# EDGAR Filing Document

**Accession Number:** 0001611331
**File Stem:** 0001410368-25-030669
**Filing Date:** 2025-11
**Character Count:** 192832
**Document Hash:** 7f785d13c21f5c4fa667dd9dc9d50e20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030669.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030669

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20250930

**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:** 251516058

**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:** 833-568-4225

**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:** 2025-09-30

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $266107672.13

**Total Liabilities:** $60637854.65

**Net Assets:** $205469817.48

**Delayed Delivery Securities:** $344842.85

**Cash Not Reported:** $1812056.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -102.76000000 | **1-Year:** -3286.47000000 | **5-Year:** -15287.12000000 | **10-Year:** -15130.82000000 | **30-Year:** -8076.99000000

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

- **3-Month:** -215.50000000 | **1-Year:** -4444.91000000 | **5-Year:** -9279.35000000 | **10-Year:** -2336.38000000 | **30-Year:** -178.68000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000254755 | 0.47%                | 1.10%                | 0.87%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $837379.37               | $-2671425.08                               |
| Month 2  | $348797.73               | $2150325.73                                |
| Month 3  | $842382.73               | $383457.18                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      290000 | PA      | $298229.31    | 0.15%             | 2045-11-29      | Fixed         | 5.53%                 | 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        |      530994 | PA      | $529470.24    | 0.26%             | 2031-12-02      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                              | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      940000 | PA      | $974481.08    | 0.47%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                         | African Export-Import Bank/The                                                                                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |      290000 | PA      | $261008.11    | 0.13%             | 2031-05-17      | Fixed         | 3.80%                 | 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      | $4805.46      | 0.00%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                                     | Luna 2 5SARL                                                                                                           | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $597223.77    | 0.29%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                       | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      190000 | PA      | $200339.23    | 0.10%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                             | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17000000000 | PA      | $4051812.80   | 1.97%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BOBL FUTURE DEC25                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -63 | NC      | $5813.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                 | Transurban Finance Co. Pty. Ltd.                                                                                       | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      450000 | PA      | $554318.82    | 0.27%             | 2033-04-26      | Fixed         | 4.23%                 | Yes           |                  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        |     1002750 | PA      | $968564.95    | 0.47%             | 2049-08-25      | Fixed         | 4.97%                 | 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        |      246000 | PA      | $236912.81    | 0.12%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                             | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      400000 | PA      | $506410.20    | 0.25%             | 2032-12-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                   | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      100000 | PA      | $130184.30    | 0.06%             | 2083-11-15      | Fixed         | 7.86%                 | Yes           |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                | DISH Network Corp                                                                                                      | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      229000 | PA      | $242340.85    | 0.12%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      140000 | PA      | $141908.59    | 0.07%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       88000 | PA      | $65560.00     | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                | EUSHI Finance Inc                                                                                                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      235000 | PA      | $246375.88    | 0.12%             | 2054-12-15      | Fixed         | 7.63%                 | 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      | $317735.31    | 0.15%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                       | ROCK Trust 2024-CNTR                                                                                                   | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $372094.96    | 0.18%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                    | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34644.06     | 0.02%             | 2028-12-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3835000 | PA      | $5140237.08   | 2.50%             | 2027-03-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                       | CUSIP: 62954WAS4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      680000 | PA      | $690929.20    | 0.34%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                           | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |      760000 | PA      | $754628.32    | 0.37%             | 2030-03-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LORCA TELECOM BONDCO                                             | Lorca Telecom Bondco SA                                                                                                | CUSIP: 000000000<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |      500000 | PA      | $586978.45    | 0.29%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                      | MetLife Inc                                                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      430000 | PA      | $452495.02    | 0.22%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                        | Kroger Co/The                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      625000 | PA      | $609162.64    | 0.30%             | 2054-09-15      | Fixed         | 5.50%                 | 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      | $352547.95    | 0.17%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                           | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      635000 | PA      | $662695.42    | 0.32%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                         | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $610194.35    | 0.30%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $647.24       | 0.00%             |  |  |  | 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        |      178049 | PA      | $176438.91    | 0.09%             | 2028-11-15      | Fixed         | 10.00%                | 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        |      716000 | PA      | $619027.07    | 0.30%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      175000 | PA      | $167002.50    | 0.08%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                         | WEA Finance LLC / Westfield UK & Europe Finance PLC                                                                    | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |      235000 | PA      | $204301.79    | 0.10%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       60000 | PA      | $60375.00     | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                                                                  | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      520000 | PA      | $526964.63    | 0.26%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16585000 | PA      | $16653024.37  | 8.10%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| Provincia de Cordoba                                             | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       25000 | PA      | $25188.00     | 0.01%             | 2025-12-10      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                   | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |    40940000 | PA      | $2055727.19   | 1.00%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                       | Nucor Corp                                                                                                             | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      270000 | PA      | $274509.41    | 0.13%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      175000 | PA      | $182085.58    | 0.09%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VISTA MANAGEMENT HOLDING INC                                     | Vista Management Holding Inc 2025 Term Loan B                                                                          | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       44550 | PA      | $44791.46     | 0.02%             | 2031-04-01      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                | Brown & Brown Inc                                                                                                      | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      255000 | PA      | $258426.36    | 0.13%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                             | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      395000 | PA      | $411330.32    | 0.20%             | 2030-06-14      | 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      | $498071.71    | 0.24%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                          | United Airlines 2020-1 Class B Pass Through Trust                                                                      | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64572 | PA      | $64574.67     | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                            | Mexico Government International Bond                                                                                   | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      555000 | PA      | $552258.30    | 0.27%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $-1811.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                                         | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                               | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $314708.00    | 0.15%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                         | Rogers Communications Inc                                                                                              | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      547000 | PA      | $579909.22    | 0.28%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                               | Energy Transfer LP                                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       78000 | PA      | $83352.52     | 0.04%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                                           | Radiology Partners Inc                                                                                                 | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      215000 | PA      | $222489.79    | 0.11%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $22070.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                          | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      500000 | PA      | $565745.66    | 0.28%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                             | Bank 2019-BNK19                                                                                                        | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $236163.40    | 0.11%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                 | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $501059.46    | 0.24%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DI Issuer LLC                                                    | DI Issuer LLC                                                                                                          | CUSIP: 23292FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      225000 | PA      | $225172.76    | 0.11%             | 2054-09-15      | Fixed         | 5.81%                 | 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      | $495878.95    | 0.24%             | 2047-06-20      | Fixed         | 5.00%                 | 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        |      410000 | PA      | $399565.54    | 0.19%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                | EURO-BUND FUTURE DEC25                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -54 | NC      | $-30520.15    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      200000 | PA      | $208353.35    | 0.10%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      245000 | PA      | $290212.44    | 0.14%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                                         | SMBC Aviation Capital Finance DAC                                                                                      | CUSIP: 78448TAH5<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205028.50    | 0.10%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEDAS HOMES OPCO SL                                              | Aedas Homes Opco SL                                                                                                    | CUSIP: 000000000<br>LEI: 959800NRD7BJBYEDBG71 | Long             | DBT              | CORP              | ES        |      265000 | PA      | $311075.00    | 0.15%             | 2026-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                                    | CommScope Inc 2024 Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |      200000 | PA      | $202250.00    | 0.10%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | Aker BP ASA                                                                                                            | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      325000 | PA      | $301311.01    | 0.15%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                   | EPR Properties                                                                                                         | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      190000 | PA      | $182914.88    | 0.09%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                 | CSC Holdings LLC                                                                                                       | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      186000 | PA      | $176537.86    | 0.09%             | 2027-04-15      | Fixed         | 5.50%                 | 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      | $215125.62    | 0.10%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                   | 1261229 BC Ltd                                                                                                         | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      730000 | PA      | $748287.99    | 0.36%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59168.71     | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                             | Michaels Cos Inc/The                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      253000 | PA      | $211255.00    | 0.10%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      560000 | PA      | $541183.35    | 0.26%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                     | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      550000 | PA      | $567133.94    | 0.28%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                | NatWest Group PLC                                                                                                      | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $320370.56    | 0.16%             | 2025-12-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                         | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $682312.80    | 0.33%             | 2031-06-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7155000 | PA      | $7154720.53   | 3.48%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                  | CUSIP: 25714PET1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      260000 | PA      | $280163.00    | 0.14%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                            | Jackson Financial Inc                                                                                                  | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |      335000 | PA      | $241685.88    | 0.12%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 2YR NOTE (CBT) DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          74 | NC      | $9142.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust                                                         | BX Trust 2021-ARIA                                                                                                     | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      680000 | PA      | $680000.00    | 0.33%             | 2036-10-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                                           | Clydesdale Acquisition Holdings Inc                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      480000 | PA      | $493076.64    | 0.24%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                       | Hasbro Inc                                                                                                             | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |      295000 | PA      | $308541.95    | 0.15%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| K HOVNANIAN ENTERPRISES                                          | K Hovnanian Enterprises Inc                                                                                            | CUSIP: 48251UAQ1<br>LEI: 549300JJCQ0KAI7CJG32 | Long             | DBT              | CORP              | US        |      220000 | PA      | $225555.42    | 0.11%             | 2033-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                          | Schlumberger Holdings Corp                                                                                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      230000 | PA      | $231036.59    | 0.11%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                    | Aircastle Ltd                                                                                                          | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |      185000 | PA      | $192937.41    | 0.09%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                                         | Broadstreet Partners Group LLC                                                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      268000 | PA      | $267219.45    | 0.13%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                           | Daimler Truck Finance North America LLC                                                                                | CUSIP: 233853BH2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      220000 | PA      | $220311.24    | 0.11%             | 2030-10-12      | Fixed         | 4.65%                 | 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      | $1016776.90   | 0.49%             | 2033-10-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                               | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $731511.58    | 0.36%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  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      | $1010861.40   | 0.49%             | 2055-05-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                      | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      200000 | PA      | $208571.91    | 0.10%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 5YR NOTE (CBT) DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -221 | NC      | $110765.06    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                  | Danske Bank A/S                                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      620000 | PA      | $620575.55    | 0.30%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      145000 | PA      | $143651.95    | 0.07%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| The BAHA Trust                                                   | BAHA Trust 2024-MAR                                                                                                    | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $520907.10    | 0.25%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                             | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $223896.15    | 0.11%             | 2033-06-17      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| LYB INT FINANCE III                                              | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55318.07     | 0.03%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                        | PG&E Corp                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      595000 | PA      | $611273.28    | 0.30%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                  | OEG Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $613546.07    | 0.30%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      438000 | PA      | $464609.98    | 0.23%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                         | Northwestern Mutual Life Insurance Co/The                                                                              | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      290000 | PA      | $311968.55    | 0.15%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                                      | Chemours Co/The                                                                                                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      320000 | PA      | $318292.61    | 0.15%             | 2033-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                     | AES Corp/The                                                                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41434.24     | 0.02%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                              | Omnis Funding Trust                                                                                                    | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      470000 | PA      | $506964.53    | 0.25%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                                                             | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       85000 | PA      | $56481.53     | 0.03%             | 2049-11-15      | Fixed         | 3.25%                 | 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        |      542004 | PA      | $476495.22    | 0.23%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      535000 | PA      | $536121.36    | 0.26%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EUROFINS SCIENTIFIC SE                                           | Eurofins Scientific SE                                                                                                 | CUSIP: 000000000<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      490000 | PA      | $614821.85    | 0.30%             | 2028-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bonds                            | Panama Government International Bonds                                                                                  | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |      320000 | PA      | $231817.60    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                            | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      375000 | PA      | $400008.75    | 0.19%             | 2037-01-25      | Fixed         | 6.20%                 | 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      | $430086.80    | 0.21%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                              | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      380000 | PA      | $141930.00    | 0.07%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                    | PRA Group Inc                                                                                                          | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      170000 | PA      | $157875.87    | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                         | United Wholesale Mortgage LLC                                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59175.23     | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                               | Iceland Bondco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $655166.59    | 0.32%             | 2028-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                                               | A&D Mortgage Trust 2024-NQM5                                                                                           | CUSIP: 00039KAC4<br>LEI: 9845006Z1DC68561N347 | Long             | ABS-MBS          | CORP              | US        |      432136 | PA      | $434939.96    | 0.21%             | 2069-11-25      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62555.82     | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                       | Intel Corp                                                                                                             | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      255000 | PA      | $178365.24    | 0.09%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa                                         | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    27595000 | PA      | $1603378.23   | 0.78%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |           1 | NC      | $357.39       | 0.00%             |  |  |  | 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      | $968104.42    | 0.47%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                   | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      600000 | PA      | $750887.58    | 0.37%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1695000 | PA      | $1708963.36   | 0.83%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                 | Essential Properties LP                                                                                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      255000 | PA      | $229819.42    | 0.11%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                       | Mattel Inc                                                                                                             | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240546.57    | 0.12%             | 2027-12-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      455000 | PA      | $479065.61    | 0.23%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      535000 | PA      | $564970.70    | 0.27%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                      | Asurion LLC 2021 2nd Lien Term Loan B3                                                                                 | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      245000 | PA      | $238262.50    | 0.12%             | 2028-01-31      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                         | New South Wales Treasury Corp                                                                                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1620000 | PA      | $1042250.07   | 0.51%             | 2029-04-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | Ares Capital Corp                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      240000 | PA      | $242924.25    | 0.12%             | 2030-09-01      | Fixed         | 5.50%                 | 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        |      133851 | PA      | $134055.82    | 0.07%             | 2028-11-28      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| Lumen Technologies Inc                                           | Lumen Technologies Inc 2024 Extended Term Loan B2                                                                      | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |       99746 | PA      | $99011.66     | 0.05%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                                                       | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      360000 | PA      | $374041.21    | 0.18%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                         | Brookfield Asset Management Ltd                                                                                        | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      120000 | PA      | $124517.26    | 0.06%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                            | Oglethorpe Power Corp                                                                                                  | CUSIP: 677050AL0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      140000 | PA      | $111125.49    | 0.05%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                             | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     3485000 | PA      | $4065699.68   | 1.98%             | 2031-02-25      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                          | Essential Properties LP                                                                                                | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      405000 | PA      | $406519.52    | 0.20%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      195000 | PA      | $187269.05    | 0.09%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                           | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405364.89    | 0.20%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                                         | CIMIC Finance USA Pty Ltd                                                                                              | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       45000 | PA      | $49001.45     | 0.02%             | 2034-03-25      | 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        |      285000 | PA      | $298242.68    | 0.15%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      114000 | PA      | $104167.50    | 0.05%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  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      | $316050.36    | 0.15%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      475000 | PA      | $484552.33    | 0.24%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       80000 | PA      | $74688.00     | 0.04%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                  | Amber Finco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      380000 | PA      | $468916.91    | 0.23%             | 2029-07-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| KBC GROUP NV                                                     | KBC Group NV                                                                                                           | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |      200000 | PA      | $260932.76    | 0.13%             | 2028-09-05      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Queensland Treasury Corp                                         | Queensland Treasury Corp                                                                                               | CUSIP: 000000000<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     1615000 | PA      | $1041405.64   | 0.51%             | 2030-08-21      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                   | NRG Energy Inc                                                                                                         | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      200000 | PA      | $200680.20    | 0.10%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                                  | Star Parent Inc                                                                                                        | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      319000 | PA      | $337244.57    | 0.16%             | 2030-10-01      | Fixed         | 9.00%                 | 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        |      510000 | PA      | $533815.54    | 0.26%             | 2055-03-10      | Fixed         | 6.95%                 | 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      | $47410.46     | 0.02%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                      | Southern Co/The                                                                                                        | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99636.89     | 0.05%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                            | Global Payments, Inc.                                                                                                  | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      735000 | PA      | $906601.17    | 0.44%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                       | AbbVie Inc                                                                                                             | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      280000 | PA      | $286492.25    | 0.14%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                            | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      230000 | PA      | $210781.63    | 0.10%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                                            | Bausch Health Cos Inc                                                                                                  | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      200000 | PA      | $208003.83    | 0.10%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | News Corp                                                                                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323178.89    | 0.16%             | 2032-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                           | APA Infrastructure Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |      635000 | PA      | $707486.70    | 0.34%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                         | Rockies Express Pipeline LLC                                                                                           | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123504.48    | 0.06%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |           1 | NC      | $-7839.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Long: SPXG06L57 CDS USD R F  5.00000 SPXG06L57_FEE CCPCDX / Short: SPXG06L57 CDS USD P V 03MEVENT SPXG06L57_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     1720000 | OU      | $129607.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                         | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      730000 | PA      | $644974.42    | 0.31%             | 2033-07-26      | Fixed         | 3.88%                 | 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        |      338300 | PA      | $344754.80    | 0.17%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                           | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      440000 | PA      | $456485.20    | 0.22%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      259000 | PA      | $237308.75    | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                          | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $293041.74    | 0.14%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                 | Arches Buyer Inc                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245071.70    | 0.12%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      605000 | PA      | $550037.98    | 0.27%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US ULTRA BOND CBT DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          -8 | NC      | $-29735.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sotheby's Artfi Master Trust 2024-A                              | Sotheby's Artfi Master Trust                                                                                           | CUSIP: 83589CAA6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1006478.60   | 0.49%             | 2031-12-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                            | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      190000 | PA      | $200679.35    | 0.10%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                    | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      255000 | PA      | $257587.70    | 0.13%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      615000 | PA      | $607844.62    | 0.30%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE CORDOBA                                             | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAE4<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |      355000 | PA      | $326600.00    | 0.16%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                       | Biogen Inc                                                                                                             | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      205000 | PA      | $219812.00    | 0.11%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                             | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      385000 | PA      | $388836.53    | 0.19%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Greetings Corporation                                   | American Greetings Corporation 2024 Term Loan B                                                                        | CUSIP: 02639DAN6<br>LEI: 549300WMJOT8C9DNMF90 | Long             | LON              | CORP              | US        |      161867 | PA      | $161867.10    | 0.08%             | 2029-10-30      | Floating      | 9.91%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                               | RGA Global Funding                                                                                                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      350000 | PA      | $356888.04    | 0.17%             | 2031-12-06      | Fixed         | 5.05%                 | 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      | $84855.66     | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                         | Aspen Insurance Holdings Ltd                                                                                           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      240000 | PA      | $251191.67    | 0.12%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                         | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      465000 | PA      | $487564.01    | 0.24%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                             | Niagara Mohawk Power Corp                                                                                              | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |      360000 | PA      | $371498.62    | 0.18%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                         | Camelot Return Merger Sub Inc                                                                                          | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      355000 | PA      | $343464.35    | 0.17%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                         | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $202110.00    | 0.10%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                  | CUSIP: 25714PEP9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      215000 | PA      | $219138.75    | 0.11%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                         | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      455000 | PA      | $472679.03    | 0.23%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                           | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      177000 | PA      | $183585.53    | 0.09%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc                            | Petco Health and Wellness Company Inc 2021 Term Loan B                                                                 | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |      285000 | PA      | $277327.80    | 0.13%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                      | FIGRE Trust 2025-HE1                                                                                                   | CUSIP: 30191LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      858971 | PA      | $867962.09    | 0.42%             | 2055-01-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $209986.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| SEMPRA                                                           | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      315000 | PA      | $319868.91    | 0.16%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                 | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      300000 | PA      | $352527.17    | 0.17%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                       | Evergy Inc                                                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122892.00    | 0.06%             | 2055-06-01      | Fixed         | 6.65%                 | 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      | $101945.34    | 0.05%             | 2054-03-25      | Fixed         | 6.28%                 | 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        |      695000 | PA      | $731800.25    | 0.36%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                | Argentina Republic Government International Bonds                                                                      | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      275000 | PA      | $142862.50    | 0.07%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                     | Comcast Corp                                                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      155000 | PA      | $91978.48     | 0.04%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                             | Computershare US Inc                                                                                                   | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      415000 | PA      | $424064.46    | 0.21%             | 2031-10-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                               | Subway Funding LLC                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1091750 | PA      | $1087433.00   | 0.53%             | 2054-07-30      | Fixed         | 5.91%                 | 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      | $83582.80     | 0.04%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                                       | Essendi SA                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      515000 | PA      | $638106.88    | 0.31%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3479560 | PA      | $3510196.44   | 1.71%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      470000 | PA      | $468554.19    | 0.23%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                | Bristow Group Inc                                                                                                      | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      208000 | PA      | $209146.08    | 0.10%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                            | DirecTV Financing LLC Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        6569 | PA      | $6570.39      | 0.00%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                           | ConocoPhillips Co                                                                                                      | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      395000 | PA      | $386960.76    | 0.19%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                                  | Long: SPX003IX2 CDS USD R F  5.00000 SPX003IX2_FEE CCPCDX / Short: SPX003IX2 CDS USD P V 03MEVENT SPX003IX2_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |      225000 | OU      | $18293.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                         | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      480000 | PA      | $383193.60    | 0.19%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                                                                  | CUSIP: 62957HAQ8<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      180000 | PA      | $167635.79    | 0.08%             | 2031-08-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                               | Telecom Italia SpA/Milano                                                                                              | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $280611.84    | 0.14%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                            | Blue Owl Capital Corp                                                                                                  | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $997243.03    | 0.49%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                                     | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      205000 | PA      | $203241.65    | 0.10%             | 2029-04-15      | Fixed         | 4.75%                 | 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      | $263699.18    | 0.13%             | 2036-10-16      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                              | Prairie Acquiror LP                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      465000 | PA      | $484113.66    | 0.24%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                                      | NN Group NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      440000 | PA      | $558240.05    | 0.27%             | 2043-03-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                         | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      440000 | PA      | $448792.62    | 0.22%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4860000 | PA      | $4899487.50   | 2.38%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| TUI AG                                                           | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      650000 | PA      | $792818.54    | 0.39%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| LoanCore Issuer, Ltd.                                            | LoanCore 2025 2025-CRE8 Issuer LLC                                                                                     | CUSIP: 53947FAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $992577.50    | 0.48%             | 2042-08-17      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                  | Israel Government International Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      390000 | PA      | $368917.93    | 0.18%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-544.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                            | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      350000 | PA      | $220132.50    | 0.11%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                 | BAT Capital Corp                                                                                                       | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      275000 | PA      | $287547.19    | 0.14%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                         | TotalEnergies Capital SA                                                                                               | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $192572.32    | 0.09%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                           | BP Capital Markets America Inc                                                                                         | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |      500000 | PA      | $516441.52    | 0.25%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                         | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    21000000 | PA      | $3875643.76   | 1.89%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                              | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129366.00    | 0.06%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  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      | $529706.04    | 0.26%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WORLDLINE SA/FRANCE                                              | Worldline SA/France                                                                                                    | CUSIP: 000000000<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $287016.60    | 0.14%             | 2028-09-12      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                     | Enbridge Inc                                                                                                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      355000 | PA      | $358412.62    | 0.17%             | 2080-07-15      | Fixed         | 5.75%                 | 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        |      360000 | PA      | $354246.16    | 0.17%             | 2036-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                 | CSC Holdings LLC                                                                                                       | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      350000 | PA      | $324015.27    | 0.16%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MASTEC INC                                                       | MasTec Inc                                                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      335000 | PA      | $334101.08    | 0.16%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                                   | ALLSPRING GOVERNMENT MONEY MAR                                                                                         | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |     3273144 | NS      | $3273144.02   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                             | Kyndryl Holdings Inc                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      295000 | PA      | $239340.02    | 0.12%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $5703.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      235000 | PA      | $231383.54    | 0.11%             | 2027-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                          | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       95000 | PA      | $96869.56     | 0.05%             | 2031-09-30      | Fixed         | 5.63%                 | 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      | $215660.00    | 0.10%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                       | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2000000 | PA      | $2715046.60   | 1.32%             | 2030-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1851009 | PA      | $1843280.87   | 0.90%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                          | United Airlines 2020-1 Class A Pass Through Trust                                                                      | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49785 | PA      | $51173.06     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                     | Fibercop SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |      390000 | PA      | $427861.43    | 0.21%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                          | Beach Acquisition Bidco LLC                                                                                            | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      625000 | PA      | $674163.75    | 0.33%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-10827.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                             | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11745000 | PA      | $11944824.38  | 5.81%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                 | Asmodee Group AB                                                                                                       | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |      266667 | PA      | $328697.83    | 0.16%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                                 | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      560000 | PA      | $565698.73    | 0.28%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                   | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |      200000 | PA      | $215971.99    | 0.11%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                  | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       54000 | PA      | $46031.12     | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                        | Towd Point Mortgage Trust 2024-CES1                                                                                    | CUSIP: 89183CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      285000 | PA      | $288370.72    | 0.14%             | 2064-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | Ares Capital Corp                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      410000 | PA      | $407042.77    | 0.20%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                                   | Gray Media Inc                                                                                                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      425000 | PA      | $434196.15    | 0.21%             | 2032-07-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                                          | JetBlue Airways Corp / JetBlue Loyalty LP                                                                              | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      200000 | PA      | $202854.40    | 0.10%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                                   | Hertz Corp/The                                                                                                         | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      380000 | PA      | $402855.86    | 0.20%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                            | Wells Fargo & Co                                                                                                       | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      610000 | PA      | $677766.55    | 0.33%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                          | Aircastle Ltd / Aircastle Ireland DAC                                                                                  | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      395000 | PA      | $402950.85    | 0.20%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                               | Realty Income Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |      415000 | PA      | $538946.15    | 0.26%             | 2034-07-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Chorus Ltd.                                                      | Chorus Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      365000 | PA      | $439005.24    | 0.21%             | 2029-09-07      | Fixed         | 3.63%                 | 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      | $510758.00    | 0.25%             | 2032-09-15      | Fixed         | 7.50%                 | 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      | $367418.84    | 0.18%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                    | Carnival Corp                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      255000 | PA      | $261384.18    | 0.13%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                                               | Pinnacle Bidco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $283780.75    | 0.14%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                  | BRAVO Residential Funding Trust 2023-NQM1                                                                              | CUSIP: 10568MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      721718 | PA      | $721287.83    | 0.35%             | 2063-01-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      150000 | PA      | $219823.50    | 0.11%             | 2086-08-30      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VATTENFALL AB                                                    | Vattenfall AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      600000 | PA      | $743828.87    | 0.36%             | 2083-06-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                             | CUSIP: 21H0526A1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    18385000 | PA      | $18521826.32  | 9.01%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                             | Bank of America Corp                                                                                                   | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      215000 | PA      | $216203.57    | 0.11%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                         | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |      112000 | PA      | $90399.67     | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      685000 | PA      | $689308.01    | 0.34%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  1 | On Loan: No      |
| COCA-COLA ICECEK AS                                              | Coca-Cola Icecek AS                                                                                                    | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |      635000 | PA      | $624217.71    | 0.30%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                     | CSMC 2018-RPL9 Trust                                                                                                   | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      371206 | PA      | $358583.17    | 0.17%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                                       | TDC Net A/S                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      255000 | PA      | $309721.29    | 0.15%             | 2032-08-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      174000 | PA      | $181455.03    | 0.09%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $35027.60     | 0.02%             |  |  |  | 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      | $871102.78    | 0.42%             | 2055-05-20      | Fixed         | 6.00%                 | 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        |      500000 | PA      | $507839.75    | 0.25%             | 2030-02-15      | Fixed         | 8.40%                 | 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      | $132829.36    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                         | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      280000 | PA      | $192953.06    | 0.09%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                      | Oracle Corp                                                                                                            | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      305000 | PA      | $304850.35    | 0.15%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                               | Zegona Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      436500 | PA      | $542541.78    | 0.26%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                                        | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      440000 | PA      | $478708.50    | 0.23%             | 2052-09-03      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| SES SA                                                           | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      215000 | PA      | $257268.89    | 0.13%             | 2054-09-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SPDR Portfolio High Yield Bond ETF                               | SPDR Portfolio High Yield Bond ETF                                                                                     | CUSIP: 78468R606<br>LEI: N/A                  | Long             | EC               | RF                | US        |       41231 | NS      | $987070.14    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      485000 | PA      | $499089.61    | 0.24%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                               | Dominican Republic International Bond                                                                                  | CUSIP: 25714PED6<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |      160000 | PA      | $156536.00    | 0.08%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                       | US Bancorp                                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      345000 | PA      | $367627.85    | 0.18%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                         | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      470000 | PA      | $473868.45    | 0.23%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      486000 | PA      | $481664.69    | 0.23%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-53.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                         | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $283514.94    | 0.14%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                         | CHS/Community Health Systems Inc                                                                                       | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      253000 | PA      | $267951.54    | 0.13%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                                            | Trivium Packaging Finance BV                                                                                           | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      560000 | PA      | $606110.96    | 0.29%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                                              | Buckeye Partners LP                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37306.54     | 0.02%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                                           | Booking Holdings, Inc.                                                                                                 | CUSIP: 000000000<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      635000 | PA      | $781895.02    | 0.38%             | 2033-05-12      | Fixed         | 4.13%                 | 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      | $155922.40    | 0.08%             | 2046-08-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                         | TerraForm Power Operating LLC                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      205000 | PA      | $198134.76    | 0.10%             | 2030-01-15      | Fixed         | 4.75%                 | 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        |      462056 | PA      | $454437.79    | 0.22%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                         | Prudential Financial Inc                                                                                               | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       85000 | PA      | $79397.49     | 0.04%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                          | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       95000 | PA      | $108619.96    | 0.05%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                | Energia Group Roi Financeco DAC                                                                                        | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      235000 | PA      | $285560.52    | 0.14%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                   | Sabre GLBL Inc                                                                                                         | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      200000 | PA      | $193690.00    | 0.09%             | 2030-07-15      | Fixed         | 11.13%                | 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      | $382261.06    | 0.19%             | 2027-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                          | PartnerRe Finance B LLC                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42458.88     | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                           | ConocoPhillips Co                                                                                                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73567.31     | 0.04%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                          | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      303000 | PA      | $303292.40    | 0.15%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $6364.09      | 0.00%             |  |  |  | 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      | $387252.01    | 0.19%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                     | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      500000 | PA      | $580731.09    | 0.28%             | 2026-12-02      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                         | Ginnie Mae                                                                                                             | CUSIP: 21H0506A5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2185000 | PA      | $2173242.91   | 1.06%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NABORS INDUSTRIES INC                                            | Nabors Industries Inc                                                                                                  | CUSIP: 62957HAP0<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      253000 | PA      | $263120.00    | 0.13%             | 2030-01-31      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                           | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      550000 | PA      | $579430.20    | 0.28%             | 2035-02-08      | Fixed         | 5.70%                 | 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      | $585311.80    | 0.28%             | 2033-09-15      | Fixed         | 10.00%                | 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      | $427369.80    | 0.21%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12085000 | PA      | $12345886.99  | 6.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                             | TierPoint Issuer LLC                                                                                                   | CUSIP: 88651CAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       33333 | PA      | $33376.30     | 0.02%             | 2053-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                  | SEB Funding LLC                                                                                                        | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      498750 | PA      | $493282.15    | 0.24%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                        | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      370000 | PA      | $357365.08    | 0.17%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                      | BNP Paribas SA                                                                                                         | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      225000 | PA      | $238250.70    | 0.12%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BRANDYWINE OPER PARTNERS                                         | Brandywine Operating Partnership LP                                                                                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              |  | US        |       50000 | PA      | $54267.98     | 0.03%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                            | Cablevision Lightpath LLC                                                                                              | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |      203000 | PA      | $199685.98    | 0.10%             | 2028-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                          | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      380000 | PA      | $389683.02    | 0.19%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                     | UBS Group AG                                                                                                           | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $206236.60    | 0.10%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                        | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      115000 | PA      | $115589.38    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  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      | $583711.84    | 0.28%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Freedom Financial                                                | FREED ABS Trust 2022-3FP                                                                                               | CUSIP: 35634EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       81905 | PA      | $82416.03     | 0.04%             | 2029-08-20      | Fixed         | 7.36%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                            | Athene Global Funding                                                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      320000 | PA      | $325117.06    | 0.16%             | 2030-07-17      | Fixed         | 5.03%                 | 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      | $431934.50    | 0.21%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                         | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |      135000 | PA      | $149903.29    | 0.07%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                           | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7120000 | PA      | $7142250.00   | 3.48%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     5252529 | PA      | $5299516.95   | 2.58%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESSNAPF HOLDING SE                                             | Fressnapf Holding SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      100000 | PA      | $118984.43    | 0.06%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                         | Macquarie Airfinance Holdings Ltd                                                                                      | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      180000 | PA      | $189561.02    | 0.09%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                | Upbound Group Inc                                                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |       85000 | PA      | $83883.02     | 0.04%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                    | AIB Group PLC                                                                                                          | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |      200000 | PA      | $205914.36    | 0.10%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                       | CUSIP: 31426PZG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2237617 | PA      | $2257533.06   | 1.10%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                             | Telefonica Europe BV                                                                                                   | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $253306.24    | 0.12%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                          | MPLX LP                                                                                                                | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      180000 | PA      | $182096.46    | 0.09%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                               | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      320000 | PA      | $362150.16    | 0.18%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                          | New York Life Insurance Co                                                                                             | CUSIP: 64952GAE8<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |      265000 | PA      | $280720.65    | 0.14%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                      | RCKT Mortgage Trust 2024-CES9                                                                                          | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      215137 | PA      | $217421.72    | 0.11%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |           1 | NC      | $-19760.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                | Ares Capital Corp                                                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      125000 | PA      | $128607.40    | 0.06%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                          | National Australia Bank Ltd                                                                                            | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |      940000 | PA      | $851864.56    | 0.41%             | 2037-01-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CIRSA FINANCE INTER                                              | Cirsa Finance International Sarl                                                                                       | CUSIP: 000000000<br>LEI: 254900KUJN6DHWH2K029 | Long             | DBT              | CORP              | LU        |       47700 | PA      | $57734.87     | 0.03%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                                 | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $707600.33    | 0.34%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                              | Century Communities Inc                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      445000 | PA      | $448897.85    | 0.22%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                                  | Teleperformance SE                                                                                                     | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $509134.57    | 0.25%             | 2031-11-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OCEANEERING INTL INC                                             | Oceaneering International Inc                                                                                          | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |      172000 | PA      | $174127.30    | 0.08%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                            | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $145020.14    | 0.07%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                      | Freddie Mac Pool                                                                                                       | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      403668 | PA      | $407277.23    | 0.20%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                            | Level 3 Financing Inc                                                                                                  | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      290000 | PA      | $295019.64    | 0.14%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64401.65     | 0.03%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                  | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                                     | CUSIP: 34461WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      360000 | PA      | $360450.00    | 0.18%             | 2039-12-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                   | European Union                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1755000 | PA      | $2080424.76   | 1.01%             | 2028-07-04      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                          | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      325000 | PA      | $321052.51    | 0.16%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                           | Five Guys Holdings Inc                                                                                                 | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |      347375 | PA      | $361313.87    | 0.18%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| BANCO INDUSTRIAL SA                                              | Banco Industrial SA/Guatemala                                                                                          | CUSIP: 05991CAA1<br>LEI: 529900GF99QF67JEQU85 | Long             | DBT              | CORP              | GT        |      195000 | PA      | $194220.00    | 0.09%             | 2031-01-29      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                           | Ares Finance Co II LLC                                                                                                 | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |      285000 | PA      | $269189.94    | 0.13%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                           | AthenaHealth Group Inc                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      649000 | PA      | $643689.86    | 0.31%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                     | CaixaBank SA                                                                                                           | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $502549.19    | 0.24%             | 2033-02-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                                               | CP Atlas Buyer Inc                                                                                                     | CUSIP: 12597YAC3<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | DBT              | CORP              | US        |      380000 | PA      | $397974.00    | 0.19%             | 2030-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                             | Bank of America Corp                                                                                                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      215000 | PA      | $220224.20    | 0.11%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                           | US 10YR ULTRA FUT DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         -88 | NC      | $-93560.43    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                         | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      265000 | PA      | $382420.75    | 0.19%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                              | Global Payments Inc                                                                                                    | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68687.88     | 0.03%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                         | Corp Financiera de Desarrollo SA                                                                                       | CUSIP: 21987DAG9<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |      665000 | PA      | $694925.00    | 0.34%             | 2029-04-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                | GEO Group Inc/The                                                                                                      | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      125000 | PA      | $137539.75    | 0.07%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ENI SPA                                                          | Eni SpA                                                                                                                | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      485000 | PA      | $484840.26    | 0.24%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                              | Benin Government International Bond                                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      350000 | PA      | $358184.17    | 0.17%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-11913.25    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                 | NTT Finance Corp                                                                                                       | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $204833.51    | 0.10%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                                                                                     | CUSIP: 18453HAH9<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41822.76     | 0.02%             | 2033-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                            | Intact Financial Corp                                                                                                  | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      625000 | PA      | $643848.36    | 0.31%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                         | Telefonica Emisiones SA                                                                                                | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      600000 | PA      | $727992.13    | 0.35%             | 2033-11-21      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                           | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      168000 | PA      | $176395.01    | 0.09%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                      | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      450000 | PA      | $494055.22    | 0.24%             | 2029-05-12      | Fixed         | 1.13%                 | Yes           |                  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        |     1915000 | OU      | $150357.68    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                     | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      101000 | PA      | $121847.37    | 0.06%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                                        | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13275000 | PA      | $13164248.80  | 6.41%             | 2055-10-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                          | Guardian Life Insurance Co of America/The                                                                              | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      155000 | PA      | $130518.81    | 0.06%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                              | New Residential Mortgage Loan Trust 2019-RPL3                                                                          | CUSIP: 64830NAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      275000 | PA      | $247323.95    | 0.12%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                   | Morgan Stanley                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      455000 | PA      | $459927.32    | 0.22%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                 | Paramount Global                                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      560000 | PA      | $551980.80    | 0.27%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                              | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $124603.39    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITADEL LP                                                       | Citadel LP                                                                                                             | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      250000 | PA      | $264603.81    | 0.13%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                                        | Crocs Inc                                                                                                              | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      230000 | PA      | $210713.93    | 0.10%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                           | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       80000 | PA      | $89604.35     | 0.04%             | 2031-11-09      | Fixed         | 7.66%                 | 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      | $226122.27    | 0.11%             | 2043-01-05      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                             | Enel Finance International NV                                                                                          | CUSIP: 29278GBG2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |      415000 | PA      | $412177.49    | 0.20%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                                    | EchoStar Corp                                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      483562 | PA      | $498528.24    | 0.24%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-24

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

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer