FIN                             | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      192073 | PA      | $196802.25    | 0.10%             | 2028-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                 | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $275910.00    | 0.13%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                 | Brean Asset Backed Securities Trust 2021-RM2                                                                           | CUSIP: 10638MAA8<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |      703585 | PA      | $693067.90    | 0.34%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                   | Bristow Group Inc                                                                                                      | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      425000 | PA      | $429565.35    | 0.21%             | 2033-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                            | Broadstreet Partners Group LLC                                                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      325000 | PA      | $316732.72    | 0.15%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                            | Brookfield Asset Management Ltd                                                                                        | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $118548.82    | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                              | Brookfield Finance Inc                                                                                                 | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      565000 | PA      | $553204.05    | 0.27%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                | Ciudad Autonoma De Buenos Aires/Government Bonds                                                                       | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |      615000 | PA      | $622712.10    | 0.30%             | 2033-11-26      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      880000 | PA      | $752834.37    | 0.37%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                   | CBRE Services Inc                                                                                                      | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      221000 | PA      | $217932.67    | 0.11%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                            | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      176000 | PA      | $188823.54    | 0.09%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      170000 | PA      | $147457.00    | 0.07%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                    | CSC Holdings LLC                                                                                                       | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $265571.80    | 0.13%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                            | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                               | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $197299.04    | 0.10%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                            | California Resources Corp                                                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       92000 | PA      | $96252.98     | 0.05%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Camber Credit Auto Trust                            | Camber Credit 2026-1 Auto Trust                                                                                        | CUSIP: 13189HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      474494 | PA      | $483895.63    | 0.24%             | 2031-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                            | Capital One Financial Corp                                                                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      690000 | PA      | $676108.51    | 0.33%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      415000 | PA      | $433157.91    | 0.21%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                             | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $965642.10    | 0.47%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                             | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      780000 | PA      | $755942.85    | 0.37%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                 | Century Communities Inc                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      450000 | PA      | $440840.61    | 0.21%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      610000 | PA      | $547662.12    | 0.27%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       95000 | PA      | $60476.00     | 0.03%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $243425.03    | 0.12%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                         | Chemours Co/The                                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      550000 | PA      | $553003.55    | 0.27%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                  | CHICAGO IL                                                                                                             | CUSIP: 167486M71<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |       25000 | PA      | $25219.14     | 0.01%             | 2029-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                            | CIMIC Finance USA Pty Ltd                                                                                              | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       35000 | PA      | $37255.12     | 0.02%             | 2034-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                 | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |      300000 | PA      | $292939.81    | 0.14%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                          | Citadel LP                                                                                                             | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      290000 | PA      | $300567.74    | 0.15%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      225000 | PA      | $223040.75    | 0.11%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                       | Citigroup Inc                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      315000 | PA      | $315236.32    | 0.15%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                        | SM Energy Co                                                                                                           | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      190000 | PA      | $209896.99    | 0.10%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35926.50     | 0.02%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      560000 | PA      | $541829.29    | 0.26%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                              | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       85000 | PA      | $81997.26     | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                              | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      430000 | PA      | $407827.01    | 0.20%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                              | Clydesdale Acquisition Holdings Inc                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      500000 | PA      | $466536.95    | 0.23%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                                 | Coca-Cola Icecek AS                                                                                                    | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |      595000 | PA      | $569705.76    | 0.28%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                     | Cogent Ipv4 LLC                                                                                                        | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      740000 | PA      | $763752.30    | 0.37%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      120000 | PA      | $66475.81     | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                        | Comcast Corp                                                                                                           | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      205000 | PA      | $181554.29    | 0.09%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                            | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      615000 | PA      | $526664.17    | 0.26%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                       | Commonbond Student Loan Trust 2018-C-GS                                                                                | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |       66652 | PA      | $57448.60     | 0.03%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                              | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      425000 | PA      | $424391.52    | 0.21%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                              | ConocoPhillips Co                                                                                                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71316.62     | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                                                             | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1025000 | PA      | $1015059.90   | 0.49%             | 2056-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae                                                                                                             | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18030000 | PA      | $18144828.38  | 8.82%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                         | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      485000 | PA      | $497607.45    | 0.24%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      150000 | PA      | $145995.21    | 0.07%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                           | Crocs Inc                                                                                                              | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      190000 | PA      | $170968.31    | 0.08%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Crown Finance US Inc                                | Crown Finance US Inc 2025 Term Loan B                                                                                  | CUSIP: 22834KAV3<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |      490062 | PA      | $484470.77    | 0.24%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                   | DISH Network Corp                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      205000 | PA      | $211200.23    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                 | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101530.80    | 0.05%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| EMD FINANCE LLC                                     | EMD Finance LLC                                                                                                        | CUSIP: 26867LAQ3<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |      265000 | PA      | $261232.39    | 0.13%             | 2032-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $209145.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $2458.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $4120.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-31224.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $794.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $213300.36    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-26406.08    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-1122.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $-11795.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-3007.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $1377.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1299.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $18694.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $2451.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $94199.80     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $7930.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $21994.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |           1 | NC      | $-28273.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-670.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $12761.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED NOK / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NO        |           1 | NC      | $-21225.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $5086.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $12525.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $1928.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-521.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $10202.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $2766.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED SGD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SG        |           1 | NC      | $-11303.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |           1 | NC      | $-351.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED ZAR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |           1 | NC      | $692.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                       | PURCHASED GBP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |           1 | NC      | $-1480.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $1477.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                             | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-33531.65    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                         | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-5307.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC              | PURCHASED COP / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CO        |           1 | NC      | $-57.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                           | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100143.00    | 0.05%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                        | Enbridge Inc                                                                                                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      415000 | PA      | $414180.87    | 0.20%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      415000 | PA      | $389135.57    | 0.19%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73317.58     | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160191.25    | 0.08%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                        | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      300000 | PA      | $296559.36    | 0.14%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                            | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      525000 | PA      | $524430.02    | 0.25%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX ASIA FIN CORP                               | Equinix Asia Financing Corp Pte Ltd                                                                                    | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |      180000 | PA      | $176201.16    | 0.09%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                              | ESC GCB144A ENVIVA PAR                                                                                                 | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                             | Essential Utilities Inc                                                                                                | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128184.32    | 0.06%             | 2036-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                    | Essential Properties LP                                                                                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      295000 | PA      | $265726.72    | 0.13%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                             | Essential Properties LP                                                                                                | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      330000 | PA      | $324390.81    | 0.16%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                   | EUSHI Finance Inc                                                                                                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      210000 | PA      | $216755.70    | 0.11%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                          | Evergy Inc                                                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90606.92     | 0.04%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust 2023-HE1                                                                                                   | CUSIP: 302455AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      334985 | PA      | $338103.45    | 0.16%             | 2053-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      425000 | PA      | $416942.64    | 0.20%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      400000 | PA      | $374956.15    | 0.18%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                | FS Rialto 2021-FL3                                                                                                     | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $1004450.50   | 0.49%             | 2036-11-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4028436 | PA      | $4049372.62   | 1.97%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      372321 | PA      | $374236.75    | 0.18%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                         | Freddie Mac Pool                                                                                                       | CUSIP: 31426PZG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2832492 | PA      | $2847726.77   | 1.38%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                         | FIGRE Trust 2023-HE2                                                                                                   | CUSIP: 316925AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      230382 | PA      | $234988.20    | 0.11%             | 2053-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                              | Five Guys Holdings Inc                                                                                                 | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |      177750 | PA      | $181042.64    | 0.09%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397J61<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      440000 | PA      | $432093.24    | 0.21%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                               | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      225000 | PA      | $227812.01    | 0.11%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                               | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      310000 | PA      | $320350.06    | 0.16%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                    | FREED Mortgage Trust 2022-HE1                                                                                          | CUSIP: 35634KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      207696 | PA      | $212484.03    | 0.10%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                   | GEO Group Inc/The                                                                                                      | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      125000 | PA      | $133347.97    | 0.06%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1415247 | PA      | $1403402.36   | 0.68%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association            | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2347719 | PA      | $2369760.27   | 1.15%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS REFT 2026-FL1 Issuer Ltd                         | GS REFT 2026-FL1 Issuer Ltd                                                                                            | CUSIP: 36274DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      210000 | PA      | $209876.77    | 0.10%             | 2043-04-19      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                               | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      130000 | PA      | $126734.67    | 0.06%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55212.21     | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      625000 | PA      | $613775.49    | 0.30%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      235000 | PA      | $228116.03    | 0.11%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                              | Global Atlantic Fin Co                                                                                                 | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      420000 | PA      | $395876.17    | 0.19%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                             | Global Aircraft Leasing Co Ltd                                                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      315000 | PA      | $319580.10    | 0.16%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      520000 | PA      | $517245.72    | 0.25%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                             | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      425000 | PA      | $418557.83    | 0.20%             | 2032-01-21      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                      | Gray Media Inc                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      425000 | PA      | $424973.01    | 0.21%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                             | Guardian Life Insurance Co of America/The                                                                              | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      145000 | PA      | $117024.86    | 0.06%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      605000 | PA      | $613521.46    | 0.30%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                              | HA Sustainable Infrastructure Capital Inc                                                                              | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310434.60    | 0.15%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                    | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      200000 | PA      | $178532.93    | 0.09%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                            | Hilcorp Energy I LP / Hilcorp Finance Co                                                                               | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $442228.97    | 0.21%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                          | Hudsons Bay Simon JV Trust 2015-HBS                                                                                    | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535000 | PA      | $512596.23    | 0.25%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                          | Intel Corp                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       85000 | PA      | $53702.86     | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                          | Intel Corp                                                                                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      255000 | PA      | $175151.37    | 0.09%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                     | Israel Government International Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      370000 | PA      | $343912.28    | 0.17%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                     | Israel Government International Bond                                                                                   | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      625000 | PA      | $611897.78    | 0.30%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                 | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      780000 | PA      | $789910.91    | 0.38%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                            | JP Morgan Mortgage Trust 2017-6                                                                                        | CUSIP: 46649HBC5<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      385562 | PA      | $309159.35    | 0.15%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      385000 | PA      | $379610.97    | 0.18%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                            | Jefferson Capital Holdings LLC                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $416289.60    | 0.20%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                            | Jimmy Johns Funding LLC                                                                                                | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      227125 | PA      | $225928.10    | 0.11%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Jonah Energy LLC                                    | Jonah Energy Abs I LLC                                                                                                 | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |      301418 | PA      | $305607.80    | 0.15%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                             | K Hovnanian Enterprises Inc                                                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      625000 | PA      | $618057.75    | 0.30%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                | Kyndryl Holdings Inc                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      285000 | PA      | $198455.73    | 0.10%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                       | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20462.64     | 0.01%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                 | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64609.97     | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                 | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255842.63    | 0.12%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                            | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp                                                     | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              |  | US        |      440000 | PA      | $454839.44    | 0.22%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lafayette Federal Credit Union Asset Trust 2026-HI1 | Lafayette Federal Credit Union Asset Trust 2026-HI1                                                                    | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235342 | PA      | $233691.70    | 0.11%             | 2046-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81974.85     | 0.04%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                             | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      410000 | PA      | $414100.00    | 0.20%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                        | Laurel Road Prime Student Loan Trust 2017-C                                                                            | CUSIP: 518889AE0<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |       79248 | PA      | $79022.24     | 0.04%             | 2042-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55650.00     | 0.03%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      295000 | PA      | $301957.84    | 0.15%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                               | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      430000 | PA      | $448667.04    | 0.22%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                            | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      220000 | PA      | $220931.70    | 0.11%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                          | MFA 2020-NQM3 Trust                                                                                                    | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $934242.60    | 0.45%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                          | MFA 2021-NQM1 Trust                                                                                                    | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       44713 | PA      | $42060.02     | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISSUER I LLC                                | MNR ABS ISSUER I LLC                                                                                                   | CUSIP: 55317XAA7<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |      139789 | PA      | $142584.96    | 0.07%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| MPLX LP                                             | MPLX LP                                                                                                                | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      255000 | PA      | $251352.00    | 0.12%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                            | Macquarie Airfinance Holdings Ltd                                                                                      | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      175000 | PA      | $181321.29    | 0.09%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARS INC                                            | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      415000 | PA      | $404655.08    | 0.20%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                          | MasTec Inc                                                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      325000 | PA      | $321472.72    | 0.16%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                             | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      220000 | PA      | $199212.71    | 0.10%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                          | Mattel Inc                                                                                                             | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249988.21    | 0.12%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company          | Mauser Packaging Solutions Holding Company 2025 Term Loan B                                                            | CUSIP: 57763TAF0<br>LEI: 549300DNGHXL0OMHW304 | Long             | LON              | CORP              | US        |      315000 | PA      | $303861.60    | 0.15%             | 2030-04-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | MetLife Inc                                                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      360000 | PA      | $367573.68    | 0.18%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                         | MetLife Inc                                                                                                            | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      275000 | PA      | $269910.27    | 0.13%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                | Michaels Cos Inc/The                                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      425000 | PA      | $413734.95    | 0.20%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                              | AthenaHealth Group Inc                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      685000 | PA      | $642957.23    | 0.31%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                         | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      750000 | PA      | $674353.59    | 0.33%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                         | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      270000 | PA      | $260637.08    | 0.13%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                      | Morgan Stanley                                                                                                         | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      490000 | PA      | $480062.56    | 0.23%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Nothing Bundt Cakes                                 | NBC Funding LLC                                                                                                        | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      895950 | PA      | $911413.65    | 0.44%             | 2054-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                    | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      445000 | PA      | $447873.81    | 0.22%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                               | Nabors Industries Inc                                                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      220000 | PA      | $230998.02    | 0.11%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                             | National Australia Bank Ltd                                                                                            | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      930000 | PA      | $841089.80    | 0.41%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Economy Assets Phase 1 Issuer LLC               | New Economy Assets - Phase 1 Sponsor LLC                                                                               | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $207695.53    | 0.10%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                             | New York Life Insurance Co                                                                                             | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      310000 | PA      | $325498.26    | 0.16%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                   | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38396.58     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                           | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      280000 | PA      | $270220.82    | 0.13%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                           | News Corp                                                                                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      380000 | PA      | $371531.42    | 0.18%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                | Niagara Mohawk Power Corp                                                                                              | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      635000 | PA      | $623576.52    | 0.30%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                            | Northwestern Mutual Life Insurance Co/The                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      285000 | PA      | $292743.34    | 0.14%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                            | Octane Receivables Trust 2023-1                                                                                        | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81329 | PA      | $81508.42     | 0.04%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                               | Oglethorpe Power Corp                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      125000 | PA      | $97250.23     | 0.05%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                      | 1261229 BC Ltd                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      735000 | PA      | $752525.34    | 0.37%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      375000 | PA      | $361380.52    | 0.18%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      485000 | PA      | $408016.29    | 0.20%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143167.45    | 0.07%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                         | Oracle Corp                                                                                                            | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      575000 | PA      | $552855.77    | 0.27%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                              | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      200000 | PA      | $190618.43    | 0.09%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                               | Blue Owl Capital Corp                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1077717.38   | 0.52%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                      | OWN Equipment Fund III LLC                                                                                             | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      506611 | PA      | $504649.40    | 0.25%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39471.68     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      550000 | PA      | $553527.93    | 0.27%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                       | PRA Group Inc                                                                                                          | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      185000 | PA      | $170783.43    | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                          | PacifiCorp                                                                                                             | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      400000 | PA      | $401282.09    | 0.20%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                      | Pagaya AI Debt Trust 2025-4                                                                                            | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      539532 | PA      | $541852.55    | 0.26%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds               | Panama Government International Bonds                                                                                  | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      310000 | PA      | $226377.50    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                             | PartnerRe Finance B LLC                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43080.05     | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company, Inc.             | Petco Health and Wellness Company Inc 2026 Term Loan B                                                                 | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      580000 | PA      | $565697.20    | 0.27%             | 2031-02-03      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                            | PetSmart LLC / PetSmart Finance Corp                                                                                   | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $512483.70    | 0.25%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                            | PetSmart LLC / PetSmart Finance Corp                                                                                   | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      580000 | PA      | $578667.86    | 0.28%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                            | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      130000 | PA      | $141956.50    | 0.07%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                 | Prairie Acquiror LP                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      410000 | PA      | $423524.26    | 0.21%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                | Protective Life Corp                                                                                                   | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      505000 | PA      | $500134.61    | 0.24%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FDG/PFG FIN                               | Provident Funding Associates LP / PFG Finance Corp                                                                     | CUSIP: 74387UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $297713.16    | 0.14%             | 2029-09-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      332619 | PA      | $321808.88    | 0.16%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                | Province of Santa Fe                                                                                                   | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |      645000 | PA      | $614717.25    | 0.30%             | 2034-12-11      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                            | Prudential Financial Inc                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      455000 | PA      | $413337.97    | 0.20%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                              | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405548.00    | 0.20%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                            | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      390000 | PA      | $398896.24    | 0.19%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                   | Upbound Group Inc                                                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |      255000 | PA      | $247100.97    | 0.12%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      410000 | PA      | $410054.07    | 0.20%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      340000 | PA      | $336018.43    | 0.16%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                               | RIO TINTO FIN USA PLC                                                                                                  | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $318765.95    | 0.15%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                 | Rocket Software Inc 2023 USD Term Loan B                                                                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |       48783 | PA      | $46694.36     | 0.02%             | 2028-11-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                            | Rogers Communications Inc                                                                                              | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $613972.81    | 0.30%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      585000 | PA      | $590844.76    | 0.29%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       50000 | PA      | $50492.88     | 0.02%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      150000 | PA      | $142697.26    | 0.07%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SESI LLC                                            | SESI LLC                                                                                                               | CUSIP: 78412FAX2<br>LEI: XDZ56K6RXS5J1ESBZS35 | Long             | DBT              | CORP              | US        |      340000 | PA      | $346702.08    | 0.17%             | 2030-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust          | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                                   | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $517665.12    | 0.25%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| SDAL Trust                                          | SDAL Trust 2025-DAL                                                                                                    | CUSIP: 78437RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $499800.50    | 0.24%             | 2042-04-15      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                            | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $195277.04    | 0.09%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF     | State Street SPDR Portfolio High Yield Bond ETF                                                                        | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |       25664 | NS      | $598484.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                             | SV RNO Property Owner 1 LLC                                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      435000 | PA      | $429994.26    | 0.21%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                      | Salesforce Inc                                                                                                         | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      235000 | PA      | $235815.25    | 0.11%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                             | Schlumberger Holdings Corp                                                                                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214664.91    | 0.10%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                              | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      385000 | PA      | $384987.53    | 0.19%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CAN WON/MILLEN                            | Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC                                          | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      440000 | PA      | $440709.87    | 0.21%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SOTHEBY'S/BIDFAIR HLD                               | Sotheby's/Bidfair Holdings Inc                                                                                         | CUSIP: 83600GAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      425000 | PA      | $399014.48    | 0.19%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                               | Southwest Airlines Co                                                                                                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      160000 | PA      | $150176.74    | 0.07%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                     | Star Parent Inc                                                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $414400.40    | 0.20%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                  | Starwood 2025-SIF5 LLC                                                                                                 | CUSIP: 85573WAA5<br>LEI: 2549003WQA28FWJYLM96 | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $874979.00    | 0.43%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                            | Store Master Funding I-VII XIV XIX XX XXIV                                                                             | CUSIP: 86212XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      492917 | PA      | $493836.37    | 0.24%             | 2053-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215000 | PA      | $210820.77    | 0.10%             | 2055-10-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                    | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      260000 | PA      | $231258.10    | 0.11%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                               | TRK 2021-INV2 Trust                                                                                                    | CUSIP: 87267TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      522929 | PA      | $473132.23    | 0.23%             | 2056-11-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| TALLGRASS NRG PRTNR/FIN                             | Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                                                           | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      385000 | PA      | $383038.93    | 0.19%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      280000 | PA      | $285837.72    | 0.14%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $194951.84    | 0.09%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                            | TerraForm Power Operating LLC                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      239000 | PA      | $228909.23    | 0.11%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                               | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $189607.35    | 0.09%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                               | Toll Road Investors Partnership II LP                                                                                  | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $190110.97    | 0.09%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                   | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      730000 | PA      | $725255.00    | 0.35%             | 2036-01-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                               | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      445000 | PA      | $481805.51    | 0.23%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $197483.78    | 0.10%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                                                           | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      510000 | PA      | $522809.78    | 0.25%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                        | UBS Group AG                                                                                                           | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      265000 | PA      | $262622.81    | 0.13%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ESC CB144A UNIFIN FINA                              | ESC CB144A UNIFIN FINA                                                                                                 | CUSIP: 904ESCAN0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $51600.00     | 0.03%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                             | United Airlines 2020-1 Class A Pass Through Trust                                                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45585 | PA      | $46346.39     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      355000 | PA      | $211846.25    | 0.10%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      445000 | PA      | $454589.75    | 0.22%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                               | Mexico Government International Bond                                                                                   | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      485000 | PA      | $469237.50    | 0.23%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      570000 | PA      | $544617.19    | 0.26%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2395000 | PA      | $2310052.34   | 1.12%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6809000 | PA      | $6564301.56   | 3.19%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3345000 | PA      | $3292734.38   | 1.60%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      240000 | PA      | $235350.00    | 0.11%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                            | United Wholesale Mortgage LLC                                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32759.51     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                              | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25184.50     | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Uniti Fiber ABS Issuer LLC                          | Uniti Fiber Abs Issuer LLC                                                                                             | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1015316.20   | 0.49%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vanguard Short-Term Corporate Bond ETF              | Vanguard Short-Term Corporate Bond ETF                                                                                 | CUSIP: 92206C409<br>LEI: GW69FWO1NUHCKLV98X51 | Long             | EC               | RF                | US        |       13498 | NS      | $1069986.46   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                               | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      410000 | PA      | $450673.64    | 0.22%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      150000 | PA      | $155996.30    | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      505000 | PA      | $503003.32    | 0.24%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      455000 | PA      | $445575.85    | 0.22%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                              | Verizon Communications Inc                                                                                             | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      170000 | PA      | $165354.44    | 0.08%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                          | Verus Securitization Trust 2021-2                                                                                      | CUSIP: 92538FAA2<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       52480 | PA      | $47962.11     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                    | Paramount Global                                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      510000 | PA      | $341700.00    | 0.17%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                            | Virgin Media Secured Finance PLC                                                                                       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |       45000 | PA      | $39908.19     | 0.02%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTAJET MALTA/VM HOLDS                             | VistaJet Malta Finance PLC / Vista Management Holding Inc                                                              | CUSIP: 92840JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      325000 | PA      | $280672.70    | 0.14%             | 2030-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                       | VistaJet Malta Finance PLC 2025 Term Loan B                                                                            | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       34650 | PA      | $34238.70     | 0.02%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                   | Vornado Realty LP                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |      165000 | PA      | $161803.56    | 0.08%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                         | Wayfair LLC                                                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      305000 | PA      | $307315.52    | 0.15%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                               | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      550000 | PA      | $595514.63    | 0.29%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                        | Fibercop SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      575000 | PA      | $620191.46    | 0.30%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| ENVIVA EQUITY                                       | ENVIVA EQUITY                                                                                                          | CUSIP: 000000000<br>LEI: 549300WH5VXDEFM5KR81 | Long             | EC               | CORP              | US        |        8376 | NS      | $150768.00    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| WESTERN UNION CO/THE                                | Western Union Co/The                                                                                                   | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148663.95    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                      | ALLSPRING GOVERNMENT MONEY MAR                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     5162796 | NS      | $5162795.64   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                    | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      140000 | PA      | $147935.20    | 0.07%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: SPED05UQ1 CDS USD R F  5.00000 SPED05UQ1_FEE CCPCDX / Short: SPED05UQ1 CDS USD P V 03MEVENT SPED05UQ1_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     5964750 | OU      | $347656.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                     | Long: SP9H0DT34 CDS USD R F  1.00000 SP9H0DT34_FEE CCPCDX / Short: SP9H0DT34 CDS USD P V 03MEVENT SP9H0DT34_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     6045000 | OU      | $107130.94    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                            | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    34785000 | PA      | $2033118.68   | 0.99%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                         | Unifin Financiera SAB de CV                                                                                            | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |       78042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3150000 | PA      | $2067631.68   | 1.00%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                              | Asian Development Bank                                                                                                 | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    18450000 | PA      | $191970.06    | 0.09%             | 2026-10-06      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                    | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $461762.16    | 0.22%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                            | New South Wales Treasury Corp                                                                                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1585000 | PA      | $1035524.29   | 0.50%             | 2029-04-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                               | Bonos de la Tesoreria de la Republica en pesos                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  1015000000 | PA      | $1073121.48   | 0.52%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ZIGGO BV                                            | Ziggo BV                                                                                                               | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |      460000 | PA      | $488335.16    | 0.24%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                            | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    24500000 | PA      | $4245916.19   | 2.06%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 16707000000 | PA      | $4037394.25   | 1.96%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                            | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $424416.46    | 0.21%             | 2032-03-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Sweden Government Bonds                             | Sweden Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    21900000 | PA      | $2043065.39   | 0.99%             | 2031-05-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                              | APA Infrastructure Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      595000 | PA      | $641930.10    | 0.31%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                  | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $282456.03    | 0.14%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SAMPO OYJ                                           | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      355000 | PA      | $366758.38    | 0.18%             | 2052-09-03      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                  | Telecom Italia SpA/Milano                                                                                              | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      200000 | PA      | $217698.16    | 0.11%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                             | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $440983.21    | 0.21%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      485000 | PA      | $468033.89    | 0.23%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                  | Iceland Bondco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $503136.66    | 0.24%             | 2028-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| NEXI SPA                                            | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $273705.64    | 0.13%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $219127.84    | 0.11%             | 2033-06-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| VATTENFALL AB                                       | Vattenfall AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $435661.73    | 0.21%             | 2083-06-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CASTELLUM AB                                        | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $448618.25    | 0.22%             | 2026-12-02      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                | Computershare US Inc                                                                                                   | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      440000 | PA      | $433943.06    | 0.21%             | 2031-10-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      200000 | PA      | $229343.22    | 0.11%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      235000 | PA      | $265994.09    | 0.13%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                      | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    41920000 | PA      | $2018429.02   | 0.98%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NN GROUP NV                                         | NN Group NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $248661.84    | 0.12%             | 2043-03-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                    | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $239417.73    | 0.12%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chorus Ltd.                                         | Chorus Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      295000 | PA      | $341104.25    | 0.17%             | 2029-09-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $483246.91    | 0.23%             | 2032-12-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CAIXABANK SA                                        | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $479869.23    | 0.23%             | 2033-02-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AXA SA                                              | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $461372.48    | 0.22%             | 2033-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                | Telefonica Europe BV                                                                                                   | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $240093.62    | 0.12%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| TDC NET AS                                          | TDC Net A/S                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $485665.78    | 0.24%             | 2030-02-06      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| INEOS FINANCE PLC                                   | INEOS Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      235000 | PA      | $263630.41    | 0.13%             | 2028-05-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                               | Global Payments, Inc.                                                                                                  | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      595000 | PA      | $699713.35    | 0.34%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                              | Booking Holdings, Inc.                                                                                                 | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      145000 | PA      | $169387.58    | 0.08%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                            | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      320000 | PA      | $373121.44    | 0.18%             | 2031-06-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                            | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $409683.67    | 0.20%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                  | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $350771.70    | 0.17%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                        | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $246540.54    | 0.12%             | 2028-09-05      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                      | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      200000 | PA      | $249330.10    | 0.12%             | 2083-11-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                            | Telefonica Emisiones SA                                                                                                | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $462076.69    | 0.22%             | 2033-11-21      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TUI AG                                              | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $806159.44    | 0.39%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ENGIE SA                                            | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $347238.11    | 0.17%             | 2031-03-06      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                              | Vmed O2 UK Financing I PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      390000 | PA      | $412948.82    | 0.20%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                        | Casino Guichard Perrachon SA                                                                                           | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | N/A              | DE               |  | FR        |      128399 | NS      | $74.21        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MAHLE GMBH                                          | Mahle GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      255000 | PA      | $298024.94    | 0.14%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                        | Casino Guichard Perrachon SA                                                                                           | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |        1285 | NS      | $240.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                        | Centrica PLC                                                                                                           | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $199036.42    | 0.10%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                             | Tereos Finance Groupe I SA                                                                                             | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $470954.50    | 0.23%             | 2030-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AMBER FINCO PLC                                     | Amber Finco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      280000 | PA      | $332110.51    | 0.16%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                  | Zegona Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      351000 | PA      | $421048.06    | 0.20%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                             | Nationwide Building Society                                                                                            | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $374842.56    | 0.18%             | 2032-07-24      | Fixed         | 3.83%                 | Yes           |                  2 | On Loan: No      |
| OCADO GROUP PLC                                     | Ocado Group PLC                                                                                                        | CUSIP: 000000000<br>LEI: 213800LO8F61YB8MBC74 | Long             | DBT              | CORP              | GB        |      100000 | PA      | $130264.71    | 0.06%             | 2029-08-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| SES SA                                              | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $450218.39    | 0.22%             | 2054-09-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BAWAG GROUP AG                                      | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $237672.16    | 0.12%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                          | Essendi SA                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      415000 | PA      | $482115.99    | 0.23%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OEG FINANCE PLC                                     | OEG Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $476203.32    | 0.23%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HLDNG D'INFRA METIERS                               | Holding d'Infrastructures des Metiers de l'Environnement SAS                                                           | CUSIP: 000000000<br>LEI: 969500I3QVK40XEORU25 | Long             | DBT              | CORP              | FR        |      431000 | PA      | $506009.25    | 0.25%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                | Fressnapf Holding SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $112982.79    | 0.05%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                            | Almaviva-The Italian Innovation Co SpA                                                                                 | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |      213000 | PA      | $233304.34    | 0.11%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                    | Asmodee Group AB                                                                                                       | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |      186667 | PA      | $222110.91    | 0.11%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MOTABILITY OPERATIONS GR                            | Motability Operations Group PLC                                                                                        | CUSIP: 000000000<br>LEI: AZ3NL8JCZDCNUXFWI720 | Long             | DBT              | CORP              | GB        |      335000 | PA      | $375902.77    | 0.18%             | 2037-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                              | BMW International Investment BV                                                                                        | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $227522.94    | 0.11%             | 2033-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                             | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    36625000 | PA      | $2029220.76   | 0.99%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                    | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $678945.41    | 0.33%             | 2035-05-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                      | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      265000 | PA      | $304566.83    | 0.15%             | 2031-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3615000 | PA      | $4094412.74   | 1.99%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                             | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      415000 | PA      | $484745.64    | 0.24%             | 2030-05-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                                       | Aroundtown SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $553476.66    | 0.27%             | 2030-05-13      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $381389.81    | 0.19%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                            | Heidelberg Materials Finance Luxembourg SA                                                                             | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      700000 | PA      | $792106.06    | 0.38%             | 2030-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DUFRY ONE BV                                        | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $456812.12    | 0.22%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LUNA 2 5SARL                                        | Luna 2 5SARL                                                                                                           | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      420000 | PA      | $477498.75    | 0.23%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                             | Beach Acquisition Bidco LLC                                                                                            | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      425000 | PA      | $471140.75    | 0.23%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1514000 | PA      | $1977831.11   | 0.96%             | 2035-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                  | Contact Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $449359.61    | 0.22%             | 2032-11-03      | Fixed         | 3.54%                 | Yes           |                  2 | On Loan: No      |
| RCI BANQUE SA                                       | RCI Banque SA                                                                                                          | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $559499.29    | 0.27%             | 2032-11-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| IBERDROLA FINANZAS SAU                              | Iberdrola Finanzas SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493004PZNZWWBOUV388 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $446350.06    | 0.22%             | 2031-08-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BT FINANCE PLC                                      | BT Finance PLC                                                                                                         | CUSIP: 000000000<br>LEI: 64882D4OUTP2YP126091 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $448872.18    | 0.22%             | 2032-11-17      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CHORUS LTD                                          | Chorus Ltd                                                                                                             | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      325000 | PA      | $365486.20    | 0.18%             | 2032-11-26      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bonds                 | Kingdom of Belgium Government Bonds                                                                                    | CUSIP: 000000000<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |     1800000 | PA      | $2041292.01   | 0.99%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                    | Bundesobligation                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1820000 | PA      | $2080503.07   | 1.01%             | 2031-04-16      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Italy Buoni Poliennali Del Tesoro                   | Italy Buoni Poliennali Del Tesoro                                                                                      | CUSIP: 000000000<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     3675000 | PA      | $4195077.47   | 2.04%             | 2028-02-28      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                              | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3630000 | PA      | $4115312.43   | 2.00%             | 2031-05-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BOBL FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -85 | NC      | $173760.12    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                   | EURO-BUND FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -36 | NC      | $106048.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                   | EURO-SCHATZ FUT JUN26                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -32 | NC      | $33051.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -38 | NC      | $152876.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -80 | NC      | $113550.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                              | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         135 | NC      | $-102087.71   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      770000 | PA      | $1018386.86   | 0.49%             | 2028-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1540000 | PA      | $2034655.30   | 0.99%             | 2030-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Australia Government Bonds                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     3005000 | PA      | $2011018.37   | 0.98%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-24

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer