# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001752724-23-049058
**Filing Date:** 2023-3
**Character Count:** 167718
**Document Hash:** 5662189fd63a92a693fca96f6f336989
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-049058.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-049058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 23690772

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica Aegon Bond VP (formerly Transamerica PIMCO Total Return VP) (Series ID: S000007911)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021467 | Initial      |  |
| C000021468 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** TRANSAMERICA SERIES TRUST

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica Aegon Bond VP

- **b. EDGAR series identifier (if any):** S000007911

- **c. LEI of Series:** JG2TUH0Q6HM6T4LE7X38

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1476331661.22

**Total Liabilities:** $119425686.83

**Net Assets:** $1356905974.39

**Delayed Delivery Securities:** $53173755.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1974.10000000 | **1-Year:** -42367.46000000 | **5-Year:** -98961.38000000 | **10-Year:** -109068.67000000 | **30-Year:** -31357.49000000

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

- **3-Month:** -587.23000000 | **1-Year:** -13023.37000000 | **5-Year:** -46887.32000000 | **10-Year:** -20748.02000000 | **30-Year:** -7128.27000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021468 | -1.66%               | 2.82%                | -0.22%               |
| Class ID C000021467 | -1.65%               | 2.79%                | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-40394321.68            | $12807345.92                               |
| Month 2  | $-132001445.39           | $164458527.54                              |
| Month 3  | $-4483495.27             | $-3306013.93                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Residential Asset Securities Corporation      | Residential Asset Securities Corporation Trust                                | CUSIP: 76110W7E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1565809 | PA      | $1549635.62   | 0.11%             | 2035-12-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                           | Sound Point CLO XII Ltd.                                                      | CUSIP: 83610CAW1<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |   3596177 | PA      | $3563117.72   | 0.26%             | 2028-10-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                       | BPCE SA                                                                       | CUSIP: 05578QAD5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   3535000 | PA      | $3397815.81   | 0.25%             | 2025-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                      | Ashton Woods USA LLC/Ashton Woods Finance Co.                                 | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1426101.41   | 0.11%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                  | Comcast Corp.                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3634000 | PA      | $3491398.17   | 0.26%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom, Inc.                                                                | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $3818977.65   | 0.28%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                        | Skyworks Solutions, Inc.                                                      | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1203000 | PA      | $1059293.77   | 0.08%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                       | Astrazeneca Finance LLC                                                       | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2252000 | PA      | $2007363.80   | 0.15%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust                                           | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250731 | PA      | $3074764.51   | 0.23%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  77149200 | PA      | $41958918.61  | 3.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                          | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   4433000 | PA      | $4420897.91   | 0.33%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                         | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1763000 | PA      | $1394914.81   | 0.10%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2184000 | PA      | $2022930.00   | 0.15%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                              | MGM Resorts International                                                     | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2203000 | PA      | $1922348.99   | 0.14%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                    | Cigna Corp.                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1549623.92   | 0.11%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5043000 | PA      | $4293408.48   | 0.32%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                        | Credit Suisse Group AG                                                        | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   6190000 | PA      | $4436048.21   | 0.33%             | 2026-08-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                            | Aqua Finance Trust                                                            | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3560751 | PA      | $3256928.90   | 0.24%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust           | Citigroup Commercial Mortgage Trust                                           | CUSIP: 17325DAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5276410 | PA      | $5053498.64   | 0.37%             | 2049-10-10      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                             | Hyatt Hotels Corp.                                                            | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1135123.66   | 0.08%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3043000 | PA      | $2514795.76   | 0.19%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                     | Anchorage Capital CLO 11 Ltd.                                                 | CUSIP: 03330NAJ3<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4204638.90   | 0.31%             | 2032-07-22      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Bonds                                         | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12739728 | PA      | $8589529.36   | 0.63%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                 | CommScope, Inc.                                                               | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $3996333.40   | 0.29%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                           | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2261066.53   | 0.17%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                  | Hilton Grand Vacations Trust                                                  | CUSIP: 43284BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4907205 | PA      | $4717964.29   | 0.35%             | 2032-02-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas & Electric Co.                                                    | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265226.53    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                   | Cooperatieve Rabobank UA                                                      | CUSIP: 21687BT92<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | STIV             | CORP              | US        |   2612000 | PA      | $2555742.17   | 0.19%             | 2023-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                      | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1311000 | PA      | $1106839.02   | 0.08%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12050000 | PA      | $11012570.31  | 0.81%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                               | MVW LLC                                                                       | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5421197 | PA      | $4910384.62   | 0.36%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                               | SBA Tower Trust                                                               | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              |  | US        |   6155000 | PA      | $6174531.05   | 0.46%             | 2028-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                       | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1499000 | PA      | $1196269.46   | 0.09%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1810786 | PA      | $1655718.75   | 0.12%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                            | BMW U.S. Capital LLC                                                          | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1590907.35   | 0.12%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                            | Dominican Republic International Bonds                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1489000 | PA      | $1235981.70   | 0.09%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Home Equity Asset Trust                       | Home Equity Asset Trust                                                       | CUSIP: 437084CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1577770 | PA      | $1564079.75   | 0.12%             | 2034-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding Ltd.                                                             | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5332181.40   | 0.39%             | 2030-10-24      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                    | MFA Trust                                                                     | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2944175 | PA      | $2580286.84   | 0.19%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                              | LMA-Americas LLC                                                              | CUSIP: 53944RSB5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  13500000 | PA      | $13255470.05  | 0.98%             | 2023-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4786000 | PA      | $4706267.49   | 0.35%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1538000 | PA      | $1064318.76   | 0.08%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                            | Viterra Finance BV                                                            | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   2184000 | PA      | $2057634.11   | 0.15%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp.                                                                 | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    927000 | PA      | $870244.43    | 0.06%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bedford Row Funding Corp                      | Bedford Row Funding Corp.                                                     | CUSIP: 07644BT85<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |   5272000 | PA      | $5157351.56   | 0.38%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132AEKH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        17 | PA      | $17.28        | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2786000 | PA      | $2632987.64   | 0.19%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                    | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  36526338 | PA      | $36526338.04  | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| UNIFRAX ESCROW ISS CORP                       | ASP Unifrax Holdings, Inc.                                                    | CUSIP: 90473LAA0<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1149772.79   | 0.08%             | 2028-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82652MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1906804 | PA      | $1837313.74   | 0.14%             | 2036-05-20      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                              | ArcelorMittal SA                                                              | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3312000 | PA      | $3328343.63   | 0.25%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group, Inc.                                                           | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1103621.10   | 0.08%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                      | Huntington Ingalls Industries, Inc.                                           | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1633000 | PA      | $1348581.97   | 0.10%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                       | HCA, Inc.                                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100077.91    | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    979343 | PA      | $911825.69    | 0.07%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                        | Reperforming Loan REMIC Trust                                                 | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1336900 | PA      | $1265777.96   | 0.09%             | 2036-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                 | Owens Corning                                                                 | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2551000 | PA      | $2710720.61   | 0.20%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                         | Reynolds American, Inc.                                                       | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    389000 | PA      | $399365.09    | 0.03%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31406L3C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1118 | PA      | $1096.93      | 0.00%             | 2035-10-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                  | Barclays PLC                                                                  | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6633000 | PA      | $6882646.95   | 0.51%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                           | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   7569000 | PA      | $7704995.93   | 0.57%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 912828VB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27328000 | PA      | $27041910.00  | 1.99%             | 2023-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                      | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $2427915.21   | 0.18%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                      | NCR Corp.                                                                     | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   2386000 | PA      | $1996010.30   | 0.15%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc  | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2495850.84   | 0.18%             | 2032-11-05      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3140J6GM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    198843 | PA      | $190204.94    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                           | Carrier Global Corp.                                                          | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1451316.56   | 0.11%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                      | Warnermedia Holdings, Inc.                                                    | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $1947420.27   | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust            | Countrywide Alternative Loan Trust                                            | CUSIP: 12667GCB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82902 | PA      | $73860.09     | 0.01%             | 2035-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                      | OZLM XXIV Ltd.                                                                | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4874365.00   | 0.36%             | 2032-07-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31288VRY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       812 | PA      | $804.84       | 0.00%             | 2023-08-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1334000 | PA      | $1167189.60   | 0.09%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                | EPR Properties                                                                | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |   2143000 | PA      | $1682128.24   | 0.12%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                     | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5712156 | PA      | $5419308.99   | 0.40%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                         | Investment Energy Resources Ltd.                                              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   2014000 | PA      | $1924377.00   | 0.14%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                              | Great Wolf Trust                                                              | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6682946.90   | 0.49%             | 2036-12-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                               | Weyerhaeuser Co.                                                              | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   2852000 | PA      | $2604095.35   | 0.19%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORPORATE OFFICE PROP LP                      | Corporate Office Properties LP                                                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    778000 | PA      | $598133.05    | 0.04%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                           | Ashtead Capital, Inc.                                                         | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1818000 | PA      | $1640455.17   | 0.12%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                  | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  19872188 | NS      | $19872187.50  | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                     | Amgen, Inc.                                                                   | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $855659.50    | 0.06%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5319000 | PA      | $4327712.92   | 0.32%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24565900 | PA      | $25160855.39  | 1.85%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                    | AbbVie, Inc.                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1304262.61   | 0.10%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                      | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1774231.22   | 0.13%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21136500 | PA      | $21037422.66  | 1.55%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31154000 | PA      | $25225004.38  | 1.86%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                       | Nissan Motor Acceptance Co. LLC                                               | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2974000 | PA      | $2315383.49   | 0.17%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                           | NCL Corp. Ltd.                                                                | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3086000 | PA      | $2430379.30   | 0.18%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                       | Cloverie PLC for Zurich Insurance Co. Ltd.                                    | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |   5667000 | PA      | $5525325.00   | 0.41%             | 2046-06-24      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                  | Stryker Corp.                                                                 | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2047000 | PA      | $1670398.06   | 0.12%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                           | Sound Point CLO XVI Ltd.                                                      | CUSIP: 83610KAJ2<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4921225.00   | 0.36%             | 2030-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                          | Physicians Realty LP                                                          | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |   1855000 | PA      | $1452888.85   | 0.11%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BX Trust                                      | BX Commercial Mortgage Trust                                                  | CUSIP: 12433YAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    819000 | PA      | $780181.44    | 0.06%             | 2037-10-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                           | Medline Borrower LP                                                           | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1465686.48   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3970000 | PA      | $2548088.68   | 0.19%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                | Alleghany Corp.                                                               | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $2543900.58   | 0.19%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                       | HCA, Inc.                                                                     | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5245786.14   | 0.39%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                   | Equifax, Inc.                                                                 | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2066000 | PA      | $2042645.81   | 0.15%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                        | HAT Holdings I LLC/HAT Holdings II LLC                                        | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              |  | US        |   1725000 | PA      | $1498680.00   | 0.11%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31405U2C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1045 | PA      | $1031.81      | 0.00%             | 2034-12-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                      | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1435385.40   | 0.11%             | 2027-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust         | Westlake Automobile Receivables Trust                                         | CUSIP: 96042RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558000 | PA      | $1503956.72   | 0.11%             | 2026-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                             | ONEOK Partners LP                                                             | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $990172.86    | 0.07%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                       | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2323000 | PA      | $2034516.11   | 0.15%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates       | WaMu Mortgage Pass-Through Certificates Trust                                 | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739291 | PA      | $680342.11    | 0.05%             | 2045-10-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                         | Directv Financing LLC/Directv Financing Co.-Obligor, Inc.                     | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1059277.44   | 0.08%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG                              | Credit Suisse AG                                                              | CUSIP: 22546DAA4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | CH        |   2719000 | PA      | $2629273.00   | 0.19%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                     | Mosaic Co.                                                                    | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1679000 | PA      | $1583466.80   | 0.12%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                        | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1976000 | PA      | $1627056.66   | 0.12%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                              | LPL Holdings, Inc.                                                            | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3422000 | PA      | $2977482.20   | 0.22%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2998000 | PA      | $2768146.97   | 0.20%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                         | Wells Fargo & Co.                                                             | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2688201.87   | 0.20%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                        | IHS Netherlands Holdco BV                                                     | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   2253000 | PA      | $1975160.04   | 0.15%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust               | Fontainebleau Miami Beach Trust                                               | CUSIP: 34461LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4670279.50   | 0.34%             | 2036-12-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                       | VZ Secured Financing BV                                                       | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |   1810000 | PA      | $1470844.75   | 0.11%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                          | Pilgrim's Pride Corp.                                                         | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $2406187.50   | 0.18%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31411LF22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $0.95         | 0.00%             | 2023-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                      | KLA Corp.                                                                     | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2141518.89   | 0.16%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                      | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1551947.24   | 0.11%             | 2027-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                       | Simon Property Group LP                                                       | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2255000 | PA      | $1782153.02   | 0.13%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Dryden Senior Loan Fund                       | Dryden 80 CLO Ltd.                                                            | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4351720.50   | 0.32%             | 2033-01-17      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                           | JPMorgan Chase & Co.                                                          | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4577000 | PA      | $4033481.25   | 0.30%             | 2025-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31414DZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        26 | PA      | $25.95        | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                               | Venture 38 CLO Ltd.                                                           | CUSIP: 92332NAS4<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4771232.90   | 0.35%             | 2032-07-30      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                     | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3279000 | PA      | $3299443.48   | 0.24%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust | JP Morgan Chase Commercial Mortgage Securities Trust                          | CUSIP: 46591PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7500000 | PA      | $6954694.50   | 0.51%             | 2037-01-10      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                   | Extended Stay America Trust                                                   | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5369057 | PA      | $5214155.61   | 0.38%             | 2038-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                   | Cargill, Inc.                                                                 | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1360901.16   | 0.10%             | 2032-10-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Glencove Funding LLC                          | Glencove Funding LLC                                                          | CUSIP: 37828XT90<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |  13500000 | PA      | $13204222.83  | 0.97%             | 2023-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                        | GE HealthCare Technologies, Inc.                                              | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1353953.09   | 0.10%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                        | Aptiv PLC/Aptiv Corp.                                                         | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1560000 | PA      | $1281533.48   | 0.09%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                              | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   1698000 | PA      | $1478116.67   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                      | United Wholesale Mortgage LLC                                                 | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4479000 | PA      | $4033876.44   | 0.30%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                        | Boston Scientific Corp.                                                       | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    468000 | PA      | $421194.63    | 0.03%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                  | Calpine Corp.                                                                 | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $3264590.44   | 0.24%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                       | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5684000 | PA      | $4631389.87   | 0.34%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4950600 | PA      | $4671161.85   | 0.34%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                       | Exxon Mobil Corp.                                                             | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2156000 | PA      | $2058730.10   | 0.15%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                              | CUSIP: 126307BD8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   1569000 | PA      | $866959.58    | 0.06%             | 2030-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                              | Duke Energy Corp.                                                             | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1117561.70   | 0.08%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3138EKYU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187959 | PA      | $189117.88    | 0.01%             | 2025-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENLINK MIDSTREAM PARTNER                      | EnLink Midstream Partners LP                                                  | CUSIP: 29336UAD9<br>LEI: 88CPW63VL7KHJWS0NY83 | Long             | DBT              | CORP              | US        |    981000 | PA      | $743429.63    | 0.05%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                     | Apple, Inc.                                                                   | CUSIP: 037833BU3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    967000 | PA      | $964338.41    | 0.07%             | 2023-02-23      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                           | NuStar Logistics LP                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   2158000 | PA      | $2017651.95   | 0.15%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                | HarborView Mortgage Loan Trust                                                | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124908 | PA      | $111703.04    | 0.01%             | 2046-09-19      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                      | Hilton Domestic Operating Co., Inc.                                           | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   3439000 | PA      | $2974735.00   | 0.22%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                       | HCA, Inc.                                                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1269352.43   | 0.09%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                      | Scientific Games International, Inc.                                          | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1660800.00   | 0.12%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                           | NuStar Logistics LP                                                           | CUSIP: 67059TAG0<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   1162000 | PA      | $1118591.94   | 0.08%             | 2025-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International, Inc.                                                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2114000 | PA      | $1619323.68   | 0.12%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                      | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   3254000 | PA      | $3133820.51   | 0.23%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust                                           | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3740333 | PA      | $3419015.44   | 0.25%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                       | International Game Technology PLC                                             | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   3062000 | PA      | $3080647.58   | 0.23%             | 2025-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31334YHW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    805620 | PA      | $740934.27    | 0.05%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                           | Northern Trust Corp.                                                          | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $4119532.61   | 0.30%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31406TV99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42770 | PA      | $42012.51     | 0.00%             | 2035-05-01      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                             | GXO Logistics, Inc.                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $3614337.59   | 0.27%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                             | Expedia Group, Inc.                                                           | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $544142.64    | 0.04%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3169000 | PA      | $3030277.53   | 0.22%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co                             | General Motors Co.                                                            | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2411000 | PA      | $2237894.30   | 0.16%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                         | Bausch Health Cos., Inc.                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   4435000 | PA      | $2128804.48   | 0.16%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                              | CSC Holdings LLC                                                              | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2712000 | PA      | $1881623.65   | 0.14%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury STRIPS Principal                                                | CUSIP: 912803GK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  64135000 | PA      | $20743470.37  | 1.53%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                   | Nutrien Ltd.                                                                  | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1781000 | PA      | $1677246.40   | 0.12%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                        | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1356488.42   | 0.10%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                     | iStar, Inc.                                                                   | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |    823000 | PA      | $806477.90    | 0.06%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                   | Gartner, Inc.                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1138374.93   | 0.08%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14111000 | PA      | $11525820.77  | 0.85%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp.                                                             | CUSIP: 092113AH2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1249852.08   | 0.09%             | 2023-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OHIO NAT FINANCIAL SRVS                       | Ohio National Financial Services, Inc.                                        | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   5768000 | PA      | $5313641.55   | 0.39%             | 2030-01-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11333000 | PA      | $9266055.61   | 0.68%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31379KVP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4411 | PA      | $4340.95      | 0.00%             | 2028-01-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| EDP Finance BV                                | EDP Finance BV                                                                | CUSIP: 26835PAF7<br>LEI: 5299007L43AQDFOW5739 | Long             | DBT              | CORP              | NL        |   4653000 | PA      | $4491618.88   | 0.33%             | 2024-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564078 | PA      | $531366.00    | 0.04%             | 2058-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                             | Iron Mountain, Inc.                                                           | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   3379000 | PA      | $3108680.00   | 0.23%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                  | CSMC Trust                                                                    | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6102447 | PA      | $5218423.18   | 0.38%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                  | Novelis Corp.                                                                 | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    915000 | PA      | $820306.65    | 0.06%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4002800 | PA      | $4024221.22   | 0.30%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL          | BX Commercial Mortgage Trust                                                  | CUSIP: 056054AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $1988630.76   | 0.15%             | 2036-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                   | BNP Paribas SA                                                                | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5200000 | PA      | $5421308.78   | 0.40%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5783500 | PA      | $5467440.75   | 0.40%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co.                                                                    | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2866077.48   | 0.21%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                         | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2012000 | PA      | $1965744.02   | 0.14%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31407EYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6128 | PA      | $6074.04      | 0.00%             | 2035-08-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                      | Virgin Media Secured Finance PLC                                              | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2620000 | PA      | $2188813.50   | 0.16%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                      | Lloyds Banking Group PLC                                                      | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2873000 | PA      | $2726530.87   | 0.20%             | 2026-06-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                      | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3057000 | PA      | $3094441.46   | 0.23%             | 2026-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                           | LCM XXV Ltd.                                                                  | CUSIP: 50189PAY8<br>LEI: 549300FY8UGGJMQNCO13 | Long             | ABS-CBDO         | CORP              | KY        |   4352876 | PA      | $4265504.66   | 0.31%             | 2030-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                              | Deutsche Bank AG                                                              | CUSIP: 251525AM3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3049000 | PA      | $2868709.79   | 0.21%             | 2028-05-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Trust                                                  | CUSIP: 36251PAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2881066 | PA      | $2750403.71   | 0.20%             | 2049-10-10      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings, Inc.                                                           | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1608000 | PA      | $1382542.32   | 0.10%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                      | Ashton Woods USA LLC/Ashton Woods Finance Co.                                 | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1086000 | PA      | $871103.67    | 0.06%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                      | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3268000 | PA      | $2485375.63   | 0.18%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust                                           | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4460727 | PA      | $4191549.11   | 0.31%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525845 | PA      | $1432914.64   | 0.11%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                      | Antero Midstream Partners LP/Antero Midstream Finance Corp.                   | CUSIP: 03690AAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1120858.24   | 0.08%             | 2029-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                              | TCI-Symphony CLO Ltd.                                                         | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4794130.60   | 0.35%             | 2032-10-13      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                              | Vmed O2 U.K. Financing I PLC                                                  | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2825000 | PA      | $2304874.31   | 0.17%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                  | TICP CLO III-2 Ltd.                                                           | CUSIP: 87249FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1703189 | PA      | $1697386.20   | 0.13%             | 2028-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                      | Microchip Technology, Inc.                                                    | CUSIP: 595017BC7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2154000 | PA      | $1995415.91   | 0.15%             | 2024-09-01      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corp                                 | DISH DBS Corp.                                                                | CUSIP: 25470XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1611560.61   | 0.12%             | 2023-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                          | JSW Hydro Energy Ltd.                                                         | CUSIP: 000000000<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |   2832000 | PA      | $2360477.07   | 0.17%             | 2031-05-18      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27656000 | PA      | $26576767.74  | 1.96%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31412AKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15429 | PA      | $15522.40     | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5192000 | PA      | $4693634.67   | 0.35%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                              | Carlisle Cos., Inc.                                                           | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   2278000 | PA      | $1737630.18   | 0.13%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust               | Fontainebleau Miami Beach Trust                                               | CUSIP: 34461LAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800000 | PA      | $2607700.20   | 0.19%             | 2036-12-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                        | Boardwalk Pipelines LP                                                        | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $3607682.63   | 0.27%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC               | Stack Infrastructure Issuer LLC                                               | CUSIP: 85236KAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5098757 | PA      | $4975317.69   | 0.37%             | 2044-02-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                | Stericycle, Inc.                                                              | CUSIP: 858912AG3<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   2068000 | PA      | $1804330.00   | 0.13%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RACKSPACE TECHNOLOGY                          | Rackspace Technology Global, Inc.                                             | CUSIP: 750098AB1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $1670720.00   | 0.12%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                            | Sonoco Products Co.                                                           | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1709655.32   | 0.13%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                        | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3450555.95   | 0.25%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                      | Embraer Netherlands Finance BV                                                | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2524000 | PA      | $2524000.00   | 0.19%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                        | Aviation Capital Group LLC                                                    | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4710666.14   | 0.35%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                     | Baidu, Inc.                                                                   | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   2675000 | PA      | $2631237.00   | 0.19%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                      | Virgin Media Secured Finance PLC                                              | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   4301000 | PA      | $3852749.78   | 0.28%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                            | Energy Transfer LP                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3681714.29   | 0.27%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                           | Petroleos Mexicanos                                                           | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2701000 | PA      | $2627773.49   | 0.19%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                              | Carlisle Cos., Inc.                                                           | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1286000 | PA      | $1199805.55   | 0.09%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC             | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4115040 | PA      | $3764446.63   | 0.28%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp.                                                         | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6057139.89   | 0.45%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                | Morgan Stanley                                                                | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3522000 | PA      | $3319713.47   | 0.24%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                               | CVS Health Corp.                                                              | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1723228.96   | 0.13%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP            | One New York Plaza Trust                                                      | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3773578.00   | 0.28%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3140MMBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980892 | PA      | $862310.17    | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                          | BAT International Finance PLC                                                 | CUSIP: 05530QAK6<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   4500000 | PA      | $4324983.98   | 0.32%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31390NF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2197 | PA      | $2168.41      | 0.00%             | 2032-07-01      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                            | Realty Income Corp.                                                           | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   1015000 | PA      | $1034300.10   | 0.08%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                        | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1643269.75   | 0.12%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bills                                                           | CUSIP: 912796ZP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  28466000 | PA      | $27909679.57  | 2.06%             | 2023-06-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                        | Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC         | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4002000 | PA      | $3547165.62   | 0.26%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCARE INC                         | Molina Healthcare, Inc.                                                       | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1191842.54   | 0.09%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                      | Cleveland Electric Illuminating Co.                                           | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3946000 | PA      | $3600916.34   | 0.27%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                         | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDA5<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1460476.72   | 0.11%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                             | InRetail Consumer                                                             | CUSIP: 45790TAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   3319000 | PA      | $2853847.26   | 0.21%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8006000 | PA      | $6788814.60   | 0.50%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                       | American Airlines Pass-Through Trust                                          | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1316526 | PA      | $1091708.04   | 0.08%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solut                        | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 12429TAD6<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4369220.09   | 0.32%             | 2024-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2848896.90   | 0.21%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                            | Alcon Finance Corp.                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1429704.68   | 0.11%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                       | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1381000 | PA      | $1301924.30   | 0.10%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31402LPB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30281 | PA      | $28807.81     | 0.00%             | 2043-06-01      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications, Inc.                                                  | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1843386.68   | 0.14%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                      | Primo Water Holdings, Inc.                                                    | CUSIP: 74168LAA4<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |   3951000 | PA      | $3412050.06   | 0.25%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                      | Clear Channel Outdoor Holdings, Inc.                                          | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1105076.35   | 0.08%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Banc of America Funding Corporation           | Banc of America Funding Trust                                                 | CUSIP: 06051GDM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1042050 | PA      | $977396.88    | 0.07%             | 2035-05-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                         | Stellantis Finance U.S., Inc.                                                 | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2764626.72   | 0.20%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                      | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3165000 | PA      | $2250524.21   | 0.17%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6707310 | PA      | $5931192.18   | 0.44%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                           | Medline Borrower LP                                                           | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1459000 | PA      | $1158839.93   | 0.09%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AbbVie Inc                                    | AbbVie, Inc.                                                                  | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1562000 | PA      | $1476021.68   | 0.11%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust        | Santander Drive Auto Receivables Trust                                        | CUSIP: 80285VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4910000 | PA      | $4802851.03   | 0.35%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 912828VS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4203700 | PA      | $4145570.73   | 0.31%             | 2023-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                        | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   2932000 | PA      | $2732645.99   | 0.20%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                           | Century Communities, Inc.                                                     | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   1402000 | PA      | $1338881.26   | 0.10%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                      | NCR Corp.                                                                     | CUSIP: 62886EAZ1<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |   2379000 | PA      | $1962675.00   | 0.14%             | 2030-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2019-1AA                      | Delta Air Lines Pass-Through Trust                                            | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1466000 | PA      | $1429023.67   | 0.11%             | 2024-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                       | Standard Industries, Inc.                                                     | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   2349000 | PA      | $1770637.16   | 0.13%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132A6SB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129861 | PA      | $130661.88    | 0.01%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                    | Sprint LLC                                                                    | CUSIP: 85207UAF2<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2789802.86   | 0.21%             | 2023-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19553000 | PA      | $20260268.77  | 1.49%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVA Chemicals Corp                           | NOVA Chemicals Corp.                                                          | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   3142000 | PA      | $3039854.62   | 0.22%             | 2024-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                           | COMM Mortgage Trust                                                           | CUSIP: 12635WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4574291.00   | 0.34%             | 2036-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2631000 | PA      | $2504724.42   | 0.18%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                          | Bank of America Corp.                                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3348000 | PA      | $2688487.02   | 0.20%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AXIAN TELECOM                                 | Axian Telecom                                                                 | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |   1227000 | PA      | $1067490.00   | 0.08%             | 2027-02-16      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                  | QUALCOMM, Inc.                                                                | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $923040.71    | 0.07%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Fontainebleau Miami Beach Trust               | Fontainebleau Miami Beach Trust                                               | CUSIP: 34461LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1396766.70   | 0.10%             | 2036-12-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                  | Centene Corp.                                                                 | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $850079.95    | 0.06%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC   | BBCMS Mortgage Trust                                                          | CUSIP: 05548WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3679775.50   | 0.27%             | 2037-03-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                     | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1600000 | PA      | $1594000.00   | 0.12%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12472400 | PA      | $12413448.45  | 0.91%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5887000 | PA      | $5454443.49   | 0.40%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Petroleos Mexicanos                           | Petroleos Mexicanos                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3820000 | PA      | $3269975.39   | 0.24%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6351918 | PA      | $5798937.52   | 0.43%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                           | 20 Times Square Trust                                                         | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5148000 | PA      | $4970175.72   | 0.37%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1771000 | PA      | $1528706.83   | 0.11%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8080000 | PA      | $6719025.00   | 0.50%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                             | Post Holdings, Inc.                                                           | CUSIP: 737446AP9<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1457818.07   | 0.11%             | 2029-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC/EMC Corp.                                              | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4020034.83   | 0.30%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                   | Oracle Corp.                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1499000 | PA      | $1111658.91   | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                           | DataBank Issuer                                                               | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5149000 | PA      | $4464625.81   | 0.33%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                               | TSMC Global Ltd.                                                              | CUSIP: 872882AG0<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |   7302000 | PA      | $5620493.98   | 0.41%             | 2030-09-28      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SFO Commerical Mortgage Trust                 | SFO Commercial Mortgage Trust                                                 | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4600000 | PA      | $4213791.82   | 0.31%             | 2038-05-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust              | First Investors Auto Owner Trust                                              | CUSIP: 32057JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2637038 | PA      | $2550010.21   | 0.19%             | 2027-03-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                        | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3931000 | PA      | $3651387.97   | 0.27%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                      | Triton Container International Ltd./TAL International Container Corp.         | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   5983000 | PA      | $4623004.27   | 0.34%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy, Inc.                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1082137.53   | 0.08%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                           | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1809000 | PA      | $1491934.76   | 0.11%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                 | Boyne USA, Inc.                                                               | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1126661.39   | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dominican Republic                            | Dominican Republic International Bonds                                        | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1140000 | PA      | $1129935.50   | 0.08%             | 2025-01-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                           | Elevance Health, Inc.                                                         | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1878000 | PA      | $1561715.71   | 0.12%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS L                      | EQM Midstream Partners LP                                                     | CUSIP: 26885BAE0<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   2559000 | PA      | $1917835.10   | 0.14%             | 2048-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                          | Glencore Funding LLC                                                          | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2918000 | PA      | $2331799.22   | 0.17%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                         | Hanwha Life Insurance Co. Ltd.                                                | CUSIP: 41135UAB1<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |   4600000 | PA      | $3835417.99   | 0.28%             | 2032-02-04      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                   | Workday, Inc.                                                                 | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3077000 | PA      | $2880464.32   | 0.21%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                  | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $2534359.15   | 0.19%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                              | Altice France SA                                                              | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   1272000 | PA      | $969938.16    | 0.07%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128NHK36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16691 | PA      | $16682.22     | 0.00%             | 2035-09-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                            | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3400000 | PA      | $3236518.96   | 0.24%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co.                                                                    | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2829000 | PA      | $2767636.76   | 0.20%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                      | Plains All American Pipeline LP/PAA Finance Corp.                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1514000 | PA      | $1316502.64   | 0.10%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31410UK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4856 | PA      | $4834.71      | 0.00%             | 2036-08-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                     | Boeing Co.                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2509000 | PA      | $2300251.25   | 0.17%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                               | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2307000 | PA      | $2084994.14   | 0.15%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                     | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  55024000 | PA      | $44842037.70  | 3.30%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                      | International Flavors & Fragrances, Inc.                                      | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2344000 | PA      | $1865430.72   | 0.14%             | 2030-11-01      | Fixed         | 2.30%                 | 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        |   1847000 | PA      | $1738599.79   | 0.13%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                   | Viatris, Inc.                                                                 | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1051000 | PA      | $898874.96    | 0.07%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                      | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    964000 | PA      | $828945.13    | 0.06%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                        | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3570588.52   | 0.26%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                 | Citigroup, Inc.                                                               | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3479000 | PA      | $3030626.48   | 0.22%             | 2025-12-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                     | WRKCo, Inc.                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    950000 | PA      | $874538.96    | 0.06%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                       | Schlumberger Holdings Corp.                                                   | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1538000 | PA      | $1435522.18   | 0.11%             | 2028-05-17      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                               | Venture XXVII CLO Ltd.                                                        | CUSIP: 92331LBC3<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |   5496133 | PA      | $5390887.94   | 0.40%             | 2030-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21933800 | PA      | $20779705.08  | 1.53%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| SABINE PASS LIQUEFACTION                      | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2863995.60   | 0.21%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TCW CLO                                       | TCW CLO Ltd.                                                                  | CUSIP: 87240UAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4928475.00   | 0.36%             | 2031-04-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                       | Dell International LLC/EMC Corp.                                              | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2823000 | PA      | $2886182.97   | 0.21%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                               | Chevron USA, Inc.                                                             | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1443487.75   | 0.11%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                      | Broadstone Net Lease LLC                                                      | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |   2263000 | PA      | $1701541.49   | 0.13%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| STERICYCLE INC                                | Stericycle, Inc.                                                              | CUSIP: 858912AF5<br>LEI: B8PTJH2P0AXSWSMP2136 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1468040.00   | 0.11%             | 2024-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ISTAR INC                                     | iStar, Inc.                                                                   | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              |  | US        |   3886000 | PA      | $3876012.98   | 0.29%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                | MVW LLC                                                                       | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1887614 | PA      | $1720599.82   | 0.13%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                      | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3856000 | PA      | $3440401.67   | 0.25%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                  | QUALCOMM, Inc.                                                                | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1504000 | PA      | $1429493.27   | 0.11%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ODEBRECHT OIL & FINANCE                       | Odebrecht Oil & Gas Finance Ltd.                                              | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500930 | PA      | $1102.05      | 0.00%             | 2023-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                      | Targa Resources Partners LP/Targa Resources Partners Finance Corp.            | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1277000 | PA      | $1072488.45   | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                  | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $4204264.79   | 0.31%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                      | Mill City Mortgage Loan Trust                                                 | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1112902 | PA      | $1047302.67   | 0.08%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Qatar                                | Qatar Government International Bonds                                          | CUSIP: 74727PAW1<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |   1569000 | PA      | $1560370.50   | 0.11%             | 2023-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                      | Aon Corp./Aon Global Holdings PLC                                             | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2783000 | PA      | $2763305.68   | 0.20%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                              | Paramount Global                                                              | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1427000 | PA      | $1172067.99   | 0.09%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc             | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17313EAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1738706 | PA      | $1602445.42   | 0.12%             | 2037-10-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11935300 | PA      | $11038287.61  | 0.81%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                       | CARS-DB4 LP                                                                   | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1240365 | PA      | $1159581.50   | 0.09%             | 2050-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| 1211 Avenue of the Americas Trust             | 1211 Avenue of the Americas Trust                                             | CUSIP: 90117PAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5900000 | PA      | $5481838.09   | 0.40%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                | Lowe's Cos., Inc.                                                             | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2029000 | PA      | $1810759.75   | 0.13%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                      | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1750078.81   | 0.13%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2621400 | PA      | $2611364.97   | 0.19%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CHS/COMMUNITY HEALTH SYS                      | CHS/Community Health Systems, Inc.                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   2372000 | PA      | $1788576.12   | 0.13%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3140X5A29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    279613 | PA      | $281337.43    | 0.02%             | 2026-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust                                           | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3032693 | PA      | $2805804.98   | 0.21%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Notes                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32504500 | PA      | $27671994.88  | 2.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                   | Equifax, Inc.                                                                 | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1488000 | PA      | $1421638.30   | 0.10%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DOLP Trust                                    | DOLP Trust                                                                    | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5300000 | PA      | $4221926.47   | 0.31%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                        | Marriott International, Inc.                                                  | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    259000 | PA      | $261419.31    | 0.02%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                      | Constellation Brands, Inc.                                                    | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1045197.69   | 0.08%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust              | Tharaldson Hotel Portfolio Trust                                              | CUSIP: 88327HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862824 | PA      | $2699216.70   | 0.20%             | 2034-11-11      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                           | Century Communities, Inc.                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2060761.25   | 0.15%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                      | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.             | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   6287000 | PA      | $5282869.53   | 0.39%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                              | Black Hills Corp.                                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1659000 | PA      | $1536364.65   | 0.11%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                  | Broadcom, Inc.                                                                | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $912371.91    | 0.07%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                      | Occidental Petroleum Corp.                                                    | CUSIP: 674599DC6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   6415000 | PA      | $6390943.75   | 0.47%             | 2026-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                | NRG Energy, Inc.                                                              | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1071066.43   | 0.08%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3140X4YR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1567848 | PA      | $1498537.43   | 0.11%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AXA SA                                        | AXA SA                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   3182000 | PA      | $3834190.58   | 0.28%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                      | Constellation Brands, Inc.                                                    | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    683000 | PA      | $650383.52    | 0.05%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QJGY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62318 | PA      | $61458.34     | 0.00%             | 2035-09-01      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                     | Towd Point Mortgage Trust                                                     | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    311188 | PA      | $297907.78    | 0.02%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                              | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1141620.08   | 0.08%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Diamond Resorts Owner Trust                   | Diamond Resorts Owner Trust                                                   | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1854730 | PA      | $1682826.08   | 0.12%             | 2033-11-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust                            | CUSIP: 61690AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2947156 | PA      | $2865443.35   | 0.21%             | 2047-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 3140JVPM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1050839 | PA      | $931487.36    | 0.07%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                   | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133B9Z56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    979530 | PA      | $861026.24    | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Inflation-Indexed Notes                                         | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4570970 | PA      | $4097401.56   | 0.30%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| OHIO NAT FINANCIAL SRVS                       | Ohio National Financial Services, Inc.                                        | CUSIP: 67740QAG1<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1596416.10   | 0.12%             | 2031-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust           | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299018 | PA      | $282036.35    | 0.02%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                    | Federal National Mortgage Association                                         | CUSIP: 31410GYE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.03         | 0.00%             | 2023-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                          | Western Digital Corp.                                                         | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   3039000 | PA      | $2351183.13   | 0.17%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                            | Royalty Pharma PLC                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2765000 | PA      | $2168429.60   | 0.16%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC                               | Global Atlantic Fin Co.                                                       | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3367000 | PA      | $2564535.45   | 0.19%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                           | Invitation Homes Operating Partnership LP                                     | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |   1419000 | PA      | $1245675.83   | 0.09%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                       | CRH America Finance, Inc.                                                     | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2120959.85   | 0.16%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                        | U.S. Treasury Bonds                                                           | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  83361300 | PA      | $64103537.60  | 4.72%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                      | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4110000 | PA      | $3911358.03   | 0.29%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                  | MetLife Securitization Trust                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1873469 | PA      | $1750610.52   | 0.13%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                            | Ally Financial, Inc.                                                          | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3407000 | PA      | $3530926.18   | 0.26%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications, Inc.                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2588000 | PA      | $2014378.75   | 0.15%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                        | Clydesdale Acquisition Holdings, Inc.                                         | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   2186000 | PA      | $2079581.98   | 0.15%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                        | Philip Morris International, Inc.                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2536000 | PA      | $2580305.11   | 0.19%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                         | Holcim Finance U.S. LLC                                                       | CUSIP: 50587KAA9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1904000 | PA      | $1779283.35   | 0.13%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                        | Verizon Communications, Inc.                                                  | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1369873.31   | 0.10%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                           | LCM XV LP                                                                     | CUSIP: 50184NAR3<br>LEI: 549300HV40B88JRNJD93 | Long             | ABS-CBDO         | CORP              | KY        |   5104766 | PA      | $5027398.12   | 0.37%             | 2030-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                     | Morgan Stanley Bank of America Merrill Lynch Trust                            | CUSIP: 61764RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1987029 | PA      | $1936309.84   | 0.14%             | 2048-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                             | Sysco Corp.                                                                   | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2007000 | PA      | $2082539.16   | 0.15%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                      | Piedmont Operating Partnership LP                                             | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |   5500000 | PA      | $4195731.05   | 0.31%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-17

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Vincent Toner

**Name of Signer:** Vincent Toner

**Title:** Treasurer