# EDGAR Filing Document

**Accession Number:** 0001611331
**File Stem:** 0001410368-26-052340
**Filing Date:** 2026-5
**Character Count:** 208584
**Document Hash:** 461473d9c92c13c4120dc044bc0d4640
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-052340.hdr.sgml**: 20260527

**ACCESSION NUMBER**: 0001410368-26-052340

**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 EXCHANGE-TRADED FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001611331

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23597
- **FILM NUMBER:** 261022875

**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:** Allspring Exchange-Traded Funds Trust
- **DATE OF NAME CHANGE:** 20211206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Wells Fargo Exchange-Traded Funds Trust
- **DATE OF NAME CHANGE:** 20140619

## Series and Classes Contracts Data

### Allspring Income Plus ETF (Series ID: S000088478)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000254755 | Allspring Income Plus ETF | AINP            |

## 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 EXCHANGE-TRADED FUNDS TRUST

- **b. Investment Company Act file number:** 811-23597

- **c. CIK number of Registrant:** 0001611331

- **d. LEI of Registrant:** 2549008U45GDNN6MG464

- **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 ETF

- **b. EDGAR series identifier (if any):** S000088478

- **c. LEI of Series:** 254900NN3J8PSS8W3163

**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:** $264416661.66

**Total Liabilities:** $68609723.43

**Net Assets:** $195806938.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -116.70000000 | **1-Year:** -3464.46000000 | **5-Year:** -15948.05000000 | **10-Year:** -15013.12000000 | **30-Year:** -8512.55000000

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

- **3-Month:** -139.46000000 | **1-Year:** -4947.98000000 | **5-Year:** -13989.95000000 | **10-Year:** -3386.19000000 | **30-Year:** -1045.58000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254755 | 0.64%                | 0.70%                | 0.64%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $437027.31               | $1008089.75                                |
| Month 2  | $636016.91               | $188246.41                                 |
| Month 3  | $-252148.91              | $-5842822.60                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM5                                                                                           | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      387241 | PA      | $388642.24    | 0.20%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39676.72     | 0.02%             | 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        |     1030000 | PA      | $669873.10    | 0.34%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                              | Abbott Laboratories                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      255000 | PA      | $249353.89    | 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        |      190000 | PA      | $186300.15    | 0.10%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                           | Adient Global Holdings Ltd                                                                                             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |      280000 | PA      | $283081.40    | 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        |      615000 | PA      | $629438.37    | 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        |      670000 | PA      | $594342.88    | 0.30%             | 2031-05-17      | Fixed         | 3.80%                 | 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      |
| Ajax Mortgage Loan Trust                                         | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      511733 | PA      | $447735.60    | 0.23%             | 2060-12-25      | Variable      | 1.74%                 | 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      |
| Aligned Data Centers Issuer LLC                                  | Aligned Data Centers Issuer LLC                                                                                        | CUSIP: 01627AAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $158209.86    | 0.08%             | 2046-08-15      | Fixed         | 2.48%                 | 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        |      490000 | PA      | $485321.09    | 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        |    13415000 | PA      | $13228888.88  | 6.76%             | 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        |     2750000 | PA      | $2762666.25   | 1.41%             | 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        |    12640000 | PA      | $12884305.92  | 6.58%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                     | Alphabet Inc                                                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      290000 | PA      | $289067.21    | 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        |      615000 | PA      | $610467.24    | 0.31%             | 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        |      400000 | PA      | $396354.50    | 0.20%             | 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        |      320000 | PA      | $319742.84    | 0.16%             | 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        |      438529 | PA      | $432983.54    | 0.22%             | 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        |      200000 | PA      | $190788.86    | 0.10%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                              | American Express Co                                                                                                    | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      425000 | PA      | $439246.20    | 0.22%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                                   | American Greetings Corporation 2024 Term Loan B                                                                        | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |      357198 | PA      | $355769.06    | 0.18%             | 2029-10-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                         | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      107000 | PA      | $91364.05     | 0.05%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $239426.88    | 0.12%             | 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        |      125000 | PA      | $125886.53    | 0.06%             | 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        |      235000 | PA      | $230809.32    | 0.12%             | 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        |      405000 | PA      | $389406.39    | 0.20%             | 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        |      385000 | PA      | $277200.00    | 0.14%             | 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        |      255000 | PA      | $238887.22    | 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        |      230000 | PA      | $237161.26    | 0.12%             | 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        |      495000 | PA      | $480576.90    | 0.25%             | 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        |      375000 | PA      | $370838.45    | 0.19%             | 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        |      445000 | PA      | $436872.67    | 0.22%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                                        | Avant Loans Funding Trust 2024-REV1                                                                                    | CUSIP: 05352UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1001515.70   | 0.51%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      540000 | PA      | $553305.11    | 0.28%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                                                                    | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $515194.95    | 0.26%             | 2041-12-10      | Variable      | 6.39%                 | 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        |      575000 | PA      | $564705.57    | 0.29%             | 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        |      265000 | PA      | $273344.32    | 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        |      850000 | PA      | $839131.90    | 0.43%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BSPRT Issuer, Ltd.                                               | BSPRT 2025-FL12 Issuer LLC                                                                                             | CUSIP: 05619BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $399347.79    | 0.20%             | 2043-01-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                   | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      165000 | PA      | $164587.50    | 0.08%             | 2042-12-15      | Floating      | 5.82%                 | 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        |      540000 | PA      | $528412.81    | 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        |      590000 | PA      | $581681.00    | 0.30%             | 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    | 0.11%             | 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        |      750000 | PA      | $770625.00    | 0.39%             | 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        |      605000 | PA      | $593149.32    | 0.30%             | 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        |       85000 | PA      | $83884.80     | 0.04%             | 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        |      380000 | PA      | $379111.99    | 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        |      160000 | PA      | $159996.33    | 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    | 0.11%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      655000 | PA      | $666375.68    | 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        |      225000 | PA      | $218840.25    | 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        |      245000 | PA      | $183750.00    | 0.09%             | 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        |      658780 | PA      | $701612.10    | 0.36%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      350000 | PA      | $343369.32    | 0.18%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                            | BlackRock Funding Inc                                                                                                  | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      275000 | PA      | $255803.44    | 0.13%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                          | Booz Allen Hamilton Inc                                                                                                | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66333.15     | 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      | $196802.26    | 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        |      380000 | PA      | $174743.00    | 0.09%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM1                                                                              | CUSIP: 10568MAA2<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |      650244 | PA      | $647729.06    | 0.33%             | 2063-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                | Bristow Group Inc                                                                                                      | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      410000 | PA      | $414404.22    | 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        |      300000 | PA      | $292368.66    | 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        |      115000 | PA      | $113609.29    | 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        |      540000 | PA      | $528725.99    | 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        |      570000 | PA      | $577147.80    | 0.29%             | 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        |      831000 | PA      | $710915.18    | 0.36%             | 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        |      210000 | PA      | $207085.34    | 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        |      203000 | PA      | $217790.78    | 0.11%             | 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        |      186000 | PA      | $161335.30    | 0.08%             | 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        |      350000 | PA      | $286000.40    | 0.15%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2018-RPL9 Trust                                                                                                   | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      346076 | PA      | $332489.05    | 0.17%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      106000 | PA      | $110900.17    | 0.06%             | 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        |      444571 | PA      | $453379.70    | 0.23%             | 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        |      555000 | PA      | $543826.41    | 0.28%             | 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        |      400000 | PA      | $417501.60    | 0.21%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                          | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $290747.25    | 0.15%             | 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        |      445000 | PA      | $435942.38    | 0.22%             | 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        |      590000 | PA      | $529705.99    | 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        |       70000 | PA      | $44561.27     | 0.02%             | 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        |      205000 | PA      | $212349.50    | 0.11%             | 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        |      420000 | PA      | $422293.62    | 0.22%             | 2033-01-15      | Fixed         | 8.00%                 | 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    | 0.15%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                       | Citadel LP                                                                                                             | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      295000 | PA      | $305749.94    | 0.16%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      215000 | PA      | $213127.83    | 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        |      305000 | PA      | $305228.82    | 0.16%             | 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    | 0.11%             | 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        |       80000 | PA      | $71853.01     | 0.04%             | 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        |      385000 | PA      | $372507.64    | 0.19%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivables 2024-1 Trust                    | ClickLease Equipment Receivables 2024-1 Trust                                                                          | CUSIP: 18682FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      215903 | PA      | $217251.48    | 0.11%             | 2030-02-15      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       87000 | PA      | $83926.60     | 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        |      438000 | PA      | $415414.49    | 0.21%             | 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        |      480000 | PA      | $447875.47    | 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        |      635000 | PA      | $608005.31    | 0.31%             | 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        |      690000 | PA      | $712147.41    | 0.36%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      130000 | PA      | $72015.46     | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      300000 | PA      | $158848.24    | 0.08%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                         | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      620000 | PA      | $530945.99    | 0.27%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      435000 | PA      | $434377.20    | 0.22%             | 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     | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LLC, Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                                                        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      850000 | PA      | $862632.36    | 0.44%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                             | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1510000 | PA      | $1495356.53   | 0.76%             | 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        |    15980000 | PA      | $16081772.47  | 8.21%             | 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        |      450000 | PA      | $461697.64    | 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        |      140000 | PA      | $136262.20    | 0.07%             | 2029-01-15      | Fixed         | 4.75%                 | 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        |      529663 | PA      | $523619.92    | 0.27%             | 2031-12-02      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| DI Issuer LLC                                                    | DI Issuer LLC                                                                                                          | CUSIP: 23292FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $222951.56    | 0.11%             | 2054-09-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106607.34    | 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        |      150000 | PA      | $147867.39    | 0.08%             | 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      | $234246.25    | 0.12%             |  |  |  | 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      | $2671.90      | 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      | $-31342.83    | -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      | $646.42       | 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      | $191059.32    | 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      | $-24760.66    | -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      | $-1052.10     | -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      | $-10876.15    | -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      | $-2763.44     | -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      | $1414.87      | 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      | $-885.78      | -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      | $17415.70     | 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      | $2233.52      | 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      | $85555.50     | 0.04%             |  |  |  | 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      | $7619.67      | 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      | $20834.56     | 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 NZD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | NZ        |           1 | NC      | $-27670.38    | -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      | $-19650.18    | -0.01%            |  |  |  | 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      | $11807.20     | 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      | $4915.68      | 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      | $11585.29     | 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      | $1514.39      | 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      | $-253.89      | -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      | $9386.16      | 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      | $2612.58      | 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      | $-10923.82    | -0.01%            |  |  |  | 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      | $610.43       | 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      | $-31736.71    | -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      | $-5183.39     | -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      | $-187.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EMERA INC                                                        | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      115000 | PA      | $115164.45    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                                                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      420000 | PA      | $419171.00    | 0.21%             | 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        |      395000 | PA      | $370382.05    | 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        |       78000 | PA      | $81696.73     | 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        |      150000 | PA      | $145628.41    | 0.07%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      290000 | PA      | $286674.05    | 0.15%             | 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        |      475000 | PA      | $474484.30    | 0.24%             | 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      |
| ESSENTIAL UTILITIES INC                                          | Essential Utilities Inc                                                                                                | CUSIP: 29670GAL6<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118323.99    | 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    | 0.14%             | 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        |      290000 | PA      | $285070.71    | 0.15%             | 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        |      235000 | PA      | $242559.95    | 0.12%             | 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     | 0.05%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE1                                                                                                   | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      761776 | PA      | $764482.72    | 0.39%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                                                                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      380000 | PA      | $344187.54    | 0.18%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                               | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      400000 | PA      | $392416.60    | 0.20%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                             | FS Rialto 2026-FL11 Issuer LLC                                                                                         | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      450000 | PA      | $448487.04    | 0.23%             | 2044-01-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                         | FS 2026-ORL                                                                                                            | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170000 | PA      | $169681.25    | 0.09%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     4605063 | PA      | $4628996.53   | 2.36%             | 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        |      360046 | PA      | $361899.28    | 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        |     1967609 | PA      | $1978191.88   | 1.01%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                           | Five Guys Holdings Inc                                                                                                 | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |      345625 | PA      | $352027.36    | 0.18%             | 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        |      410000 | PA      | $402632.34    | 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        |      200000 | PA      | $202499.56    | 0.10%             | 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        |      320000 | PA      | $330683.93    | 0.17%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freedom Financial                                                | FREED ABS Trust 2022-3FP                                                                                               | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       23374 | PA      | $23416.06     | 0.01%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                                           | Froneri Lux FinCo SARL                                                                                                 | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      390000 | PA      | $380206.24    | 0.19%             | 2032-08-01      | Fixed         | 6.00%                 | 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    | 0.07%             | 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        |     1749593 | PA      | $1734950.48   | 0.89%             | 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        |     2915651 | PA      | $2943024.26   | 1.50%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                            | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      125000 | PA      | $121860.26    | 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        |      525000 | PA      | $515571.41    | 0.26%             | 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        |      225000 | PA      | $218408.96    | 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        |      395000 | PA      | $372312.11    | 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        |      370000 | PA      | $375379.80    | 0.19%             | 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        |      325000 | PA      | $323278.57    | 0.17%             | 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        |      410000 | PA      | $403785.20    | 0.21%             | 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    | 0.22%             | 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        |      150000 | PA      | $121060.20    | 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        |      580000 | PA      | $588169.33    | 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        |      485000 | PA      | $501869.27    | 0.26%             | 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        |      190000 | PA      | $169606.28    | 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        |      411000 | PA      | $399463.97    | 0.20%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hipgnosis Music Assets LP                                        | Hipgnosis Music Assets 2022-1 LP                                                                                       | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      499404 | PA      | $497711.19    | 0.25%             | 2062-05-16      | Fixed         | 5.00%                 | 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        |      250000 | PA      | $171717.03    | 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        |      385000 | PA      | $357854.67    | 0.18%             | 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        |      595000 | PA      | $582526.68    | 0.30%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                                     | Jack in the Box Funding LLC                                                                                            | CUSIP: 466365AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      997500 | PA      | $938044.61    | 0.48%             | 2049-08-25      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      670000 | PA      | $678513.22    | 0.35%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                         | JP Morgan Mortgage Trust Series 2025-CES1                                                                              | CUSIP: 46658XAE5<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1005359.90   | 0.51%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                             | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      360000 | PA      | $354960.91    | 0.18%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                          | Jane Street Group / JSG Finance Inc                                                                                    | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      390000 | PA      | $385666.59    | 0.20%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CAPITAL HOLDIN                                         | Jefferson Capital Holdings LLC                                                                                         | CUSIP: 472481AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      370000 | PA      | $385067.88    | 0.20%             | 2030-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                         | Jersey Mike's Funding LLC                                                                                              | CUSIP: 476681AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      336600 | PA      | $340409.37    | 0.17%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      605000 | PA      | $598279.90    | 0.31%             | 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        |      270000 | PA      | $188010.69    | 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        |       33000 | PA      | $33763.36     | 0.02%             | 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        |       50000 | PA      | $49699.98     | 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    | 0.13%             | 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        |      412000 | PA      | $425895.11    | 0.22%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76851.42     | 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        |      380000 | PA      | $383800.00    | 0.20%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50085.00     | 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        |      290000 | PA      | $296839.91    | 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        |      410000 | PA      | $427798.80    | 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        |      200000 | PA      | $200847.00    | 0.10%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                      | MF1 2021-FL7 Ltd                                                                                                       | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      270000 | PA      | $264407.22    | 0.14%             | 2036-10-16      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                                                | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      245000 | PA      | $241495.05    | 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        |      375000 | PA      | $365652.18    | 0.19%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                       | MasTec Inc                                                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      330000 | PA      | $326418.46    | 0.17%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | Mattel Inc                                                                                                             | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      210000 | PA      | $190157.59    | 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        |      240000 | PA      | $239988.68    | 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        |      305000 | PA      | $294215.20    | 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        |      340000 | PA      | $347152.92    | 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        |      255000 | PA      | $250280.43    | 0.13%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                   | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      200000 | PA      | $186240.48    | 0.10%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                   | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      400000 | PA      | $389397.60    | 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        |      649000 | PA      | $609166.78    | 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        |      725000 | PA      | $651875.14    | 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        |      255000 | PA      | $246157.24    | 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        |      465000 | PA      | $455569.57    | 0.23%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                   | Morgan Stanley Capital I Trust 2014-150E                                                                               | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |      405000 | PA      | $374785.91    | 0.19%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                 | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $563616.48    | 0.29%             | 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        |      253000 | PA      | $265647.72    | 0.14%             | 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        |      875000 | PA      | $791347.93    | 0.40%             | 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        |      200000 | PA      | $125876.08    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-RPL3                                                                          | CUSIP: 64830NAE1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $250944.65    | 0.13%             | 2059-07-25      | Variable      | 3.25%                 | 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    | 0.17%             | 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        |       65000 | PA      | $62394.45     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      265000 | PA      | $255744.71    | 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        |      355000 | PA      | $347088.56    | 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        |      595000 | PA      | $584296.11    | 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        |      270000 | PA      | $277335.79    | 0.14%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                            | Oglethorpe Power Corp                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      135000 | PA      | $105030.25    | 0.05%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                               | One New York Plaza Trust 2020-1NYP                                                                                     | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      339807 | PA      | $327064.29    | 0.17%             | 2036-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      730000 | PA      | $747406.12    | 0.38%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      360000 | PA      | $346925.30    | 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        |      455000 | PA      | $382778.17    | 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        |      135000 | PA      | $133293.83    | 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        |      545000 | PA      | $524011.12    | 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        |      205000 | PA      | $195383.89    | 0.10%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                         | Outfront Media Capital LLC / Outfront Media Capital Corp                                                               | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4824.13      | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | Blue Owl Capital Corp                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $999692.60    | 0.51%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59207.53     | 0.03%             | 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        |      595000 | PA      | $598816.58    | 0.31%             | 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        |      170000 | PA      | $156936.13    | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                       | PacifiCorp                                                                                                             | CUSIP: 695114DP0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      370000 | PA      | $371185.94    | 0.19%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                                                                  | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      320000 | PA      | $233680.00    | 0.12%             | 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        |      555000 | PA      | $541313.70    | 0.28%             | 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    | 0.26%             | 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    | 0.30%             | 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        |      465000 | PA      | $480338.49    | 0.25%             | 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        |      480000 | PA      | $475375.47    | 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        |      275000 | PA      | $282314.20    | 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        |      355000 | PA      | $343462.50    | 0.18%             | 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        |      600000 | PA      | $571830.00    | 0.29%             | 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        |      445000 | PA      | $404253.62    | 0.21%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES9                                                                                          | CUSIP: 749426AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      179246 | PA      | $179955.86    | 0.09%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                   | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $368105.18    | 0.19%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      215000 | PA      | $217982.05    | 0.11%             | 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        |      370000 | PA      | $378440.03    | 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        |      190000 | PA      | $184114.45    | 0.09%             | 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        |      415000 | PA      | $415054.73    | 0.21%             | 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        |      330000 | PA      | $326135.54    | 0.17%             | 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        |      305000 | PA      | $303823.80    | 0.16%             | 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        |      133180 | PA      | $127478.65    | 0.07%             | 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        |      547000 | PA      | $559738.54    | 0.29%             | 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        |      380000 | PA      | $383796.60    | 0.20%             | 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        |       95000 | PA      | $95936.47     | 0.05%             | 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        |      140000 | PA      | $133184.11    | 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        |      330000 | PA      | $336504.96    | 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: 78413MAL2<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $428022.30    | 0.22%             | 2043-01-05      | Variable      | 4.39%                 | 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        |      300000 | PA      | $221856.48    | 0.11%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                         | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      210000 | PA      | $205040.89    | 0.10%             | 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        |       19868 | NS      | $463321.76    | 0.24%             |  |  |  | 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        |      405000 | PA      | $400339.49    | 0.20%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                     | Sabey Data Center Issuer LLC                                                                                           | CUSIP: 78520EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $491675.55    | 0.25%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                   | Salesforce Inc                                                                                                         | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220763.21    | 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        |      225000 | PA      | $224649.32    | 0.11%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      375000 | PA      | $374987.85    | 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        |      430000 | PA      | $430693.74    | 0.22%             | 2032-01-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                      | Sotheby's Artfi Master Trust                                                                                           | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $99778.00     | 0.05%             | 2033-06-20      | Fixed         | 4.90%                 | 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    | 0.20%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                         | South Bow Canadian Infrastructure Holdings Ltd                                                                         | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $82365.60     | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                            | Southwest Airlines Co                                                                                                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      155000 | PA      | $145483.72    | 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        |      319000 | PA      | $330484.32    | 0.17%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1086250 | PA      | $1057993.49   | 0.54%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                           | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $100938.94    | 0.05%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                 | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      230000 | PA      | $204574.48    | 0.10%             | 2055-06-15      | Fixed         | 5.25%                 | 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        |      357000 | PA      | $355181.55    | 0.18%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      285000 | PA      | $290941.97    | 0.15%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $185204.25    | 0.09%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                            | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      225000 | PA      | $193916.61    | 0.10%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES1                                                                                    | CUSIP: 89183CAC9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $286703.25    | 0.15%             | 2064-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |      590000 | PA      | $586165.00    | 0.30%             | 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        |      455000 | PA      | $492632.60    | 0.25%             | 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        |      225000 | PA      | $222169.25    | 0.11%             | 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        |      470000 | PA      | $481805.09    | 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        |      240000 | PA      | $237847.08    | 0.12%             | 2029-09-10      | Fixed         | 6.85%                 | 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        |       43957 | PA      | $44691.16     | 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        |      345000 | PA      | $205878.75    | 0.11%             | 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        |      455000 | PA      | $464805.25    | 0.24%             | 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        |      470000 | PA      | $454725.00    | 0.23%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      145000 | PA      | $140304.49    | 0.07%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       60000 | PA      | $58954.69     | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      900000 | PA      | $876339.85    | 0.45%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      756000 | PA      | $765833.90    | 0.39%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |        5000 | PA      | $4872.66      | 0.00%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      550000 | PA      | $525507.81    | 0.27%             | 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        |     4616000 | PA      | $4452276.25   | 2.27%             | 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        |      608000 | PA      | $586150.00    | 0.30%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3000000 | PA      | $2991093.75   | 1.53%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3213000 | PA      | $3162796.88   | 1.62%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      920000 | PA      | $912021.87    | 0.47%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      225000 | PA      | $220640.63    | 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        |       60000 | PA      | $56159.17     | 0.03%             | 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        |       30000 | PA      | $30221.40     | 0.02%             | 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        |      420000 | PA      | $426432.80    | 0.22%             | 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        |       12496 | NS      | $990557.92    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      168000 | PA      | $174715.86    | 0.09%             | 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        |      476000 | PA      | $474117.98    | 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        |      400000 | PA      | $391715.04    | 0.20%             | 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        |      165000 | PA      | $160491.07    | 0.08%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                       | Verus Securitization Trust 2024-9                                                                                      | CUSIP: 92540RAF1<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |      960000 | PA      | $962253.70    | 0.49%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      560000 | PA      | $375200.00    | 0.19%             | 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        |       90000 | PA      | $79816.37     | 0.04%             | 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        |      310000 | PA      | $267718.57    | 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        |       44550 | PA      | $44021.19     | 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        |      155000 | PA      | $151997.28    | 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        |      285000 | PA      | $287163.68    | 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        |      520000 | PA      | $563032.01    | 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        |      390000 | PA      | $420651.59    | 0.21%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                             | Western Union Co/The                                                                                                   | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      140000 | PA      | $138753.02    | 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        |     1314111 | NS      | $1314110.52   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                                 | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      130000 | PA      | $137368.40    | 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        |     5519250 | OU      | $321690.65    | 0.16%             |  |  |  | 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        |     5780000 | OU      | $102434.55    | 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        |    33567000 | PA      | $1961928.84   | 1.00%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                       | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2920000 | PA      | $1916661.75   | 0.98%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                 | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $692643.24    | 0.35%             | 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        |     1455000 | PA      | $950591.70    | 0.49%             | 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        |   935000000 | PA      | $988540.47    | 0.50%             | 2030-09-01      | Fixed         | 4.70%                 | 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        |    23000000 | PA      | $3985962.14   | 2.04%             | 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        | 16038000000 | PA      | $3875724.49   | 1.98%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                          | Sweden Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    21000000 | PA      | $1959103.80   | 1.00%             | 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        |      635000 | PA      | $685085.06    | 0.35%             | 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        |      320000 | PA      | $347638.19    | 0.18%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| SAMPO OYJ                                                        | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      440000 | PA      | $454573.77    | 0.23%             | 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        |      250000 | PA      | $272122.70    | 0.14%             | 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        |      500000 | PA      | $551229.02    | 0.28%             | 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        |      600000 | PA      | $579011.00    | 0.30%             | 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        |      500000 | PA      | $628920.83    | 0.32%             | 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    | 0.14%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                                      | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $481790.53    | 0.25%             | 2029-05-12      | Fixed         | 1.13%                 | 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        |      600000 | PA      | $746848.68    | 0.38%             | 2083-06-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CASTELLUM AB                                                     | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $560772.81    | 0.29%             | 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        |      415000 | PA      | $409287.20    | 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        |      245000 | PA      | $280945.45    | 0.14%             | 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        |      300000 | PA      | $339566.93    | 0.17%             | 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        |    40940000 | PA      | $1971242.46   | 1.01%             | 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        |      440000 | PA      | $533713.22    | 0.27%             | 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        |      400000 | PA      | $478835.46    | 0.24%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Chorus Ltd.                                                      | Chorus Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      365000 | PA      | $422044.25    | 0.22%             | 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    | 0.25%             | 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    | 0.25%             | 2033-02-23      | Fixed         | 6.25%                 | 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      |
| INEOS FINANCE PLC                                                | INEOS Finance PLC                                                                                                      | CUSIP: 000000000<br>LEI: 2138002D68XDR4LZCG32 | Long             | DBT              | CORP              | GB        |      124000 | PA      | $139107.11    | 0.07%             | 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        |      735000 | PA      | $864351.78    | 0.44%             | 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        |      335000 | PA      | $391343.73    | 0.20%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $207737.66    | 0.11%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                         | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $652962.54    | 0.33%             | 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        |      265000 | PA      | $368020.93    | 0.19%             | 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        |      600000 | PA      | $701543.42    | 0.36%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      415000 | PA      | $506632.58    | 0.26%             | 2034-07-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                | Energia Group Roi Financeco DAC                                                                                        | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      235000 | PA      | $275146.12    | 0.14%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                     | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $246540.54    | 0.13%             | 2028-09-05      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                               | Pinnacle Bidco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $274521.96    | 0.14%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $124665.05    | 0.06%             | 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        |      600000 | PA      | $693115.03    | 0.35%             | 2033-11-21      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| TUI AG                                                           | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $748576.63    | 0.38%             | 2029-03-15      | Fixed         | 5.88%                 | 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        |      485000 | PA      | $513538.91    | 0.26%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                  | Amber Finco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $450721.41    | 0.23%             | 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        |      436500 | PA      | $523611.04    | 0.27%             | 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        |      250000 | PA      | $288340.43    | 0.15%             | 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        |      300000 | PA      | $390794.13    | 0.20%             | 2029-08-08      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $241992.39    | 0.12%             | 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        |      600000 | PA      | $713016.49    | 0.36%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      515000 | PA      | $598288.52    | 0.31%             | 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        |      500000 | PA      | $595254.16    | 0.30%             | 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        |      435000 | PA      | $510705.39    | 0.26%             | 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    | 0.06%             | 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        |      265000 | PA      | $290261.27    | 0.15%             | 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        |      266667 | PA      | $317301.29    | 0.16%             | 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    | 0.19%             | 2037-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                          | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    35325000 | PA      | $1957193.82   | 1.00%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3490000 | PA      | $3952835.53   | 2.02%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| TDC NET AS                                                       | TDC Net A/S                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      255000 | PA      | $299081.63    | 0.15%             | 2032-08-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DUFRY ONE BV                                                     | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      101000 | PA      | $115345.06    | 0.06%             | 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        |      500000 | PA      | $568450.89    | 0.29%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1440000 | PA      | $1881160.37   | 0.96%             | 2035-10-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                    | Aroundtown SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $435601.11    | 0.22%             | 2031-01-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| CONTACT ENERGY LTD                                               | Contact Energy Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300FT5JOXS1PZ1I32 | Long             | DBT              | CORP              | NZ        |      400000 | PA      | $449359.61    | 0.23%             | 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        |      400000 | PA      | $447599.43    | 0.23%             | 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    | 0.23%             | 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    | 0.23%             | 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    | 0.19%             | 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        |     1745000 | PA      | $1978919.20   | 1.01%             | 2036-06-22      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Bundesobligation                                                 | Bundesobligation                                                                                                       | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1700000 | PA      | $1943327.05   | 0.99%             | 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        |     3425000 | PA      | $3909698.05   | 2.00%             | 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        |     3450000 | PA      | $3911247.35   | 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        |         -67 | NC      | $136963.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE JUN26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -40 | NC      | $117831.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -24 | NC      | $96609.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -6 | NC      | $13302.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -76 | NC      | $108666.70    | 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        |         106 | NC      | $-68893.13    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                 | Transurban Finance Co. Pty. Ltd.                                                                                       | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      250000 | PA      | $294496.03    | 0.15%             | 2033-04-26      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                             | Lorca Telecom Bondco SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |       74468 | PA      | $86046.08     | 0.04%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      740000 | PA      | $978709.45    | 0.50%             | 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        |     1472000 | PA      | $1944813.38   | 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        |     2865000 | PA      | $1917326.99   | 0.98%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** ALLSPRING EXCHANGE-TRADED FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer