# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-25-030680
**Filing Date:** 2025-11
**Character Count:** 196679
**Document Hash:** 19d83fd2fefe775cc5e8a2728a356f41
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-030680.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001410368-25-030680

**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 FUNDS TRUST
- **CENTRAL INDEX KEY:** 0001081400

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09253
- **FILM NUMBER:** 251516107

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

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

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

## Series and Classes Contracts Data

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

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000122975 | Administrator Class | WSIDX           |
| C000122976 | Institutional Class | WSINX           |
| C000122977 | Class A             | WSIAX           |
| C000122978 | Class C             | WSICX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Charlotte

  - **State:** NC

  - **Foreign country:** US

  - **Zip / Postal Code:** 28203

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 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:** $276310250.85

**Total Liabilities:** $63356368.84

**Net Assets:** $212953882.01

**Delayed Delivery Securities:** $354837.45

**Cash Not Reported:** $1743011.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -106.60000000 | **1-Year:** -3368.07000000 | **5-Year:** -15110.86000000 | **10-Year:** -14534.59000000 | **30-Year:** -7640.43000000

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

- **3-Month:** -201.82000000 | **1-Year:** -4788.27000000 | **5-Year:** -10698.56000000 | **10-Year:** -2730.23000000 | **30-Year:** -196.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000122975 | 0.41%                | 0.93%                |  |
| Class ID C000122978 | 0.23%                | 0.86%                | 0.80%                |
| Class ID C000122977 | 0.30%                | 0.94%                | 0.87%                |
| Class ID C000122976 | 0.45%                | 0.97%                | 0.79%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $514557.24               | $-2267364.75                               |
| Month 2  | $398015.88               | $1984468.84                                |
| Month 3  | $824785.18               | $76764.99                                  |

**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        |      280000 | PA      | $287945.54    | 0.14%             | 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        |      491294 | PA      | $489883.68    | 0.23%             | 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        |      915000 | PA      | $948564.03    | 0.45%             | 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        |      260000 | PA      | $234007.27    | 0.11%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LUNA 2 5SARL                                      | Luna 2 5SARL                                                                                                           | CUSIP: 000000000<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |      420000 | PA      | $501667.96    | 0.24%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-1                                                                                        | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       12174 | PA      | $12193.47     | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                               | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $230307.00    | 0.11%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |      180000 | PA      | $189795.06    | 0.09%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP / Antero Midstream Finance Corp                                                           | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $139040.82    | 0.07%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 17000000000 | PA      | $4051812.80   | 1.90%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      250000 | PA      | $251367.86    | 0.12%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-BOBL FUTURE DEC25                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -71 | NC      | $6551.91      | 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        |      100000 | PA      | $123181.96    | 0.06%             | 2033-04-26      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |      190000 | PA      | $196151.44    | 0.09%             | 2031-03-20      | Fixed         | 5.74%                 | 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        |      165000 | PA      | $158904.93    | 0.07%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2021-A                                                                                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      189068 | PA      | $175245.27    | 0.08%             | 2046-07-17      | Fixed         | 1.54%                 | 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    | 0.24%             | 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        |      200000 | PA      | $260368.60    | 0.12%             | 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        |      205000 | PA      | $216942.69    | 0.10%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                           | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      415000 | PA      | $509156.42    | 0.24%             | 2030-05-08      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       74000 | PA      | $55130.00     | 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        |      210000 | PA      | $220165.68    | 0.10%             | 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        |      320000 | PA      | $333361.64    | 0.16%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                     | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20996.40     | 0.01%             | 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        |     3925000 | PA      | $5260868.46   | 2.47%             | 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        |      695000 | PA      | $706170.29    | 0.33%             | 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        |      745000 | PA      | $739734.34    | 0.35%             | 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        |      400000 | PA      | $469582.77    | 0.22%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                       | MetLife Inc                                                                                                            | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      420000 | PA      | $441971.88    | 0.21%             | 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        |      670000 | PA      | $653022.35    | 0.31%             | 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        |      385000 | PA      | $380198.77    | 0.18%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                                           | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      640000 | PA      | $667913.50    | 0.31%             | 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        |      485000 | PA      | $493240.43    | 0.23%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  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        |      400610 | PA      | $396987.55    | 0.19%             | 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        |      655000 | PA      | $566288.73    | 0.27%             | 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        |      300000 | PA      | $286290.00    | 0.13%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      350000 | PA      | $427869.50    | 0.20%             | 2033-05-15      | Fixed         | 5.50%                 | 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        |      230000 | PA      | $199954.95    | 0.09%             | 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        |       40000 | PA      | $40250.00     | 0.02%             | 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        |      550000 | PA      | $557366.44    | 0.26%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-810.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Provincia de Cordoba                              | Provincia de Cordoba                                                                                                   | CUSIP: 74408DAC8<br>LEI: 5299006CLM2Z97AATT29 | Long             | DBT              | NUSS              | AR        |       42413 | PA      | $42730.95     | 0.02%             | 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        |    41920000 | PA      | $2104936.10   | 0.99%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                        | Nucor Corp                                                                                                             | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      265000 | PA      | $269425.90    | 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        |      170000 | PA      | $176883.13    | 0.08%             | 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        |       34650 | PA      | $34837.80     | 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        |      250000 | PA      | $253359.18    | 0.12%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                        | Verus Securitization Trust 2021-2                                                                                      | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       58080 | PA      | $51917.82     | 0.02%             | 2066-02-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                              | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      390000 | PA      | $406123.61    | 0.19%             | 2030-06-14      | Fixed         | 6.00%                 | 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        |       58958 | PA      | $58959.48     | 0.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2025-HE1                                                                                                    | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550499 | PA      | $559658.42    | 0.26%             | 2055-03-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bond                                                                                   | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      570000 | PA      | $567184.20    | 0.27%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHIN                          | CQP Holdco LP / BIP-V Chinook Holdco LLC                                                                               | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      188000 | PA      | $204017.60    | 0.10%             | 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        |      600000 | PA      | $636097.86    | 0.30%             | 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        |       70000 | PA      | $74803.54     | 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        |      400000 | PA      | $413934.50    | 0.19%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ESC GCB144A ENVIVA PAR                            | ESC GCB144A ENVIVA PAR                                                                                                 | CUSIP: 294ESCAA6<br>LEI: 549300WH5VXDEFM5KR81 | Long             | DBT              | CORP              | US        |      400000 | PA      | $0.00         | 0.00%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                           | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $452596.53    | 0.21%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                  | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $250529.73    | 0.12%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  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        |      385000 | PA      | $375201.79    | 0.18%             | 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        |         -43 | NC      | $-24303.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      260000 | PA      | $270859.36    | 0.13%             | 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        |      200000 | PA      | $236908.11    | 0.11%             | 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        |      220000 | PA      | $225531.35    | 0.11%             | 2028-05-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CommScope Inc                                     | CommScope Inc 2024 Term Loan                                                                                           | CUSIP: 000000000<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |      150000 | PA      | $151687.50    | 0.07%             | 2029-12-17      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| TDC NET AS                                        | TDC Net A/S                                                                                                            | CUSIP: 000000000<br>LEI: 549300SH2G3R15Y3FX20 | Long             | DBT              | CORP              | DK        |      400000 | PA      | $501658.42    | 0.24%             | 2030-02-06      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                       | Aker BP ASA                                                                                                            | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      330000 | PA      | $305946.56    | 0.14%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                    | EPR Properties                                                                                                         | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      180000 | PA      | $173287.78    | 0.08%             | 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        |      170000 | PA      | $161351.80    | 0.08%             | 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        |      235000 | PA      | $246607.41    | 0.12%             | 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        |      735000 | PA      | $753413.25    | 0.35%             | 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        |       40000 | PA      | $39445.80     | 0.02%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding LLC                          | Jimmy Johns Funding LLC                                                                                                | CUSIP: 47760QAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      229100 | PA      | $228122.89    | 0.11%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                               | Verisure Holding AB                                                                                                    | CUSIP: 000000000<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |       28000 | PA      | $33718.29     | 0.02%             | 2027-10-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                              | Michaels Cos Inc/The                                                                                                   | CUSIP: 55916AAB0<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      215000 | PA      | $179525.00    | 0.08%             | 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        |      734000 | PA      | $709336.75    | 0.33%             | 2029-11-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      265000 | PA      | $273255.44    | 0.13%             | 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    | 0.15%             | 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        |      420000 | PA      | $511734.59    | 0.24%             | 2031-06-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-1486.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14685000 | PA      | $14684426.40  | 6.90%             | 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        |      235000 | PA      | $253224.25    | 0.12%             | 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        |      325000 | PA      | $234471.37    | 0.11%             | 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        |          60 | NC      | $7412.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings Inc                                                                                    | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      500000 | PA      | $513621.50    | 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        |      285000 | PA      | $298082.91    | 0.14%             | 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        |      215000 | PA      | $215968.98    | 0.10%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEREOS FINANCE GROUPE I                           | Tereos Finance Groupe I SA                                                                                             | CUSIP: 000000000<br>LEI: 969500183Z46A3QF8W69 | Long             | DBT              | CORP              | FR        |      425000 | PA      | $499282.54    | 0.23%             | 2030-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                            | US ULTRA BOND CBT DEC25                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |          47 | NC      | $145880.29    | 0.07%             |  |  |  | No            |                  1 | 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      |
| Casino Guichard Perrachon SA                      | Casino Guichard Perrachon SA                                                                                           | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | N/A              | DE               |  | FR        |      128399 | NS      | $75.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADSTREET PARTNERS GRP                          | Broadstreet Partners Group LLC                                                                                         | CUSIP: 11135RAA3<br>LEI: 549300BS9N54G8DD0R75 | Long             | DBT              | CORP              | US        |      325000 | PA      | $324053.44    | 0.15%             | 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    | 0.10%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AXA SA                                            | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $485240.42    | 0.23%             | 2033-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Achieve Mortgage                                  | FREED Mortgage Trust 2022-HE1                                                                                          | CUSIP: 35634KAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      251921 | PA      | $257011.87    | 0.12%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      300000 | PA      | $365755.80    | 0.17%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ENVIVA EQUITY                                     | ENVIVA EQUITY                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16752 | NS      | $276408.00    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                                       | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      300000 | PA      | $312857.86    | 0.15%             | 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        |        -208 | NC      | $96417.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                   | Danske Bank A/S                                                                                                        | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |      650000 | PA      | $650603.40    | 0.31%             | 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        |      195000 | PA      | $193187.11    | 0.09%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  1 | 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      |
| Bojangles Issuer, LLC                             | Bojangles Issuer LLC                                                                                                   | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      700000 | PA      | $709785.44    | 0.33%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD JPY                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $116.05       | 0.00%             |  |  |  | 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      | $-10363.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                               | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75433.73     | 0.04%             | 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        |      550000 | PA      | $565042.53    | 0.27%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $-705.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                   | OEG Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $490836.85    | 0.23%             | 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        |      430000 | PA      | $456123.95    | 0.21%             | 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        |      285000 | PA      | $306589.78    | 0.14%             | 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        |      325000 | PA      | $323265.93    | 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        |       30000 | PA      | $31075.68     | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Casino Guichard Perrachon SA                      | Casino Guichard Perrachon SA                                                                                           | CUSIP: 000000000<br>LEI: 969500VHL8F83GBL6L29 | Long             | EC               | CORP              | FR        |        1285 | NS      | $724.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNIS FUNDING TRUST                               | Omnis Funding Trust                                                                                                    | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      465000 | PA      | $501571.29    | 0.24%             | 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      |
| AFN ABSPROP001 Llc                                | AFN ABSPROP001 LLC 2019-1                                                                                              | CUSIP: 00109BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      684612 | PA      | $617611.44    | 0.29%             | 2049-05-20      | Fixed         | 4.46%                 | 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        |      300000 | PA      | $300628.80    | 0.14%             | 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        |      475000 | PA      | $596000.77    | 0.28%             | 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        |      310000 | PA      | $224573.30    | 0.11%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9720000 | PA      | $9778092.16   | 4.59%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      360000 | PA      | $384008.40    | 0.18%             | 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        |     1000000 | PA      | $1024016.20   | 0.48%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                     | PRA Group Inc                                                                                                          | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      185000 | PA      | $171806.10    | 0.08%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $217838.33    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                          | United Wholesale Mortgage LLC                                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34518.89     | 0.02%             | 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        |      400000 | PA      | $524133.27    | 0.25%             | 2028-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-12197.97    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26064.93     | 0.01%             | 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    | 0.08%             | 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        |    26005000 | PA      | $1510992.97   | 0.71%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $6999.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                    | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |      200000 | PA      | $250295.86    | 0.12%             | 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        |     1650000 | PA      | $1663592.65   | 0.78%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                  | Essential Properties LP                                                                                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |      245000 | PA      | $220806.89    | 0.10%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                        | Mattel Inc                                                                                                             | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250569.35    | 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        |      445000 | PA      | $468536.70    | 0.22%             | 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        |      520000 | PA      | $549130.40    | 0.26%             | 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        |      215000 | PA      | $209087.50    | 0.10%             | 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        |     1585000 | PA      | $1019732.32   | 0.48%             | 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    | 0.11%             | 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        |       49029 | PA      | $49103.52     | 0.02%             | 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        |      400000 | PA      | $415601.34    | 0.20%             | 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        |      125000 | PA      | $99219.18     | 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        |     3495000 | PA      | $4077365.96   | 1.91%             | 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        |      485000 | PA      | $486819.67    | 0.23%             | 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        |      190000 | PA      | $182467.28    | 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        |      445000 | PA      | $450968.44    | 0.21%             | 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        |       40000 | PA      | $43556.84     | 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    | 0.14%             | 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        |      120000 | PA      | $109650.00    | 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        |      213000 | PA      | $254032.93    | 0.12%             | 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        |      465000 | PA      | $474351.23    | 0.22%             | 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        |       40000 | PA      | $37344.00     | 0.02%             | 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        |      280000 | PA      | $345517.73    | 0.16%             | 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    | 0.12%             | 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        |     1585000 | PA      | $1022060.65   | 0.48%             | 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        |      205000 | PA      | $205697.21    | 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        |      400000 | PA      | $422877.20    | 0.20%             | 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        |      590000 | PA      | $617551.31    | 0.29%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                 | EURO-SCHATZ FUT DEC25                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -41 | NC      | $5227.58      | 0.00%             |  |  |  | No            |                  1 | 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        |      170000 | PA      | $115139.69    | 0.05%             | 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        |       95000 | PA      | $94655.05     | 0.04%             | 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        |      595000 | PA      | $733915.24    | 0.34%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie Inc                                                                                                             | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      270000 | PA      | $276260.38    | 0.13%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Jonah Energy LLC                                  | Jonah Energy Abs I LLC                                                                                                 | CUSIP: 47987EAC1<br>LEI: 2549003KXV9PPFRCPA79 | Long             | ABS-O            | CORP              | US        |      364428 | PA      | $367183.11    | 0.17%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                             | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      220000 | PA      | $201617.22    | 0.09%             | 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        |      150000 | PA      | $156002.88    | 0.07%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| NEWS CORP                                         | News Corp                                                                                                              | CUSIP: 65249BAB5<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      315000 | PA      | $313234.92    | 0.15%             | 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        |      595000 | PA      | $662920.62    | 0.31%             | 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        |       90000 | PA      | $92628.36     | 0.04%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $734.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Starwood Commercial Mortgage Trust                | Starwood 2025-SIF5 LLC                                                                                                 | CUSIP: 85573WAA5<br>LEI: 254900SH4Z0BDGW60S70 | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $877906.75    | 0.41%             | 2037-04-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                          | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |      720000 | PA      | $636139.15    | 0.30%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                          | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      300000 | PA      | $360627.46    | 0.17%             | 2031-03-06      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                            | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      425000 | PA      | $440923.20    | 0.21%             | 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        |      268000 | PA      | $245555.00    | 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        |      780000 | PA      | $761908.52    | 0.36%             | 2055-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                           | Centersquare Issuer LLC                                                                                                | CUSIP: 15201EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $993327.60    | 0.47%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                  | Arches Buyer Inc                                                                                                       | CUSIP: 039524AB9<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      345000 | PA      | $338198.95    | 0.16%             | 2028-12-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                         | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      620000 | PA      | $563675.28    | 0.26%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                             | Civitas Resources Inc                                                                                                  | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      190000 | PA      | $200679.35    | 0.09%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup Inc                                                                                                          | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      260000 | PA      | $262638.44    | 0.12%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                        | Hudsons Bay Simon JV Trust 2015-HBS                                                                                    | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      535000 | PA      | $534415.08    | 0.25%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T Inc                                                                                                               | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      625000 | PA      | $617728.28    | 0.29%             | 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        |      332619 | PA      | $306009.48    | 0.14%             | 2029-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                        | Biogen Inc                                                                                                             | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |      180000 | PA      | $193005.66    | 0.09%             | 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        |      560000 | PA      | $565580.40    | 0.27%             | 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        |      153651 | PA      | $153651.10    | 0.07%             | 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        |      440000 | PA      | $448659.24    | 0.21%             | 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        |       45000 | PA      | $42427.83     | 0.02%             | 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        |      225000 | PA      | $235492.19    | 0.11%             | 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        |      455000 | PA      | $477078.77    | 0.22%             | 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        |      305000 | PA      | $314741.88    | 0.15%             | 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        |      320000 | PA      | $309601.66    | 0.15%             | 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        |      220000 | PA      | $222321.00    | 0.10%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                          | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      220000 | PA      | $228548.10    | 0.11%             | 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        |      170000 | PA      | $176325.09    | 0.08%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust     | BHG Securitization Trust 2021-A                                                                                        | CUSIP: 08861YAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       69007 | PA      | $68273.69     | 0.03%             | 2033-11-17      | Fixed         | 1.42%                 | 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        |      260000 | PA      | $253000.80    | 0.12%             | 2028-03-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      320000 | PA      | $324946.20    | 0.15%             | 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        |      235000 | PA      | $276146.28    | 0.13%             | 2034-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                  | ACHM Trust 2023-HE2                                                                                                    | CUSIP: 00111NAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      261391 | PA      | $269397.10    | 0.13%             | 2038-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                | CHICAGO IL                                                                                                             | CUSIP: 167486M71<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |       30000 | PA      | $30494.84     | 0.01%             | 2029-01-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                        | Evergy Inc                                                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112651.00    | 0.05%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                          | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      650000 | PA      | $684417.50    | 0.32%             | 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        |      260000 | PA      | $135070.00    | 0.06%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp                                                                                                           | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      120000 | PA      | $71209.15     | 0.03%             | 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        |      440000 | PA      | $449610.51    | 0.21%             | 2031-10-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC               | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $6016.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MAHLE GMBH                                        | Mahle GmbH                                                                                                             | CUSIP: 000000000<br>LEI: 52990098TR1QJBWIYG58 | Long             | DBT              | CORP              | DE        |      255000 | PA      | $309907.50    | 0.15%             | 2031-05-02      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust               | Brean Asset Backed Securities Trust 2021-RM2                                                                           | CUSIP: 10638MAA8<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |      731592 | PA      | $709681.84    | 0.33%             | 2061-10-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                          | Baltimore Gas and Electric Co                                                                                          | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |      370000 | PA      | $384329.36    | 0.18%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ESSENDI SA                                        | Essendi SA                                                                                                             | CUSIP: 000000000<br>LEI: 2221000MD2YP7WLTNC52 | Long             | DBT              | CORP              | LU        |      415000 | PA      | $514202.63    | 0.24%             | 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        |     2801785 | PA      | $2826454.47   | 1.33%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp                                                                                                            | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      485000 | PA      | $483508.05    | 0.23%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                             | DirecTV Financing LLC Term Loan                                                                                        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |        9139 | PA      | $9140.09      | 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        |      390000 | PA      | $382062.53    | 0.18%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOLL ROAD INV PART II                             | Toll Road Investors Partnership II LP                                                                                  | CUSIP: 88948ABC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $183696.99    | 0.09%             | 2027-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                                                                 | CUSIP: 000000000<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    18450000 | PA      | $207213.34    | 0.10%             | 2026-10-06      | Fixed         | 6.20%                 | 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        |     1840000 | OU      | $149597.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      430000 | PA      | $343277.60    | 0.16%             | 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        |      155000 | PA      | $144353.04    | 0.07%             | 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        |      200000 | PA      | $224489.48    | 0.11%             | 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        |     1105000 | PA      | $1075076.63   | 0.50%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198284.54    | 0.09%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                               | Prairie Acquiror LP                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      410000 | PA      | $426852.90    | 0.20%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                        | MFA 2021-NQM1 Trust                                                                                                    | CUSIP: 55283FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       49290 | PA      | $46429.36     | 0.02%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                       | NN Group NV                                                                                                            | CUSIP: 000000000<br>LEI: 724500OHYNDT9OY6Q215 | Long             | DBT              | CORP              | NL        |      205000 | PA      | $260089.11    | 0.12%             | 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        |      435000 | PA      | $443692.71    | 0.21%             | 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        |     2120000 | PA      | $2137225.00   | 1.00%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| TUI AG                                            | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      700000 | PA      | $853804.58    | 0.40%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| U.K. Gilts                                        | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2155000 | PA      | $2902860.99   | 1.36%             | 2029-07-22      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| STATE OF ISRAEL                                   | Israel Government International Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |      370000 | PA      | $349999.06    | 0.16%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds             | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      355000 | PA      | $223277.25    | 0.10%             | 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        |      260000 | PA      | $271862.80    | 0.13%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BMW INTL INVESTMENT BV                            | BMW International Investment BV                                                                                        | CUSIP: 000000000<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $236876.45    | 0.11%             | 2033-01-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                          | TotalEnergies Capital SA                                                                                               | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |      195000 | PA      | $187758.01    | 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        |      490000 | PA      | $506112.69    | 0.24%             | 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        |    20500000 | PA      | $3783366.53   | 1.78%             | 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        |      115000 | PA      | $119016.72    | 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        |      431000 | PA      | $524835.19    | 0.25%             | 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    | 0.13%             | 2028-09-12      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge Inc                                                                                                           | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      345000 | PA      | $348316.49    | 0.16%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                              | FS Rialto 2021-FL3                                                                                                     | CUSIP: 30323CAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     1000000 | PA      | $993395.89    | 0.47%             | 2036-11-16      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                                                       | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      325000 | PA      | $300871.32    | 0.14%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec Inc                                                                                                             | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      325000 | PA      | $324127.91    | 0.15%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEIDELBERG MATERIALS FIN                          | Heidelberg Materials Finance Luxembourg SA                                                                             | CUSIP: 000000000<br>LEI: 529900RYHTCF5X9DD509 | Long             | DBT              | CORP              | LU        |      800000 | PA      | $938487.66    | 0.44%             | 2030-07-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                    | ALLSPRING GOVERNMENT MONEY MAR                                                                                         | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |     4514164 | NS      | $4514164.45   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings Inc                                                                                                   | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      285000 | PA      | $231226.80    | 0.11%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      200000 | PA      | $196922.16    | 0.09%             | 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        |       50000 | PA      | $50983.98     | 0.02%             | 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        |      220000 | PA      | $231440.00    | 0.11%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                        | Driven Brands Funding LLC                                                                                              | CUSIP: 26208LAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      321851 | PA      | $319474.30    | 0.15%             | 2049-10-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae II Pool                                                                                                     | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1497282 | PA      | $1491030.86   | 0.70%             | 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        |       51629 | PA      | $53068.36     | 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        |      395000 | PA      | $433346.83    | 0.20%             | 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        |      655000 | PA      | $706523.61    | 0.33%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Ginnie Mae                                                                                                             | CUSIP: 21H0606A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    11765000 | PA      | $11965164.65  | 5.62%             | 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        |      186667 | PA      | $230088.48    | 0.11%             | 2029-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                          | BX Trust 2022-CLS                                                                                                      | CUSIP: 05609XAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $738178.20    | 0.35%             | 2027-10-13      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                  | NMEF Funding 2025-A LLC                                                                                                | CUSIP: 62919VAC5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |      445000 | PA      | $449528.45    | 0.21%             | 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    | 0.10%             | 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        |       60000 | PA      | $51145.69     | 0.02%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      410000 | PA      | $407042.77    | 0.19%             | 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    | 0.20%             | 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        |      205000 | PA      | $207925.76    | 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        |      340000 | PA      | $360449.98    | 0.17%             | 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        |      645000 | PA      | $716654.80    | 0.34%             | 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        |      370000 | PA      | $377447.63    | 0.18%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                           | Beach Acquisition Bidco LLC                                                                                            | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |      425000 | PA      | $511487.35    | 0.24%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chorus Ltd.                                       | Chorus Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      295000 | PA      | $354812.45    | 0.17%             | 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    | 0.24%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $108705.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Octane Receivables Trust                          | Octane Receivables Trust 2023-1                                                                                        | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      160000 | PA      | $161105.46    | 0.08%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                     | Vattenfall AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      350000 | PA      | $433900.18    | 0.20%             | 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        |    19140000 | PA      | $19282445.24  | 9.05%             | 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        |      195000 | PA      | $196091.61    | 0.09%             | 2026-03-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| APA CORP                                          | APA Corp                                                                                                               | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       93000 | PA      | $75064.01     | 0.04%             | 2042-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA ICECEK AS                               | Coca-Cola Icecek AS                                                                                                    | CUSIP: 1912ERAA8<br>LEI: 789000WT80VVLUWJDK41 | Long             | DBT              | CORP              | TR        |      595000 | PA      | $584896.91    | 0.27%             | 2029-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                           | Latam Airlines Group SA                                                                                                | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |      350000 | PA      | $362402.61    | 0.17%             | 2031-01-07      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                          | JP Morgan Mortgage Trust 2017-6                                                                                        | CUSIP: 46649HBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      392790 | PA      | $316324.71    | 0.15%             | 2048-12-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                          | California Resources Corp                                                                                              | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      150000 | PA      | $156426.75    | 0.07%             | 2029-06-15      | Fixed         | 8.25%                 | 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        |     1500000 | PA      | $996220.20    | 0.47%             | 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        |      270000 | PA      | $186061.88    | 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        |      310000 | PA      | $309847.90    | 0.15%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $30865.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                    | Var Energi ASA                                                                                                         | CUSIP: 000000000<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      265000 | PA      | $314505.68    | 0.15%             | 2031-03-12      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                | Zegona Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      351000 | PA      | $436270.71    | 0.20%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAMPO OYJ                                         | Sampo Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700UF3RL386WIDA22 | Long             | DBT              | CORP              | FI        |      355000 | PA      | $386230.72    | 0.18%             | 2052-09-03      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ESC CB144A UNIFIN FINA                            | ESC CB144A UNIFIN FINA                                                                                                 | CUSIP: 904ESCAN0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |      600000 | PA      | $36600.00     | 0.02%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                            | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |      400000 | PA      | $478639.79    | 0.22%             | 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        |       39015 | NS      | $934019.10    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       60000 | PA      | $57771.09     | 0.03%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      500000 | PA      | $514525.37    | 0.24%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                        | US Bancorp                                                                                                             | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      330000 | PA      | $351644.03    | 0.17%             | 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        |      475000 | PA      | $478909.60    | 0.22%             | 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        |      440000 | PA      | $436075.02    | 0.20%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| SHERWOOD FINANCING PLC                            | Sherwood Financing PLC                                                                                                 | CUSIP: 000000000<br>LEI: 259400SSZWSSPNYW7K08 | Long             | DBT              | CORP              | GB        |      395000 | PA      | $462054.24    | 0.22%             | 2026-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                                | Aqua Finance Trust 2019-A                                                                                              | CUSIP: 038370AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       76170 | PA      | $74302.84     | 0.03%             | 2040-07-16      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| NEXI SPA                                          | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |      250000 | PA      | $283514.94    | 0.13%             | 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        |      220000 | PA      | $233001.34    | 0.11%             | 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        |      500000 | PA      | $541170.50    | 0.25%             | 2031-01-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      410000 | PA      | $453054.10    | 0.21%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Buckeye Partners LP                               | Buckeye Partners LP                                                                                                    | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55959.82     | 0.03%             | 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        |      245000 | PA      | $301676.03    | 0.14%             | 2033-05-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                          | TerraForm Power Operating LLC                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      239000 | PA      | $230996.13    | 0.11%             | 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        |      359654 | PA      | $353724.57    | 0.17%             | 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        |      380000 | PA      | $354953.48    | 0.17%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                               | Frontier Issuer LLC                                                                                                    | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900000 | PA      | $914029.29    | 0.43%             | 2053-08-20      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       70000 | PA      | $80035.76     | 0.04%             | 2031-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      135000 | PA      | $101081.25    | 0.05%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  1 | On Loan: No      |
| STORE Master Funding LLC                          | Store Master Funding I-VII XIV XIX XX XXIV                                                                             | CUSIP: 86212XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      494167 | PA      | $497762.08    | 0.23%             | 2053-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIR LEASE CO LTD                           | Global Aircraft Leasing Co Ltd                                                                                         | CUSIP: 37960JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      315000 | PA      | $325438.47    | 0.15%             | 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        |       40000 | PA      | $37741.23     | 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     | 0.03%             | 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        |      305000 | PA      | $305294.33    | 0.14%             | 2032-03-15      | Fixed         | 6.13%                 | 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    | 0.18%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISSUER I LLC                              | MNR ABS ISSUER I LLC                                                                                                   | CUSIP: 55317XAA7<br>LEI: 254900P5PAYARXBH9O74 | Long             | ABS-O            | CORP              | US        |      176774 | PA      | $180203.29    | 0.08%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| Citibank NA                                       | PURCHASED AUD / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | AU        |           1 | NC      | $406.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                      | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |      400000 | PA      | $464584.87    | 0.22%             | 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        |     1985000 | PA      | $1974319.07   | 0.93%             | 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        |      220000 | PA      | $228800.00    | 0.11%             | 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        |      595000 | PA      | $626838.13    | 0.29%             | 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    | 0.27%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                    | Pagaya AI Debt Trust 2025-4                                                                                            | CUSIP: 69547DAB2<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |      635000 | PA      | $640031.30    | 0.30%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12220000 | PA      | $12483801.33  | 5.86%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust        | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                                   | CUSIP: 78413MAE8<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      505000 | PA      | $440663.56    | 0.21%             | 2043-01-05      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                         | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      385000 | PA      | $371852.86    | 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    | 0.11%             | 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        |       35000 | PA      | $37987.59     | 0.02%             | 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        |      390000 | PA      | $383633.17    | 0.18%             | 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        |      660000 | PA      | $676817.88    | 0.32%             | 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        |      220000 | PA      | $226860.26    | 0.11%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                         | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100512.50    | 0.05%             | 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        |      390000 | PA      | $469376.53    | 0.22%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| SDAL Trust                                        | SDAL Trust 2025-DAL                                                                                                    | CUSIP: 78437RAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      500000 | PA      | $502709.40    | 0.24%             | 2042-04-15      | Floating      | 7.09%                 | 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      |
| FIGRE Trust                                       | FIGRE Trust 2023-HE2                                                                                                   | CUSIP: 316925AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      262696 | PA      | $268635.46    | 0.13%             | 2053-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      315000 | PA      | $320037.10    | 0.15%             | 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        |      290000 | PA      | $304031.57    | 0.14%             | 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        |      130000 | PA      | $144351.32    | 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        |      115000 | PA      | $115359.38    | 0.05%             | 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        |     4594829 | PA      | $4635933.22   | 2.18%             | 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        |      175000 | PA      | $184295.43    | 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        |      150000 | PA      | $148028.85    | 0.07%             | 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        |      220000 | PA      | $226505.79    | 0.11%             | 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        |     3221184 | PA      | $3249855.28   | 1.53%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORA FOOD MANAGEMENT BV                          | Flora Food Management BV                                                                                               | CUSIP: 000000000<br>LEI: 2549002VGA888UKFKS25 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $293414.21    | 0.14%             | 2029-07-02      | Fixed         | 6.88%                 | 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        |      260000 | PA      | $294247.00    | 0.14%             | 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        |      260000 | PA      | $275424.03    | 0.13%             | 2033-05-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                 | Ares Capital Corp                                                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      185000 | PA      | $190338.95    | 0.09%             | 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        |     1020000 | PA      | $924363.67    | 0.43%             | 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        |       42300 | PA      | $51198.85     | 0.02%             | 2027-11-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Citibank NA                                       | PURCHASED JPY / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | JP        |           1 | NC      | $-19347.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank NV                                  | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $471733.56    | 0.22%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8100000 | PA      | $8114554.73   | 3.81%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| CENTURY COMMUNITIES                               | Century Communities Inc                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      450000 | PA      | $453941.65    | 0.21%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4170000 | PA      | $4187917.99   | 1.97%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| MFRA Trust                                        | MFA 2020-NQM3 Trust                                                                                                    | CUSIP: 552757AD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $938984.90    | 0.44%             | 2065-01-26      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Unifin Financiera SAB de CV                       | Unifin Financiera SAB de CV                                                                                            | CUSIP: 000000000<br>LEI: 5493007GRMPGDJG93Z17 | Long             | EC               | CORP              | MX        |       78042 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                   | Teleperformance SE                                                                                                     | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $509134.57    | 0.24%             | 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        |      155000 | PA      | $156917.04    | 0.07%             | 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        |      150000 | PA      | $150020.83    | 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        |      417429 | PA      | $421161.68    | 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        |      295000 | PA      | $300106.18    | 0.14%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1335000 | PA      | $1232371.88   | 0.58%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  1 | On Loan: No      |
| NEWELL BRANDS INC                                 | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39631.78     | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NBC Funding LLC                                   | NBC Funding LLC                                                                                                        | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      900475 | PA      | $920821.68    | 0.43%             | 2054-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                    | European Union                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1775000 | PA      | $2104133.30   | 0.99%             | 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        |      520000 | PA      | $513684.02    | 0.24%             | 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        |      178650 | PA      | $185818.56    | 0.09%             | 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        |      300000 | PA      | $298800.00    | 0.14%             | 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        |      535000 | PA      | $530622.61    | 0.25%             | 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        |      360000 | PA      | $377028.00    | 0.18%             | 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        |      195000 | PA      | $199738.23    | 0.09%             | 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        |         -82 | NC      | $-93302.39    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                          | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      295000 | PA      | $425713.66    | 0.20%             | 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        |      640000 | PA      | $668800.00    | 0.31%             | 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    | 0.06%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ENI SPA                                           | Eni SpA                                                                                                                | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      430000 | PA      | $429858.38    | 0.20%             | 2054-05-15      | Fixed         | 5.95%                 | 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      |
| Citibank NA                                       | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $281.40       | 0.00%             |  |  |  | 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      |
| DEUTSCHE LUFTHANSA AG                             | Deutsche Lufthansa AG                                                                                                  | CUSIP: 000000000<br>LEI: 529900PH63HYJ86ASW55 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $484586.24    | 0.23%             | 2055-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                             | Intact Financial Corp                                                                                                  | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |      635000 | PA      | $654149.93    | 0.31%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonbond Student Loan Trust                     | Commonbond Student Loan Trust 2018-C-GS                                                                                | CUSIP: 20267XAD5<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |       66652 | PA      | $57328.35     | 0.03%             | 2046-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                          | Telefonica Emisiones SA                                                                                                | CUSIP: 000000000<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $485328.09    | 0.23%             | 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        |      150000 | PA      | $157495.55    | 0.07%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                   | Long: SPED05UQ1 CDS USD R F  5.00000 SPED05UQ1_FEE CCPCDX / Short: SPED05UQ1 CDS USD P V 03MEVENT SPED05UQ1_PRO CCPCDX | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |     2065000 | OU      | $162135.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                      | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $482563.83    | 0.23%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE                                  | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $700528.85    | 0.33%             | 2035-05-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UMBS, TBA                                         | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15305000 | PA      | $15177312.83  | 7.13%             | 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        |      145000 | PA      | $122098.24    | 0.06%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                             | TRK 2021-INV2 Trust                                                                                                    | CUSIP: 87267TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      566596 | PA      | $511975.71    | 0.24%             | 2056-11-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                                                         | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      440000 | PA      | $444764.88    | 0.21%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                                                       | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      510000 | PA      | $502696.80    | 0.24%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                        | Citadel LP                                                                                                             | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      240000 | PA      | $254019.65    | 0.12%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CROCS INC                                         | Crocs Inc                                                                                                              | CUSIP: 227046AB5<br>LEI: 549300B0J6YCXD63OG72 | Long             | DBT              | CORP              | US        |      190000 | PA      | $174068.03    | 0.08%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                       | FIGRE Trust 2023-HE1                                                                                                   | CUSIP: 302455AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      382216 | PA      | $387725.02    | 0.18%             | 2053-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                            | Santander Holdings USA Inc                                                                                             | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       70000 | PA      | $78403.81     | 0.04%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| Coinstar Funding, LLC                             | Coinstar Funding LLC Series 2017-1                                                                                     | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1023012 | PA      | $946286.56    | 0.44%             | 2047-04-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SFAVE Commercial Mortgage Securities Trust        | SFAVE Commercial Mortgage Securities Trust 2015-5AVE                                                                   | CUSIP: 78413MAQ1<br>LEI: 549300FIGODFFTOAAU64 | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $527618.63    | 0.25%             | 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        |      420000 | PA      | $417143.48    | 0.20%             | 2030-09-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DRB PRIME STUDENT LOAN TRUST                      | Laurel Road Prime Student Loan Trust 2017-C                                                                            | CUSIP: 518889AE0<br>LEI: 549300XLHGW4YH0MCQ51 | Long             | ABS-O            | CORP              | US        |      295202 | PA      | $292488.20    | 0.14%             | 2042-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                          | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | PA      | $438434.73    | 0.21%             | 2032-03-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| ECHOSTAR CORP                                     | EchoStar Corp                                                                                                          | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      518562 | PA      | $534611.49    | 0.25%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer