# EDGAR Filing Document

**Accession Number:** 0001081400
**File Stem:** 0001410368-26-038300
**Filing Date:** 2026-4
**Character Count:** 288274
**Document Hash:** 47574dba63b8685fdfd8cab06dbc80d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-038300.hdr.sgml**: 20260421

**ACCESSION NUMBER**: 0001410368-26-038300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260421

**DATE AS OF CHANGE**: 20260421

**PERIOD START**: 20260831

**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:** 26876902

**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 Managed Account CoreBuilder Shares Series CP (Series ID: S000069934)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000222758 | CoreBuilder Shares Series CP | WFCPX           |

## 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 Managed Account CoreBuilder Shares Series CP

- **b. EDGAR series identifier (if any):** S000069934

- **c. LEI of Series:** 25490028DXWN8NVCUT26

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $1266362090.28

**Total Liabilities:** $127945815.23

**Net Assets:** $1138416275.05

**Delayed Delivery Securities:** $34491639.13

**Cash Not Reported:** $6975824.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -994.06000000 | **1-Year:** -26249.70000000 | **5-Year:** -86112.70000000 | **10-Year:** -96329.07000000 | **30-Year:** -48247.21000000

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

- **3-Month:** -841.79000000 | **1-Year:** -21287.16000000 | **5-Year:** -54311.33000000 | **10-Year:** -14457.93000000 | **30-Year:** -2745.17000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222758 | 0.06%                | 0.51%                | 1.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-92702.87               | $-4428181.39                               |
| Month 2  | $389937.52               | $2802388.41                                |
| Month 3  | $1828509.05              | $6994147.44                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Lafayette Federal Credit Union Asset Trust 2026-HI1                                 | Lafayette Federal Credit Union Asset Trust 2026-HI1                                                                    | CUSIP: 50625BAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2425000 | PA      | $2444594.49   | 0.21%             | 2046-01-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN EXPORT-IMPORT BA                                                            | African Export-Import Bank/The                                                                                         | CUSIP: 00831TAC5<br>LEI: 21380068LJCDYA42GJ76 | Long             | DBT              | NUSS              | XX        |     2180000 | PA      | $1973708.85   | 0.17%             | 2031-05-17      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                                            | Outfront Media Capital LLC / Outfront Media Capital Corp                                                               | CUSIP: 69007TAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $328651.25    | 0.03%             | 2030-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                               | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2976954.57   | 0.26%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                                                 | Braskem Netherlands Finance BV                                                                                         | CUSIP: 10554TAG0<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1600000 | PA      | $660000.00    | 0.06%             | 2033-02-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     1995000 | PA      | $2105233.73   | 0.18%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                                                | Colombian TES                                                                                                          | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 44250000000 | PA      | $10409226.12  | 0.91%             | 2027-11-03      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2020-R1                                                                                       | CUSIP: 034651AA7<br>LEI: 2549003MM0537Y3QHI22 | Long             | ABS-MBS          | CORP              | US        |      527986 | PA      | $509109.99    | 0.04%             | 2053-04-25      | Variable      | 0.99%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2024-HE2                                                                                                   | CUSIP: 316927AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1257673 | PA      | $1293909.76   | 0.11%             | 2054-05-25      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                    | NMEF Funding 2026-A LLC                                                                                                | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      826000 | PA      | $831536.60    | 0.07%             | 2034-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FS Rialto Issuer Ltd                                                                | FS Rialto 2026-FL11 Issuer LLC                                                                                         | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     4750000 | PA      | $4766338.10   | 0.42%             | 2044-01-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Co. Pty. Ltd.                                                    | Transurban Finance Co. Pty. Ltd.                                                                                       | CUSIP: 000000000<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |      650000 | PA      | $810066.50    | 0.07%             | 2033-04-26      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-1087.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RAIFFEISEN BANK INTL                                                                | Raiffeisen Bank International AG                                                                                       | CUSIP: 000000000<br>LEI: 9ZHRYM6F437SQJ6OUG95 | Long             | DBT              | CORP              | AT        |      300000 | PA      | $376036.80    | 0.03%             | 2032-12-20      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2026-NQM1                                                                                           | CUSIP: 00040DAC7<br>LEI: 984500FEB1BEC4C6Y473 | Long             | ABS-MBS          | CORP              | US        |     1041243 | PA      | $1043096.86   | 0.09%             | 2071-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ADIENT GLOBAL HOLDINGS                                                              | Adient Global Holdings Ltd                                                                                             | CUSIP: 00687YAD7<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     1470000 | PA      | $1542782.64   | 0.14%             | 2033-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      601000 | PA      | $603779.02    | 0.05%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1034 | NC      | $313481.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1500000 | PA      | $1560503.49   | 0.14%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                                                               | Bonos de la Tesoreria de la Republica en pesos                                                                         | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  2300000000 | PA      | $2678659.82   | 0.24%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                                   | EUSHI Finance Inc                                                                                                      | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2776451.55   | 0.24%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      735000 | PA      | $734857.41    | 0.06%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LGI HOMES INC                                                                       | LGI Homes Inc                                                                                                          | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135637.06    | 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        |     4180000 | PA      | $5645872.02   | 0.50%             | 2027-03-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1355000 | PA      | $1350504.38   | 0.12%             | 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        |      134043 | PA      | $158533.26    | 0.01%             | 2027-09-18      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| KROGER CO                                                                           | Kroger Co/The                                                                                                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1870000 | PA      | $1807735.26   | 0.16%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITY OF BUENOS AIRES                                                                | Ciudad Autonoma De Buenos Aires/Government Bonds                                                                       | CUSIP: 11943HAD1<br>LEI: 5299007MC8RF52X0ON96 | Long             | DBT              | NUSS              | AR        |     2115000 | PA      | $2165633.10   | 0.19%             | 2033-11-26      | Fixed         | 7.80%                 | 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        |     2290000 | PA      | $2320688.29   | 0.20%             | 2030-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HAVN Trust                                                                          | HAVN Trust 2025-MOB                                                                                                    | CUSIP: 40408XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2445406.25   | 0.21%             | 2035-10-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2024-3                                                                                   | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1110067 | PA      | $1110876.63   | 0.10%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| MODIVCARE TOPCO LLC                                                                 | MODIVCARE TOPCO LLC                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22387 | NS      | $125926.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 000000000<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |     1570000 | PA      | $1592868.97   | 0.14%             | 2033-01-22      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12059000 | PA      | $12102337.03  | 1.06%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  1 | On Loan: No      |
| ACREC LLC                                                                           | Acrec 2025 Fl 3 LLC                                                                                                    | CUSIP: 00112HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $998985.99    | 0.09%             | 2042-08-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4260000 | PA      | $4252678.13   | 0.37%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FIN                                                             | Borr IHC Ltd / Borr Finance LLC                                                                                        | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      213415 | PA      | $222285.78    | 0.02%             | 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        |     5895000 | PA      | $5135139.81   | 0.45%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2112122.04   | 0.19%             | 2026-11-05      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                | Western Union Co/The                                                                                                   | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      790000 | PA      | $791829.49    | 0.07%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       30000 | PA      | $30750.00     | 0.00%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| BRAVO Residential Funding Trust                                                     | BRAVO Residential Funding Trust 2024-NQM1                                                                              | CUSIP: 10570FAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |     3786833 | PA      | $3812818.52   | 0.33%             | 2063-12-01      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $254634.83    | 0.02%             | 2028-09-23      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                                  | Santos Finance Ltd                                                                                                     | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |     2875000 | PA      | $2939809.83   | 0.26%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Vanguard Intermediate-Term Corporate Bond ETF                                       | Vanguard Intermediate-Term Corporate Bond ETF                                                                          | CUSIP: 92206C870<br>LEI: VKDXEYNPEMWGHJ22MR31 | Long             | EC               | RF                | US        |      120757 | NS      | $10230533.04  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1488837.25   | 0.13%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Receivables Trust                                        | American Credit Acceptance Receivables Trust 2024-4                                                                    | CUSIP: 024945AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3440800 | PA      | $3443758.27   | 0.30%             | 2028-11-13      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3915300.96   | 0.34%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-6993.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE1                                                                                                   | CUSIP: 30191LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4241050 | PA      | $4316520.83   | 0.38%             | 2055-01-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2620000 | PA      | $2623537.00   | 0.23%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                          | Allianz SE                                                                                                             | CUSIP: 018820AD2<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $204501.80    | 0.02%             | 2054-09-03      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CZECH REPUBLIC                                                                      | Czech Republic Government Bond                                                                                         | CUSIP: 000000000<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   110890000 | PA      | $5717981.46   | 0.50%             | 2030-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BECLE SA DE CV                                                                      | Becle SAB de CV                                                                                                        | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     1375000 | PA      | $1206231.13   | 0.11%             | 2031-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                                   | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      745000 | PA      | $779947.21    | 0.07%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VistaJet Malta Finance P.L.C.                                                       | VistaJet Malta Finance PLC 2025 Term Loan B                                                                            | CUSIP: 92842EAB4<br>LEI: 5299005VABKD28UWHI65 | Long             | LON              | CORP              | US        |       59400 | PA      | $59437.42     | 0.01%             | 2031-04-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2024-5C25                                                                                         | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      795000 | PA      | $838063.56    | 0.07%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Hipgnosis Music Assets LP                                                           | Hipgnosis Music Assets 2022-1 LP                                                                                       | CUSIP: 43351RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4150044 | PA      | $4146744.37   | 0.36%             | 2062-05-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCR Mortgage Trust                                                                  | MCR 2024-HF1 Mortgage Trust                                                                                            | CUSIP: 55287FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1529574 | PA      | $1530051.64   | 0.13%             | 2041-12-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Trust 2025-HE1                                                                                                    | CUSIP: 00449SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      301077 | PA      | $309751.83    | 0.03%             | 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        |     1380000 | PA      | $1375860.00   | 0.12%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgage Trust                                               | PRPM 2024-NQM3                                                                                                         | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2190688 | PA      | $2199199.52   | 0.19%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46515CKR4<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2000000 | PA      | $1986792.74   | 0.17%             | 2056-01-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                        | Danaher Corp                                                                                                           | CUSIP: 000000000<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |      600000 | PA      | $701641.95    | 0.06%             | 2030-03-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                                 | BHMS Commercial Mortgage Trust 2025-ATLS                                                                               | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3140000 | PA      | $3149846.10   | 0.28%             | 2042-08-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| REPSOL INTL FINANCE                                                                 | Repsol International Finance BV                                                                                        | CUSIP: 000000000<br>LEI: 5493002YCY6HTK0OUR29 | Long             | DBT              | CORP              | NL        |      550000 | PA      | $647066.77    | 0.06%             | 2026-12-22      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                            | Rogers Communications Inc                                                                                              | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     2675000 | PA      | $2833014.39   | 0.25%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                             | Basin Electric Power Cooperative                                                                                       | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |      680000 | PA      | $684410.75    | 0.06%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust 2022-2                                                         | CHNGE Mortgage Trust 2022-2                                                                                            | CUSIP: 12546YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      827061 | PA      | $825112.09    | 0.07%             | 2067-03-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | Energy Transfer LP                                                                                                     | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      805000 | PA      | $863615.27    | 0.08%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                             | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1410696.45   | 0.12%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2022-NQM1                                                                          | CUSIP: 64830JAA8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |      312755 | PA      | $286935.08    | 0.03%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-77369.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2024-10                                                                                       | CUSIP: 034933AA9<br>LEI: 254900QN92XYN8GJBJ44 | Long             | ABS-MBS          | CORP              | US        |     3310577 | PA      | $3331450.60   | 0.29%             | 2069-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2571980.58   | 0.23%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                                                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $240255.63    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WINTERSHALL DEA FIN 2BV                                                             | Wintershall Dea Finance 2 BV                                                                                           | CUSIP: 000000000<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      800000 | PA      | $913677.49    | 0.08%             | 2028-07-20      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE BANK SA                                                                  | John Deere Bank SA                                                                                                     | CUSIP: 000000000<br>LEI: RUOKPID0PZ0UWJYU9J61 | Long             | DBT              | CORP              | LU        |      500000 | PA      | $591657.10    | 0.05%             | 2026-09-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-799.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                             | Blue Bridge Funding 2023-1 LLC                                                                                         | CUSIP: 09531MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      100000 | PA      | $102024.36    | 0.01%             | 2030-11-15      | Fixed         | 9.48%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80414L3F0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     2000000 | PA      | $2107724.52   | 0.19%             | 2055-06-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                            | Piedmont Operating Partnership LP                                                                                      | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     1600000 | PA      | $1607869.92   | 0.14%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                             | United Airlines 2023-1 Class A Pass Through Trust                                                                      | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      423442 | PA      | $449292.32    | 0.04%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                    | Deutsche Bank AG                                                                                                       | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      500000 | PA      | $627134.27    | 0.06%             | 2030-09-05      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      580000 | PA      | $589379.69    | 0.05%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| DI Issuer LLC                                                                       | DI Issuer LLC                                                                                                          | CUSIP: 23292FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1000000 | PA      | $1008629.10   | 0.09%             | 2054-09-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | Enel Finance International NV                                                                                          | CUSIP: 000000000<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1080867.54   | 0.09%             | 2030-06-17      | Fixed         | 0.75%                 | 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        |     1200000 | PA      | $1187067.64   | 0.10%             | 2031-08-11      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                                            | Banco Mercantil del Norte SA/Grand Cayman                                                                              | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     2200000 | PA      | $2197304.34   | 0.19%             | 2027-01-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TierPoint Issuer LLC                                                                | TierPoint Issuer LLC                                                                                                   | CUSIP: 88651CAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4000000 | PA      | $4080462.00   | 0.36%             | 2055-04-26      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      600000 | PA      | $715655.28    | 0.06%             | 2028-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2551566.25   | 0.22%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ModivCare Buyer LLC                                                                 | ModivCare Buyer LLC Takeback Term Loan                                                                                 | CUSIP: 000000000<br>LEI: 254900MKEPTFAS1J2168 | Long             | LON              | CORP              | US        |      165626 | PA      | $152375.74    | 0.01%             | 2032-12-30      | Floating      | 8.69%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                                | Cincinnati Financial Corp                                                                                              | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1361297.36   | 0.12%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                                                     | Cogent Ipv4 LLC                                                                                                        | CUSIP: 19240JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6190000 | PA      | $6471537.29   | 0.57%             | 2054-05-25      | Fixed         | 7.92%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                                                    | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |     3097995 | PA      | $2826662.44   | 0.25%             | 2051-06-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                                                                  | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       71438 | PA      | $68988.57     | 0.01%             | 2051-04-30      | Fixed         | 3.58%                 | 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        |      590000 | PA      | $618367.42    | 0.05%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240198.72    | 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        |      158125 | PA      | $158190.56    | 0.01%             | 2047-07-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-4033.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7900000 | PA      | $5488737.07   | 0.48%             | 2027-11-21      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                                                                       | CUSIP: 55284JAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      250000 | PA      | $249518.65    | 0.02%             | 2037-02-19      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| COLOMBIA TELECOMUNICACIO                                                            | Colombia Telecomunicaciones SA ESP                                                                                     | CUSIP: 19533PAC4<br>LEI: 549300CK4YN0V1C3MN55 | Long             | DBT              | CORP              | CO        |      525000 | PA      | $491877.75    | 0.04%             | 2030-07-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                                                                 | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1566667 | PA      | $1600527.25   | 0.14%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                               | Brooklyn Union Gas Co/The                                                                                              | CUSIP: 114259AX2<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $27120.63     | 0.00%             | 2033-09-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     2255000 | PA      | $2340754.58   | 0.21%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2024-NQM4                                                                                           | CUSIP: 002939AC0<br>LEI: 98450000E04EA82B8915 | Long             | ABS-MBS          | CORP              | US        |     1634319 | PA      | $1643147.00   | 0.14%             | 2069-08-25      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      500000 | PA      | $416500.00    | 0.04%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $640998.17    | 0.06%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL MUSIC GROUP NV                                                            | Universal Music Group NV                                                                                               | CUSIP: 000000000<br>LEI: 724500GJBUL3D9TW9Y18 | Long             | DBT              | CORP              | NL        |      250000 | PA      | $306456.45    | 0.03%             | 2031-06-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2023-CES1                                                                                    | CUSIP: 89181XAM3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      905744 | PA      | $908812.83    | 0.08%             | 2063-07-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2020-4                                                                                       | CUSIP: 89179JAB2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $297393.53    | 0.03%             | 2060-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       87000 | PA      | $89175.00     | 0.01%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                                                                      | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1061004 | PA      | $1073016.68   | 0.09%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F052631<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6535000 | PA      | $6639774.28   | 0.58%             | 2056-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                                           | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1755000 | PA      | $1753343.56   | 0.15%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                                | Protective Life Corp                                                                                                   | CUSIP: 743674BF9<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2186016.02   | 0.19%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAA6<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1697579.47   | 0.15%             | 2031-03-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46515CJY1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     3300000 | PA      | $3306076.39   | 0.29%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                                 | LYB International Finance III LLC                                                                                      | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1738910.09   | 0.15%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                                                             | Schlumberger Holdings Corp                                                                                             | CUSIP: 806851AP6<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |      905000 | PA      | $921139.22    | 0.08%             | 2033-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $1127.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28681000 | PA      | $28869219.06  | 2.54%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD GBP                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $211758.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                                              | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1215497.09   | 0.11%             | 2033-01-10      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12170000 | PA      | $12232276.20  | 1.07%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust                                      | Morgan Stanley Residential Mortgage Loan Trust 2025-NQM5                                                               | CUSIP: 61779BAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2871417 | PA      | $2898394.07   | 0.25%             | 2070-07-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                                                  | CUSIP: 87342RAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      505988 | PA      | $452480.08    | 0.04%             | 2051-08-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2475000 | PA      | $2536018.90   | 0.22%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | Medline Borrower LP                                                                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2055538.83   | 0.18%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4363288.75   | 0.38%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-79157.94    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3025890.12   | 0.27%             | 2056-04-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CENTRICA PLC                                                                        | Centrica PLC                                                                                                           | CUSIP: 000000000<br>LEI: E26EDV109X6EEPBKVH76 | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1188459.53   | 0.10%             | 2055-05-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PRKCM Trust                                                                         | PRKCM 2022-AFC1 Trust                                                                                                  | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1217207 | PA      | $1231082.70   | 0.11%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                                          | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2537417.25   | 0.22%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2021-1 LLC                                                                                      | CUSIP: 81758VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $320647.34    | 0.03%             | 2032-02-02      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                                  | Koninklijke KPN NV                                                                                                     | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $492391.98    | 0.04%             | 2031-07-03      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2800843.84   | 0.25%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 06675QAB9<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      600000 | PA      | $598985.36    | 0.05%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-1091.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                                                     | CUSIP: 92538EAB3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |       37911 | PA      | $36297.55     | 0.00%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                                                         | Ivory Coast Government International Bond                                                                              | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     2285000 | PA      | $2495282.38   | 0.22%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                                                          | Affirm Asset Securitization Trust 2024-B                                                                               | CUSIP: 00835AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2000000 | PA      | $2005233.40   | 0.18%             | 2029-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2022-FL8 Ltd                                                                                                       | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      219304 | PA      | $219232.24    | 0.02%             | 2037-02-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      470000 | PA      | $474424.61    | 0.04%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                                                    | CUSIP: 05493XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3655000 | PA      | $3844611.90   | 0.34%             | 2041-12-10      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Bojangles Issuer, LLC                                                               | Bojangles Issuer LLC                                                                                                   | CUSIP: 09748RAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5472500 | PA      | $5548933.31   | 0.49%             | 2054-11-20      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     2055000 | PA      | $2065846.29   | 0.18%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF 2019-KF70 Mortgage Trust                                                                                         | CUSIP: 30298UAG6<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |       65831 | PA      | $65117.67     | 0.01%             | 2029-09-25      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                                                               | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |       60000 | PA      | $52302.03     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                                                             | BDS 2025-FL14 LLC                                                                                                      | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      300000 | PA      | $300327.48    | 0.03%             | 2042-10-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                           | PG&E Corp                                                                                                              | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4422500.33   | 0.39%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                          | Loews Corp                                                                                                             | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1461443.38   | 0.13%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| OEG FINANCE PLC                                                                     | OEG Finance PLC                                                                                                        | CUSIP: 000000000<br>LEI: 254900KMBHWF9UK63G44 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1116688.80   | 0.10%             | 2029-09-27      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                                                               | CUSIP: 266895AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1042583.50   | 0.09%             | 2042-08-10      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                               | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1741457.77   | 0.15%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                                                           | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3700000.00   | 0.33%             | 2042-03-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                          | PacifiCorp                                                                                                             | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      825000 | PA      | $785853.39    | 0.07%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                             | United Airlines 2024-1 Class A Pass Through Trust                                                                      | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      469873 | PA      | $486067.95    | 0.04%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                        | AES Corp/The                                                                                                           | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190977.17    | 0.02%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| OMNIS FUNDING TRUST                                                                 | Omnis Funding Trust                                                                                                    | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1287305.19   | 0.11%             | 2055-05-15      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust                                                            | Ajax Mortgage Loan Trust 2021-E                                                                                        | CUSIP: 009740AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1651942 | PA      | $1479128.83   | 0.13%             | 2060-12-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX                                           | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |      700000 | PA      | $707751.16    | 0.06%             | 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        |      500000 | PA      | $626476.11    | 0.06%             | 2028-04-24      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                                                                  | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     4735000 | PA      | $5070671.06   | 0.45%             | 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        |     5395000 | PA      | $5541110.63   | 0.49%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                                  | CUSIP: 01F060634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32420000 | PA      | $33252813.71  | 2.92%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                              | Transatlantic Holdings Inc                                                                                             | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |      443000 | PA      | $554870.87    | 0.05%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                                                       | PRA Group Inc                                                                                                          | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      555000 | PA      | $512296.91    | 0.05%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                                            | United Wholesale Mortgage LLC                                                                                          | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      215000 | PA      | $210857.58    | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                                             | VZ Secured Financing BV                                                                                                | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |      435000 | PA      | $386577.80    | 0.03%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        1429 | NC      | $363831.78    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX ASIA FIN CORP                                                               | Equinix Asia Financing Corp Pte Ltd                                                                                    | CUSIP: 29447KAA3<br>LEI: 2549002E9B0F5FQ3X427 | Long             | DBT              |  | SG        |     3420000 | PA      | $3417435.75   | 0.30%             | 2031-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                                         | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | PA      | $218445.00    | 0.02%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES2                                                                                          | CUSIP: 74938PAA4<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |      325927 | PA      | $329297.04    | 0.03%             | 2044-04-25      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                                            | Republic of South Africa Government Bond                                                                               | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    85000000 | PA      | $5491141.46   | 0.48%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blue Bridge Funding LLC                                                             | Blue Bridge Funding 2023-1 LLC                                                                                         | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       17549 | PA      | $17678.95     | 0.00%             | 2030-11-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-9                                                                                      | CUSIP: 92540RAF1<br>LEI: 213800LFRCPWSTP6LX39 | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $5063811.00   | 0.44%             | 2069-11-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BAWAG GROUP AG                                                                      | BAWAG Group AG                                                                                                         | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | DBT              | CORP              | AT        |     1000000 | PA      | $1268743.13   | 0.11%             | 2029-09-18      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                    | Essential Properties LP                                                                                                | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |       62000 | PA      | $57225.35     | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1300000 | PA      | $1369615.00   | 0.12%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NEW S WALES TREASURY CRP                                                            | New South Wales Treasury Corp                                                                                          | CUSIP: 000000000<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     3975000 | PA      | $2710932.55   | 0.24%             | 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        |     2000000 | PA      | $1980175.14   | 0.17%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                                                      | CUSIP: 000000000<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1713635.12   | 0.15%             | 2030-05-04      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| EdgeConneX Data Centers Issuer, LLC                                                 | Edgeconnex Data Centers Issuer LLC                                                                                     | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1037268 | PA      | $1054528.58   | 0.09%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                        | CUSIP: 23802WAN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6620000 | PA      | $6635921.10   | 0.58%             | 2054-01-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                       | Sesac Finance LLC                                                                                                      | CUSIP: 78396YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      441000 | PA      | $451220.88    | 0.04%             | 2054-01-25      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| SPGN TFLM Mortgage Trust                                                            | SPGN Trust 2026-TFLM                                                                                                   | CUSIP: 847946AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3365000 | PA      | $3360793.75   | 0.30%             | 2041-02-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                                                             | Iron Mountain Information Management Services Inc                                                                      | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              |  | US        |     4085000 | PA      | $3952443.38   | 0.35%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oxford Finance Credit Fund III LP                                                   | Oxford Finance Credit Fund III 2024-A LP                                                                               | CUSIP: 69145DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      324408 | PA      | $329520.95    | 0.03%             | 2032-01-14      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                           | Nokia Oyj                                                                                                              | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |       10000 | PA      | $10829.51     | 0.00%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                          | DaVita Inc                                                                                                             | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2019460.44   | 0.18%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2657541.75   | 0.23%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                            | Benchmark 2022-B33 Mortgage Trust                                                                                      | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      475000 | PA      | $450025.45    | 0.04%             | 2055-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                                                        | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |      525000 | PA      | $533774.53    | 0.05%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         176 | NC      | $84962.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2010000 | PA      | $2015911.01   | 0.18%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                                                    | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |     1050000 | PA      | $1033448.96   | 0.09%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                       | Starwood Mortgage Residential Trust 2020-INV                                                                           | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       25646 | PA      | $24655.04     | 0.00%             | 2055-11-25      | Variable      | 1.03%                 | No            |                  2 | On Loan: No      |
| Singapore Government Bonds                                                          | Singapore Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |     6790000 | PA      | $5679465.41   | 0.50%             | 2030-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| French Republic Government Bonds OAT                                                | French Republic Government Bonds OAT                                                                                   | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     9190000 | PA      | $10938707.22  | 0.96%             | 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        |     2120000 | PA      | $2160778.84   | 0.19%             | 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        |      815000 | PA      | $792955.77    | 0.07%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                                         | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1685000 | PA      | $1676437.84   | 0.15%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CIMIC FINANCE USA PTY LT                                                            | CIMIC Finance USA Pty Ltd                                                                                              | CUSIP: 171873AB8<br>LEI: 213800GNWSV32LXHCZ50 | Long             | DBT              | CORP              | AU        |       10000 | PA      | $11009.59     | 0.00%             | 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        |      625000 | PA      | $659973.77    | 0.06%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2013-C15                                                                    | CUSIP: 46640NAP3<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      113973 | PA      | $104604.68    | 0.01%             | 2045-11-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      814688 | PA      | $812635.71    | 0.07%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| harvest commercial capital loan trust                                               | Harvest Commercial Capital Loan Trust 2024-1                                                                           | CUSIP: 417927AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      259961 | PA      | $268866.03    | 0.02%             | 2056-10-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                                                  | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      100000 | PA      | $116477.33    | 0.01%             | 2026-09-10      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                                                            | Almaviva-The Italian Innovation Co SpA                                                                                 | CUSIP: 000000000<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |     1579000 | PA      | $1808946.02   | 0.16%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-81714.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                                                                   | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      325000 | PA      | $308340.05    | 0.03%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INFRASTRUTTURE WIRELESS                                                             | Infrastrutture Wireless Italiane SpA                                                                                   | CUSIP: 000000000<br>LEI: 81560066183FE361C071 | Long             | DBT              | CORP              | IT        |     1500000 | PA      | $1676482.62   | 0.15%             | 2031-04-19      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| AMBER FINCO PLC                                                                     | Amber Finco PLC                                                                                                        | CUSIP: 000000000<br>LEI: 9845004C0870D380O790 | Long             | DBT              | CORP              | GB        |      900000 | PA      | $1110012.52   | 0.10%             | 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        |      800000 | PA      | $1038387.35   | 0.09%             | 2028-09-05      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                                                                 | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      394740 | PA      | $345106.64    | 0.03%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-5554.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CAJUN GLOBAL LLC                                                                    | Cajun Global LLC                                                                                                       | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2453850 | PA      | $2495008.18   | 0.22%             | 2055-11-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Blue Owl Asset Leasing Trust                                                        | Blue Owl Asset Leasing Trust 2024-1 LLC                                                                                | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1700000 | PA      | $1731537.21   | 0.15%             | 2031-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                                                         | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      940000 | PA      | $950025.10    | 0.08%             | 2035-10-15      | Fixed         | 5.41%                 | 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        |      520000 | PA      | $549574.91    | 0.05%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                                                           | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2069946.00   | 0.18%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                             | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |      680000 | PA      | $690440.30    | 0.06%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1410000 | PA      | $927825.32    | 0.08%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                                               | Global Payments, Inc.                                                                                                  | CUSIP: 000000000<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1237007.10   | 0.11%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Camber Credit Auto Trust                                                            | Camber Credit 2026-1 Auto Trust                                                                                        | CUSIP: 13189HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5710000 | PA      | $5710000.00   | 0.50%             | 2031-12-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                               | Time Warner Cable LLC                                                                                                  | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      935000 | PA      | $836339.08    | 0.07%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                            | Prudential Financial Inc                                                                                               | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29481.06     | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                                                             | PRAIRIE ECI ACQUIROR LP 2026 REPRICED TERM LOAN B                                                                      | CUSIP: 73955HAG9<br>LEI: 254900Q6KU2LVSIISH22 | Long             | LON              | CORP              | US        |       98260 | PA      | $98284.54     | 0.01%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | Meta Platforms Inc                                                                                                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4039829.00   | 0.35%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                              | APA Infrastructure Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |     1200000 | PA      | $1358393.66   | 0.12%             | 2030-07-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1085 | NC      | $-730828.88   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ALLO Issuer, LLC                                                                    | ALLO Issuer LLC                                                                                                        | CUSIP: 01983KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1524415.20   | 0.13%             | 2054-07-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                                                              | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      971456 | PA      | $924106.90    | 0.08%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                                   | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      655000 | PA      | $671053.22    | 0.06%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund II LLC                                                                                              | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2718732 | PA      | $2759445.17   | 0.24%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| AREIT CRE Trust                                                                     | AREIT 2025-CRE11                                                                                                       | CUSIP: 04002DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6160000 | PA      | $6170974.66   | 0.54%             | 2043-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer 2021-1                                                                                               | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2658286 | PA      | $2627857.64   | 0.23%             | 2051-11-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANCO BRADESCO (CAYMAN)                                                             | Banco Bradesco SA/Cayman Islands                                                                                       | CUSIP: 05947KBC3<br>LEI: 549300CTUU1RFXHQJE44 | Long             | DBT              | CORP              | KY        |     3160000 | PA      | $3185280.00   | 0.28%             | 2031-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2023-HE3                                                                                                   | CUSIP: 31684CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      260292 | PA      | $268187.93    | 0.02%             | 2053-11-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE                                                               | Banco Santander Chile                                                                                                  | CUSIP: 05973N2A8<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |     1690000 | PA      | $1701475.10   | 0.15%             | 2030-11-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                         | MetLife Inc                                                                                                            | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1695000 | PA      | $1683041.27   | 0.15%             | 2056-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AK6<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     2300000 | PA      | $2054475.00   | 0.18%             | 2033-07-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sothebys ArtFi Master Trust                                                         | Sotheby's Artfi Master Trust                                                                                           | CUSIP: 83589DAC0<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |      965000 | PA      | $969089.28    | 0.09%             | 2033-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL FINANC                                                             | Rentokil Initial Finance BV                                                                                            | CUSIP: 000000000<br>LEI: 2549005WL1W9GJ5TM121 | Long             | DBT              | CORP              | NL        |     1050000 | PA      | $1259082.92   | 0.11%             | 2027-06-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                                                    | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1095563.60   | 0.10%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                              | Commonwealth Bank of Australia                                                                                         | CUSIP: 202712BX2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     1845000 | PA      | $1927956.66   | 0.17%             | 2046-03-14      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                                                          | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $2854556.25   | 0.25%             | 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        |     3600000 | PA      | $3558383.28   | 0.31%             | 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        |     1500000 | PA      | $1481874.75   | 0.13%             | 2054-10-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALLSPRING GOVERNMENT MONEY MAR                                                      | ALLSPRING GOVERNMENT MONEY MAR                                                                                         | CUSIP: 000000000<br>LEI: 549300GFSYYLVYEWA041 | Long             | STIV             | RF                | US        |    20028110 | NS      | $20028109.81  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| RCI BANQUE SA                                                                       | RCI Banque SA                                                                                                          | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3414721.20   | 0.30%             | 2032-11-03      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Panama Government International Bonds                                               | Panama Government International Bonds                                                                                  | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     1700000 | PA      | $1429615.00   | 0.13%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SHR Trust                                                                           | SHR Trust 2024-LXRY                                                                                                    | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3325000 | PA      | $3329156.25   | 0.29%             | 2041-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | Citigroup Inc                                                                                                          | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4248840.49   | 0.37%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | Southwest Airlines Co                                                                                                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      430000 | PA      | $426483.31    | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1392281.90   | 0.12%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                                                                     | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      335000 | PA      | $338265.78    | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                              | Brookfield Finance Inc                                                                                                 | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2705000 | PA      | $2699561.62   | 0.24%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2025-NYCH                                                                        | CUSIP: 95004KAA9<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $996250.00    | 0.09%             | 2042-06-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | Toyota Motor Credit Corp                                                                                               | CUSIP: 000000000<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      200000 | PA      | $245635.64    | 0.02%             | 2030-07-24      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                                                              | Blackstone Mortgage Trust Inc                                                                                          | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |      435000 | PA      | $463680.86    | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DBSG 2024-ALTA Mortgage Trust                                                       | DBSG 2024-ALTA Mortgage Trust                                                                                          | CUSIP: 239918AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1615000 | PA      | $1638254.22   | 0.14%             | 2037-06-10      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MOTION FINCO SARL                                                                   | Motion Finco Sarl                                                                                                      | CUSIP: 000000000<br>LEI: 2549002L1LBQZKA7UN30 | Long             | DBT              | CORP              | LU        |      300000 | PA      | $307323.86    | 0.03%             | 2030-06-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM1                                                                                 | CUSIP: 452764AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       87221 | PA      | $79196.54     | 0.01%             | 2056-06-25      | Variable      | 1.07%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1897551.86   | 0.17%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $86243.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | Enbridge Inc                                                                                                           | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $16481.79     | 0.00%             | 2083-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                                                            | Virgin Media Secured Finance PLC                                                                                       | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |      315000 | PA      | $287140.64    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2024-1 LLC                                                                                      | CUSIP: 81758FAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      328813 | PA      | $337766.88    | 0.03%             | 2035-11-20      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                            | Aspen Insurance Holdings Ltd                                                                                           | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     1035000 | PA      | $1085518.84   | 0.10%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                            | Ford Credit Floorplan Master Owner Trust A                                                                             | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |     1335000 | PA      | $1338601.70   | 0.12%             | 2028-05-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                            | RenaissanceRe Holdings Ltd                                                                                             | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     2000000 | PA      | $2095713.28   | 0.18%             | 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        |     4720000 | PA      | $4819473.24   | 0.42%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | XX        |           1 | NC      | $51962.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                                     | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1640000 | PA      | $1695757.28   | 0.15%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CAMELOT RETURN MERGER SU                                                            | Camelot Return Merger Sub Inc                                                                                          | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $728585.90    | 0.06%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA Global Funding                                                                                                     | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     1385000 | PA      | $1395563.88   | 0.12%             | 2030-11-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9325000 | PA      | $9295130.91   | 0.82%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                            | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1600000 | PA      | $1672036.96   | 0.15%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES INC                                                            | Sensata Technologies Inc                                                                                               | CUSIP: 81728UAC8<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |      700000 | PA      | $732751.60    | 0.06%             | 2032-07-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                               | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     2100000 | PA      | $2103516.66   | 0.18%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                                | Jacobs Solutions Inc                                                                                                   | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     1015000 | PA      | $1015171.24   | 0.09%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                                 | Abbott Laboratories                                                                                                    | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     2155000 | PA      | $2162408.70   | 0.19%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2021-FL7 Ltd                                                                                                       | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       70098 | PA      | $70056.78     | 0.01%             | 2036-10-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TSC SPV FUNDING, LLC                                                                | TSC SPV Funding LLC                                                                                                    | CUSIP: 898912AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      701125 | PA      | $721456.51    | 0.06%             | 2054-08-20      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                                                     | CUSIP: 92538EAA5<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |      179874 | PA      | $172863.31    | 0.02%             | 2064-04-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | Sempra                                                                                                                 | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66070.42     | 0.01%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2025-1CON                                                                                     | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2990582 | PA      | $3038403.94   | 0.27%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                    | Duke Energy Corp                                                                                                       | CUSIP: 000000000<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1556194.73   | 0.14%             | 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        |     1247496 | PA      | $1314330.51   | 0.12%             | 2038-10-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                                                     | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1025000 | PA      | $1031179.32   | 0.09%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                  | Harbour Energy PLC                                                                                                     | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |     3870000 | PA      | $4030667.93   | 0.35%             | 2035-04-01      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2320000 | PA      | $2335587.20   | 0.21%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                             | Morgan Stanley Private Bank NA                                                                                         | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2763078.86   | 0.24%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                          | Evergy Inc                                                                                                             | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       75000 | PA      | $77221.20     | 0.01%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-4                                                                                 | CUSIP: 46593UAE9<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     3512009 | PA      | $3558692.44   | 0.31%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                                                             | FTAI Aviation Investors LLC                                                                                            | CUSIP: 34960PAG6<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |     4165000 | PA      | $4372013.00   | 0.38%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                            | Comision Federal de Electricidad                                                                                       | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1000000 | PA      | $919302.00    | 0.08%             | 2031-02-09      | Fixed         | 3.35%                 | 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        |      700000 | PA      | $748125.00    | 0.07%             | 2031-05-20      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COMPUTERSHARE US INC                                                                | Computershare US Inc                                                                                                   | CUSIP: 000000000<br>LEI: 549300BXQ1PX3KGZRT72 | Long             | DBT              | CORP              | US        |      700000 | PA      | $730850.41    | 0.06%             | 2031-10-07      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      410000 | PA      | $439746.73    | 0.04%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                                                                     | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2765000 | PA      | $2764391.15   | 0.24%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2023-1                                                                                               | CUSIP: 64016NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      776000 | PA      | $784848.81    | 0.07%             | 2053-01-30      | Fixed         | 7.31%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2024-2                                                                           | CUSIP: 96042YAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      557264 | PA      | $559017.24    | 0.05%             | 2028-02-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                                                                    | CUSIP: 552747AB3<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      221610 | PA      | $215714.35    | 0.02%             | 2056-01-25      | Variable      | 1.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                                            | South Bow Canadian Infrastructure Holdings Ltd                                                                         | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      545000 | PA      | $567920.52    | 0.05%             | 2055-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                                                            | Mill City Mortgage Loan Trust 2021-NMR1                                                                                | CUSIP: 59982HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1980000 | PA      | $1563939.04   | 0.14%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BOBL FUTURE MAR26                                                                                                 | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |        -461 | NC      | $-509500.54   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2618943.84   | 0.23%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2023-FIG3                                                                      | CUSIP: 79582AAA5<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |      989533 | PA      | $1032984.21   | 0.09%             | 2053-08-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                            | FS Trust 2026-HULA                                                                                                     | CUSIP: 30345AAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3455000 | PA      | $3456628.34   | 0.30%             | 2041-03-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                                | BAT International Finance PLC                                                                                          | CUSIP: 000000000<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     1380000 | PA      | $1586280.36   | 0.14%             | 2030-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                                  | Coterra Energy Inc                                                                                                     | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44759.91     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $4068291.94   | 0.36%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA SPA                                                                  | Telecom Italia SpA/Milano                                                                                              | CUSIP: 000000000<br>LEI: 549300W384M3RI3VXU42 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $342364.48    | 0.03%             | 2029-01-18      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| ENTEGRIS INC                                                                        | Entegris Inc                                                                                                           | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      490000 | PA      | $490407.19    | 0.04%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                                                             | CUSIP: 87971MCR2<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |     1920000 | PA      | $1935522.51   | 0.17%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RLA0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     9245000 | PA      | $9319791.13   | 0.82%             | 2032-02-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                               | RIO TINTO FIN USA PLC                                                                                                  | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1490000 | PA      | $1546431.52   | 0.14%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust                                         | MF1 2021-FL7 Ltd                                                                                                       | CUSIP: 55284AAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3300000 | PA      | $3230021.22   | 0.28%             | 2036-10-16      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ACQUIROR LP                                                                 | Prairie Acquiror LP                                                                                                    | CUSIP: 73943NAA4<br>LEI: 254900Q6KU2LVSIISH22 | Long             | DBT              | CORP              | US        |      710000 | PA      | $740874.35    | 0.07%             | 2029-08-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                                         | Wayfair LLC                                                                                                            | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      625000 | PA      | $636996.88    | 0.06%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM1 Trust                                                                                                    | CUSIP: 55283FAA6<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |       65109 | PA      | $61512.74     | 0.01%             | 2065-04-25      | Variable      | 1.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                            | Equitable America Global Funding                                                                                       | CUSIP: 29446Q2B8<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $1971829.26   | 0.17%             | 2030-06-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TUI AG                                                                              | TUI AG                                                                                                                 | CUSIP: 000000000<br>LEI: 529900SL2WSPV293B552 | Long             | DBT              | CORP              | DE        |      900000 | PA      | $1096328.28   | 0.10%             | 2029-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                 | New Residential Mortgage Loan Trust 2018-4                                                                             | CUSIP: 64828FCS9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |       56216 | PA      | $55564.77     | 0.00%             | 2048-01-25      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                                   | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     2500000 | PA      | $2530875.00   | 0.22%             | 2038-02-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                             | CUSIP: 21H050631<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5470000 | PA      | $5488558.56   | 0.48%             | 2056-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-DELC                                                                                                     | CUSIP: 05594MAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4010000 | PA      | $4023235.41   | 0.35%             | 2042-12-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                                  | BMO 2024-C8 Mortgage Trust                                                                                             | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1115000 | PA      | $1197471.98   | 0.11%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                     | Israel Government International Bond                                                                                   | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     2650000 | PA      | $2589827.62   | 0.23%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                                                     | Bermuda Government International Bond                                                                                  | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |      800000 | PA      | $563304.00    | 0.05%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27000000 | PA      | $27051679.62  | 2.38%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  1 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                                  | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3120000 | PA      | $1954680.00   | 0.17%             | 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        |     1850000 | PA      | $1930961.79   | 0.17%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT Capital Corp                                                                                                       | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       25000 | PA      | $21546.00     | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | Alphabet Inc                                                                                                           | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1632096.32   | 0.14%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FS Trust                                                                            | FS 2026-ORL                                                                                                            | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      745000 | PA      | $745000.00    | 0.07%             | 2041-02-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| SCALELOGIX ABS US ISSUER, LLC                                                       | Scalelogix Abs Us Issuer LLC                                                                                           | CUSIP: 80587FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1350000 | PA      | $1366328.39   | 0.12%             | 2055-07-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                                | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $501919.10    | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                              | PURCHASED USD / SOLD COP                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $232013.27    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                                                                    | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       70000 | PA      | $72663.29     | 0.01%             | 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        |      945000 | PA      | $1165371.99   | 0.10%             | 2029-10-24      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                                                        | Sabey Data Center Issuer LLC                                                                                           | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3185000 | PA      | $3234083.40   | 0.28%             | 2051-01-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                          | Intuit Inc                                                                                                             | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     1130000 | PA      | $1069467.60   | 0.09%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHORUS LTD                                                                          | Chorus Ltd                                                                                                             | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |     2900000 | PA      | $3449506.33   | 0.30%             | 2032-11-26      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                                                              | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      117238 | PA      | $106262.40    | 0.01%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                                            | Allwyn Entertainment Financing UK PLC                                                                                  | CUSIP: 000000000<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |      720000 | PA      | $886261.41    | 0.08%             | 2030-04-30      | Fixed         | 7.25%                 | 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        |      820000 | PA      | $959036.46    | 0.08%             | 2033-05-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      895000 | PA      | $896407.75    | 0.08%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | ACHM Trust 2024-HE2                                                                                                    | CUSIP: 00112DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2503854 | PA      | $2543861.88   | 0.22%             | 2039-10-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP Capital Markets PLC                                                                                                 | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1065871.00   | 0.09%             | 2033-12-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                                  | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3920000 | PA      | $3956506.96   | 0.35%             | 2055-10-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Jack in the Box Funding, LLC                                                        | Jack in the Box Funding LLC                                                                                            | CUSIP: 466365AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2576000 | PA      | $2290177.09   | 0.20%             | 2052-02-26      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                                                               | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      660000 | PA      | $661204.04    | 0.06%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9469000 | PA      | $9642105.16   | 0.85%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                              | CCO Holdings LLC / CCO Holdings Capital Corp                                                                           | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      820000 | PA      | $782138.47    | 0.07%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40376000 | PA      | $40786068.75  | 3.58%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1171863.94   | 0.10%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD SGD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-299.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                                                                     | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      247000 | PA      | $260820.86    | 0.02%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      665000 | PA      | $662224.62    | 0.06%             | 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        |      330000 | PA      | $340162.91    | 0.03%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                                                   | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      905000 | PA      | $940733.93    | 0.08%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED BRL / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | BR        |           1 | NC      | $358536.10    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                            | CenterPoint Energy Houston Electric LLC                                                                                | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      905000 | PA      | $907798.03    | 0.08%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                              | Orbia Advance Corp SAB de CV                                                                                           | CUSIP: 68560EAD0<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |      800000 | PA      | $806128.80    | 0.07%             | 2035-05-13      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORP                                                                | Protective Life Corp                                                                                                   | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |      990000 | PA      | $1004558.40   | 0.09%             | 2035-12-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                             | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     6050000 | PA      | $8362577.10   | 0.73%             | 2030-03-07      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Achieve Mortgage                                                                    | FREED Mortgage Trust 2022-HE1                                                                                          | CUSIP: 35634KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2105000 | PA      | $2207270.16   | 0.19%             | 2037-10-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                                | CUSIP: 44891ACE5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1066487.76   | 0.09%             | 2030-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                                   | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1834970.38   | 0.16%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                                                        | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     1020000 | PA      | $1064520.36   | 0.09%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                                                          | CUSIP: 749427AA8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1455159 | PA      | $1472581.84   | 0.13%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM3                                                                                                         | CUSIP: 26846YAC2<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-MBS          | CORP              | US        |     3368461 | PA      | $3405530.02   | 0.30%             | 2070-08-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                        | Fibercop SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     1710000 | PA      | $1935907.14   | 0.17%             | 2029-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                    | Hewlett Packard Enterprise Co                                                                                          | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      855000 | PA      | $786878.06    | 0.07%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oak Street Investment Grade Net Lease Fund                                          | Oak Street Investment Grade Net Lease Fund Series 2021-1                                                               | CUSIP: 67190AAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      247813 | PA      | $151486.71    | 0.01%             | 2051-01-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                   | Vornado Realty LP                                                                                                      | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |     2705000 | PA      | $2744528.08   | 0.24%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                                                              | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |      835000 | PA      | $853790.33    | 0.07%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ASMODEE GROUP AB                                                                    | Asmodee Group AB                                                                                                       | CUSIP: 000000000<br>LEI: 636700G5993BBAFDYD02 | Long             | DBT              | CORP              | SE        |      160000 | PA      | $198414.32    | 0.02%             | 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        |      585000 | PA      | $578120.75    | 0.05%             | 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        |     4215000 | PA      | $4279840.19   | 0.38%             | 2032-07-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                                                      | Bancolombia SA                                                                                                         | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     1176000 | PA      | $1258611.65   | 0.11%             | 2034-12-24      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4700000 | PA      | $4806611.98   | 0.42%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                                                            | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134454 | PA      | $135425.95    | 0.01%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | OWN Equipment Fund I LLC                                                                                               | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1972092 | PA      | $2012327.88   | 0.18%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2024-CES1                                                                                    | CUSIP: 89183CAC9<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1384177.17   | 0.12%             | 2064-01-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1273578.20   | 0.11%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Vital Care Issuer LLC                                                               | Vital Care Issuer LLC                                                                                                  | CUSIP: 92861WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2985000 | PA      | $3040168.47   | 0.27%             | 2056-01-30      | Fixed         | 6.74%                 | No            |                  2 | On Loan: No      |
| GENERALI                                                                            | Generali                                                                                                               | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |      300000 | PA      | $340888.86    | 0.03%             | 2031-07-14      | Fixed         | 2.43%                 | Yes           |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                                            | Brazil Notas do Tesouro Nacional Serie F                                                                               | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    62000000 | PA      | $11018221.79  | 0.97%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | Realty Income Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     1000000 | PA      | $1308558.44   | 0.11%             | 2034-07-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                                                             | Beach Acquisition Bidco LLC                                                                                            | CUSIP: 000000000<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2788041.40   | 0.24%             | 2032-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                                                             | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6458080.58   | 0.57%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Chorus Ltd.                                                                         | Chorus Ltd.                                                                                                            | CUSIP: 000000000<br>LEI: R7NJHU48LTCIOB9BVU57 | Long             | DBT              | CORP              | NZ        |      500000 | PA      | $604194.44    | 0.05%             | 2029-09-07      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                                           | Block Inc                                                                                                              | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1371851.10   | 0.12%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                               | NextGear Floorplan Master Owner Trust                                                                                  | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3631417.56   | 0.32%             | 2029-09-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                                                                 | SG Residential Mortgage Trust 2021-1                                                                                   | CUSIP: 784212AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1464364 | PA      | $1253639.49   | 0.11%             | 2061-07-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                                                            | PetSmart LLC / PetSmart Finance Corp                                                                                   | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2641006.80   | 0.23%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                      | Morgan Stanley Capital I Trust 2014-150E                                                                               | CUSIP: 61764BAA1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3017735.04   | 0.27%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                                                               | CUSIP: 78489CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3979994.80   | 0.35%             | 2042-02-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                                                          | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     6315000 | PA      | $6537641.64   | 0.57%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) LP                                                     | Lyra Music Assets Delaware LP                                                                                          | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |     8268033 | PA      | $8385617.18   | 0.74%             | 2064-12-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                             | CUSIP: 21H030633<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2545000 | PA      | $2333965.34   | 0.21%             | 2056-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                                       | CUSIP: 05969BAC7<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |     2000000 | PA      | $2134204.00   | 0.19%             | 2028-10-01      | Fixed         | 7.53%                 | No            |                  2 | On Loan: No      |
| VATTENFALL AB                                                                       | Vattenfall AB                                                                                                          | CUSIP: 000000000<br>LEI: 549300T5RZ1HA5HZ3109 | Long             | DBT              | CORP              | SE        |      800000 | PA      | $1024260.48   | 0.09%             | 2083-06-29      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP                                                                                                                | CUSIP: 55336VCE8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1992786.93   | 0.18%             | 2036-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2024-4                                                                                      | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |     1549146 | PA      | $1568871.97   | 0.14%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Australia Government Bonds                                                          | Australia Government Bonds                                                                                             | CUSIP: 000000000<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     8780000 | PA      | $5993294.98   | 0.53%             | 2028-05-21      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                                                             | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1118725.32   | 0.10%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust                                                                  | A&D Mortgage Trust 2025-NQM3                                                                                           | CUSIP: 00250FAC7<br>LEI: 984500D4480E0AE81M71 | Long             | ABS-MBS          | CORP              | US        |     2828047 | PA      | $2848522.18   | 0.25%             | 2070-08-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2018-RPL9 Trust                                                                                                   | CUSIP: 12654PAE8<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |      955602 | PA      | $934958.23    | 0.08%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1967107.40   | 0.17%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                                 | Southern California Edison Co                                                                                          | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      340000 | PA      | $327233.65    | 0.03%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON COMM                                                                | Taylor Morrison Communities Inc                                                                                        | CUSIP: 87724RAJ1<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |      290000 | PA      | $292527.17    | 0.03%             | 2030-08-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ClickLease Equipment Receivables 2024-1 Trust                                       | ClickLease Equipment Receivables 2024-1 Trust                                                                          | CUSIP: 18682FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      517048 | PA      | $523132.41    | 0.05%             | 2030-02-15      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                                                                  | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |      292038 | PA      | $265401.52    | 0.02%             | 2051-11-20      | Fixed         | 2.79%                 | 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        |     1250000 | PA      | $805172.88    | 0.07%             | 2061-10-20      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Brean Asset Backed Securities Trust                                                 | Brean Asset Backed Securities Trust 2025-RM13                                                                          | CUSIP: 10638PAA1<br>LEI: 98450003CE714EY3D313 | Long             | ABS-MBS          | CORP              | US        |     3495875 | PA      | $3433300.84   | 0.30%             | 2065-10-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                                            | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                        | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |        8333 | PA      | $8344.68      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD CZK                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-3465.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                                    | WULF Compute LLC                                                                                                       | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1514390.02   | 0.13%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                                   | CUSIP: 22207AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1424505.66   | 0.13%             | 2031-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MARKET BIDCO FINCO PLC                                                              | Market Bidco Finco PLC                                                                                                 | CUSIP: 000000000<br>LEI: 549300UGYX6EBVHRVG53 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $539215.73    | 0.05%             | 2027-11-04      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                                                               | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $731182.26    | 0.06%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANQUE OUEST AFRICAINE D                                                            | Banque Ouest Africaine de Developpement                                                                                | CUSIP: 06675QAC7<br>LEI: 529900LIZJABE4JJS826 | Long             | DBT              | NUSS              | XX        |      775000 | PA      | $725263.79    | 0.06%             | 2031-10-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                                                                     | CUSIP: 000000000<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |      720000 | PA      | $890433.36    | 0.08%             | 2029-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ESC CB144A UNIFIN FINA                                                              | ESC CB144A UNIFIN FINA                                                                                                 | CUSIP: 904ESCAN0<br>LEI: 5493007GRMPGDJG93Z17 | Long             | DBT              | CORP              | MX        |      250000 | PA      | $19500.00     | 0.00%             | 2029-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SES SA                                                                              | SES SA                                                                                                                 | CUSIP: 000000000<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | LU        |     1820000 | PA      | $2115920.18   | 0.19%             | 2054-09-12      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Spain Government Bonds                                                              | Spain Government Bonds                                                                                                 | CUSIP: 000000000<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     4770000 | PA      | $5670083.80   | 0.50%             | 2028-05-31      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | PURCHASED USD / SOLD SEK                                                                                               | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |           1 | NC      | $-77582.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street SPDR Portfolio High Yield Bond ETF                                     | State Street SPDR Portfolio High Yield Bond ETF                                                                        | CUSIP: 78468R606<br>LEI: 549300B3SM8J1H4W2052 | Long             | EC               | RF                | US        |      142800 | NS      | $3384360.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                                      | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2065000 | PA      | $2139269.17   | 0.19%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Sweden Government Bonds                                                             | Sweden Government Bonds                                                                                                | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |    57850000 | PA      | $5769466.70   | 0.51%             | 2031-05-12      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                                 | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1609219.75   | 0.14%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TELE COLUMBUS AG                                                                    | Tele Columbus AG                                                                                                       | CUSIP: 000000000<br>LEI: 3912004GMFDLY04RUQ19 | Long             | DBT              | CORP              | DE        |        5589 | PA      | $4103.89      | 0.00%             | 2029-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                                          | Allianz SE                                                                                                             | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |      400000 | PA      | $429230.89    | 0.04%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                                                       | PURCHASED USD / SOLD MXN                                                                                               | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $7738.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXI SPA                                                                            | Nexi SpA                                                                                                               | CUSIP: 000000000<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |     1000000 | PA      | $1141732.53   | 0.10%             | 2029-04-30      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| GEO GROUP INC/THE                                                                   | GEO Group Inc/The                                                                                                      | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      425000 | PA      | $442219.30    | 0.04%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                             | CUSIP: 21H032639<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1575000 | PA      | $1478019.63   | 0.13%             | 2056-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CINEMARK USA INC                                                                    | Cinemark USA Inc                                                                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      510000 | PA      | $510091.80    | 0.04%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TERRAFORM POWER OPERATIN                                                            | TerraForm Power Operating LLC                                                                                          | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |      195000 | PA      | $190638.06    | 0.02%             | 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        |     1476777 | PA      | $1460219.75   | 0.13%             | 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        |     1605000 | PA      | $1493470.68   | 0.13%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENERGIA GROUP ROI                                                                   | Energia Group Roi Financeco DAC                                                                                        | CUSIP: 000000000<br>LEI: 2138006WRV8S2EFW9516 | Long             | DBT              | CORP              | IE        |      900000 | PA      | $1099513.06   | 0.10%             | 2028-07-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL7 Issuer Ltd                                                                                               | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2795000 | PA      | $2794773.16   | 0.25%             | 2043-06-18      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                     | Telefonaktiebolaget LM Ericsson                                                                                        | CUSIP: 000000000<br>LEI: 549300W9JLPW15XIFM52 | Long             | DBT              | CORP              | SE        |      250000 | PA      | $278662.58    | 0.02%             | 2029-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE Services Inc                                                                                                      | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      965000 | PA      | $977142.30    | 0.09%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                                | FREMF 2020-KF76 Mortgage Trust                                                                                         | CUSIP: 30316EAE5<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |       67059 | PA      | $65666.88     | 0.01%             | 2030-01-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                             | PartnerRe Finance B LLC                                                                                                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14497.49     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                    | First National Master Note Trust                                                                                       | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | PA      | $854481.35    | 0.08%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      970000 | PA      | $1140378.80   | 0.10%             | 2032-02-11      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                             | Macy's Retail Holdings LLC                                                                                             | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      290000 | PA      | $292104.82    | 0.03%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | Mars Inc                                                                                                               | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2002755.82   | 0.18%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Monroe Capital ABS Funding LTD                                                      | Monroe Capital ABS Funding II Ltd                                                                                      | CUSIP: 61035MAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      555000 | PA      | $555959.04    | 0.05%             | 2034-07-22      | Fixed         | 6.77%                 | 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        |      207395 | PA      | $211542.85    | 0.02%             | 2038-12-15      | Fixed         | 8.12%                 | No            |                  3 | On Loan: No      |
| ZIGGO BV                                                                            | Ziggo BV                                                                                                               | CUSIP: 000000000<br>LEI: 213800TQASLF9JXH5J59 | Long             | DBT              | CORP              | NL        |     2700000 | PA      | $3037757.36   | 0.27%             | 2030-01-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                        | CSMC 2014-USA OA LLC                                                                                                   | CUSIP: 12649AAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |     1178907 | PA      | $1090980.59   | 0.10%             | 2037-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19226000 | PA      | $19361182.81  | 1.70%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  1 | On Loan: No      |
| Mariner Finance Issuance Trust                                                      | Mariner Finance Issuance Trust 2025-A                                                                                  | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5087979.50   | 0.45%             | 2038-05-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2023-CES3                                                                                          | CUSIP: 749407AA0<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1619735 | PA      | $1637597.48   | 0.14%             | 2043-11-25      | Variable      | 7.11%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                                                               | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      995000 | PA      | $998283.60    | 0.09%             | 2042-12-15      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CASTELLUM AB                                                                        | Castellum AB                                                                                                           | CUSIP: 000000000<br>LEI: 549300GU5OHTR1T5IY68 | Long             | DBT              | CORP              | SE        |     1000000 | PA      | $1172846.66   | 0.10%             | 2026-12-02      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2024-P2                                                                                 | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      965868 | PA      | $973955.38    | 0.09%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                                                                  | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     1906667 | PA      | $1923154.28   | 0.17%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                               | CUSIP: 05377RHG2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      260000 | PA      | $271404.02    | 0.02%             | 2029-12-20      | Fixed         | 5.81%                 | 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        |     1499947 | PA      | $1510767.31   | 0.13%             | 2033-01-17      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2025-C                                                                                          | CUSIP: 68378RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5486000 | PA      | $5499682.08   | 0.48%             | 2033-07-08      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2022-BNK44                                                                                                        | CUSIP: 06540KAJ8<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     3835000 | PA      | $4137955.80   | 0.36%             | 2055-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                     | SEB Funding LLC                                                                                                        | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3017438 | PA      | $3017422.11   | 0.27%             | 2052-01-30      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                                           | News Corp                                                                                                              | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |      650000 | PA      | $634126.48    | 0.06%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Flexential Issuer, LLC                                                              | Flexential Issuer LLC                                                                                                  | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5000000 | PA      | $5082070.00   | 0.45%             | 2060-10-25      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-7MPR                                                                              | CUSIP: 46594CAE8<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |     1628710 | PA      | $1638195.73   | 0.14%             | 2056-02-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2022-FL5 Issuer Ltd                                                                                               | CUSIP: 87277JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      509594 | PA      | $507789.99    | 0.04%             | 2039-02-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12075000 | PA      | $12383950.23  | 1.09%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                             | Royal Caribbean Cruises Ltd                                                                                            | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     4035000 | PA      | $4180018.71   | 0.37%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 1345 Trust                                                                          | 1345T 2025-AOA                                                                                                         | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $2004198.20   | 0.18%             | 2042-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     1975000 | PA      | $2014637.36   | 0.18%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                           | Emera Inc                                                                                                              | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      700000 | PA      | $703504.90    | 0.06%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I                                                              | Vmed O2 UK Financing I PLC                                                                                             | CUSIP: 000000000<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     1810000 | PA      | $2076593.02   | 0.18%             | 2032-04-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC                                              | PURCHASED USD / SOLD CLP                                                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $55978.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD BRL                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-1437660.83  | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                                                           | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $971549.26    | 0.09%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                                                                  | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1367752.31   | 0.12%             | 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        |      130000 | PA      | $137078.11    | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 5 Ltd                                                                                                               | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |     2500000 | PA      | $2506240.00   | 0.22%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14534000 | PA      | $14791183.64  | 1.30%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| FRESSNAPF HOLDING SE                                                                | Fressnapf Holding SE                                                                                                   | CUSIP: 000000000<br>LEI: 529900NLSO3VLFW8JQ35 | Long             | DBT              | CORP              | DE        |      556000 | PA      | $667010.81    | 0.06%             | 2031-10-31      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD EUR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-1031196.66  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                                                                 | Rocket Software Inc                                                                                                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      550000 | PA      | $536255.17    | 0.05%             | 2028-11-28      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                                                   | Upbound Group Inc                                                                                                      | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     1315000 | PA      | $1301767.42   | 0.11%             | 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        |     3000000 | PA      | $3116395.80   | 0.27%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                                | Telefonica Europe BV                                                                                                   | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     1100000 | PA      | $1394626.60   | 0.12%             | 2030-02-03      | Fixed         | 6.14%                 | Yes           |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                                  | Vodafone Group PLC                                                                                                     | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |      840000 | PA      | $963974.28    | 0.08%             | 2080-08-27      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bankers Healthcare Group Securitization Trust                                       | BHG Securitization Trust 2021-A                                                                                        | CUSIP: 08861YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      625000 | PA      | $612551.88    | 0.05%             | 2033-11-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN26                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         266 | NC      | $310668.85    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                                      | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1018488.43   | 0.09%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                               | Blue Owl Capital Corp                                                                                                  | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2487164.53   | 0.22%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                                                    | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1030920.00   | 0.09%             | 2028-12-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                                                        | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      675000 | PA      | $686175.88    | 0.06%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICELAND BONDCO PLC                                                                  | Iceland Bondco PLC                                                                                                     | CUSIP: 000000000<br>LEI: 2138002DRBYIA8QXHO36 | Long             | DBT              | CORP              | GB        |      708000 | PA      | $1009206.44   | 0.09%             | 2027-12-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                                                       | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1199324.12   | 0.11%             | 2027-09-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                                                                 | Century Communities Inc                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     4165000 | PA      | $4232118.98   | 0.37%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2020-NQM3 Trust                                                                                                    | CUSIP: 552757AD8<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $862897.68    | 0.08%             | 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        |       32517 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TELEPERFORMANCE                                                                     | Teleperformance SE                                                                                                     | CUSIP: 000000000<br>LEI: 9695004GI61FHFFNRG61 | Long             | DBT              | CORP              | FR        |      600000 | PA      | $758443.58    | 0.07%             | 2031-11-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2022-NQM7 Trust                                                                                                    | CUSIP: 67117DAA8<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |     1014761 | PA      | $1013895.05   | 0.09%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60242.41     | 0.01%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                            | Venture Global Calcasieu Pass LLC                                                                                      | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      100000 | PA      | $103262.60    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                               | Gildan Activewear Inc                                                                                                  | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      680000 | PA      | $687558.65    | 0.06%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SV RNO PROPERTY OWNER 1                                                             | SV RNO Property Owner 1 LLC                                                                                            | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1426361.26   | 0.13%             | 2031-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                         | BBCMS Mortgage Trust 2025-5C37                                                                                         | CUSIP: 05494NAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3490000 | PA      | $3589226.63   | 0.32%             | 2058-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                             | CUSIP: 21H052637<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    40835000 | PA      | $41356112.59  | 3.63%             | 2056-03-20      | 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        |     2145000 | PA      | $2229822.89   | 0.20%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD AUD                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $5954.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                   | Newell Brands Inc                                                                                                      | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      249000 | PA      | $249763.68    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nothing Bundt Cakes                                                                 | NBC Funding LLC                                                                                                        | CUSIP: 62878YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      846450 | PA      | $871893.44    | 0.08%             | 2054-07-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                                                   | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1200000 | PA      | $1246304.52   | 0.11%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2023-CES3                                                                                          | CUSIP: 749407AB8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |     1551295 | PA      | $1570616.14   | 0.14%             | 2043-11-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                                                      | European Union                                                                                                         | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     9320000 | PA      | $11128287.70  | 0.98%             | 2028-07-04      | Fixed         | 2.63%                 | Yes           |                  2 | On Loan: No      |
| Home Partners of America Trust                                                      | Home Partners of America 2021-1 Trust                                                                                  | CUSIP: 437300AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      389877 | PA      | $357972.47    | 0.03%             | 2041-09-17      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Five Guys Funding, LLC                                                              | Five Guys Holdings Inc                                                                                                 | CUSIP: 33830JAE5<br>LEI: 549300XWT8G8Q3Z3HJ19 | Long             | ABS-O            | CORP              | US        |     2034250 | PA      | $2092521.50   | 0.18%             | 2054-01-26      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2024-HE5                                                                                                   | CUSIP: 31684FAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3084014 | PA      | $3128818.78   | 0.27%             | 2054-10-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                            | Angel Oak Mortgage Trust 2024-8                                                                                        | CUSIP: 03465QAA2<br>LEI: 254900BM1HTLL3SKQ481 | Long             | ABS-MBS          | CORP              | US        |     1550049 | PA      | $1558962.66   | 0.14%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| BOUYGUES SA                                                                         | Bouygues SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | DBT              | CORP              | FR        |      500000 | PA      | $639827.85    | 0.06%             | 2032-06-07      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                                    | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32265000 | PA      | $32432626.68  | 2.85%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD                                                                 | NCL Corp Ltd                                                                                                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      330000 | PA      | $339845.55    | 0.03%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | Mattel Inc                                                                                                             | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1504507.59   | 0.13%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO II LLC                                                              | Ares Finance Co II LLC                                                                                                 | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1105944.51   | 0.10%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                             | Entergy Mississippi LLC                                                                                                | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      450000 | PA      | $456264.16    | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2730996.06   | 0.24%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                                                                 | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      365000 | PA      | $343196.73    | 0.03%             | 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      | $498953.13    | 0.04%             | 2033-02-23      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2019-HY3                                                                                     | CUSIP: 89177XAC1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |      150000 | PA      | $149981.43    | 0.01%             | 2059-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                            | British Telecommunications PLC                                                                                         | CUSIP: 000000000<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $871426.33    | 0.08%             | 2083-12-20      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                                             | Mexican Bonos                                                                                                          | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    87715000 | PA      | $5207129.52   | 0.46%             | 2030-02-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                                    | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |       35000 | PA      | $33348.41     | 0.00%             | 2052-08-15      | 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        |      545000 | PA      | $585180.82    | 0.05%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                                                                 | Benin Government International Bond                                                                                    | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |      400000 | PA      | $420793.66    | 0.04%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2024-BIO                                                                                                      | CUSIP: 05612AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $743671.88    | 0.07%             | 2041-02-15      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                                                                | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |      600000 | PA      | $710097.95    | 0.06%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| AKER BP ASA                                                                         | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      250000 | PA      | $279169.23    | 0.02%             | 2029-05-12      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                                        | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1500000 | PA      | $1547600.25   | 0.14%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TRINIDAD & TOBAGO                                                                   | Trinidad & Tobago Government International Bond                                                                        | CUSIP: 896292AN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     1000000 | PA      | $1010500.00   | 0.09%             | 2036-01-28      | Fixed         | 6.50%                 | 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        |     9781200 | OU      | $695678.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| DUFRY ONE BV                                                                        | Dufry One BV                                                                                                           | CUSIP: 000000000<br>LEI: 7245003K5MN9U7XW0808 | Long             | DBT              | CORP              | NL        |      756000 | PA      | $922543.34    | 0.08%             | 2032-05-23      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCAS LLC                                                                            | CCAS 2024-1 LLC                                                                                                        | CUSIP: 12516NAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3005000 | PA      | $3044228.17   | 0.27%             | 2031-06-16      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                                             | TRTX 2025-FL6 Issuer Ltd                                                                                               | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2400000 | PA      | $2403157.68   | 0.21%             | 2042-09-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2020-1                                                                                        | CUSIP: 46651XBH4<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |       65071 | PA      | $59894.15     | 0.01%             | 2050-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                                        | CUSIP: 42806MCE7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |     3600000 | PA      | $3793715.64   | 0.33%             | 2030-03-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                              | Federal Home Loan Banks                                                                                                | CUSIP: 3133XFJ49<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      500000 | PA      | $561051.06    | 0.05%             | 2036-03-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                             | Guardian Life Insurance Co of America/The                                                                              | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |      210000 | PA      | $176669.39    | 0.02%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SEB Funding LLC                                                                     | SEB Funding LLC                                                                                                        | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2580000 | PA      | $2652474.26   | 0.23%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                               | Entergy Louisiana LLC                                                                                                  | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |      895000 | PA      | $888037.36    | 0.08%             | 2056-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zaxby's Funding LLC                                                                 | Zaxbys Funding LLC                                                                                                     | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1590075 | PA      | $1524851.08   | 0.13%             | 2051-07-30      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                                    | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2265000 | PA      | $2331357.43   | 0.20%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  1 | On Loan: No      |
| PSEG POWER LLC                                                                      | PSEG Power LLC                                                                                                         | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1670223.57   | 0.15%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                                                 | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114178.13    | 0.01%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SIG PLC                                                                             | SIG PLC                                                                                                                | CUSIP: 000000000<br>LEI: 213800VDC1BKJEZ8PV53 | Long             | DBT              | CORP              | GB        |      800000 | PA      | $907433.42    | 0.08%             | 2029-10-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| AROUNDTOWN SA                                                                       | Aroundtown SA                                                                                                          | CUSIP: 000000000<br>LEI: 529900H4DWG3KWMBMQ39 | Long             | DBT              | CORP              | LU        |     2300000 | PA      | $2715508.06   | 0.24%             | 2030-05-13      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2023-HE1                                                                                                   | CUSIP: 302455AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       96328 | PA      | $97900.39     | 0.01%             | 2053-03-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SANTA FE                                                                | Province of Santa Fe                                                                                                   | CUSIP: 74409AAE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     2500000 | PA      | $2443750.00   | 0.21%             | 2034-12-11      | Fixed         | 8.10%                 | 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        |     4000000 | PA      | $3113712.80   | 0.27%             | 2043-01-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                                             | PURCHASED USD / SOLD ZAR                                                                                               | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |           1 | NC      | $-30306.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Corp.                                                                      | Westlake Corp.                                                                                                         | CUSIP: 000000000<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112924.02    | 0.01%             | 2029-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** ALLSPRING FUNDS TRUST

**Signature:** Jeremy DePalma

**Name of Signer:** Jeremy DePalma

**Title:** Treasurer