# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-027955
**Filing Date:** 2026-3
**Character Count:** 598370
**Document Hash:** c920fbecadaa836ecaa7b33c9dcd0e57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-027955.hdr.sgml**: 20260320

**ACCESSION NUMBER**: 0001410368-26-027955

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260320

**DATE AS OF CHANGE**: 20260320

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA FUNDS
- **CENTRAL INDEX KEY:** 0000787623

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 26776697

**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:** TRANSAMERICA IDEX MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20040301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FDS
- **DATE OF NAME CHANGE:** 20010504

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** IDEX MUTUAL FUNDS /
- **DATE OF NAME CHANGE:** 20010423

## Series and Classes Contracts Data

### Transamerica Strategic Income (Series ID: S000047479)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000149082 | A            | TUNAX           |
| C000149084 | I            | TUNIX           |
| C000149085 | I2           |  |
| C000263010 | R6           | TUNRX           |

## Nport-Ex

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 48.3%**  | **CORPORATE DEBT SECURITIES - 48.3%**  | **CORPORATE DEBT SECURITIES - 48.3%**  |
| **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  | **Aerospace & Defense - 0.4%**  |
| ATI, Inc. |  |  |
| 5.13%, 10/01/2031 | $50000 | $50079 |
| 7.25%, 08/15/2030 | 200000 | 209660 |
| Boeing Co. |  |  |
| 3.60%, 05/01/2034 | 46000 | 41871 |
| 5.15%, 05/01/2030 | 264000 | 271328 |
| Embraer Netherlands Finance BV |  |  |
| 5.40%, 01/09/2038 | 218000 | 214850 |
| L3Harris Technologies, Inc. |  |  |
| 5.25%, 06/01/2031 | 47000 | 48918 |
| 5.40%, 07/31/2033 | 41000 | 42691 |
| Lockheed Martin Corp. |  |  |
| 4.70%, 12/15/2031 | 62000 | 63769 |
| Northrop Grumman Corp. |  |  |
| 4.90%, 06/01/2034 | 329000 | 333389 |
|  |  | 1276555 |
| **Automobile Components - 0.1%**  | **Automobile Components - 0.1%**  | **Automobile Components - 0.1%**  |
| American Axle & Manufacturing, Inc. |  |  |
| 6.38%, 10/15/2032 <sup>(A)</sup> <br>| 212000 | 216303 |
| 7.75%, 10/15/2033 <sup>(A)</sup> <br>| 110000 | 113160 |
|  |  | 329463 |
| **Automobiles - 0.4%**  | **Automobiles - 0.4%**  | **Automobiles - 0.4%**  |
| BMW U.S. Capital LLC |  |  |
| 4.50%, 08/11/2030 <sup>(A)</sup> <br>| 24000 | 24096 |
| Ford Motor Credit Co. LLC |  |  |
| 6.05%, 11/05/2031 | 200000 | 206565 |
| General Motors Co. |  |  |
| 5.35%, 04/15/2028 | 52000 | 53312 |
| General Motors Financial Co., Inc. |  |  |
| 3.10%, 01/12/2032 | 30000 | 27479 |
| 5.60%, 06/18/2031 | 134000 | 139885 |
| Hyundai Capital America |  |  |
| 4.50%, 09/18/2030 <sup>(A)</sup> <br>| 56000 | 56020 |
| 4.85%, 03/25/2027 <sup>(A)</sup> <br>| 35000 | 35312 |
| 4.88%, 11/01/2027 <sup>(A)</sup> <br>| 66000 | 66897 |
| 5.40%, 06/23/2032 <sup>(A)</sup> <br>| 51000 | 52956 |
| Hyundai Capital Services, Inc. |  |  |
| 5.13%, 02/05/2027 - 02/05/2029 <sup>(B)</sup> <br>| 400000 | 406777 |
|  |  | 1069299 |
| **Banks - 8.7%**  | **Banks - 8.7%**  | **Banks - 8.7%**  |
| ABQ Finance Ltd. |  |  |
| 2.00%, 07/06/2026 <sup>(B)</sup> <br>| 400000 | 396385 |
| Abu Dhabi Commercial Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/10/2029, <br>5.36% <sup>(C)</sup>, 03/10/2035 <sup>(B)</sup> <br>| 200000 | 203178 |
| Banco de Credito e Inversiones SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/08/2029 <sup>(D)</sup>, <br>8.75% <sup>(A)</sup><sup>(C)</sup> <br>| 755000 | 814883 |
| Banco General SA |  |  |
| 4.13%, 08/07/2027 <sup>(B)</sup> <br>| 200000 | 199000 |
| Banco Mercantil del Norte SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/20/2035 <sup>(D)</sup>, <br>8.75% <sup>(A)</sup><sup>(C)</sup> <br>| 1500000 | 1623198 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/21/2033 <sup>(D)</sup>, <br>9.63% <sup>(C)</sup> <br>| $800000 | $965502 |
| Bangkok Bank PCL |  |  |
| 5.08%, 11/26/2035 <sup>(A)</sup> <br>| 300000 | 298867 |
| Bank Muscat SAOG |  |  |
| 4.85%, 10/01/2030 <sup>(B)</sup> <br>| 250000 | 249792 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/08/2032, <br>3.85% <sup>(C)</sup>, 03/08/2037<br>| 423000 | 397112 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/27/2032, <br>4.57% <sup>(C)</sup>, 04/27/2033<br>| 257000 | 255812 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.16% <sup>(C)</sup>, 01/24/2031<br>| 335000 | 345431 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2034, <br>5.43% <sup>(C)</sup>, 08/15/2035<br>| 53000 | 53826 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/25/2034, <br>5.52% <sup>(C)</sup>, 10/25/2035<br>| 174000 | 177585 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2026, <br>5.93% <sup>(C)</sup>, 09/15/2027<br>| 312000 | 315689 |
| Bank of New York Mellon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/11/2030, <br>4.94% <sup>(C)</sup>, 02/11/2031<br>| 97000 | 99681 |
| Bank of Nova Scotia |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/04/2032, <br>4.59% <sup>(C)</sup>, 05/04/2037<br>| 94000 | 92039 |
| BankUnited, Inc. |  |  |
| 5.13%, 06/11/2030 | 82000 | 82431 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/10/2029, <br>4.94% <sup>(C)</sup>, 09/10/2030<br>| 200000 | 203718 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/15/2035 <sup>(D)</sup>, <br>7.63% <sup>(C)</sup> <br>| 1000000 | 1077780 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/16/2029 <sup>(D)</sup>, <br>7.75% <sup>(A)</sup><sup>(C)</sup> <br>| 1000000 | 1062113 |
| BPCE SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/19/2041, <br>3.58% <sup>(C)</sup>, 10/19/2042 <sup>(A)</sup> <br>| 250000 | 187807 |
| CBQ Finance Ltd. |  |  |
| 2.00%, 05/12/2026 <sup>(B)</sup> <br>| 400000 | 397646 |
| Citigroup, Inc. |  |  |
| 4.45%, 09/29/2027 | 73000 | 73471 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/19/2029, <br>4.54% <sup>(C)</sup>, 09/19/2030<br>| 88000 | 88728 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/24/2032, <br>4.91% <sup>(C)</sup>, 05/24/2033<br>| 312000 | 315269 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.17% <sup>(C)</sup>, 09/11/2036<br>| 46000 | 46196 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/19/2034, <br>5.41% <sup>(C)</sup>, 09/19/2039<br>| 133000 | 132953 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2031 <sup>(D)</sup>, <br>6.63% <sup>(C)</sup> <br>| 1000000 | 1018274 |
| Citizens Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/23/2031, <br>5.72% <sup>(C)</sup>, 07/23/2032<br>| 104000 | 108925 |
| Cooperatieve Rabobank UA |  |  |
| 4.88%, 01/21/2028 | 250000 | 255517 |

---

**Transamerica Funds**

**Page 1**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Credit Agricole SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/27/2030, <br>5.22% <sup>(C)</sup>, 05/27/2031 <sup>(A)</sup> <br>| $250000 | $256799 |
| Credit Suisse Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/11/2027 <sup>(D)</sup>, <br>5.25% <sup>(A)</sup><sup>(C)</sup><sup>(E)</sup> <br>| 1667000 | 400080 |
| 9.75% <sup>(A)</sup><sup>(D)</sup><sup>(E)</sup> <br>| 1000000 | 240000 |
| First Abu Dhabi Bank PJSC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/04/2028, <br>6.32% <sup>(C)</sup>, 04/04/2034 <sup>(B)</sup> <br>| 200000 | 207501 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/05/2030, <br>5.60% <sup>(C)</sup>, 09/05/2035<br>| 62000 | 62062 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/12/2034, <br>6.25% <sup>(C)</sup>, 03/12/2040<br>| 38000 | 38653 |
| FNB Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/11/2029, <br>5.72% <sup>(C)</sup>, 12/11/2030<br>| 140000 | 143185 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/21/2031, <br>2.38% <sup>(C)</sup>, 07/21/2032<br>| 295000 | 263806 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2028, <br>4.15% <sup>(C)</sup>, 01/21/2029<br>| 160000 | 160111 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/01/2028, <br>4.22% <sup>(C)</sup>, 05/01/2029<br>| 16000 | 16038 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2030, <br>4.37% <sup>(C)</sup>, 10/21/2031<br>| 48000 | 47726 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2029, <br>4.69% <sup>(C)</sup>, 10/23/2030<br>| 37000 | 37502 |
| 6.75%, 10/01/2037 | 51000 | 56618 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/10/2035, <br>5.74% <sup>(C)</sup>, 09/10/2036 <sup>(F)</sup> <br>| 200000 | 205431 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/09/2028, <br>6.16% <sup>(C)</sup>, 03/09/2029<br>| 200000 | 207927 |
| Huntington Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/28/2035, <br>5.61% <sup>(C)</sup>, 01/28/2041<br>| 334000 | 332385 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/16/2031 <sup>(D)</sup>, <br>4.25% <sup>(C)</sup> <br>| 1000000 | 909617 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/08/2031, <br>2.55% <sup>(C)</sup>, 11/08/2032<br>| 346000 | 311745 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/01/2027, <br>3.54% <sup>(C)</sup>, 05/01/2028<br>| 256000 | 254652 |
| 4.13%, 12/15/2026 | 65000 | 65155 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/22/2027, <br>4.51% <sup>(C)</sup>, 10/22/2028<br>| 56000 | 56518 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/23/2035, <br>5.58% <sup>(C)</sup>, 07/23/2036<br>| 59000 | 60609 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2033, <br>6.25% <sup>(C)</sup>, 10/23/2034<br>| 111000 | 121113 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/04/2030, <br>5.12% <sup>(C)</sup>, 04/04/2031 <sup>(F)</sup> <br>| 44000 | 45081 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/28/2036, <br>5.31% <sup>(C)</sup>, 01/28/2037<br>| 38000 | 38043 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| KIB Sukuk Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/16/2030, <br>5.54% <sup>(C)</sup>, 04/16/2036 <sup>(B)</sup> <br>| $300000 | $301479 |
| Kookmin Bank |  |  |
| 4.50%, 02/01/2029 <sup>(B)</sup> <br>| 200000 | 200828 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed Until 06/05/2029, <br>5.72% <sup>(C)</sup>, 06/05/2030<br>| 200000 | 209305 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/27/2035 <sup>(D)</sup>, <br>6.63% <sup>(C)</sup> <br>| 400000 | 396834 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/30/2030, <br>5.40% <sup>(C)</sup>, 07/30/2035<br>| 45000 | 45469 |
| Mashreqbank PSC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/24/2027, <br>7.88% <sup>(C)</sup>, 02/24/2033 <sup>(B)</sup> <br>| 200000 | 210095 |
| Mitsubishi UFJ Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/22/2030, <br>5.48% <sup>(C)</sup>, 02/22/2031<br>| 400000 | 415822 |
| Mizuho Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/26/2034, <br>5.58% <sup>(C)</sup>, 05/26/2035<br>| 200000 | 208716 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/06/2028, <br>5.78% <sup>(C)</sup>, 07/06/2029<br>| 200000 | 207827 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/16/2031, <br>2.48% <sup>(C)</sup>, 09/16/2036<br>| 56000 | 49242 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/01/2030, <br>3.62% <sup>(C)</sup>, 04/01/2031<br>| 262000 | 254386 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/18/2029, <br>4.65% <sup>(C)</sup>, 10/18/2030<br>| 23000 | 23282 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/20/2032, <br>5.30% <sup>(C)</sup>, 04/20/2037<br>| 29000 | 29476 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(C)</sup>, 01/18/2041<br>| 53000 | 52350 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/19/2034, <br>5.32% <sup>(C)</sup>, 07/19/2035<br>| 45000 | 46143 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/07/2034, <br>5.94% <sup>(C)</sup>, 02/07/2039<br>| 26000 | 27208 |
| National Bank of Kuwait SAKP |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/10/2030, <br>5.25% <sup>(C)</sup>, 02/10/2036 <sup>(B)</sup> <br>| 330000 | 330971 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/15/2029, <br>4.96% <sup>(C)</sup>, 08/15/2030<br>| 200000 | 204190 |
| Nordea Bank Abp |  |  |
| 5.38%, 09/22/2027 <sup>(A)</sup> <br>| 200000 | 204522 |
| Oversea-Chinese Banking Corp. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2027, <br>4.60% <sup>(C)</sup>, 06/15/2032 <sup>(B)</sup> <br>| 200000 | 200830 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/21/2029, <br>5.52% <sup>(C)</sup>, 05/21/2034 <sup>(B)</sup> <br>| 200000 | 206697 |
| Pinnacle Bank |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/15/2031, <br>5.96% <sup>(C)</sup>, 01/15/2036<br>| 428000 | 431387 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(C)</sup>, 01/25/2041<br>| 23000 | 22979 |

---

**Transamerica Funds**

**Page 2**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/06/2034, <br>5.50% <sup>(C)</sup>, 09/06/2035<br>| $45000 | $46232 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/06/2029, <br>5.72% <sup>(C)</sup>, 06/06/2030<br>| 60000 | 62647 |
| 7.38%, 12/10/2037 | 14000 | 15982 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/27/2027, <br>4.72% <sup>(C)</sup>, 03/27/2028<br>| 96000 | 96863 |
| 4.90%, 01/12/2028 | 154000 | 157098 |
| Saudi Awwal Bank |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/04/2030, <br>5.95% <sup>(C)</sup>, 09/04/2035 <sup>(B)</sup> <br>| 200000 | 202191 |
| Shinhan Bank Co. Ltd. |  |  |
| 4.50%, 03/26/2028 <sup>(B)</sup> <br>| 200000 | 200941 |
| SNB Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/24/2030, <br>6.00% <sup>(C)</sup>, 06/24/2035 <sup>(B)</sup> <br>| 200000 | 204675 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/15/2035 <sup>(D)</sup>, <br>7.13% <sup>(A)</sup><sup>(C)</sup><sup>(F)</sup> <br>| 600000 | 598155 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/14/2035 <sup>(D)</sup>, <br>7.00% <sup>(A)</sup><sup>(C)</sup> <br>| 200000 | 205878 |
| Sumitomo Mitsui Financial Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/08/2032, <br>4.95% <sup>(C)</sup>, 07/08/2033<br>| 200000 | 203261 |
| Sumitomo Mitsui Trust Bank Ltd. |  |  |
| 4.45%, 09/10/2027 <sup>(A)</sup> <br>| 200000 | 201704 |
| Texas Capital Bancshares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/06/2026, <br>4.00% <sup>(C)</sup>, 05/06/2031<br>| 155000 | 153896 |
| Toronto-Dominion Bank |  |  |
| 4.93%, 10/15/2035 | 48000 | 47873 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>4.14% <sup>(C)</sup>, 10/23/2029<br>| 250000 | 249854 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/03/2031, <br>2.49% <sup>(C)</sup>, 11/03/2036<br>| 206000 | 180349 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/12/2027, <br>4.75% <sup>(C)</sup>, 05/12/2028 <sup>(A)</sup> <br>| 275000 | 277218 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/12/2031 <sup>(D)</sup>, <br>7.75% <sup>(A)</sup><sup>(C)</sup> <br>| 413000 | 442860 |
| United Overseas Bank Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/07/2027, <br>3.86% <sup>(C)</sup>, 10/07/2032 <sup>(B)</sup> <br>| 200000 | 198650 |
| Walker & Dunlop, Inc. |  |  |
| 6.63%, 04/01/2033 <sup>(A)</sup> <br>| 245000 | 251145 |
| Webster Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2030, <br>5.78% <sup>(C)</sup>, 09/11/2035<br>| 72000 | 72499 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/11/2030, <br>2.57% <sup>(C)</sup>, 02/11/2031<br>| 53000 | 49531 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2029, <br>2.88% <sup>(C)</sup>, 10/30/2030<br>| 22000 | 20962 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Wells Fargo & Co. (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>4.08% <sup>(C)</sup>, 09/15/2029<br>| $96000 | $95916 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2034, <br>5.50% <sup>(C)</sup>, 01/23/2035<br>| 20000 | 20749 |
| Western Alliance Bank |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/15/2030, <br>6.54% <sup>(C)</sup>, 11/15/2035<br>| 100000 | 101264 |
|  |  | 24715596 |
| **Beverages - 0.3%**  | **Beverages - 0.3%**  | **Beverages - 0.3%**  |
| Anheuser-Busch InBev Worldwide, Inc. |  |  |
| 3.50%, 06/01/2030 | 273000 | 266815 |
| Becle SAB de CV |  |  |
| 2.50%, 10/14/2031 <sup>(B)</sup> <br>| 200000 | 173553 |
| Constellation Brands, Inc. |  |  |
| 4.35%, 05/09/2027 | 24000 | 24093 |
| PepsiCo, Inc. |  |  |
| 1.95%, 10/21/2031 | 329000 | 292370 |
| 4.45%, 02/07/2028 | 65000 | 65933 |
| 4.65%, 07/23/2032 | 48000 | 48895 |
|  |  | 871659 |
| **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  | **Biotechnology - 0.3%**  |
| Amgen, Inc. |  |  |
| 5.15%, 03/02/2028 | 278000 | 284581 |
| BioMarin Pharmaceutical, Inc. |  |  |
| 5.50%, 02/15/2034 <sup>(A)</sup><sup>(G)</sup> <br>| 260000 | 260720 |
| Gilead Sciences, Inc. |  |  |
| 4.80%, 11/15/2029 | 65000 | 66771 |
| 5.10%, 06/15/2035 | 44000 | 44982 |
| Royalty Pharma PLC |  |  |
| 2.15%, 09/02/2031 | 122000 | 107794 |
| 5.15%, 09/02/2029 | 41000 | 42228 |
|  |  | 807076 |
| **Building Products - 0.5%**  | **Building Products - 0.5%**  | **Building Products - 0.5%**  |
| Carrier Global Corp. |  |  |
| 3.38%, 04/05/2040 | 90000 | 72474 |
| Cemex SAB de CV |  |  |
| 5.20%, 09/17/2030 <sup>(B)</sup> <br>| 300000 | 303322 |
| CRH SMW Finance DAC |  |  |
| 5.20%, 05/21/2029 | 200000 | 206502 |
| GCC SAB de CV |  |  |
| 3.61%, 04/20/2032 <sup>(B)</sup> <br>| 200000 | 187110 |
| Martin Marietta Materials, Inc. |  |  |
| 2.40%, 07/15/2031 | 43000 | 38802 |
| Owens Corning |  |  |
| 5.50%, 06/15/2027 | 41000 | 41789 |
| St. Mary's Cement, Inc. |  |  |
| 5.75%, 04/02/2034 <sup>(B)</sup> <br>| 200000 | 207027 |
| Standard Industries, Inc. |  |  |
| 3.38%, 01/15/2031 <sup>(A)</sup> <br>| 260000 | 239938 |
|  |  | 1296964 |

---

**Transamerica Funds**

**Page 3**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  | **Capital Markets - 0.1%**  |
| HA Sustainable Infrastructure Capital, Inc. |  |  |
| 6.75%, 07/15/2035 | $60000 | $62893 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2031, <br>8.00% <sup>(C)</sup>, 06/01/2056<br>| 220000 | 230780 |
|  |  | 293673 |
| **Chemicals - 1.3%**  | **Chemicals - 1.3%**  | **Chemicals - 1.3%**  |
| CF Industries, Inc. |  |  |
| 5.30%, 11/26/2035 | 65000 | 65253 |
| Consolidated Energy Finance SA |  |  |
| 5.63%, 10/15/2028 <sup>(A)</sup> <br>| 355000 | 292875 |
| Dow Chemical Co. |  |  |
| 5.65%, 03/15/2036 <sup>(F)</sup> <br>| 60000 | 59951 |
| Eastman Chemical Co. |  |  |
| 5.75%, 03/08/2033 | 148000 | 155055 |
| Ecolab, Inc. |  |  |
| 4.30%, 06/15/2028 | 27000 | 27269 |
| 5.25%, 01/15/2028 | 113000 | 116025 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 08/01/2030, <br>8.45% <sup>(C)</sup>, 11/01/2055<br>| 1500000 | 1203044 |
| GC Treasury Center Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/10/2035 <sup>(D)</sup>, <br>7.13% <sup>(A)</sup><sup>(C)</sup> <br>| 350000 | 359138 |
| MEGlobal BV |  |  |
| 2.63%, 04/28/2028 <sup>(B)</sup> <br>| 200000 | 192134 |
| Methanex Corp. |  |  |
| 5.25%, 12/15/2029 | 4000 | 4023 |
| Methanex U.S. Operations, Inc. |  |  |
| 6.25%, 03/15/2032 <sup>(A)</sup> <br>| 320000 | 329989 |
| Minerals Technologies, Inc. |  |  |
| 5.00%, 07/01/2028 <sup>(A)</sup> <br>| 250000 | 248125 |
| Mosaic Co. |  |  |
| 4.60%, 11/15/2030 | 49000 | 49134 |
| Nutrien Ltd. |  |  |
| 4.90%, 03/27/2028 | 122000 | 124193 |
| 5.20%, 06/21/2027 | 36000 | 36570 |
| PPG Industries, Inc. |  |  |
| 4.38%, 03/15/2031 | 72000 | 71784 |
| Sociedad Quimica y Minera de Chile SA |  |  |
| 5.50%, 09/10/2034 <sup>(B)</sup> <br>| 250000 | 253637 |
|  |  | 3588199 |
| **Commercial Services & Supplies - 1.8%**  | **Commercial Services & Supplies - 1.8%**  | **Commercial Services & Supplies - 1.8%**  |
| Avis Budget Car Rental LLC/Avis Budget <br> Finance, Inc. |  |  |
| 5.38%, 03/01/2029 <sup>(A)</sup><sup>(F)</sup> <br>| 154000 | 150177 |
| 8.38%, 06/15/2032 <sup>(A)</sup> <br>| 65000 | 66867 |
| Block, Inc. |  |  |
| 6.00%, 08/15/2033 <sup>(A)</sup> <br>| 20000 | 20430 |
| 6.50%, 05/15/2032 | 150000 | 155843 |
| Champions Financing, Inc. |  |  |
| 8.75%, 02/15/2029 <sup>(A)</sup><sup>(F)</sup> <br>| 270000 | 261918 |
| Clean Harbors, Inc. |  |  |
| 5.75%, 10/15/2033 <sup>(A)</sup> <br>| 245000 | 250304 |
| DP World Ltd. |  |  |
| 5.63%, 09/25/2048 <sup>(B)</sup> <br>| 200000 | 193264 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| Entegris, Inc. |  |  |
| 5.95%, 06/15/2030 <sup>(A)</sup> <br>| $200000 | $204078 |
| EquipmentShare.com, Inc. |  |  |
| 8.00%, 03/15/2033 <sup>(A)</sup> <br>| 302000 | 318550 |
| 8.63%, 05/15/2032 <sup>(A)</sup> <br>| 56000 | 59865 |
| Garda World Security Corp. |  |  |
| 6.50%, 01/15/2031 <sup>(A)</sup> <br>| 280000 | 287018 |
| GFL Environmental Holdings U.S., Inc. |  |  |
| 5.50%, 02/01/2034 <sup>(A)</sup> <br>| 155000 | 155357 |
| Global Payments, Inc. |  |  |
| 5.20%, 11/15/2032 | 50000 | 50062 |
| 5.55%, 11/15/2035 | 60000 | 59497 |
| Herc Holdings, Inc. |  |  |
| 7.00%, 06/15/2030 <sup>(A)</sup> <br>| 68000 | 71370 |
| 7.25%, 06/15/2033 <sup>(A)</sup> <br>| 185000 | 195788 |
| Hertz Corp. |  |  |
| 4.63%, 12/01/2026 <sup>(A)</sup> <br>| 52000 | 49112 |
| 12.63%, 07/15/2029 <sup>(A)</sup> <br>| 165000 | 166087 |
| Mobius Merger Sub, Inc. |  |  |
| 9.00%, 06/01/2030 <sup>(A)</sup> <br>| 315000 | 185905 |
| Quanta Services, Inc. |  |  |
| 2.35%, 01/15/2032 | 59000 | 52234 |
| 2.90%, 10/01/2030 | 12000 | 11249 |
| 5.10%, 08/09/2035 | 67000 | 66963 |
| S&P Global, Inc. |  |  |
| 2.70%, 03/01/2029 | 401000 | 386202 |
| 4.25%, 01/15/2031 <sup>(A)</sup> <br>| 37000 | 36937 |
| Shift4 Payments LLC/Shift4 Payments <br> Finance Sub, Inc. |  |  |
| 6.75%, 08/15/2032 <sup>(A)</sup> <br>| 239000 | 243826 |
| Triton Container International Ltd. |  |  |
| 3.15%, 06/15/2031 <sup>(A)</sup> <br>| 425000 | 388733 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 83000 | 82620 |
| Veritiv Operating Co. |  |  |
| 10.50%, 11/30/2030 <sup>(A)</sup> <br>| 210000 | 224857 |
| VM Consolidated, Inc. |  |  |
| 5.50%, 04/15/2029 <sup>(A)</sup> <br>| 290000 | 285155 |
| Waste Management, Inc. |  |  |
| 4.95%, 07/03/2027 | 82000 | 83329 |
| WEX, Inc. |  |  |
| 6.50%, 03/15/2033 <sup>(A)</sup> <br>| 236000 | 240876 |
|  |  | 5004473 |
| **Communications Equipment - 2.3%**  | **Communications Equipment - 2.3%**  | **Communications Equipment - 2.3%**  |
| Altice Financing SA |  |  |
| 5.00%, 01/15/2028 <sup>(A)</sup> <br>| 790000 | 573523 |
| AT&T, Inc. |  |  |
| 4.10%, 02/15/2028 | 343000 | 343819 |
| 4.75%, 04/30/2033 | 46000 | 45892 |
| 5.40%, 02/15/2034 | 20000 | 20640 |

---

**Transamerica Funds**

**Page 4**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Communications Equipment (continued)** | **Communications Equipment (continued)** | **Communications Equipment (continued)** |
| Bell Telephone Co. of Canada or Bell <br> Canada |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2030, <br>6.88% <sup>(C)</sup>, 09/15/2055<br>| $185000 | $191673 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2035, <br>7.00% <sup>(C)</sup>, 09/15/2055<br>| 316000 | 331430 |
| Bharti Airtel Ltd. |  |  |
| 3.25%, 06/03/2031 <sup>(B)</sup> <br>| 250000 | 236042 |
| Cisco Systems, Inc. |  |  |
| 5.10%, 02/24/2035 | 151000 | 154804 |
| Connect Finco SARL/Connect <br> U.S. Finco LLC |  |  |
| 9.00%, 09/15/2029 <sup>(A)</sup> <br>| 400000 | 424547 |
| Iliad Holding SAS |  |  |
| 7.00%, 04/15/2032 <sup>(A)</sup> <br>| 604000 | 619076 |
| Rogers Communications, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/14/2030, <br>7.00% <sup>(C)</sup>, 04/15/2055<br>| 95000 | 98541 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/14/2035, <br>7.13% <sup>(C)</sup>, 04/15/2055<br>| 182000 | 190854 |
| Sable International Finance Ltd. |  |  |
| 7.13%, 10/15/2032 <sup>(A)</sup> <br>| 400000 | 404398 |
| SoftBank Group Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/29/2035, <br>8.25% <sup>(C)</sup>, 10/29/2065 <sup>(B)</sup> <br>| 425000 | 395850 |
| STC Sukuk Co. II Ltd. |  |  |
| 4.49%, 01/15/2031 <sup>(A)</sup> <br>| 310000 | 309414 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/09/2036, <br>6.63% <sup>(C)</sup>, 06/09/2056<br>| 900000 | 904022 |
| T-Mobile USA, Inc. |  |  |
| 3.38%, 04/15/2029 | 262000 | 255756 |
| Verizon Communications, Inc. |  |  |
| 4.02%, 12/03/2029 | 302000 | 300236 |
| 4.50%, 08/10/2033 | 100000 | 98214 |
| 5.25%, 04/02/2035 | 87000 | 88133 |
| Viasat, Inc. |  |  |
| 7.50%, 05/30/2031 <sup>(A)</sup><sup>(F)</sup> <br>| 92000 | 89341 |
| Xiaomi Best Time International Ltd. |  |  |
| 2.88%, 07/14/2031 <sup>(B)</sup> <br>| 200000 | 184723 |
| Zayo Group Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 0.50%, Cash Rate 5.75%, <br>03/09/2030 <sup>(A)</sup><sup>(H)</sup> <br>| 37362 | 36482 |
| &nbsp;&nbsp;&nbsp; PIK Rate 1.88%, Cash Rate 7.13%, <br>09/09/2030 <sup>(A)</sup><sup>(H)</sup> <br>| 318298 | 292242 |
|  |  | 6589652 |
| **Construction & Engineering - 0.3%**  | **Construction & Engineering - 0.3%**  | **Construction & Engineering - 0.3%**  |
| Ashton Woods USA LLC/Ashton Woods <br> Finance Co. |  |  |
| 6.88%, 08/01/2033 <sup>(A)</sup> <br>| 265000 | 267363 |
| IHS Holding Ltd. |  |  |
| 8.25%, 11/29/2031 <sup>(A)</sup><sup>(F)</sup> <br>| 200000 | 208880 |
| Lennar Corp. |  |  |
| 5.20%, 07/30/2030 | 38000 | 39166 |
| MasTec, Inc. |  |  |
| 5.90%, 06/15/2029 | 58000 | 60676 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** |
| Mattamy Group Corp. |  |  |
| 4.63%, 03/01/2030 <sup>(A)</sup> <br>| $226000 | $220676 |
| 6.00%, 12/15/2033 <sup>(A)</sup> <br>| 70000 | 68780 |
|  |  | 865541 |
| **Consumer Staples Distribution & Retail - 1.1%**  | **Consumer Staples Distribution & Retail - 1.1%**  | **Consumer Staples Distribution & Retail - 1.1%**  |
| Arcos Dorados BV |  |  |
| 6.38%, 01/29/2032 <sup>(B)</sup> <br>| 200000 | 209700 |
| AutoNation, Inc. |  |  |
| 4.45%, 01/15/2029 | 27000 | 27060 |
| AutoZone, Inc. |  |  |
| 5.10%, 07/15/2029 | 23000 | 23668 |
| Brinker International, Inc. |  |  |
| 8.25%, 07/15/2030 <sup>(A)</sup> <br>| 185000 | 195308 |
| Darden Restaurants, Inc. |  |  |
| 4.35%, 10/15/2027 | 33000 | 33175 |
| FirstCash, Inc. |  |  |
| 4.63%, 09/01/2028 <sup>(A)</sup> <br>| 280000 | 277953 |
| Home Depot, Inc. |  |  |
| 4.90%, 04/15/2029 | 43000 | 44237 |
| Kohl's Corp. |  |  |
| 5.13%, 05/01/2031 | 120000 | 102730 |
| LBM Acquisition LLC |  |  |
| 6.25%, 01/15/2029 <sup>(A)</sup><sup>(F)</sup> <br>| 232000 | 214224 |
| 9.50%, 06/15/2031 <sup>(A)</sup> <br>| 180000 | 189561 |
| McDonald's Corp. |  |  |
| 4.80%, 08/14/2028 | 317000 | 323508 |
| Murphy Oil USA, Inc. |  |  |
| 4.75%, 09/15/2029 | 235000 | 233850 |
| O'Reilly Automotive, Inc. |  |  |
| 3.60%, 09/01/2027 | 28000 | 27831 |
| Park River Holdings, Inc. |  |  |
| 8.00%, 03/15/2031 <sup>(A)</sup> <br>| 206000 | 212276 |
| 8.75%, 12/31/2030 <sup>(A)</sup><sup>(F)</sup> <br>| 96973 | 96318 |
| Petco Health & Wellness Co., Inc. |  |  |
| 8.25%, 02/01/2031 <sup>(A)</sup><sup>(G)</sup> <br>| 170000 | 170445 |
| PetSmart LLC/PetSmart Finance Corp. |  |  |
| 10.00%, 09/15/2033 <sup>(A)</sup> <br>| 275000 | 286154 |
| QXO Building Products, Inc. |  |  |
| 6.75%, 04/30/2032 <sup>(A)</sup> <br>| 169000 | 174151 |
| Walmart, Inc. |  |  |
| 3.95%, 09/09/2027 | 159000 | 159864 |
|  |  | 3002013 |
| **Containers & Packaging - 0.6%**  | **Containers & Packaging - 0.6%**  | **Containers & Packaging - 0.6%**  |
| Amcor Flexibles North America, Inc. |  |  |
| 2.69%, 05/25/2031 | 190000 | 173680 |
| AptarGroup, Inc. |  |  |
| 4.75%, 03/30/2031 | 78000 | 78475 |
| &nbsp;&nbsp; Ardagh Metal Packaging Finance <br> USA LLC/Ardagh Metal Packaging <br>Finance PLC |  |  |
| 6.25%, 01/30/2031 <sup>(A)</sup> <br>| 200000 | 205534 |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| 6.75%, 04/15/2032 <sup>(A)</sup> <br>| 25000 | 25195 |
| 8.75%, 04/15/2030 <sup>(A)</sup> <br>| 299000 | 299214 |

---

**Transamerica Funds**

**Page 5**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| Crown Americas LLC |  |  |
| 5.25%, 04/01/2030 | $180000 | $183646 |
| 5.88%, 06/01/2033 <sup>(A)</sup> <br>| 70000 | 71598 |
| Iris Holding, Inc. |  |  |
| 10.00%, 12/15/2028 <sup>(A)</sup><sup>(F)</sup> <br>| 290000 | 262058 |
| Packaging Corp. of America |  |  |
| 5.70%, 12/01/2033 | 181000 | 190738 |
| Silgan Holdings, Inc. |  |  |
| 4.13%, 02/01/2028 | 180000 | 178399 |
| Sonoco Products Co. |  |  |
| 4.60%, 09/01/2029 | 66000 | 66561 |
| 5.00%, 09/01/2034 <sup>(F)</sup> <br>| 76000 | 75492 |
|  |  | 1810590 |
| **Diversified REITs - 0.3%**  | **Diversified REITs - 0.3%**  | **Diversified REITs - 0.3%**  |
| American Tower Corp. |  |  |
| 2.30%, 09/15/2031 | 58000 | 51641 |
| 4.70%, 12/15/2032 | 25000 | 25022 |
| 5.20%, 02/15/2029 | 119000 | 122376 |
| Champion MTN Ltd. |  |  |
| 2.95%, 06/15/2030 <sup>(B)</sup> <br>| 200000 | 176452 |
| Crown Castle, Inc. |  |  |
| 5.00%, 01/11/2028 | 113000 | 114762 |
| 5.60%, 06/01/2029 | 50000 | 51908 |
| Weyerhaeuser Co. |  |  |
| 4.00%, 04/15/2030 | 220000 | 216755 |
|  |  | 758916 |
| **Electric Utilities - 3.7%**  | **Electric Utilities - 3.7%**  | **Electric Utilities - 3.7%**  |
| AES Andes SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/10/2030, <br>8.15% <sup>(C)</sup>, 06/10/2055 <sup>(A)</sup> <br>| 500000 | 531455 |
| AES Corp. |  |  |
| 5.80%, 03/15/2032 | 55000 | 56858 |
| Ameren Corp. |  |  |
| 5.70%, 12/01/2026 | 366000 | 370786 |
| Berkshire Hathaway Energy Co. |  |  |
| 3.25%, 04/15/2028 | 170000 | 167926 |
| Clean Renewable Power Mauritius Pte. <br> Ltd. |  |  |
| 4.25%, 03/25/2027 <sup>(B)</sup> <br>| 231000 | 226778 |
| Clearway Energy Operating LLC |  |  |
| 3.75%, 01/15/2032 <sup>(A)</sup> <br>| 295000 | 271517 |
| Cometa Energia SA de CV |  |  |
| 6.38%, 04/24/2035 <sup>(B)</sup> <br>| 198450 | 207943 |
| Commonwealth Edison Co. |  |  |
| 5.95%, 06/01/2055 | 13000 | 13428 |
| Consolidated Edison Co. of New York, Inc. |  |  |
| 4.45%, 03/15/2044 | 68000 | 59102 |
| Dhafrah Pv2 Energy Co. LLC |  |  |
| 5.79%, 06/30/2053 <sup>(A)</sup> <br>| 200000 | 202737 |
| Diamond II Ltd. |  |  |
| 7.95%, 07/28/2026 <sup>(B)</sup> <br>| 250000 | 249994 |
| DTE Energy Co. |  |  |
| 4.88%, 06/01/2028 | 158000 | 160705 |
| Duke Energy Corp. |  |  |
| 2.45%, 06/01/2030 | 135000 | 125339 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Entergy Arkansas LLC |  |  |
| 4.95%, 01/15/2036 | $25000 | $24946 |
| EUSHI Finance, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2029, <br>7.63% <sup>(C)</sup>, 12/15/2054<br>| 450000 | 473304 |
| Evergy Kansas Central, Inc. |  |  |
| 4.70%, 03/13/2028 | 17000 | 17223 |
| FirstEnergy Pennsylvania Electric Co. |  |  |
| 5.20%, 04/01/2028 <sup>(A)</sup> <br>| 100000 | 102185 |
| Florida Power & Light Co. |  |  |
| 5.15%, 06/15/2029 | 82000 | 85092 |
| Kallpa Generacion SA |  |  |
| 5.50%, 09/11/2035 <sup>(A)</sup> <br>| 200000 | 200212 |
| Kentucky Power Co. |  |  |
| 7.00%, 11/15/2033 <sup>(A)</sup> <br>| 105000 | 114186 |
| Liberty Utilities Finance GP 1 |  |  |
| 2.05%, 09/15/2030 <sup>(A)</sup> <br>| 45000 | 40803 |
| LLPL Capital Pte. Ltd. |  |  |
| 6.88%, 02/04/2039 <sup>(B)</sup> <br>| 280920 | 290899 |
| Minejesa Capital BV |  |  |
| 4.63%, 08/10/2030 <sup>(B)</sup> <br>| 165416 | 165013 |
| Narragansett Electric Co. |  |  |
| 5.35%, 05/01/2034 <sup>(A)</sup> <br>| 47000 | 48310 |
| National Rural Utilities Cooperative <br> Finance Corp. |  |  |
| 3.95%, 12/10/2027 | 216000 | 216483 |
| 4.12%, 09/16/2027 | 53000 | 53215 |
| 4.15%, 08/25/2028 | 22000 | 22105 |
| 4.75%, 02/07/2028 | 34000 | 34517 |
| New York State Electric & Gas Corp. |  |  |
| 5.85%, 08/15/2033 <sup>(A)</sup> <br>| 24000 | 25432 |
| NextEra Energy Capital Holdings, Inc. |  |  |
| 4.69%, 09/01/2027 | 33000 | 33378 |
| 5.30%, 03/15/2032 | 83000 | 86216 |
| NRG Energy, Inc. |  |  |
| 3.63%, 02/15/2031 <sup>(A)</sup> <br>| 535000 | 499798 |
| 5.75%, 01/15/2034 <sup>(A)</sup> <br>| 50000 | 50332 |
| 6.00%, 01/15/2036 <sup>(A)</sup> <br>| 25000 | 25261 |
| Oncor Electric Delivery Co. LLC |  |  |
| 4.15%, 06/01/2032 | 45000 | 43942 |
| Pacific Gas & Electric Co. |  |  |
| 4.30%, 03/15/2045 | 45000 | 35786 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/17/2030, <br>7.38% <sup>(C)</sup>, 09/15/2055<br>| 1269000 | 1303268 |
| Pattern Energy Operations LP/Pattern <br> Energy Operations, Inc. |  |  |
| 4.50%, 08/15/2028 <sup>(A)</sup> <br>| 315000 | 311968 |
| PG&E Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2029, <br>7.38% <sup>(C)</sup>, 03/15/2055<br>| 1000000 | 1032049 |
| PPL Capital Funding, Inc. |  |  |
| 5.25%, 09/01/2034 | 25000 | 25494 |
| Public Service Co. of Colorado |  |  |
| 3.70%, 06/15/2028 | 300000 | 298340 |
| Public Service Electric & Gas Co. |  |  |
| 4.85%, 08/01/2034 | 22000 | 22126 |

---

**Transamerica Funds**

**Page 6**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| SAEL Ltd. |  |  |
| 7.80%, 07/31/2031 <sup>(B)</sup> <br>| $181260 | $187163 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/01/2031, <br>6.38% <sup>(C)</sup>, 04/01/2056<br>| 408000 | 417404 |
| Talen Energy Supply LLC |  |  |
| 6.25%, 02/01/2034 <sup>(A)</sup> <br>| 117000 | 118575 |
| 6.50%, 02/01/2036 <sup>(A)</sup> <br>| 187000 | 191721 |
| Trans-Allegheny Interstate Line Co. |  |  |
| 5.00%, 01/15/2031 <sup>(A)</sup> <br>| 37000 | 38033 |
| Vistra Operations Co. LLC |  |  |
| 4.30%, 10/15/2028 <sup>(A)</sup> <br>| 59000 | 59006 |
| 7.75%, 10/15/2031 <sup>(A)</sup> <br>| 295000 | 312146 |
| Wisconsin Power & Light Co. |  |  |
| 3.95%, 09/01/2032 | 84000 | 80884 |
| XPLR Infrastructure Operating Partners LP |  |  |
| 7.25%, 01/15/2029 <sup>(A)</sup><sup>(F)</sup> <br>| 375000 | 386956 |
| 7.75%, 04/15/2034 <sup>(A)</sup> <br>| 285000 | 290514 |
|  |  | 10408853 |
| **Electrical Equipment - 0.1%**  | **Electrical Equipment - 0.1%**  | **Electrical Equipment - 0.1%**  |
| EnerSys |  |  |
| 4.38%, 12/15/2027 <sup>(A)</sup> <br>| 230000 | 228313 |
| WESCO Distribution, Inc. |  |  |
| 6.38%, 03/15/2033 <sup>(A)</sup> <br>| 197000 | 205130 |
|  |  | 433443 |
| **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  |
| Allegion U.S. Holding Co., Inc. |  |  |
| 5.41%, 07/01/2032 | 122000 | 126562 |
| 5.60%, 05/29/2034 | 94000 | 98258 |
| Amphenol Corp. |  |  |
| 3.90%, 11/15/2028 | 47000 | 46991 |
| 4.13%, 11/15/2030 | 49000 | 48693 |
| Honeywell International, Inc. |  |  |
| 1.75%, 09/01/2031 | 19000 | 16644 |
| Imola Merger Corp. |  |  |
| 4.75%, 05/15/2029 <sup>(A)</sup> <br>| 235000 | 231223 |
| Trimble, Inc. |  |  |
| 6.10%, 03/15/2033 | 241000 | 257698 |
| TTM Technologies, Inc. |  |  |
| 4.00%, 03/01/2029 <sup>(A)</sup> <br>| 310000 | 301127 |
| Tyco Electronics Group SA |  |  |
| 4.88%, 02/09/2036 <sup>(G)</sup> <br>| 57000 | 56742 |
| 5.00%, 05/09/2035 | 65000 | 65623 |
| Vontier Corp. |  |  |
| 2.95%, 04/01/2031 | 189000 | 173345 |
|  |  | 1422906 |
| **Energy Equipment & Services - 0.6%**  | **Energy Equipment & Services - 0.6%**  | **Energy Equipment & Services - 0.6%**  |
| Archrock Partners LP/Archrock Partners <br> Finance Corp. |  |  |
| 6.25%, 04/01/2028 <sup>(A)</sup> <br>| 170000 | 170428 |
| 6.63%, 09/01/2032 <sup>(A)</sup> <br>| 95000 | 98477 |
| Archrock Services LP/Archrock Partners <br> Finance Corp. |  |  |
| 6.00%, 02/01/2034 <sup>(A)</sup> <br>| 45000 | 44966 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** | **Energy Equipment & Services (continued)** |
| Greenko Power II Ltd. |  |  |
| 4.30%, 12/13/2028 <sup>(B)</sup> <br>| $209000 | $200209 |
| Greenko Wind Projects Mauritius Ltd. |  |  |
| 7.25%, 09/27/2028 <sup>(B)</sup> <br>| 200000 | 204442 |
| India Cleantech Energy |  |  |
| 4.70%, 08/10/2026 <sup>(B)</sup> <br>| 189750 | 188526 |
| India Green Power Holdings |  |  |
| 4.00%, 02/22/2027 <sup>(B)</sup> <br>| 216650 | 212631 |
| Kodiak Gas Services LLC |  |  |
| 6.50%, 10/01/2033 <sup>(A)</sup> <br>| 54000 | 55311 |
| 6.75%, 10/01/2035 <sup>(A)</sup> <br>| 56000 | 57863 |
| 7.25%, 02/15/2029 <sup>(A)</sup> <br>| 265000 | 274862 |
| WBI Operating LLC |  |  |
| 6.25%, 10/15/2030 <sup>(A)</sup> <br>| 125000 | 125937 |
| 6.50%, 10/15/2033 <sup>(A)</sup> <br>| 90000 | 90851 |
|  |  | 1724503 |
| **Financial Services - 2.2%**  | **Financial Services - 2.2%**  | **Financial Services - 2.2%**  |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2026 <sup>(D)</sup>, <br>4.13% <sup>(C)</sup> <br>| 110000 | 108976 |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2026 <sup>(D)</sup>, <br>4.65% <sup>(C)</sup> <br>| 129000 | 128363 |
| Aircastle Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/15/2026 <sup>(D)</sup>, <br>5.25% <sup>(A)</sup><sup>(C)</sup> <br>| 180000 | 179757 |
| Ally Financial, Inc. |  |  |
| 6.70%, 02/14/2033 <sup>(F)</sup> <br>| 325000 | 338792 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/20/2032, <br>4.92% <sup>(C)</sup>, 07/20/2033<br>| 33000 | 33430 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2030, <br>5.09% <sup>(C)</sup>, 01/30/2031<br>| 54000 | 55478 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/16/2027, <br>5.10% <sup>(C)</sup>, 02/16/2028<br>| 175000 | 177030 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/25/2035, <br>5.67% <sup>(C)</sup>, 04/25/2036<br>| 39000 | 40853 |
| Bread Financial Holdings, Inc. |  |  |
| 6.75%, 05/15/2031 <sup>(A)</sup> <br>| 205000 | 211125 |
| Caja de Compensacion de Asignacion <br> Familiar de Los Andes |  |  |
| 7.00%, 07/30/2029 <sup>(B)</sup> <br>| 200000 | 210910 |
| Capital One Financial Corp. |  |  |
| 3.75%, 07/28/2026 | 83000 | 82871 |
| Charles Schwab Corp. |  |  |
| 2.45%, 03/03/2027 | 21000 | 20708 |
| Cobra AcquisitionCo LLC |  |  |
| 6.38%, 11/01/2029 <sup>(A)</sup> <br>| 331000 | 289211 |
| Credit Acceptance Corp. |  |  |
| 6.63%, 03/15/2030 <sup>(A)</sup> <br>| 350000 | 350344 |
| CS Treasury Management Services P Ltd. |  |  |
| 9.00%, 06/05/2026 <sup>(A)</sup><sup>(D)</sup><sup>(I)</sup> <br>| 295000 | 301504 |
| Equitable America Global Funding |  |  |
| 4.30%, 12/15/2028 <sup>(A)</sup> <br>| 50000 | 50214 |
| Focus Financial Partners LLC |  |  |
| 6.75%, 09/15/2031 <sup>(A)</sup> <br>| 280000 | 286644 |

---

**Transamerica Funds**

**Page 7**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| goeasy Ltd. |  |  |
| 6.88%, 05/15/2030 - 02/15/2031 <sup>(A)</sup> <br>| $160000 | $151227 |
| 7.63%, 07/01/2029 <sup>(A)</sup> <br>| 218000 | 215858 |
| Jane Street Group/JSG Finance, Inc. |  |  |
| 6.13%, 11/01/2032 <sup>(A)</sup> <br>| 129000 | 131387 |
| 6.75%, 05/01/2033 <sup>(A)</sup> <br>| 29000 | 30164 |
| 7.13%, 04/30/2031 <sup>(A)</sup> <br>| 295000 | 310167 |
| Mastercard, Inc. |  |  |
| 4.35%, 01/15/2032 | 75000 | 75381 |
| Muthoot Finance Ltd. |  |  |
| 6.38%, 03/02/2030 <sup>(A)</sup> <br>| 200000 | 205157 |
| Nomura Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/15/2030 <sup>(D)</sup>, <br>7.00% <sup>(C)</sup> <br>| 200000 | 207783 |
| Phoenix Aviation Capital Ltd. |  |  |
| 9.25%, 07/15/2030 <sup>(A)</sup> <br>| 265000 | 277727 |
| Planet Financial Group LLC |  |  |
| 10.50%, 12/15/2029 <sup>(A)</sup> <br>| 325000 | 337671 |
| Power Finance Corp. Ltd. |  |  |
| 3.75%, 12/06/2027 <sup>(B)</sup> <br>| 200000 | 197690 |
| REC Ltd. |  |  |
| 3.88%, 07/07/2027 <sup>(B)</sup> <br>| 200000 | 198722 |
| RFNA LP |  |  |
| 7.88%, 02/15/2030 <sup>(A)</sup> <br>| 225000 | 226649 |
| Sammaan Capital Ltd. |  |  |
| 7.50%, 10/16/2030 <sup>(B)</sup> <br>| 200000 | 201348 |
| SURA Asset Management SA |  |  |
| 6.35%, 05/13/2032 <sup>(B)</sup> <br>| 300000 | 317895 |
| Synchrony Financial |  |  |
| 5.15%, 03/19/2029 | 100000 | 101513 |
| &nbsp;&nbsp;&nbsp; Fixed until 03/06/2030, <br>5.45% <sup>(C)</sup>, 03/06/2031<br>| 28000 | 28542 |
| VFH Parent LLC/Valor Co-Issuer, Inc. |  |  |
| 7.50%, 06/15/2031 <sup>(A)</sup> <br>| 255000 | 267136 |
|  |  | 6348227 |
| **Food Products - 1.2%**  | **Food Products - 1.2%**  | **Food Products - 1.2%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 5.50%, 03/31/2031 <sup>(A)</sup> <br>| 64000 | 64113 |
| 5.75%, 03/31/2034 <sup>(A)</sup> <br>| 311000 | 305860 |
| 6.25%, 03/15/2033 <sup>(A)</sup> <br>| 65000 | 66372 |
| Gruma SAB de CV |  |  |
| 5.39%, 12/09/2034 <sup>(B)</sup> <br>| 200000 | 204942 |
| Hershey Co. |  |  |
| 4.55%, 02/24/2028 | 208000 | 211305 |
| Hormel Foods Corp. |  |  |
| 4.80%, 03/30/2027 | 65000 | 65661 |
| Indofood CBP Sukses Makmur Tbk. PT |  |  |
| 3.54%, 04/27/2032 <sup>(B)</sup> <br>| 200000 | 186425 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 6.25%, 03/01/2056 | 200000 | 201918 |
| Kellanova |  |  |
| 7.45%, 04/01/2031 | 119000 | 136512 |
| Kraft Heinz Foods Co. |  |  |
| 5.20%, 03/15/2032 | 37000 | 38014 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Food Products (continued)** | **Food Products (continued)** | **Food Products (continued)** |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | $35000 | $35032 |
| Land O'Lakes, Inc. |  |  |
| 7.00%, 09/18/2028 <sup>(A)</sup><sup>(D)</sup> <br>| 1770000 | 1579725 |
| Mars, Inc. |  |  |
| 4.65%, 04/20/2031 <sup>(A)</sup> <br>| 162000 | 165108 |
| Performance Food Group, Inc. |  |  |
| 5.50%, 10/15/2027 <sup>(A)</sup> <br>| 200000 | 200109 |
| Sysco Corp. |  |  |
| 5.10%, 09/23/2030 | 72000 | 74301 |
|  |  | 3535397 |
| **Gas Utilities - 0.5%**  | **Gas Utilities - 0.5%**  | **Gas Utilities - 0.5%**  |
| AltaGas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/17/2034, <br>7.20% <sup>(C)</sup>, 10/15/2054 <sup>(A)</sup> <br>| 1000000 | 1040041 |
| Grupo Energia Bogota SA ESP |  |  |
| 4.88%, 05/15/2030 <sup>(B)</sup> <br>| 250000 | 246901 |
| KeySpan Gas East Corp. |  |  |
| 5.99%, 03/06/2033 <sup>(A)</sup> <br>| 65000 | 68394 |
|  |  | 1355336 |
| **Health Care Equipment & Supplies - 0.5%**  | **Health Care Equipment & Supplies - 0.5%**  | **Health Care Equipment & Supplies - 0.5%**  |
| Agilent Technologies, Inc. |  |  |
| 2.30%, 03/12/2031 | 122000 | 110653 |
| 2.75%, 09/15/2029 | 94000 | 89845 |
| Avantor Funding, Inc. |  |  |
| 3.88%, 11/01/2029 <sup>(A)</sup> <br>| 250000 | 240060 |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 30000 | 30255 |
| GE HealthCare Technologies, Inc. |  |  |
| 5.65%, 11/15/2027 | 100000 | 102832 |
| Insulet Corp. |  |  |
| 6.50%, 04/01/2033 <sup>(A)</sup> <br>| 268000 | 278909 |
| Medline Borrower LP |  |  |
| 3.88%, 04/01/2029 <sup>(A)</sup> <br>| 370000 | 361756 |
| Thermo Fisher Scientific, Inc. |  |  |
| 4.47%, 10/07/2032 | 47000 | 47095 |
| 5.00%, 01/31/2029 | 43000 | 44305 |
|  |  | 1305710 |
| **Health Care Providers & Services - 0.8%**  | **Health Care Providers & Services - 0.8%**  | **Health Care Providers & Services - 0.8%**  |
| Cigna Group |  |  |
| 2.38%, 03/15/2031 | 40000 | 36251 |
| 4.38%, 10/15/2028 | 41000 | 41337 |
| Concentra Health Services, Inc. |  |  |
| 6.88%, 07/15/2032 <sup>(A)</sup> <br>| 283000 | 296302 |
| Elevance Health, Inc. |  |  |
| 2.88%, 09/15/2029 | 152000 | 145236 |
| HCA, Inc. |  |  |
| 3.38%, 03/15/2029 | 12000 | 11728 |
| 3.50%, 09/01/2030 | 119000 | 114412 |
| 5.45%, 04/01/2031 | 47000 | 48864 |
| 5.50%, 03/01/2032 | 54000 | 56304 |
| Humana, Inc. |  |  |
| 4.88%, 04/01/2030 | 87000 | 87676 |
| 5.88%, 03/01/2033 | 442000 | 457557 |

---

**Transamerica Funds**

**Page 8**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** | **Health Care Providers & Services (continued)** |
| Quest Diagnostics, Inc. |  |  |
| 5.00%, 12/15/2034 | $65000 | $65570 |
| Roche Holdings, Inc. |  |  |
| 4.37%, 12/02/2032 <sup>(A)</sup> <br>| 200000 | 199702 |
| Sotera Health Holdings LLC |  |  |
| 7.38%, 06/01/2031 <sup>(A)</sup> <br>| 214000 | 225174 |
| Tenet Healthcare Corp. |  |  |
| 5.50%, 11/15/2032 <sup>(A)</sup> <br>| 297000 | 300058 |
| 6.00%, 11/15/2033 <sup>(A)</sup> <br>| 220000 | 226387 |
| UnitedHealth Group, Inc. |  |  |
| 4.90%, 04/15/2031 | 51000 | 52238 |
| 5.15%, 07/15/2034 | 53000 | 54072 |
|  |  | 2418868 |
| **Health Care REITs - 0.0% \*** | **Health Care REITs - 0.0% \*** | **Health Care REITs - 0.0% \*** |
| National Health Investors, Inc. |  |  |
| 5.35%, 02/01/2033 | 14000 | 14021 |
| **Hotel & Resort REITs - 0.1%**  | **Hotel & Resort REITs - 0.1%**  | **Hotel & Resort REITs - 0.1%**  |
| Service Properties Trust |  |  |
| Zero Coupon, 09/30/2028 <sup>(A)</sup> <br>| 10000 | 9052 |
| 8.88%, 06/15/2032 | 205000 | 203478 |
|  |  | 212530 |
| **Hotels, Restaurants & Leisure - 2.1%**  | **Hotels, Restaurants & Leisure - 2.1%**  | **Hotels, Restaurants & Leisure - 2.1%**  |
| Banijay Entertainment SAS |  |  |
| 8.13%, 05/01/2029 <sup>(A)</sup> <br>| 200000 | 207812 |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(A)</sup> <br>| 30000 | 30811 |
| 6.13%, 02/15/2033 <sup>(A)</sup> <br>| 385000 | 396053 |
| Champion Path Holdings Ltd. |  |  |
| 4.85%, 01/27/2028 <sup>(B)</sup> <br>| 200000 | 194548 |
| Flutter Treasury DAC |  |  |
| 5.88%, 06/04/2031 <sup>(A)</sup> <br>| 210000 | 212720 |
| Fortune Star BVI Ltd. |  |  |
| 8.50%, 05/19/2028 <sup>(B)</sup> <br>| 300000 | 309680 |
| Gohl Capital Ltd. |  |  |
| 4.25%, 01/24/2027 <sup>(B)</sup> <br>| 200000 | 199147 |
| &nbsp;&nbsp; Hilton Grand Vacations <br> Borrower LLC/Hilton Grand Vacations <br>Borrower, Inc. |  |  |
| 5.00%, 06/01/2029 <sup>(A)</sup> <br>| 365000 | 354883 |
| Light & Wonder International, Inc. |  |  |
| 6.25%, 10/01/2033 <sup>(A)</sup> <br>| 245000 | 248062 |
| Marriott International, Inc. |  |  |
| 2.85%, 04/15/2031 | 164000 | 152199 |
| 5.50%, 04/15/2037 | 28000 | 28576 |
| Melco Resorts Finance Ltd. |  |  |
| 5.38%, 12/04/2029 <sup>(A)</sup> <br>| 225000 | 222679 |
| 5.38%, 12/04/2029 <sup>(B)</sup> <br>| 200000 | 197937 |
| NCL Corp. Ltd. |  |  |
| 5.88%, 01/15/2031 <sup>(A)</sup> <br>| 12000 | 12033 |
| 6.25%, 09/15/2033 <sup>(A)</sup><sup>(F)</sup> <br>| 5000 | 5028 |
| 6.75%, 02/01/2032 <sup>(A)</sup> <br>| 10000 | 10248 |
| 7.75%, 02/15/2029 <sup>(A)</sup> <br>| 535000 | 571749 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| Ontario Gaming GTA LP/OTG Co-Issuer, <br> Inc. |  |  |
| 8.00%, 08/01/2030 <sup>(A)</sup> <br>| $250000 | $240095 |
| Royal Caribbean Cruises Ltd. |  |  |
| 6.00%, 02/01/2033 <sup>(A)</sup> <br>| 335000 | 345321 |
| Sands China Ltd. |  |  |
| 2.85%, 03/08/2029 | 200000 | 190659 |
| SeaWorld Parks & Entertainment, Inc. |  |  |
| 5.25%, 08/15/2029 <sup>(A)</sup> <br>| 300000 | 293285 |
| Station Casinos LLC |  |  |
| 6.63%, 03/15/2032 <sup>(A)</sup> <br>| 252000 | 257753 |
| Studio City Finance Ltd. |  |  |
| 5.00%, 01/15/2029 <sup>(B)</sup> <br>| 250000 | 242193 |
| 6.50%, 01/15/2028 <sup>(B)</sup> <br>| 200000 | 200058 |
| Travel & Leisure Co. |  |  |
| 4.50%, 12/01/2029 <sup>(A)</sup> <br>| 155000 | 151097 |
| 6.13%, 09/01/2033 <sup>(A)</sup> <br>| 210000 | 212231 |
| Voyager Parent LLC |  |  |
| 9.25%, 07/01/2032 <sup>(A)</sup> <br>| 265000 | 281515 |
| Warnermedia Holdings, Inc. |  |  |
| 5.05%, 03/15/2042 | 265000 | 186163 |
|  |  | 5954535 |
| **Industrial REITs - 0.1%**  | **Industrial REITs - 0.1%**  | **Industrial REITs - 0.1%**  |
| FIBRA Prologis |  |  |
| 5.63%, 01/14/2038 <sup>(A)</sup> <br>| 200000 | 196940 |
| Goodman U.S. Finance Six LLC |  |  |
| 5.13%, 10/07/2034 <sup>(A)</sup> <br>| 27000 | 27031 |
|  |  | 223971 |
| **Insurance - 1.8%**  | **Insurance - 1.8%**  | **Insurance - 1.8%**  |
| Acrisure LLC/Acrisure Finance, Inc. |  |  |
| 6.75%, 07/01/2032 <sup>(A)</sup> <br>| 293000 | 300384 |
| Alliant Holdings Intermediate LLC/Alliant <br> Holdings Co-Issuer |  |  |
| 6.50%, 10/01/2031 <sup>(A)</sup> <br>| 245000 | 251823 |
| Aon North America, Inc. |  |  |
| 5.30%, 03/01/2031 | 303000 | 315411 |
| Arthur J Gallagher & Co. |  |  |
| 5.45%, 07/15/2034 | 190000 | 196284 |
| Assurant, Inc. |  |  |
| 5.55%, 02/15/2036 | 60000 | 60858 |
| Asurion LLC & Asurion Co-Issuer, Inc. |  |  |
| 8.00%, 12/31/2032 <sup>(A)</sup> <br>| 445000 | 464938 |
| 8.38%, 02/01/2034 <sup>(A)</sup> <br>| 185000 | 187028 |
| Athene Global Funding |  |  |
| 5.32%, 11/13/2031 <sup>(A)</sup> <br>| 115000 | 117006 |
| &nbsp;&nbsp; Baldwin Insurance Group <br> Holdings LLC/Baldwin Insurance Group <br>Holdings Finance |  |  |
| 7.13%, 05/15/2031 <sup>(A)</sup> <br>| 129000 | 132654 |
| Chubb INA Holdings LLC |  |  |
| 4.65%, 08/15/2029 | 119000 | 121715 |
| Global Atlantic Finance Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 07/15/2029, <br>7.95% <sup>(C)</sup>, 10/15/2054 <sup>(A)</sup> <br>| 700000 | 723540 |

---

**Transamerica Funds**

**Page 9**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp; Howden U.K. Refinance PLC/Howden U.K. <br> Refinance 2 PLC/Howden <br>U.S. Refinance LLC |  |  |
| 7.25%, 02/15/2031 <sup>(A)</sup> <br>| $265000 | $274082 |
| Liberty Mutual Group, Inc. |  |  |
| 4.30%, 02/01/2061 <sup>(A)</sup> <br>| 1822000 | 1217397 |
| Manulife Financial Corp. |  |  |
| 4.99%, 12/11/2035 | 42000 | 41938 |
| Marsh & McLennan Cos., Inc. |  |  |
| 4.55%, 11/08/2027 | 56000 | 56613 |
| Northwestern Mutual Global Funding |  |  |
| 4.35%, 09/15/2027 <sup>(A)</sup> <br>| 47000 | 47377 |
| Panther Escrow Issuer LLC |  |  |
| 7.13%, 06/01/2031 <sup>(A)</sup> <br>| 270000 | 278080 |
| Unum Group |  |  |
| 5.25%, 12/15/2035 | 36000 | 35719 |
| Willis North America, Inc. |  |  |
| 4.55%, 03/15/2031 | 52000 | 51965 |
| 4.65%, 06/15/2027 | 105000 | 105816 |
|  |  | 4980628 |
| **Internet & Catalog Retail - 1.2%**  | **Internet & Catalog Retail - 1.2%**  | **Internet & Catalog Retail - 1.2%**  |
| Alibaba Group Holding Ltd. |  |  |
| 4.00%, 12/06/2037 | 200000 | 183671 |
| Alphabet, Inc. |  |  |
| 0.80%, 08/15/2027 | 331000 | 317626 |
| 5.35%, 11/15/2045 | 90000 | 88790 |
| Amazon.com, Inc. |  |  |
| 3.90%, 11/20/2028 | 115000 | 115412 |
| 4.10%, 11/20/2030 | 76000 | 76007 |
| Gen Digital, Inc. |  |  |
| 6.25%, 04/01/2033 <sup>(A)</sup> <br>| 33000 | 33159 |
| 7.13%, 09/30/2030 <sup>(A)</sup> <br>| 220000 | 225483 |
| GrubHub Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 7.00%, Cash Rate 0.00%, <br>07/31/2030 <sup>(A)</sup><sup>(H)</sup> <br>| 327360 | 267891 |
| ION Platform Finance U.S., Inc./ION <br> Platform Finance SARL |  |  |
| 4.63%, 05/01/2028 <sup>(A)</sup> <br>| 270000 | 251949 |
| 5.75%, 05/15/2028 <sup>(A)</sup> <br>| 270000 | 256005 |
| Match Group Holdings II LLC |  |  |
| 3.63%, 10/01/2031 <sup>(A)</sup> <br>| 48000 | 43467 |
| 4.13%, 08/01/2030 <sup>(A)</sup> <br>| 138000 | 130073 |
| 6.13%, 09/15/2033 <sup>(A)</sup> <br>| 130000 | 130483 |
| Meituan |  |  |
| 4.63%, 10/02/2029 <sup>(A)</sup> <br>| 200000 | 201396 |
| Netflix, Inc. |  |  |
| 4.88%, 04/15/2028 | 170000 | 173529 |
| Prosus NV |  |  |
| 4.99%, 01/19/2052 <sup>(B)</sup> <br>| 200000 | 160445 |
| Rakuten Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 04/22/2026 <sup>(D)</sup>, <br>5.13% <sup>(B)</sup><sup>(C)</sup> <br>| 350000 | 348868 |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2035 | 21000 | 20776 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** | **Internet & Catalog Retail (continued)** |
| Wayfair LLC |  |  |
| 6.75%, 11/15/2032 <sup>(A)</sup> <br>| $245000 | $253225 |
|  |  | 3278255 |
| **IT Services - 0.4%**  | **IT Services - 0.4%**  | **IT Services - 0.4%**  |
| Accenture Capital, Inc. |  |  |
| 4.50%, 10/04/2034 | 43000 | 42290 |
| Apple, Inc. |  |  |
| 1.40%, 08/05/2028 | 361000 | 341780 |
| Booz Allen Hamilton, Inc. |  |  |
| 4.00%, 07/01/2029 <sup>(A)</sup><sup>(F)</sup> <br>| 51000 | 50085 |
| 5.95%, 04/15/2035 <sup>(F)</sup> <br>| 74000 | 76138 |
| Dell International LLC/EMC Corp. |  |  |
| 4.35%, 02/01/2030 | 100000 | 99910 |
| 4.75%, 04/01/2028 | 83000 | 84173 |
| Hewlett Packard Enterprise Co. |  |  |
| 4.40%, 10/15/2030 | 47000 | 46770 |
| IBM International Capital Pte. Ltd. |  |  |
| 4.75%, 02/05/2031 | 166000 | 168873 |
| International Business Machines Corp. |  |  |
| 4.60%, 02/03/2033 | 100000 | 99843 |
| Kyndryl Holdings, Inc. |  |  |
| 3.15%, 10/15/2031 | 50000 | 45560 |
| Seagate Data Storage Technology Pte. <br> Ltd. |  |  |
| 4.13%, 01/15/2031 <sup>(A)</sup> <br>| 2000 | 1905 |
| 8.50%, 07/15/2031 <sup>(A)</sup> <br>| 150000 | 158729 |
|  |  | 1216056 |
| **Machinery - 0.6%**  | **Machinery - 0.6%**  | **Machinery - 0.6%**  |
| AGCO Corp. |  |  |
| 5.45%, 03/21/2027 | 86000 | 87142 |
| Caterpillar Financial Services Corp. |  |  |
| 3.95%, 11/14/2028 | 131000 | 131436 |
| 4.10%, 08/15/2028 | 59000 | 59472 |
| 4.40%, 03/03/2028 | 52000 | 52641 |
| Caterpillar, Inc. |  |  |
| 1.90%, 03/12/2031 | 385000 | 347320 |
| CNH Industrial Capital LLC |  |  |
| 4.50%, 10/16/2030 | 51000 | 51058 |
| 5.10%, 04/20/2029 | 295000 | 302272 |
| Deere & Co. |  |  |
| 5.45%, 01/16/2035 | 264000 | 277984 |
| Deere Funding Canada Corp. |  |  |
| 4.15%, 10/09/2030 | 48000 | 47911 |
| John Deere Capital Corp. |  |  |
| 1.45%, 01/15/2031 | 190000 | 167811 |
| 4.40%, 09/08/2031 | 75000 | 75727 |
| 4.55%, 06/05/2030 | 9000 | 9152 |
| 4.90%, 03/07/2031 | 41000 | 42285 |
| nVent Finance SARL |  |  |
| 2.75%, 11/15/2031 | 134000 | 120155 |
| Otis Worldwide Corp. |  |  |
| 5.13%, 09/04/2035 | 33000 | 33466 |
|  |  | 1805832 |

---

**Transamerica Funds**

**Page 10**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Media - 1.6%**  | **Media - 1.6%**  | **Media - 1.6%**  |
| Belo Corp. |  |  |
| 7.75%, 06/01/2027 | $200000 | $207984 |
| Cable One, Inc. |  |  |
| 4.00%, 11/15/2030 <sup>(A)</sup><sup>(F)</sup> <br>| 262000 | 190698 |
| CCO Holdings LLC/CCO Holdings Capital <br> Corp. |  |  |
| 4.25%, 01/15/2034 <sup>(A)</sup><sup>(F)</sup> <br>| 290000 | 244960 |
| 4.75%, 03/01/2030 <sup>(A)</sup> <br>| 345000 | 329579 |
| 7.00%, 02/01/2033 <sup>(A)</sup> <br>| 150000 | 151449 |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 2.80%, 04/01/2031 | 166000 | 149640 |
| 3.50%, 06/01/2041 | 76000 | 54391 |
| Comcast Corp. |  |  |
| 5.17%, 01/15/2037 <sup>(A)</sup> <br>| 123000 | 120977 |
| Cox Communications, Inc. |  |  |
| 5.45%, 09/01/2034 <sup>(A)</sup> <br>| 62000 | 60739 |
| 5.70%, 06/15/2033 <sup>(A)</sup> <br>| 40000 | 40369 |
| CSC Holdings LLC |  |  |
| 4.13%, 12/01/2030 <sup>(A)</sup> <br>| 235000 | 142505 |
| 6.50%, 02/01/2029 <sup>(A)</sup> <br>| 445000 | 284932 |
| Neptune Bidco U.S., Inc. |  |  |
| 9.29%, 04/15/2029 <sup>(A)</sup> <br>| 477000 | 489786 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/28/2027, <br>6.25% <sup>(C)</sup>, 02/28/2057<br>| 323000 | 293526 |
| Sirius XM Radio LLC |  |  |
| 3.88%, 09/01/2031 <sup>(A)</sup><sup>(F)</sup> <br>| 405000 | 369909 |
| Sunrise FinCo I BV |  |  |
| 4.88%, 07/15/2031 <sup>(A)</sup> <br>| 400000 | 383128 |
| Univision Communications, Inc. |  |  |
| 8.50%, 07/31/2031 <sup>(A)</sup> <br>| 405000 | 422357 |
| 9.38%, 08/01/2032 <sup>(A)</sup> <br>| 115000 | 123815 |
| Virgin Media Finance PLC |  |  |
| 5.00%, 07/15/2030 <sup>(A)</sup> <br>| 600000 | 524263 |
|  |  | 4585007 |
| **Metals & Mining - 1.6%**  | **Metals & Mining - 1.6%**  | **Metals & Mining - 1.6%**  |
| Anglo American Capital PLC |  |  |
| 2.88%, 03/17/2031 <sup>(B)</sup> <br>| 200000 | 184904 |
| AngloGold Ashanti Holdings PLC |  |  |
| 3.75%, 10/01/2030 | 200000 | 192269 |
| Antofagasta PLC |  |  |
| 5.63%, 09/09/2035 <sup>(A)</sup> <br>| 200000 | 205226 |
| Capstone Copper Corp. |  |  |
| 6.75%, 03/31/2033 <sup>(A)</sup> <br>| 237000 | 245586 |
| Cleveland-Cliffs, Inc. |  |  |
| 7.00%, 03/15/2032 <sup>(A)</sup> <br>| 405000 | 415626 |
| 7.38%, 05/01/2033 <sup>(A)</sup> <br>| 10000 | 10435 |
| 7.63%, 01/15/2034 <sup>(A)</sup> <br>| 90000 | 94259 |
| Commercial Metals Co. |  |  |
| 3.88%, 02/15/2031 | 200000 | 189842 |
| 5.75%, 11/15/2033 <sup>(A)</sup> <br>| 25000 | 25417 |
| 6.00%, 12/15/2035 <sup>(A)</sup> <br>| 50000 | 51086 |
| Corp. Nacional del Cobre de Chile |  |  |
| 5.53%, 01/30/2037 <sup>(A)</sup> <br>| 200000 | 201000 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Metals & Mining (continued)** | **Metals & Mining (continued)** | **Metals & Mining (continued)** |
| Fortescue Treasury Pty. Ltd. |  |  |
| 4.38%, 04/01/2031 <sup>(A)</sup> <br>| $213000 | $205801 |
| Hudbay Minerals, Inc. |  |  |
| 6.13%, 04/01/2029 <sup>(A)</sup> <br>| 180000 | 181645 |
| Industrias Penoles SAB de CV |  |  |
| 4.75%, 08/06/2050 <sup>(B)</sup> <br>| 200000 | 169428 |
| Minera Mexico SA de CV |  |  |
| 5.63%, 02/12/2032 <sup>(A)</sup> <br>| 200000 | 207030 |
| Mineral Resources Ltd. |  |  |
| 7.00%, 04/01/2031 <sup>(A)</sup> <br>| 45000 | 47293 |
| 9.25%, 10/01/2028 <sup>(A)</sup> <br>| 476000 | 499995 |
| 9.25%, 10/01/2028 <sup>(B)</sup> <br>| 65000 | 68277 |
| NCIG Holdings Pty. Ltd. |  |  |
| 12.50% <sup>(I)</sup>, 08/26/2031 <sup>(B)</sup> <br>| 200000 | 214688 |
| Novelis Corp. |  |  |
| 6.38%, 08/15/2033 <sup>(A)</sup> <br>| 243000 | 247528 |
| South32 Treasury Ltd. |  |  |
| 4.35%, 04/14/2032 <sup>(A)</sup> <br>| 192000 | 187135 |
| Steel Dynamics, Inc. |  |  |
| 4.00%, 12/15/2028 | 35000 | 34950 |
| 5.38%, 08/15/2034 | 41000 | 42092 |
| Vale Overseas Ltd. |  |  |
| 6.40%, 06/28/2054 | 200000 | 205646 |
| Vedanta Resources Finance II PLC |  |  |
| 10.88%, 09/17/2029 <sup>(B)</sup> <br>| 200000 | 214252 |
| Windfall Mining Group, Inc./Groupe Minier <br> Windfall, Inc. |  |  |
| 5.85%, 05/13/2032 <sup>(A)</sup> <br>| 200000 | 208697 |
|  |  | 4550107 |
| **Mortgage Real Estate Investment Trusts - 0.4%**  | **Mortgage Real Estate Investment Trusts - 0.4%**  | **Mortgage Real Estate Investment Trusts - 0.4%**  |
| Arbor Realty SR, Inc. |  |  |
| 7.88%, 07/15/2030 <sup>(A)</sup> <br>| 360000 | 330245 |
| Blackstone Mortgage Trust, Inc. |  |  |
| 7.75%, 12/01/2029 <sup>(A)</sup> <br>| 217000 | 232607 |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder Capital Finance <br>Corp. |  |  |
| 4.75%, 06/15/2029 <sup>(A)</sup> <br>| 250000 | 247914 |
| Starwood Property Trust, Inc. |  |  |
| 6.50%, 07/01/2030 <sup>(A)</sup> <br>| 240000 | 249927 |
|  |  | 1060693 |
| **Oil, Gas & Consumable Fuels - 5.5%**  | **Oil, Gas & Consumable Fuels - 5.5%**  | **Oil, Gas & Consumable Fuels - 5.5%**  |
| Antero Midstream Partners LP/Antero <br> Midstream Finance Corp. |  |  |
| 5.75%, 01/15/2028 <sup>(A)</sup> <br>| 150000 | 150060 |
| BP Capital Markets America, Inc. |  |  |
| 3.54%, 04/06/2027 | 211000 | 210412 |
| Cheniere Energy Partners LP |  |  |
| 5.55%, 10/30/2035 <sup>(A)</sup> <br>| 38000 | 38866 |
| Chevron Corp. |  |  |
| 2.24%, 05/11/2030 | 324000 | 300804 |
| Comstock Resources, Inc. |  |  |
| 5.88%, 01/15/2030 <sup>(A)</sup> <br>| 245000 | 239046 |

---

**Transamerica Funds**

**Page 11**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Crescent Energy Finance LLC |  |  |
| 7.63%, 04/01/2032 <sup>(A)</sup> <br>| $193000 | $191433 |
| 7.88%, 04/15/2032 <sup>(A)</sup> <br>| 190000 | 189037 |
| DBR Land Holdings LLC |  |  |
| 6.25%, 12/01/2030 <sup>(A)</sup> <br>| 205000 | 209998 |
| Delek Logistics Partners LP/Delek <br> Logistics Finance Corp. |  |  |
| 7.38%, 06/30/2033 <sup>(A)</sup> <br>| 280000 | 287930 |
| 8.63%, 03/15/2029 <sup>(A)</sup> <br>| 79000 | 82620 |
| Diamondback Energy, Inc. |  |  |
| 5.40%, 04/18/2034 | 204000 | 208910 |
| EIG Pearl Holdings SARL |  |  |
| 3.55%, 08/31/2036 <sup>(B)</sup> <br>| 196690 | 180959 |
| Enbridge, Inc. |  |  |
| 4.60%, 06/20/2028 | 27000 | 27373 |
| Energy Transfer LP |  |  |
| 4.95%, 05/15/2028 | 170000 | 172752 |
| 5.35%, 01/15/2036 | 43000 | 42954 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/15/2029, <br>8.00% <sup>(C)</sup>, 05/15/2054<br>| 1000000 | 1068591 |
| Enterprise Products Operating LLC |  |  |
| 4.60%, 01/15/2031 | 34000 | 34427 |
| EOG Resources, Inc. |  |  |
| 4.40%, 01/15/2031 | 75000 | 75128 |
| Excelerate Energy LP |  |  |
| 8.00%, 05/15/2030 <sup>(A)</sup> <br>| 270000 | 288733 |
| Expand Energy Corp. |  |  |
| 4.75%, 02/01/2032 | 71000 | 70350 |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| 2.94%, 09/30/2040 <sup>(B)</sup> <br>| 259914 | 220230 |
| Genesis Energy LP/Genesis Energy <br> Finance Corp. |  |  |
| 8.00%, 05/15/2033 | 15000 | 15655 |
| 8.88%, 04/15/2030 | 345000 | 363081 |
| GNL Quintero SA |  |  |
| 4.63%, 07/31/2029 <sup>(B)</sup> <br>| 188320 | 188908 |
| Greensaif Pipelines Bidco SARL |  |  |
| 5.85%, 02/23/2036 <sup>(B)</sup> <br>| 200000 | 207249 |
| Harvest Midstream I LP |  |  |
| 7.50%, 05/15/2032 <sup>(A)</sup> <br>| 445000 | 464804 |
| HF Sinclair Corp. |  |  |
| 5.00%, 02/01/2028 | 32000 | 31995 |
| Hilcorp Energy I LP/Hilcorp Finance Co. |  |  |
| 6.00%, 02/01/2031 <sup>(A)</sup> <br>| 483000 | 466448 |
| 6.25%, 04/15/2032 <sup>(A)</sup> <br>| 50000 | 47955 |
| 7.25%, 02/15/2035 <sup>(A)</sup> <br>| 15000 | 14515 |
| Howard Midstream Energy Partners LLC |  |  |
| 7.38%, 07/15/2032 <sup>(A)</sup> <br>| 300000 | 316892 |
| ITT Holdings LLC |  |  |
| 6.50%, 08/01/2029 <sup>(A)</sup> <br>| 475000 | 457943 |
| KazMunayGas National Co. JSC |  |  |
| 3.50%, 04/14/2033 <sup>(B)</sup> <br>| 200000 | 180973 |
| 6.38%, 10/24/2048 <sup>(B)</sup> <br>| 200000 | 200467 |
| Kinder Morgan, Inc. |  |  |
| 5.40%, 02/01/2034 | 442000 | 457181 |
| Mongolian Mining Corp. |  |  |
| 8.44%, 04/03/2030 <sup>(B)</sup> <br>| 200000 | 206457 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| MPLX LP |  |  |
| 4.80%, 02/15/2031 | $77000 | $77835 |
| Murphy Oil Corp. |  |  |
| 6.50%, 02/15/2034 | 255000 | 254079 |
| NGL Energy Operating LLC/NGL Energy <br> Finance Corp. |  |  |
| 8.13%, 02/15/2029 <sup>(A)</sup> <br>| 95000 | 98584 |
| 8.38%, 02/15/2032 <sup>(A)</sup> <br>| 250000 | 261665 |
| Northern Oil & Gas, Inc. |  |  |
| 7.88%, 10/15/2033 <sup>(A)</sup> <br>| 260000 | 262501 |
| NuStar Logistics LP |  |  |
| 6.38%, 10/01/2030 <sup>(F)</sup> <br>| 120000 | 125730 |
| Occidental Petroleum Corp. |  |  |
| 6.13%, 01/01/2031 | 290000 | 306668 |
| 6.45%, 09/15/2036 | 38000 | 40534 |
| ONEOK, Inc. |  |  |
| 4.75%, 10/15/2031 | 94000 | 94422 |
| ORLEN SA |  |  |
| 6.00%, 01/30/2035 <sup>(B)</sup> <br>| 200000 | 210164 |
| Pertamina Hulu Energi PT |  |  |
| 5.25%, 05/21/2030 <sup>(A)</sup> <br>| 200000 | 203394 |
| Petroleos Mexicanos |  |  |
| 10.00%, 02/07/2033 <sup>(F)</sup> <br>| 727000 | 847518 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/15/2035, <br>6.20% <sup>(C)</sup>, 03/15/2056<br>| 667000 | 670620 |
| Plains All American Pipeline LP/PAA <br> Finance Corp. |  |  |
| 5.60%, 01/15/2036 | 26000 | 26379 |
| Raizen Fuels Finance SA |  |  |
| 6.45%, 03/05/2034 <sup>(B)</sup> <br>| 200000 | 164000 |
| Santos Finance Ltd. |  |  |
| 5.75%, 11/13/2035 <sup>(A)</sup> <br>| 27000 | 27076 |
| Saudi Arabian Oil Co. |  |  |
| 5.88%, 07/17/2064 <sup>(A)</sup> <br>| 200000 | 190250 |
| Shell Finance U.S., Inc. |  |  |
| 4.13%, 11/06/2030 | 39000 | 38938 |
| SM Energy Co. |  |  |
| 8.63%, 11/01/2030 <sup>(A)</sup> <br>| 133000 | 140664 |
| 9.63%, 06/15/2033 <sup>(A)</sup> <br>| 80000 | 87495 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(A)</sup> <br>| 35000 | 35215 |
| 5.88%, 03/15/2034 <sup>(A)</sup> <br>| 335000 | 335892 |
| Talos Production, Inc. |  |  |
| 9.38%, 02/01/2031 <sup>(A)</sup> <br>| 181000 | 191743 |
| Targa Resources Corp. |  |  |
| 5.40%, 07/30/2036 | 24000 | 24041 |
| Thaioil Treasury Center Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/15/2031 <sup>(D)</sup>, <br>6.10% <sup>(A)</sup><sup>(C)</sup> <br>| 200000 | 200712 |
| TotalEnergies Capital USA LLC |  |  |
| 4.25%, 01/13/2031 | 50000 | 50001 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2030, <br>7.00% <sup>(C)</sup>, 06/01/2065<br>| 1000000 | 1033205 |
| Transportadora de Gas del Peru SA |  |  |
| 4.25%, 04/30/2028 <sup>(B)</sup> <br>| 120000 | 119977 |

---

**Transamerica Funds**

**Page 12**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Valaris Ltd. |  |  |
| 8.38%, 04/30/2030 <sup>(A)</sup> <br>| $250000 | $261228 |
| Venture Global LNG, Inc. |  |  |
| 8.38%, 06/01/2031 <sup>(A)</sup> <br>| 511000 | 522658 |
| Venture Global Plaquemines LNG LLC |  |  |
| 6.13%, 12/15/2030 <sup>(A)</sup> <br>| 10000 | 10293 |
| 6.50%, 06/15/2034 <sup>(A)</sup> <br>| 53000 | 54888 |
| 7.50%, 05/01/2033 <sup>(A)</sup> <br>| 28000 | 30698 |
| 7.75%, 05/01/2035 <sup>(A)</sup> <br>| 242000 | 269855 |
| Warrior Met Coal, Inc. |  |  |
| 7.88%, 12/01/2028 <sup>(A)</sup> <br>| 50000 | 50875 |
| Western Midstream Operating LP |  |  |
| 5.50%, 12/15/2035 | 25000 | 24892 |
| Wildfire Intermediate Holdings LLC |  |  |
| 7.50%, 10/15/2029 <sup>(A)</sup> <br>| 236000 | 239254 |
| Williams Cos., Inc. |  |  |
| 3.75%, 06/15/2027 | 85000 | 84776 |
| 5.65%, 03/15/2033 | 60000 | 62741 |
| Woodside Finance Ltd. |  |  |
| 5.40%, 05/19/2030 | 106000 | 109073 |
|  |  | 15751669 |
| **Paper & Forest Products - 0.2%**  | **Paper & Forest Products - 0.2%**  | **Paper & Forest Products - 0.2%**  |
| Georgia-Pacific LLC |  |  |
| 0.95%, 05/15/2026 <sup>(A)</sup> <br>| 50000 | 49595 |
| 4.40%, 06/30/2028 <sup>(A)</sup> <br>| 24000 | 24253 |
| Inversiones CMPC SA |  |  |
| 6.13%, 02/26/2034 <sup>(A)</sup><sup>(F)</sup> <br>| 200000 | 205089 |
| Suzano Netherlands BV |  |  |
| 5.50%, 01/15/2036 | 200000 | 199132 |
|  |  | 478069 |
| **Passenger Airlines - 0.3%**  | **Passenger Airlines - 0.3%**  | **Passenger Airlines - 0.3%**  |
| Air Canada |  |  |
| 3.88%, 08/15/2026 <sup>(A)</sup> <br>| 165000 | 164374 |
| American Airlines, Inc. |  |  |
| 7.25%, 02/15/2028 <sup>(A)</sup> <br>| 345000 | 351236 |
| British Airways Pass-Through Trust |  |  |
| 2.90%, 09/15/2036 <sup>(A)</sup> <br>| 15174 | 13874 |
| Southwest Airlines Co. |  |  |
| 5.25%, 11/15/2035 | 102000 | 99843 |
| United Airlines Holdings, Inc. |  |  |
| 5.38%, 03/01/2031 <sup>(G)</sup> <br>| 49000 | 49487 |
| United Airlines, Inc. |  |  |
| 4.63%, 04/15/2029 <sup>(A)</sup> <br>| 175000 | 174837 |
|  |  | 853651 |
| **Personal Care Products - 0.3%**  | **Personal Care Products - 0.3%**  | **Personal Care Products - 0.3%**  |
| Edgewell Personal Care Co. |  |  |
| 4.13%, 04/01/2029 <sup>(A)</sup> <br>| 310000 | 297188 |
| Kenvue, Inc. |  |  |
| 4.85%, 05/22/2032 | 50000 | 51039 |
| Perrigo Finance Unlimited Co. |  |  |
| 6.13%, 09/30/2032 | 255000 | 250799 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Personal Care Products (continued)** | **Personal Care Products (continued)** | **Personal Care Products (continued)** |
| Procter & Gamble Co. |  |  |
| 2.85%, 08/11/2027 | $225000 | $222714 |
| 3.95%, 01/26/2028 | 76000 | 76589 |
|  |  | 898329 |
| **Pharmaceuticals - 1.1%**  | **Pharmaceuticals - 1.1%**  | **Pharmaceuticals - 1.1%**  |
| AbbVie, Inc. |  |  |
| 3.20%, 11/21/2029 | 312000 | 302690 |
| 4.95%, 03/15/2031 | 58000 | 59925 |
| Astrazeneca Finance LLC |  |  |
| 4.85%, 02/26/2029 | 94000 | 96450 |
| 4.88%, 03/03/2028 | 76000 | 77613 |
| 4.90%, 03/03/2030 | 76000 | 78314 |
| Becton Dickinson & Co. |  |  |
| 4.30%, 08/22/2032 | 58000 | 57132 |
| 4.69%, 02/13/2028 | 71000 | 71940 |
| Bristol-Myers Squibb Co. |  |  |
| 5.75%, 02/01/2031 | 181000 | 193267 |
| Cardinal Health, Inc. |  |  |
| 4.50%, 09/15/2030 | 34000 | 34262 |
| Cencora, Inc. |  |  |
| 5.13%, 02/15/2034 | 23000 | 23547 |
| CVS Health Corp. |  |  |
| 5.13%, 07/20/2045 | 164000 | 147318 |
| 5.55%, 06/01/2031 | 97000 | 101421 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(C)</sup>, 03/10/2055<br>| 262000 | 274221 |
| Eli Lilly & Co. |  |  |
| 3.10%, 05/15/2027 | 22000 | 21856 |
| 4.75%, 02/12/2030 | 53000 | 54411 |
| GlaxoSmithKline Capital, Inc. |  |  |
| 4.50%, 04/15/2030 | 50000 | 50802 |
| HLF Financing SARL LLC/Herbalife <br> International, Inc. |  |  |
| 4.88%, 06/01/2029 <sup>(A)</sup> <br>| 355000 | 336892 |
| 12.25%, 04/15/2029 <sup>(A)</sup> <br>| 305000 | 327921 |
| McKesson Corp. |  |  |
| 4.95%, 05/30/2032 | 87000 | 89467 |
| Merck & Co., Inc. |  |  |
| 4.30%, 05/17/2030 | 111000 | 111959 |
| Novartis Capital Corp. |  |  |
| 4.00%, 09/18/2031 | 50000 | 49820 |
| Organon & Co./Organon Foreign Debt Co-<br> Issuer BV |  |  |
| 5.13%, 04/30/2031 <sup>(A)</sup> <br>| 200000 | 181631 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 4.75%, 05/19/2033 | 58000 | 58584 |
| 5.11%, 05/19/2043 | 39000 | 37480 |
| Pfizer, Inc. |  |  |
| 3.88%, 11/15/2027 | 59000 | 59198 |
| Teva Pharmaceutical Finance Netherlands <br> III BV |  |  |
| 7.88%, 09/15/2029 | 200000 | 219195 |
|  |  | 3117316 |

---

**Transamerica Funds**

**Page 13**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Real Estate Management & Development - 1.2%**  | **Real Estate Management & Development - 1.2%**  | **Real Estate Management & Development - 1.2%**  |
| Aldar Investment Properties Sukuk Ltd. |  |  |
| 5.25%, 03/25/2035 <sup>(B)</sup> <br>| $200000 | $200793 |
| CBRE Services, Inc. |  |  |
| 4.90%, 01/15/2033 | 36000 | 36141 |
| Corp. Inmobiliaria Vesta SAB de CV |  |  |
| 5.50%, 01/30/2033 <sup>(A)</sup> <br>| 200000 | 199380 |
| Cushman & Wakefield U.S. Borrower LLC |  |  |
| 6.75%, 05/15/2028 <sup>(A)</sup> <br>| 275000 | 276722 |
| Elect Global Investments Ltd. |  |  |
| 4.85%, 03/02/2026 <sup>(B)</sup><sup>(D)</sup> <br>| 200000 | 155685 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2030 <sup>(D)</sup>, <br>7.20% <sup>(B)</sup><sup>(C)</sup> <br>| 200000 | 211484 |
| GLP China Holdings Ltd. |  |  |
| 2.95%, 03/29/2026 <sup>(B)</sup> <br>| 300000 | 297487 |
| GLP Pte. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/29/2027 <sup>(D)</sup>, <br>4.60% <sup>(B)</sup><sup>(C)</sup> <br>| 240000 | 168011 |
| 9.75%, 05/20/2028 <sup>(B)</sup> <br>| 260000 | 265895 |
| Greystar Real Estate Partners LLC |  |  |
| 7.75%, 09/01/2030 <sup>(A)</sup> <br>| 190000 | 200524 |
| Kawasan Industri Jababeka Tbk. PT |  |  |
| 8.50% <sup>(I)</sup>, 12/15/2027 <sup>(B)</sup> <br>| 100000 | 99750 |
| Kennedy-Wilson, Inc. |  |  |
| 4.75%, 03/01/2029 | 286000 | 279866 |
| Longfor Group Holdings Ltd. |  |  |
| 3.38%, 04/13/2027 <sup>(B)</sup> <br>| 250000 | 238404 |
| NWD MTN Ltd. |  |  |
| 8.63%, 02/08/2028 <sup>(B)</sup> <br>| 350000 | 341200 |
| Yanlord Land HK Co. Ltd. |  |  |
| 5.13%, 05/20/2026 <sup>(B)</sup> <br>| 320000 | 319861 |
|  |  | 3291203 |
| **Semiconductors & Semiconductor Equipment - 0.4%**  | **Semiconductors & Semiconductor Equipment - 0.4%**  | **Semiconductors & Semiconductor Equipment - 0.4%**  |
| Amkor Technology, Inc. |  |  |
| 5.88%, 10/01/2033 <sup>(A)</sup> <br>| 135000 | 137579 |
| Applied Materials, Inc. |  |  |
| 4.60%, 01/15/2036 | 39000 | 38361 |
| Broadcom, Inc. |  |  |
| 2.45%, 02/15/2031 | 195000 | 178456 |
| 3.19%, 11/15/2036 <sup>(A)</sup> <br>| 39000 | 33051 |
| 4.90%, 07/15/2032 | 46000 | 46940 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(A)</sup> <br>| 200000 | 206733 |
| Intel Corp. |  |  |
| 4.15%, 08/05/2032 | 46000 | 44604 |
| QUALCOMM, Inc. |  |  |
| 4.75%, 05/20/2032 | 35000 | 35681 |
| SK Hynix, Inc. |  |  |
| 2.38%, 01/19/2031 <sup>(B)</sup> <br>| 400000 | 365022 |
| Texas Instruments, Inc. |  |  |
| 4.60%, 02/15/2028 | 159000 | 161476 |
|  |  | 1247903 |
| **Software - 0.4%**  | **Software - 0.4%**  | **Software - 0.4%**  |
| Adobe, Inc. |  |  |
| 4.75%, 01/17/2028 | 65000 | 66260 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Capstone Borrower, Inc. |  |  |
| 8.00%, 06/15/2030 <sup>(A)</sup> <br>| $166000 | $154331 |
| Cloud Software Group, Inc. |  |  |
| 6.50%, 03/31/2029 <sup>(A)</sup> <br>| 406000 | 403470 |
| 6.63%, 08/15/2033 <sup>(A)</sup><sup>(F)</sup> <br>| 85000 | 81480 |
| Open Text Corp. |  |  |
| 3.88%, 12/01/2029 <sup>(A)</sup> <br>| 200000 | 185636 |
| Oracle Corp. |  |  |
| 2.30%, 03/25/2028 | 86000 | 82154 |
| 4.45%, 09/26/2030 | 51000 | 49781 |
| 5.50%, 08/03/2035 | 48000 | 46797 |
| 6.50%, 04/15/2038 | 36000 | 36841 |
| Rackspace Finance LLC |  |  |
| 3.50%, 05/15/2028 <sup>(A)</sup> <br>| 401300 | 104338 |
| Roper Technologies, Inc. |  |  |
| 4.25%, 09/15/2028 | 38000 | 38215 |
|  |  | 1249303 |
| **Transportation Infrastructure - 0.4%**  | **Transportation Infrastructure - 0.4%**  | **Transportation Infrastructure - 0.4%**  |
| Burlington Northern Santa Fe LLC |  |  |
| 4.45%, 03/15/2043 | 135000 | 119850 |
| CSX Corp. |  |  |
| 3.25%, 06/01/2027 | 66000 | 65506 |
| Federal Express Corp. Pass-Through Trust |  |  |
| 1.88%, 08/20/2035 | 30771 | 26933 |
| FedEx Freight Holding Co., Inc. |  |  |
| 4.30%, 03/15/2029 <sup>(A)</sup> <br>| 44000 | 44050 |
| GXO Logistics, Inc. |  |  |
| 6.25%, 05/06/2029 | 45000 | 47468 |
| Penske Truck Leasing Co. LP/PTL Finance <br> Corp. |  |  |
| 5.25%, 02/01/2030 <sup>(A)</sup> <br>| 87000 | 89617 |
| 5.35%, 03/30/2029 <sup>(A)</sup> <br>| 23000 | 23685 |
| 6.05%, 08/01/2028 <sup>(A)</sup> <br>| 75000 | 78160 |
| 6.20%, 06/15/2030 <sup>(A)</sup> <br>| 103000 | 109798 |
| Star Leasing Co. LLC |  |  |
| 7.63%, 02/15/2030 <sup>(A)</sup> <br>| 248000 | 237335 |
| Stonepeak Nile Parent LLC |  |  |
| 7.25%, 03/15/2032 <sup>(A)</sup> <br>| 274000 | 289452 |
|  |  | 1131854 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $135,573,294)**<br>|  | 137133844 |
| **LOAN ASSIGNMENTS - 15.9%**  | **LOAN ASSIGNMENTS - 15.9%**  | **LOAN ASSIGNMENTS - 15.9%**  |
| **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  | **Aerospace & Defense - 0.1%**  |
| &nbsp;&nbsp; Phoenix Aviation Capital LLC <br>Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>7.11% <sup>(C)</sup>, 10/28/2030<br>| 218136 | 215818 |
| &nbsp;&nbsp; TransDigm, Inc. <br>Term Loan M, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 08/19/2032<br>| 164300 | 164178 |
|  |  | 379996 |

---

**Transamerica Funds**

**Page 14**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  | **Automobile Components - 0.3%**  |
| &nbsp;&nbsp; American Axle & Manufacturing, Inc. <br>Term Loan C, <br>TBD, 02/24/2032 <sup>(G)</sup><sup>(J)</sup> <br>| $262003 | $262439 |
| &nbsp;&nbsp; Clarios Global LP <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 01/28/2032<br>| 306151 | 306343 |
| First Brands Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan, <br>3-Month Term SOFR + 5.00%, <br>10.81% <sup>(C)</sup>, 03/30/2027 <sup>(K)</sup><sup>(L)</sup> <br>| 81715 | 204 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>1-Month Term SOFR + 7.00%, <br>10.69% <sup>(C)</sup>, 06/29/2026 <sup>(K)</sup><sup>(L)</sup> <br>| 236126 | 2361 |
| &nbsp;&nbsp; IXS Holdings, Inc. <br>Repriced Term Loan B, <br>3-Month Term SOFR + 5.50%, <br>9.22% <sup>(C)</sup>, 09/05/2029<br>| 208950 | 208689 |
|  |  | 780036 |
| **Banks - 0.1%**  | **Banks - 0.1%**  | **Banks - 0.1%**  |
| &nbsp;&nbsp; Ascensus Group Holdings, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.72% <sup>(C)</sup>, 11/24/2032<br>| 272872 | 271508 |
| &nbsp;&nbsp; Chrysaor Bidco SARL <br>Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>7.14% <sup>(C)</sup>, 10/30/2031<br>| 99423 | 99609 |
|  |  | 371117 |
| **Beverages - 0.1%**  | **Beverages - 0.1%**  | **Beverages - 0.1%**  |
| &nbsp;&nbsp; Pegasus BidCo BV <br>Repriced Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.60% <sup>(C)</sup>, 07/12/2029<br>| 314009 | 314009 |
| **Biotechnology - 0.0% \*** | **Biotechnology - 0.0% \*** | **Biotechnology - 0.0% \*** |
| &nbsp;&nbsp; BioMarin Pharmaceutical, Inc. <br>Term Loan B, <br>TBD, 01/28/2033 <sup>(G)</sup><sup>(J)</sup> <br>| 89184 | 89240 |
| **Building Products - 0.3%**  | **Building Products - 0.3%**  | **Building Products - 0.3%**  |
| &nbsp;&nbsp; Chamberlain Group, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 09/08/2032 <sup>(G)</sup> <br>| 99669 | 99509 |
| &nbsp;&nbsp; Groundworks LLC <br>Term Loan, <br>1-Month Term SOFR + 3.00%, <br>6.73% <sup>(C)</sup>, 03/14/2031<br>| 177844 | 178362 |
| &nbsp;&nbsp; Icebox Holdco III, Inc. <br>1st Lien Term Loan, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 12/22/2031<br>| 142811 | 143049 |
| &nbsp;&nbsp; Potters Industries LLC <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 12/23/2032<br>| 58485 | 58467 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Building Products (continued)** | **Building Products (continued)** | **Building Products (continued)** |
| Quikrete Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>1-Month Term SOFR + 2.25%, <br>5.97% <sup>(C)</sup>, 02/10/2032<br>| $55891 | $55831 |
| &nbsp;&nbsp;&nbsp; Term Loan B1, <br>1-Month Term SOFR + 2.25%, <br>5.97% <sup>(C)</sup>, 04/14/2031<br>| 204376 | 204347 |
|  |  | 739565 |
| **Capital Markets - 0.2%**  | **Capital Markets - 0.2%**  | **Capital Markets - 0.2%**  |
| &nbsp;&nbsp; Dragon Buyer, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 09/30/2031<br>| 248285 | 245305 |
| &nbsp;&nbsp; NEXUS Buyer LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.50%, <br>7.22% <sup>(C)</sup>, 07/31/2031<br>| 336154 | 327211 |
|  |  | 572516 |
| **Chemicals - 0.1%**  | **Chemicals - 0.1%**  | **Chemicals - 0.1%**  |
| &nbsp;&nbsp; Nouryon Finance BV <br>Term Loan B1, <br>6-Month Term SOFR + 3.25%, <br>7.04% <sup>(C)</sup>, 04/03/2028<br>| 197981 | 197569 |
| **Commercial Services & Supplies - 2.8%**  | **Commercial Services & Supplies - 2.8%**  | **Commercial Services & Supplies - 2.8%**  |
| &nbsp;&nbsp; Action Environmental Group, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 3.00%, <br>6.92% <sup>(C)</sup>, 10/24/2030<br>| 408736 | 407203 |
| &nbsp;&nbsp; Allied Universal Holdco LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 08/20/2032<br>| 360609 | 360568 |
| &nbsp;&nbsp; Avis Budget Car Rental LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 07/16/2032<br>| 321458 | 320655 |
| &nbsp;&nbsp; Belron Finance LLC <br>Repriced Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>6.12% <sup>(C)</sup>, 10/16/2031<br>| 113241 | 113383 |
| &nbsp;&nbsp; Camelot U.S. Acquisition LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 01/31/2031<br>| 250000 | 233125 |
| &nbsp;&nbsp; Crash Champions LLC <br>Term Loan B, <br>3-Month Term SOFR + 4.75%, <br>8.57% <sup>(C)</sup>, 02/23/2029<br>| 357089 | 331894 |
| &nbsp;&nbsp; Creative Artists Agency LLC <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 10/01/2031<br>| 406078 | 404555 |
| &nbsp;&nbsp; Fleet Midco I Ltd. <br>1st Lien Term Loan B, <br>6-Month Term SOFR + 2.50%, <br>6.54% <sup>(C)</sup>, 02/21/2031<br>| 108531 | 108667 |
| &nbsp;&nbsp; Garda World Security Corp. <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 02/01/2029<br>| 234419 | 233540 |

---

**Transamerica Funds**

**Page 15**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| &nbsp;&nbsp; GFL Environmental, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.50%, <br>6.27% <sup>(C)</sup>, 03/03/2032<br>| $367907 | $367447 |
| &nbsp;&nbsp; Groupe Solmax, Inc. <br>Term Loan, <br>1-Month Term SOFR + 4.75%, 3-Month <br> Term SOFR + 4.75%, <br>8.58% <sup>(C)</sup>, 05/29/2028<br>| 204562 | 172727 |
| &nbsp;&nbsp; Herc Holdings, Inc. <br>Repriced Term Loan B, <br>5.52% <sup>(C)</sup>, 06/02/2032<br>| 39611 | 39701 |
| &nbsp;&nbsp; Hertz Corp. <br>Term Loan B, <br>1-Month Term SOFR + 3.75%, <br>7.47% <sup>(C)</sup>, 06/30/2028<br>| 359830 | 304057 |
| &nbsp;&nbsp; Homeserve USA Holding Corp. <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.73% <sup>(C)</sup>, 10/21/2030<br>| 198485 | 197554 |
| &nbsp;&nbsp; ION Platform Finance U.S., Inc. <br>Term Loan, <br>3-Month Term SOFR + 3.75%, <br>7.42% <sup>(C)</sup>, 10/07/2032<br>| 341080 | 305054 |
| &nbsp;&nbsp; KUEHG Corp. <br>Term Loan, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 06/12/2030<br>| 147501 | 138614 |
| &nbsp;&nbsp; Madison IAQ LLC <br>Repriced Term Loan, <br>6-Month Term SOFR + 2.75%, <br>6.64% <sup>(C)</sup>, 11/08/2032<br>| 177254 | 177291 |
| &nbsp;&nbsp; Mavis Tire Express Services Corp. <br>Repriced Term Loan, <br>1-Month Term SOFR + 3.00%, <br>6.72% <sup>(C)</sup>, 05/04/2028<br>| 382757 | 382040 |
| &nbsp;&nbsp; Moneygram International, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 4.75%, <br>8.51% <sup>(C)</sup>, 06/03/2030<br>| 318010 | 187626 |
| &nbsp;&nbsp; Parexel International Corp. <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 12/12/2031<br>| 308370 | 307908 |
| &nbsp;&nbsp; PG Investment Co. 59 SARL <br>Repriced Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>5.92% <sup>(C)</sup>, 03/26/2031<br>| 248747 | 248591 |
| &nbsp;&nbsp; Prometric Holdings, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.75%, <br>7.47% <sup>(C)</sup>, 06/25/2032 <sup>(G)</sup> <br>| 255834 | 255194 |
| Reworld Holding Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan B, <br>1-Month Term SOFR + 2.25%, <br>5.98% <sup>(C)</sup>, 01/15/2031<br>| 146225 | 146408 |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan C, <br>5.93% <sup>(C)</sup>, 01/15/2031 <sup>(G)</sup> <br>| 20942 | 20880 |
| &nbsp;&nbsp;&nbsp; Term Loan B1, <br>1-Month Term SOFR + 2.25%, <br>5.93% <sup>(C)</sup>, 01/15/2031 <sup>(G)</sup> <br>| 128871 | 128791 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** | **Commercial Services & Supplies (continued)** |
| &nbsp;&nbsp; Ryan LLC <br>Term Loan, <br>1-Month Term SOFR + 3.50%, <br>7.22% <sup>(C)</sup>, 11/05/2032<br>| $379022 | $376021 |
| &nbsp;&nbsp; Shift4 Payments LLC <br>Repriced Term Loan B, <br>3-Month Term SOFR + 2.00%, <br>5.65% <sup>(C)</sup>, 07/03/2032<br>| 37430 | 37607 |
| &nbsp;&nbsp; Spring Education Group, Inc. <br>Term Loan, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 10/04/2030<br>| 235912 | 235617 |
| &nbsp;&nbsp; Tidal Waste & Recycling Holdings LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 10/24/2031<br>| 258050 | 258480 |
| &nbsp;&nbsp; United Talent Agency LLC <br>Repriced Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.75% <sup>(C)</sup>, 06/10/2032<br>| 231150 | 231150 |
| &nbsp;&nbsp; Veritiv Corp. <br>Term Loan B, <br>3-Month Term SOFR + 4.00%, <br>7.67% <sup>(C)</sup>, 12/02/2030<br>| 205981 | 200230 |
| &nbsp;&nbsp; VM Consolidated, Inc. <br>Term Loan, <br>1-Month Term SOFR + 2.00%, <br>5.72% <sup>(C)</sup>, 10/01/2032<br>| 124490 | 124905 |
| &nbsp;&nbsp; Wand NewCo 3, Inc. <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 01/30/2031<br>| 194292 | 193968 |
| &nbsp;&nbsp; XPLOR T1 LLC <br>Term Loan, <br>3-Month Term SOFR + 3.50%, <br>7.29% <sup>(C)</sup>, 12/01/2032<br>| 320658 | 313443 |
|  |  | 7864894 |
| **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  | **Communications Equipment - 0.4%**  |
| &nbsp;&nbsp; Altice Financing SA <br>Term Loan, <br>3-Month Term SOFR + 5.00%, <br>8.90% <sup>(C)</sup>, 10/31/2027<br>| 355798 | 269517 |
| &nbsp;&nbsp; Connect Finco SARL <br>Term Loan B, <br>1-Month Term SOFR + 4.50%, <br>8.22% <sup>(C)</sup>, 09/27/2029<br>| 200416 | 199498 |
| &nbsp;&nbsp; ViaSat, Inc. <br>Term Loan, <br>1-Month Term SOFR + 4.50%, <br>8.33% <sup>(C)</sup>, 03/02/2029<br>| 327499 | 326271 |
| &nbsp;&nbsp; Zayo Group Holdings, Inc. <br>Term Loan, <br>PIK Rate 0.50%, Cash Rate 0.00%, <br>03/11/2030 <sup>(H)</sup> <br>| 272398 | 260821 |
|  |  | 1056107 |
| **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  |
| &nbsp;&nbsp; Azuria Water Solutions, Inc. <br>Term Loan B, <br>TBD, 01/27/2033 <sup>(G)</sup><sup>(J)</sup> <br>| 356281 | 356281 |

---

**Transamerica Funds**

**Page 16**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Construction & Engineering (continued)** | **Construction & Engineering (continued)** | **Construction & Engineering (continued)** |
| &nbsp;&nbsp; Brown Group Holding LLC <br>Term Loan B2, <br>1-Month Term SOFR + 2.50%, 3-Month <br> Term SOFR + 2.50%, <br>6.47% <sup>(C)</sup>, 07/01/2031<br>| $130143 | $130078 |
| &nbsp;&nbsp; Construction Partners, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 11/03/2031<br>| 183270 | 183498 |
| &nbsp;&nbsp; Green Infrastructure Partners, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 09/24/2032<br>| 114653 | 114510 |
| &nbsp;&nbsp; Osmose Utilities Services, Inc. <br>Term Loan, <br>1-Month Term SOFR + 3.25%, <br>7.08% <sup>(C)</sup>, 06/23/2028<br>| 208151 | 202080 |
| &nbsp;&nbsp; Tecta America Corp. <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 02/18/2032<br>| 54113 | 54249 |
|  |  | 1040696 |
| **Consumer Staples Distribution & Retail - 1.4%**  | **Consumer Staples Distribution & Retail - 1.4%**  | **Consumer Staples Distribution & Retail - 1.4%**  |
| &nbsp;&nbsp; BCPE Grill Parent <br>Term Loan B, <br>1-Month Term SOFR + 4.75%, <br>8.47% <sup>(C)</sup>, 09/30/2030<br>| 280370 | 262380 |
| &nbsp;&nbsp; Boots Group Bidco Ltd. <br>Term Loan, <br>3-Month Term SOFR + 3.50%, <br>7.21% <sup>(C)</sup>, 08/30/2032<br>| 200000 | 200500 |
| &nbsp;&nbsp; Dave & Buster's, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>7.13% <sup>(C)</sup>, 06/29/2029<br>| 294898 | 273764 |
| EG America LLC |  |  |
| &nbsp;&nbsp;&nbsp; Repriced Term Loan, <br>3-Month Term SOFR + 3.50%, <br>7.32% <sup>(C)</sup>, 02/07/2028<br>| 278256 | 278169 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>TBD, 01/30/2031 <sup>(G)</sup><sup>(J)</sup> <br>| 255565 | 255245 |
| &nbsp;&nbsp; Gulfside Supply, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 3.00%, <br>6.67% <sup>(C)</sup>, 06/17/2031<br>| 205209 | 198710 |
| &nbsp;&nbsp; LBM Acquisition LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.75%, <br>7.58% <sup>(C)</sup>, 06/06/2031<br>| 316027 | 303238 |
| &nbsp;&nbsp; Les Schwab Tire Centers <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 04/23/2031<br>| 65783 | 65742 |
| &nbsp;&nbsp; Park River Holdings, Inc. <br>Term Loan, <br>3-Month Term SOFR + 4.50%, <br>8.49% <sup>(C)</sup>, 03/15/2031<br>| 195051 | 195721 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** | **Consumer Staples Distribution & Retail (continued)** |
| Peer Holding III BV |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>5.92% <sup>(C)</sup>, 09/29/2032<br>| $118721 | $118524 |
| &nbsp;&nbsp;&nbsp; Term Loan B5B, <br>3-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 07/01/2031<br>| 171360 | 171146 |
| Petco Health & Wellness Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>7.92% <sup>(C)</sup>, 01/22/2031 <sup>(G)</sup> <br>| 344309 | 336670 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>7.18% <sup>(C)</sup>, 03/03/2028<br>| 346101 | 344899 |
| &nbsp;&nbsp; PetSmart, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 4.00%, <br>7.73% <sup>(C)</sup>, 08/18/2032<br>| 196565 | 195746 |
| &nbsp;&nbsp; QXO, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.72% <sup>(C)</sup>, 04/30/2032<br>| 150568 | 150739 |
| &nbsp;&nbsp; Specialty Building Products Holdings LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.75%, <br>7.57% <sup>(C)</sup>, 10/16/2028<br>| 334619 | 316005 |
| &nbsp;&nbsp; Whatabrands LLC <br>1st Lien Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 08/03/2028<br>| 204706 | 204312 |
| &nbsp;&nbsp; White Cap Buyer LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 10/19/2029<br>| 173246 | 172515 |
|  |  | 4044025 |
| **Containers & Packaging - 0.5%**  | **Containers & Packaging - 0.5%**  | **Containers & Packaging - 0.5%**  |
| &nbsp;&nbsp; Berlin Packaging LLC <br>Term Loan B7, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 06/07/2031<br>| 163765 | 163488 |
| &nbsp;&nbsp; Charter NEX U.S., Inc. <br>Repriced Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.50% <sup>(C)</sup>, 11/29/2030<br>| 156910 | 156910 |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>1-Month Term SOFR + 3.18%, <br>6.89% <sup>(C)</sup>, 04/13/2029<br>| 198538 | 197435 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 04/01/2032<br>| 90692 | 90115 |
| &nbsp;&nbsp; Graham Packaging Co., Inc. <br>Term Loan B, <br>5.93% <sup>(C)</sup>, 01/14/2033 <sup>(G)</sup> <br>| 133459 | 133197 |
| &nbsp;&nbsp; IRIS Holdings, Inc. <br>Term Loan, <br>3-Month Term SOFR + 4.75%, <br>8.69% <sup>(C)</sup>, 06/28/2028<br>| 281998 | 272524 |

---

**Transamerica Funds**

**Page 17**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Containers & Packaging (continued)** | **Containers & Packaging (continued)** | **Containers & Packaging (continued)** |
| &nbsp;&nbsp; SupplyOne, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.50%, <br>7.22% <sup>(C)</sup>, 04/21/2031<br>| $267869 | $268070 |
| &nbsp;&nbsp; Trident TPI Holdings, Inc. <br>Term Loan B7, <br>3-Month Term SOFR + 3.75%, <br>7.42% <sup>(C)</sup>, 09/15/2028<br>| 263007 | 247264 |
|  |  | 1529003 |
| **Distributors - 0.6%**  | **Distributors - 0.6%**  | **Distributors - 0.6%**  |
| &nbsp;&nbsp; Gloves Buyer, Inc. <br>Term Loan, <br>1-Month Term SOFR + 4.00%, <br>7.72% <sup>(C)</sup>, 05/21/2032<br>| 276781 | 274636 |
| &nbsp;&nbsp; Highline Aftermarket Acquisition LLC <br>Term Loan B, <br>3-Month Term SOFR + 3.50%, <br>7.32% <sup>(C)</sup>, 02/19/2030<br>| 222438 | 222438 |
| &nbsp;&nbsp; Openlane, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.50%, <br>6.37% <sup>(C)</sup>, 10/08/2032<br>| 225000 | 224859 |
| &nbsp;&nbsp; PAI Holdco, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 3.75%, <br>7.83% <sup>(C)</sup>, 10/28/2027<br>| 202759 | 175387 |
| &nbsp;&nbsp; RelaDyne, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.50%, <br>7.22% <sup>(C)</sup>, 12/23/2030<br>| 424483 | 420238 |
| &nbsp;&nbsp; Windsor Holdings III LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 08/01/2030<br>| 247500 | 247809 |
|  |  | 1565367 |
| **Electric Utilities - 0.1%**  | **Electric Utilities - 0.1%**  | **Electric Utilities - 0.1%**  |
| &nbsp;&nbsp; Alpha Generation LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.72% <sup>(C)</sup>, 09/30/2031<br>| 196021 | 195629 |
| **Electronic Equipment, Instruments & Components - 0.2%**  | **Electronic Equipment, Instruments & Components - 0.2%**  | **Electronic Equipment, Instruments & Components - 0.2%**  |
| &nbsp;&nbsp; LSF12 Crown U.S. Commercial Bidco LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.68% <sup>(C)</sup>, 12/02/2031<br>| 253196 | 252985 |
| &nbsp;&nbsp; Pinnacle Buyer LLC <br>Term Loan, <br>3-Month Term SOFR + 2.50%, <br>6.49% <sup>(C)</sup>, 10/01/2032<br>| 83933 | 83881 |
| &nbsp;&nbsp; Resilience Parent LLC <br>1st Lien Term Loan, <br>TBD, 01/21/2033 <sup>(G)</sup><sup>(J)</sup> <br>| 179970 | 179745 |
|  |  | 516611 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Energy Equipment & Services - 0.1%**  | **Energy Equipment & Services - 0.1%**  | **Energy Equipment & Services - 0.1%**  |
| &nbsp;&nbsp; Deep Blue Operating I LLC <br>Term Loan, <br>1-Month Term SOFR + 2.75%, <br>6.59% <sup>(C)</sup>, 10/01/2032<br>| $119181 | $119329 |
| &nbsp;&nbsp; Goodnight Water Solutions LLC <br>Term Loan B, <br>1-Month Term SOFR + 4.00%, <br>7.72% <sup>(C)</sup>, 06/04/2029<br>| 197883 | 195905 |
|  |  | 315234 |
| **Financial Services - 0.7%**  | **Financial Services - 0.7%**  | **Financial Services - 0.7%**  |
| &nbsp;&nbsp; Advisor Group, Inc. <br>Term Loan, <br>6-Month Term SOFR + 3.00%, <br>6.60% <sup>(C)</sup>, 07/30/2032<br>| 193226 | 191454 |
| &nbsp;&nbsp; Apex Group Treasury LLC <br>Term Loan B, <br>3-Month Term SOFR + 3.50%, <br>7.39% <sup>(C)</sup>, 02/27/2032<br>| 400293 | 372072 |
| &nbsp;&nbsp; CFC Bidco Ltd. <br>Term Loan B, <br>3-Month Term SOFR + 3.50%, <br>7.74% <sup>(C)</sup>, 07/01/2032<br>| 248075 | 235671 |
| &nbsp;&nbsp; Citco Funding LLC <br>Term Loan B, <br>5.66% <sup>(C)</sup>, 01/21/2033 <sup>(G)</sup> <br>| 44391 | 44336 |
| &nbsp;&nbsp; Focus Financial Partners LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 09/15/2031<br>| 355070 | 352703 |
| &nbsp;&nbsp; HighTower Holdings LLC <br>1st Lien Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.65% <sup>(C)</sup>, 02/03/2032<br>| 235839 | 234955 |
| &nbsp;&nbsp; IMC Financing LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>7.23% <sup>(C)</sup>, 06/18/2032<br>| 114612 | 115185 |
| &nbsp;&nbsp; Jump Financial LLC <br>1st Lien Term Loan B, <br>3-Month Term SOFR + 3.50%, <br>7.17% <sup>(C)</sup>, 02/26/2032<br>| 274229 | 272858 |
| &nbsp;&nbsp; Orion U.S. Finco, Inc. <br>1st Lien Term Loan, <br>3-Month Term SOFR + 3.50%, <br>7.43% <sup>(C)</sup>, 10/08/2032<br>| 159017 | 158938 |
|  |  | 1978172 |
| **Food Products - 0.2%**  | **Food Products - 0.2%**  | **Food Products - 0.2%**  |
| &nbsp;&nbsp; Froneri Lux Finco SARL <br>Term Loan B6, <br>3-Month Term SOFR + 2.25%, <br>6.44% <sup>(C)</sup>, 09/30/2032<br>| 171118 | 170557 |
| &nbsp;&nbsp; Upfield BV <br>Term Loan B12, <br>6-Month Term SOFR + 3.75%, <br>8.30% <sup>(C)</sup>, 12/31/2027<br>| 269530 | 267284 |
|  |  | 437841 |

---

**Transamerica Funds**

**Page 18**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  | **Health Care Equipment & Supplies - 0.1%**  |
| &nbsp;&nbsp; Medline Borrower LP <br>Term Loan B, <br>1-Month Term SOFR + 1.75%, <br>5.47% <sup>(C)</sup>, 10/23/2030<br>| $236548 | $236794 |
| **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  | **Health Care Providers & Services - 0.6%**  |
| &nbsp;&nbsp; Bella Holding Co. LLC <br>Term Loan, <br>1-Month Term SOFR + 3.00%, <br>6.72% <sup>(C)</sup>, 05/10/2028<br>| 357982 | 357832 |
| &nbsp;&nbsp; Charlotte Buyer, Inc. <br>Repriced Term Loan B, <br>1-Month Term SOFR + 4.25%, <br>8.01% <sup>(C)</sup>, 02/11/2028<br>| 272250 | 265395 |
| &nbsp;&nbsp; LifePoint Health, Inc. <br>1st Lien Term Loan B, <br>3-Month Term SOFR + 3.75%, <br>7.65% <sup>(C)</sup>, 05/19/2031<br>| 411671 | 411092 |
| &nbsp;&nbsp; Outcomes Group Holdings, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.72% <sup>(C)</sup>, 05/06/2031<br>| 183189 | 183418 |
| &nbsp;&nbsp; Sotera Health Holdings LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.34% <sup>(C)</sup>, 05/30/2031<br>| 378071 | 378780 |
|  |  | 1596517 |
| **Hotels, Restaurants & Leisure - 0.9%**  | **Hotels, Restaurants & Leisure - 0.9%**  | **Hotels, Restaurants & Leisure - 0.9%**  |
| Aimbridge Acquisition Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan, <br>PIK Rate 6.00%, Cash Rate 0.00%, <br>03/11/2030 <sup>(H)</sup> <br>| 15181 | 15029 |
| &nbsp;&nbsp;&nbsp; Term Loan, <br>1-Month Term SOFR + 5.50%, <br>9.35% <sup>(C)</sup>, 03/11/2030<br>| 27359 | 27085 |
| &nbsp;&nbsp; EOC Borrower LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.72% <sup>(C)</sup>, 03/24/2032<br>| 313016 | 313016 |
| &nbsp;&nbsp; GBT U.S. III LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.00%, <br>5.67% <sup>(C)</sup>, 07/25/2031<br>| 248120 | 246466 |
| &nbsp;&nbsp; Herschend Entertainment Co. LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 05/27/2032 <sup>(G)</sup> <br>| 165591 | 165591 |
| &nbsp;&nbsp; Ontario Gaming GTA LP <br>Term Loan B, <br>3-Month Term SOFR + 4.25%, <br>7.92% <sup>(C)</sup>, 08/01/2030<br>| 235412 | 219448 |
| &nbsp;&nbsp; Recess Holdings, Inc. <br>Repriced Term Loan, <br>3-Month Term SOFR + 3.75%, <br>7.62% <sup>(C)</sup>, 02/20/2030<br>| 298677 | 299144 |
| &nbsp;&nbsp; SeaWorld Parks & Entertainment, Inc. <br>Term Loan B3, <br>1-Month Term SOFR + 2.00%, <br>5.72% <sup>(C)</sup>, 12/04/2031<br>| 157372 | 156487 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** | **Hotels, Restaurants & Leisure (continued)** |
| &nbsp;&nbsp; Showtime Acquisition LLC <br>1st Lien Term Loan, <br>3-Month Term SOFR + 4.75%, <br>8.63% <sup>(C)</sup>, 08/16/2031<br>| $261188 | $258576 |
| &nbsp;&nbsp; TKO Worldwide Holdings LLC <br>Term Loan, <br>3-Month Term SOFR + 2.00%, <br>5.87% <sup>(C)</sup>, 11/21/2031<br>| 87251 | 87325 |
| &nbsp;&nbsp; Travel & Leisure Co. <br>Repriced Term Loan, <br>3-Month Term SOFR + 2.00%, <br>5.74% <sup>(C)</sup>, 12/14/2029<br>| 259774 | 259774 |
| &nbsp;&nbsp; Turquoise Topco Ltd. <br>Term Loan B, <br>Prime Rate + 2.25%, <br>9.00% <sup>(C)</sup>, 12/30/2032<br>| 238855 | 238109 |
| &nbsp;&nbsp; Voyager Parent LLC <br>Repriced Term Loan B, <br>3-Month Term SOFR + 4.25%, <br>7.91% <sup>(C)</sup>, 07/01/2032<br>| 324116 | 323610 |
|  |  | 2609660 |
| **Household Durables - 0.2%**  | **Household Durables - 0.2%**  | **Household Durables - 0.2%**  |
| &nbsp;&nbsp; AI Aqua Merger Sub, Inc. <br>1st Lien Term Loan B, <br>3-Month Term SOFR + 3.00%, <br>6.85% <sup>(C)</sup>, 07/31/2028<br>| 315759 | 315508 |
| &nbsp;&nbsp; Weber-Stephen Products LLC <br>Term Loan B, <br>3-Month Term SOFR + 3.75%, <br>7.74% <sup>(C)</sup>, 10/01/2032<br>| 191155 | 190757 |
|  |  | 506265 |
| **Insurance - 0.9%**  | **Insurance - 0.9%**  | **Insurance - 0.9%**  |
| &nbsp;&nbsp; Acrisure LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 06/21/2032<br>| 134567 | 134398 |
| &nbsp;&nbsp; Alliant Holdings Intermediate LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 09/19/2031<br>| 204631 | 203838 |
| &nbsp;&nbsp; AmWINS Group, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.67% <sup>(C)</sup>, 01/30/2032<br>| 230003 | 229417 |
| Asurion LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2nd Lien Term Loan B4, <br>1-Month Term SOFR + 5.25%, <br>9.08% <sup>(C)</sup>, 01/20/2029<br>| 139561 | 139358 |
| &nbsp;&nbsp;&nbsp; Term Loan B11, <br>1-Month Term SOFR + 4.25%, <br>8.07% <sup>(C)</sup>, 08/19/2028<br>| 303753 | 303848 |
| &nbsp;&nbsp;&nbsp; Term Loan B13, <br>1-Month Term SOFR + 4.25%, <br>7.97% <sup>(C)</sup>, 09/19/2030<br>| 174125 | 174488 |
| &nbsp;&nbsp; Broadstreet Partners, Inc. <br>Term Loan B4, <br>1-Month Term SOFR + 2.50%, <br>6.47% <sup>(C)</sup>, 06/13/2031 <sup>(G)</sup> <br>| 314652 | 313079 |

---

**Transamerica Funds**

**Page 19**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp; Howden Group Holdings Ltd. <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 02/15/2031<br>| $313882 | $313069 |
| &nbsp;&nbsp; HUB International Ltd. <br>Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>6.12% <sup>(C)</sup>, 06/20/2030<br>| 250021 | 249817 |
| &nbsp;&nbsp; Hyperion Insurance Group Ltd. <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.49% <sup>(C)</sup>, 04/18/2030<br>| 48916 | 48941 |
| &nbsp;&nbsp; Sedgwick Claims Management Services, <br> Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 07/31/2031<br>| 236077 | 234897 |
| &nbsp;&nbsp; Truist Insurance Holdings LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 05/06/2031<br>| 216986 | 215901 |
|  |  | 2561051 |
| **Internet & Catalog Retail - 0.2%**  | **Internet & Catalog Retail - 0.2%**  | **Internet & Catalog Retail - 0.2%**  |
| &nbsp;&nbsp; CNT Holdings I Corp. <br>Term Loan, <br>3-Month Term SOFR + 2.50%, <br>6.09% <sup>(C)</sup>, 11/08/2032<br>| 264534 | 263762 |
| &nbsp;&nbsp; Proofpoint, Inc. <br>Repriced Term Loan, <br>3-Month Term SOFR + 3.00%, <br>6.67% <sup>(C)</sup>, 08/31/2028<br>| 235344 | 231166 |
| &nbsp;&nbsp; PUG LLC <br>Term Loan B, <br>1-Month Term SOFR + 4.75%, <br>8.47% <sup>(C)</sup>, 03/15/2030<br>| 202698 | 201622 |
|  |  | 696550 |
| **IT Services - 0.6%**  | **IT Services - 0.6%**  | **IT Services - 0.6%**  |
| &nbsp;&nbsp; Ahead DB Holdings LLC <br>Term Loan B4, <br>3-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 02/03/2031<br>| 192746 | 189373 |
| &nbsp;&nbsp; Amentum Government Services <br> Holdings LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.72% <sup>(C)</sup>, 09/29/2031<br>| 146195 | 146232 |
| &nbsp;&nbsp; Fortress Intermediate 3, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.78% <sup>(C)</sup>, 06/27/2031<br>| 298498 | 289543 |
| &nbsp;&nbsp; Nielsen Consumer, Inc. <br>1st Lien Term Loan, <br>1-Month Term SOFR + 2.25%, <br>5.97% <sup>(C)</sup>, 10/31/2030<br>| 283741 | 282322 |
| &nbsp;&nbsp; Peraton Corp. <br>Term Loan B, <br>3-Month Term SOFR + 3.75%, <br>7.69% <sup>(C)</sup>, 02/01/2028<br>| 260036 | 239883 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| &nbsp;&nbsp; Trio Bidco, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 4.00%, <br>7.67% <sup>(C)</sup>, 10/29/2032<br>| $173652 | $171482 |
| &nbsp;&nbsp; Verifone Systems, Inc. <br>Term Loan, <br>3-Month Term SOFR + 5.25%, <br>9.35% <sup>(C)</sup>, 08/18/2028<br>| 331999 | 304443 |
|  |  | 1623278 |
| **Machinery - 0.4%**  | **Machinery - 0.4%**  | **Machinery - 0.4%**  |
| &nbsp;&nbsp; CD&R Hydra Buyer, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 4.00%, <br>7.82% <sup>(C)</sup>, 03/25/2031 <sup>(G)</sup> <br>| 334022 | 332853 |
| &nbsp;&nbsp; DXP Enterprises, Inc. <br>Repriced Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 10/11/2030<br>| 46322 | 46572 |
| &nbsp;&nbsp; TK Elevator Midco GmbH <br>Term Loan B, <br>6-Month Term SOFR + 2.75%, <br>6.95% <sup>(C)</sup>, 04/30/2030<br>| 313760 | 314153 |
| &nbsp;&nbsp; Victory Buyer LLC <br>Term Loan, <br>1-Month Term SOFR + 3.75%, <br>7.58% <sup>(C)</sup>, 11/19/2028<br>| 282069 | 283215 |
| &nbsp;&nbsp; WEC U.S. Holdings Ltd. <br>Term Loan, <br>1-Month Term SOFR + 2.00%, <br>5.87% <sup>(C)</sup>, 01/27/2031<br>| 291318 | 290832 |
|  |  | 1267625 |
| **Media - 0.6%**  | **Media - 0.6%**  | **Media - 0.6%**  |
| &nbsp;&nbsp; Coral-U.S. Co-Borrower LLC <br>Term Loan B7, <br>3-Month Term SOFR + 3.25%, <br>7.15% <sup>(C)</sup>, 01/31/2032<br>| 260000 | 252200 |
| Neptune Bidco U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>8.66% <sup>(C)</sup>, 01/28/2033 <sup>(G)</sup> <br>| 358947 | 355357 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 5.00%, <br>9.01% <sup>(C)</sup>, 04/11/2029<br>| 461134 | 452488 |
| &nbsp;&nbsp; Sunrise Financing Partnership <br>Term Loan AAA, <br>6-Month Term SOFR + 2.50%, <br>6.69% <sup>(C)</sup>, 02/15/2032<br>| 146624 | 146048 |
| &nbsp;&nbsp; Virgin Media Bristol LLC <br>Term Loan Y, <br>6-Month Term SOFR + 3.18%, <br>7.05% <sup>(C)</sup>, 03/31/2031<br>| 426000 | 417658 |
|  |  | 1623751 |
| **Metals & Mining - 0.0% \*** | **Metals & Mining - 0.0% \*** | **Metals & Mining - 0.0% \*** |
| &nbsp;&nbsp; Atlas Sand Co. LLC <br>Term Loan, <br>5.00% <sup>(M)</sup>, 01/31/2026 <sup>(N)</sup><sup>(O)</sup> <br>| 120510 | 120028 |

---

**Transamerica Funds**

**Page 20**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Mortgage Real Estate Investment Trusts - 0.2%**  | **Mortgage Real Estate Investment Trusts - 0.2%**  | **Mortgage Real Estate Investment Trusts - 0.2%**  |
| &nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.99% <sup>(C)</sup>, 06/13/2030<br>| $233130 | $233421 |
| Blackstone Mortgage Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Repriced Term Loan, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 12/10/2030<br>| 177013 | 176570 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.17% <sup>(C)</sup>, 12/20/2032<br>| 92827 | 92653 |
| &nbsp;&nbsp; KREF Holdings X LLC <br>Term Loan, <br>1-Month Term SOFR + 2.50%, <br>6.25% <sup>(C)</sup>, 03/05/2032<br>| 178390 | 178390 |
|  |  | 681034 |
| **Oil, Gas & Consumable Fuels - 0.1%**  | **Oil, Gas & Consumable Fuels - 0.1%**  | **Oil, Gas & Consumable Fuels - 0.1%**  |
| &nbsp;&nbsp; M6 ETX Holdings II Midco LLC <br>1st Lien Term Loan B, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 04/01/2032<br>| 292313 | 292861 |
| **Passenger Airlines - 0.4%**  | **Passenger Airlines - 0.4%**  | **Passenger Airlines - 0.4%**  |
| American Airlines, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan, <br>6-Month Term SOFR + 2.25%, <br>5.95% <sup>(C)</sup>, 06/04/2029<br>| 55409 | 55305 |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan B, <br>6-Month Term SOFR + 2.25%, <br>6.00% <sup>(C)</sup>, 02/15/2028<br>| 156768 | 156327 |
| &nbsp;&nbsp;&nbsp; Term Loan, <br>3-Month Term SOFR + 2.25%, <br>6.13% <sup>(C)</sup>, 04/20/2028<br>| 73146 | 73000 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>7.13% <sup>(C)</sup>, 05/28/2032<br>| 182733 | 182999 |
| &nbsp;&nbsp; United Airlines, Inc. <br>1st Lien Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>5.73% <sup>(C)</sup>, 02/22/2031<br>| 208054 | 207881 |
| &nbsp;&nbsp; WestJet Loyalty LP <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.92% <sup>(C)</sup>, 02/14/2031<br>| 414118 | 411271 |
|  |  | 1086783 |
| **Personal Care Products - 0.1%**  | **Personal Care Products - 0.1%**  | **Personal Care Products - 0.1%**  |
| &nbsp;&nbsp; Opal Bidco SAS <br>Term Loan B4, <br>3-Month Term SOFR + 3.00%, <br>6.69% <sup>(C)</sup>, 04/28/2032<br>| 191326 | 191415 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Pharmaceuticals - 0.1%**  | **Pharmaceuticals - 0.1%**  | **Pharmaceuticals - 0.1%**  |
| &nbsp;&nbsp; Amneal Pharmaceuticals LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.50%, <br>7.22% <sup>(C)</sup>, 08/01/2032<br>| $145903 | $146267 |
| &nbsp;&nbsp; Covetrus, Inc. <br>Term Loan, <br>3-Month Term SOFR + 5.00%, <br>8.67% <sup>(C)</sup>, 10/13/2029<br>| 267399 | 255868 |
|  |  | 402135 |
| **Real Estate Management & Development - 0.3%**  | **Real Estate Management & Development - 0.3%**  | **Real Estate Management & Development - 0.3%**  |
| &nbsp;&nbsp; CoreLogic, Inc. <br>Term Loan, <br>1-Month Term SOFR + 3.50%, <br>7.33% <sup>(C)</sup>, 06/02/2028<br>| 246909 | 245674 |
| Cushman & Wakefield U.S. Borrower LLC |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan, <br>1-Month Term SOFR + 2.50%, <br>6.22% <sup>(C)</sup>, 01/31/2030<br>| 86644 | 86861 |
| &nbsp;&nbsp;&nbsp; Term Loan B3, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 01/31/2030<br>| 137219 | 137820 |
| &nbsp;&nbsp; Greystar Real Estate Partners LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.50%, <br>6.32% <sup>(C)</sup>, 08/21/2030<br>| 297748 | 298492 |
|  |  | 768847 |
| **Software - 1.0%**  | **Software - 1.0%**  | **Software - 1.0%**  |
| &nbsp;&nbsp; Athenahealth Group, Inc. <br>Term Loan B, <br>1-Month Term SOFR + 2.75%, <br>6.47% <sup>(C)</sup>, 02/15/2029<br>| 458033 | 451277 |
| Boxer Parent Co., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2nd Lien Term Loan, <br>3-Month Term SOFR + 5.75%, <br>9.47% <sup>(C)</sup>, 07/30/2032<br>| 75000 | 69875 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 3.00%, <br>6.82% <sup>(C)</sup>, 07/30/2031<br>| 199267 | 189802 |
| &nbsp;&nbsp; Clearwater Analytics LLC <br>Term Loan B, <br>1-Month Term SOFR + 2.00%, <br>6.21% <sup>(C)</sup>, 04/21/2032<br>| 54864 | 54693 |
| Cloud Software Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 03/21/2031<br>| 262820 | 254147 |
| &nbsp;&nbsp;&nbsp; Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 08/13/2032<br>| 70317 | 67856 |
| &nbsp;&nbsp; Corel Corp. <br>Term Loan, <br>3-Month Term SOFR + 5.00%, <br>8.92% <sup>(C)</sup>, 07/02/2026<br>| 154075 | 141749 |
| &nbsp;&nbsp; Cotiviti Corp. <br>Term Loan, <br>1-Month Term SOFR + 2.75%, <br>6.62% <sup>(C)</sup>, 05/01/2031<br>| 236456 | 217934 |
| &nbsp;&nbsp; PointClickCare Technologies, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 11/03/2031<br>| 59307 | 58887 |

---

**Transamerica Funds**

**Page 21**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| Project Alpha Intermediate Holding, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 10/26/2030<br>| $250980 | $230651 |
| &nbsp;&nbsp;&nbsp; 2nd Lien Term Loan, <br>3-Month Term SOFR + 5.00%, <br>8.67% <sup>(C)</sup>, 05/09/2033<br>| 45004 | 34803 |
| &nbsp;&nbsp; Project Boost Purchaser LLC <br>Refinancing Term Loan, <br>3-Month Term SOFR + 2.75%, <br>6.42% <sup>(C)</sup>, 07/16/2031<br>| 315986 | 309271 |
| &nbsp;&nbsp; Rackspace Finance LLC <br>1st Lien Term Loan, <br>1-Month Term SOFR + 2.75%, <br>6.61% <sup>(C)</sup>, 05/15/2028<br>| 248050 | 65113 |
| RealPage, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1st Lien Term Loan, <br>3-Month Term SOFR + 3.00%, <br>6.93% <sup>(C)</sup>, 04/24/2028<br>| 152120 | 149696 |
| &nbsp;&nbsp;&nbsp; Term Loan, <br>3-Month Term SOFR + 3.75%, <br>7.42% <sup>(C)</sup>, 04/24/2028<br>| 77655 | 76850 |
| &nbsp;&nbsp; Storable Intermediate Holdings LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.25%, <br>6.97% <sup>(C)</sup>, 04/16/2031<br>| 263082 | 256505 |
| &nbsp;&nbsp; UKG, Inc. <br>Term Loan B, <br>3-Month Term SOFR + 2.50%, <br>6.34% <sup>(C)</sup>, 02/10/2031<br>| 168525 | 163445 |
| &nbsp;&nbsp; VS Buyer LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>6.09% <sup>(C)</sup>, 04/12/2031<br>| 129613 | 127021 |
|  |  | 2919575 |
| **Textiles, Apparel & Luxury Goods - 0.3%**  | **Textiles, Apparel & Luxury Goods - 0.3%**  | **Textiles, Apparel & Luxury Goods - 0.3%**  |
| &nbsp;&nbsp; ABG Intermediate Holdings 2 LLC <br>1st Lien Term Loan B, <br>1-Month Term SOFR + 2.25%, <br>5.97% <sup>(C)</sup>, 12/21/2028<br>| 244028 | 243656 |
| &nbsp;&nbsp; Beach Acquisition Bidco LLC <br>Term Loan B, <br>3-Month Term SOFR + 3.25%, <br>6.92% <sup>(C)</sup>, 09/12/2032<br>| 160207 | 160607 |
| &nbsp;&nbsp; Varsity Brands, Inc. <br>1st Lien Term Loan, <br>3-Month Term SOFR + 3.00%, <br>6.67% <sup>(C)</sup>, 08/26/2031<br>| 404938 | 404128 |
|  |  | 808391 |
| **Transportation Infrastructure - 0.3%**  | **Transportation Infrastructure - 0.3%**  | **Transportation Infrastructure - 0.3%**  |
| &nbsp;&nbsp; Forward Air Corp. <br>Term Loan B, <br>3-Month Term SOFR + 4.50%, <br>8.34% <sup>(C)</sup>, 12/19/2030<br>| 210117 | 209066 |
| &nbsp;&nbsp; PODS LLC <br>Term Loan B, <br>1-Month Term SOFR + 3.00%, <br>6.83% <sup>(C)</sup>, 03/31/2028<br>| 332654 | 329795 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** | **LOAN ASSIGNMENTS (continued)** |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| &nbsp;&nbsp; Stonepeak Nile Parent LLC <br>Term Loan B, <br>3-Month Term SOFR + 2.25%, <br>6.16% <sup>(C)</sup>, 04/09/2032<br>| $165029 | $164823 |
| &nbsp;&nbsp; Third Coast Infrastructure LLC <br>Repriced Term Loan B, <br>1-Month Term SOFR + 3.75%, <br>7.47% <sup>(C)</sup>, 09/25/2030<br>| 285060 | 285773 |
|  |  | 989457 |
| &nbsp;&nbsp; **Total Loan Assignments** <br>**(Cost $45,894,598)**<br>|  | 44969644 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.9%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.9%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 11.9%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 2.00%, 04/01/2052 | 1114462 | 904838 |
| 2.50%, 01/01/2037 - 05/01/2052 | 2199665 | 1966453 |
| 3.00%, 07/01/2052 - 09/01/2052 | 3720509 | 3304275 |
| 5.00%, 06/01/2055 | 1451885 | 1452287 |
| 5.50%, 08/01/2053 - 10/01/2055 | 5736668 | 5820907 |
| 6.00%, 02/01/2054 | 672888 | 690682 |
| Federal National Mortgage Association |  |  |
| 2.50%, 04/01/2037 - 07/01/2052 | 8445479 | 7305612 |
| 4.50%, 05/01/2053 - 07/01/2053 | 2817464 | 2768174 |
| 5.00%, 03/01/2054 - 12/01/2055 | 2636216 | 2637928 |
| 5.50%, 09/01/2053 | 1176469 | 1195810 |
| Government National Mortgage <br> Association |  |  |
| 2.50%, 07/20/2051 | 1129161 | 978706 |
| 3.00%, 09/20/2051 - 02/20/2052 | 3386012 | 3059846 |
| 5.50%, 02/20/2055 | 1646109 | 1667447 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $32,735,701)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $32,735,701)** | 33752965 |
| **ASSET-BACKED SECURITIES - 7.3%**  | **ASSET-BACKED SECURITIES - 7.3%**  | **ASSET-BACKED SECURITIES - 7.3%**  |
| AGL CLO 23 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-23A, Class D2R, <br>3-Month Term SOFR + 3.65%, <br>7.32% <sup>(C)</sup>, 04/20/2038 <sup>(A)</sup> <br>| 2000000 | 1986412 |
| Allegro CLO XV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-1A, Class D2R, <br>3-Month Term SOFR + 4.00%, <br>7.67% <sup>(C)</sup>, 04/20/2038 <sup>(A)</sup> <br>| 2000000 | 1998392 |
| Bain Capital Credit CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-2A, Class D2R, <br>3-Month Term SOFR + 5.00%, <br>8.67% <sup>(C)</sup>, 04/22/2035 <sup>(A)</sup> <br>| 800000 | 802334 |
| Canyon Capital CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-2A, Class D2R, <br>3-Month Term SOFR + 4.00%, <br>7.67% <sup>(C)</sup>, 04/15/2038 <sup>(A)</sup> <br>| 2000000 | 2004974 |
| Dryden 87 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-87A, Class D2R, <br>3-Month Term SOFR + 4.35%, <br>8.24% <sup>(C)</sup>, 08/20/2038 <sup>(A)</sup> <br>| 1000000 | 1004928 |
| Dryden 95 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-95A, Class DR, <br>3-Month Term SOFR + 3.05%, <br>6.94% <sup>(C)</sup>, 08/20/2034 <sup>(A)</sup> <br>| 2125000 | 2120703 |

---

**Transamerica Funds**

**Page 22**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| LCM 41 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 41A, Class D1R, <br>3-Month Term SOFR + 3.60%, <br>7.27% <sup>(C)</sup>, 04/15/2036 <sup>(A)</sup> <br>| $2150000 | $2154072 |
| Madison Park Funding XXXV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-35A, Class D2R2, <br>3-Month Term SOFR + 4.00%, <br>0.00% <sup>(C)</sup>, 02/13/2039 <sup>(A)</sup><sup>(G)</sup> <br>| 1250000 | 1250000 |
| Sculptor CLO XXX Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 30A, Class D2R, <br>3-Month Term SOFR + 4.60%, <br>8.27% <sup>(C)</sup>, 07/20/2038 <sup>(A)</sup> <br>| 3750000 | 3715406 |
| Sculptor CLO XXXVI Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 36A, Class D2, <br>3-Month Term SOFR + 4.15%, <br>7.82% <sup>(C)</sup>, 01/30/2039 <sup>(A)</sup> <br>| 1400000 | 1400395 |
| Sound Point CLO 35 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-35A, Class D2R, <br>3-Month Term SOFR + 3.85%, <br>7.52% <sup>(C)</sup>, 04/26/2038 <sup>(A)</sup> <br>| 2300000 | 2180556 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $20,763,000)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $20,763,000)** | 20618172 |
| **FOREIGN GOVERNMENT OBLIGATIONS - 6.3%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 6.3%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 6.3%**  |
| **Argentina - 0.3%**  | **Argentina - 0.3%**  | **Argentina - 0.3%**  |
| &nbsp;&nbsp; Argentina Republic Government <br> International Bonds<br>|  |  |
| 4.13% <sup>(I)</sup>, 07/09/2035 | 1300000 | 1005550 |
| **Bahamas - 0.5%**  | **Bahamas - 0.5%**  | **Bahamas - 0.5%**  |
| Bahamas Government International Bonds |  |  |
| 8.25%, 06/24/2036 <sup>(B)</sup> <br>| 1300000 | 1449903 |
| **Brazil - 1.1%**  | **Brazil - 1.1%**  | **Brazil - 1.1%**  |
| Brazil Notas do Tesouro Nacional |  |  |
| 10.00%, 01/01/2031 | BRL 17,500,000 | 2996935 |
| **Canada - 0.0% \*** | **Canada - 0.0% \*** | **Canada - 0.0% \*** |
| Province of British Columbia |  |  |
| 4.20%, 07/06/2033 | $61000 | 60426 |
| **Chile - 0.6%**  | **Chile - 0.6%**  | **Chile - 0.6%**  |
| &nbsp;&nbsp; Bonos de la Tesoreria de la Republica en <br> pesos<br>|  |  |
| 4.70%, 09/01/2030 <sup>(B)</sup> <br>| CLP 1,400,000,000 | 1620567 |
| **Colombia - 0.7%**  | **Colombia - 0.7%**  | **Colombia - 0.7%**  |
| Colombia TES |  |  |
| 11.75%, 01/24/2035 | COP 7,200,000,000 | 1874244 |
| **Cote d'Ivoire - 0.5%**  | **Cote d'Ivoire - 0.5%**  | **Cote d'Ivoire - 0.5%**  |
| Ivory Coast Government International Bonds |  |  |
| 8.08%, 04/01/2036 <sup>(B)</sup> <br>| $450000 | 480683 |
| 8.25%, 01/30/2037 <sup>(B)</sup> <br>| 900000 | 971049 |
|  |  | 1451732 |
| **Hungary - 0.3%**  | **Hungary - 0.3%**  | **Hungary - 0.3%**  |
| Hungary Government Bonds |  |  |
| 7.00%, 10/24/2035 | HUF 250,000,000 | 799647 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** | **FOREIGN GOVERNMENT OBLIGATIONS (continued)** |
| **India - 0.1%**  | **India - 0.1%**  | **India - 0.1%**  |
| Export-Import Bank of India |  |  |
| 5.75%, 01/12/2056 <sup>(A)</sup> <br>| $200000 | $202556 |
| **Japan - 0.8%**  | **Japan - 0.8%**  | **Japan - 0.8%**  |
| Japan Government Thirty Year Bonds |  |  |
| 3.20%, 09/20/2055 | JPY 375,000,000 | 2255573 |
| **Mexico - 1.0%**  | **Mexico - 1.0%**  | **Mexico - 1.0%**  |
| Mexico Bonos |  |  |
| 8.00%, 02/21/2036 | MXN 30,000,000 | 1619890 |
| 8.50%, 05/31/2029 | 20000000 | 1162371 |
| Mexico Government International Bonds |  |  |
| 5.38%, 03/22/2033 | $200000 | 196950 |
|  |  | 2979211 |
| **Mongolia - 0.1%**  | **Mongolia - 0.1%**  | **Mongolia - 0.1%**  |
| City of Ulaanbaatar |  |  |
| 7.75%, 08/21/2027 <sup>(B)</sup> <br>| 200000 | 205454 |
| Development Bank of Mongolia LLC |  |  |
| 8.50%, 07/03/2028 <sup>(B)</sup> <br>| 200000 | 207727 |
|  |  | 413181 |
| **Pakistan - 0.1%**  | **Pakistan - 0.1%**  | **Pakistan - 0.1%**  |
| Pakistan Government International Bonds |  |  |
| 6.00%, 04/08/2026 <sup>(B)</sup> <br>| 200000 | 199802 |
| **Sri Lanka - 0.1%**  | **Sri Lanka - 0.1%**  | **Sri Lanka - 0.1%**  |
| Sri Lanka Government International Bonds |  |  |
| 3.60% <sup>(I)</sup>, 06/15/2035 - 02/15/2038 <sup>(A)</sup> <br>| 325000 | 300499 |
| **Supranational - 0.1%**  | **Supranational - 0.1%**  | **Supranational - 0.1%**  |
| Africa Finance Corp. |  |  |
| 5.55%, 10/08/2029 <sup>(A)</sup> <br>| 200000 | 204710 |
| Asian Development Bank |  |  |
| 1.88%, 01/24/2030 | 89000 | 82926 |
| Inter-American Development Bank |  |  |
| 4.00%, 01/12/2028 | 85000 | 85638 |
|  |  | 373274 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $17,745,994)**<br>|  | 17983100 |
| **U.S. GOVERNMENT OBLIGATIONS - 3.4%**  | **U.S. GOVERNMENT OBLIGATIONS - 3.4%**  | **U.S. GOVERNMENT OBLIGATIONS - 3.4%**  |
| **U.S. Treasury - 3.4%**  | **U.S. Treasury - 3.4%**  | **U.S. Treasury - 3.4%**  |
| U.S. Treasury Bonds |  |  |
| 4.13%, 08/15/2044 | 4500000 | 4115039 |
| U.S. Treasury Notes |  |  |
| 3.75%, 04/15/2028 - 08/31/2031 | 693000 | 695228 |
| 3.88%, 07/31/2030 - 12/31/2032 | 2688000 | 2670080 |
| 4.00%, 07/31/2032 - 11/15/2035 | 402000 | 397981 |
| 4.25%, 08/15/2035 | 142000 | 142133 |
| 4.38%, 07/31/2026 - 05/15/2034 | 1266000 | 1283452 |
| 4.50%, 05/31/2029 | 437100 | 448608 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $10,065,338)**<br>|  | 9752521 |

---

**Transamerica Funds**

**Page 23**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **PREFERRED STOCKS - 1.6%**  | **PREFERRED STOCKS - 1.6%**  | **PREFERRED STOCKS - 1.6%**  |
| **Automobiles - 0.1%**  | **Automobiles - 0.1%**  | **Automobiles - 0.1%**  |
| Ford Motor Co., |  |  |
| 6.20% | 20778 | $456285 |
| **Banks - 0.4%**  | **Banks - 0.4%**  | **Banks - 0.4%**  |
| Customers Bancorp, Inc., |  |  |
| 5.38% | 48886 | 1094841 |
| **Electric Utilities - 0.3%**  | **Electric Utilities - 0.3%**  | **Electric Utilities - 0.3%**  |
| Xcel Energy, Inc., |  |  |
| 6.25% | 32250 | 803025 |
| **Financial Services - 0.0% \*** | **Financial Services - 0.0% \*** | **Financial Services - 0.0% \*** |
| Corebridge Financial, Inc., |  |  |
| 6.38% | 872 | 20850 |
| **Insurance - 0.7%**  | **Insurance - 0.7%**  | **Insurance - 0.7%**  |
| Aspen Insurance Holdings Ltd., |  |  |
| 7.00% <sup>(F)</sup> <br>| 49896 | 1230934 |
| Brighthouse Financial, Inc., |  |  |
| 6.25% | 40000 | 713600 |
|  |  | 1944534 |
| **Multi-Utilities - 0.1%**  | **Multi-Utilities - 0.1%**  | **Multi-Utilities - 0.1%**  |
| Algonquin Power & Utilities Corp., |  |  |
| &nbsp;&nbsp;&nbsp; Series 19-A, 3-Month LIBOR + 4.01%, <br> 8.53% <sup>(C)</sup> <br>| 10513 | 271866 |
| &nbsp;&nbsp; **Total Preferred Stocks** <br>**(Cost $4,681,620)**<br>|  | 4591401 |
| **COMMON STOCKS - 0.0% \*** | **COMMON STOCKS - 0.0% \*** | **COMMON STOCKS - 0.0% \*** |
| **Energy Equipment & Services - 0.0%**  | **Energy Equipment & Services - 0.0%**  | **Energy Equipment & Services - 0.0%**  |
| Hi Crush Remainco <sup>(L)(N)(O)(P)(Q)</sup> <br>| 78 | 0 |
| **Hotels, Restaurants & Leisure - 0.0% \*** | **Hotels, Restaurants & Leisure - 0.0% \*** | **Hotels, Restaurants & Leisure - 0.0% \*** |
| Aimbridge Acquisition Co., Inc. <sup>(L)</sup> <br>| 1345 | 63215 |
| &nbsp;&nbsp; **Total Common Stocks** <br>**(Cost $91,405)**<br>|  | 63215 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENT COMPANY - 3.7%**  | **SHORT-TERM INVESTMENT COMPANY - 3.7%**  | **SHORT-TERM INVESTMENT COMPANY - 3.7%**  |
| **Money Market Fund - 3.7%**  | **Money Market Fund - 3.7%**  | **Money Market Fund - 3.7%**  |
| &nbsp;&nbsp; State Street Institutional U.S. Government <br> Money Market Fund, <br>3.65% <sup>(R)</sup> <br>| 10380074 | $10380074 |
| &nbsp;&nbsp; **Total Short-Term Investment Company** <br>**(Cost $10,380,074)**<br>|  | 10380074 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.2%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.2%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATIONS - 0.2%**  |
| U.S. Treasury Bills |  |  |
| 3.25% <sup>(R)</sup>, 02/17/2026 | $200000 | 199699 |
| 3.45% <sup>(R)</sup>, 03/05/2026 | 500000 | 498448 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $698,001)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligations** <br>**(Cost $698,001)** | 698147 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 1.5%**  | **OTHER INVESTMENT COMPANY - 1.5%**  | **OTHER INVESTMENT COMPANY - 1.5%**  |
| **Securities Lending Collateral - 1.5%**  | **Securities Lending Collateral - 1.5%**  | **Securities Lending Collateral - 1.5%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.67% <sup>(R)</sup> <br>| 4196665 | 4196665 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $4,196,665)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $4,196,665)** | 4196665 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $282,825,690)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $282,825,690)** | 284139748 |
| **Net Other Assets (Liabilities) - (0.1)%** | **Net Other Assets (Liabilities) - (0.1)%** | (175069) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$283964679** |

---

**FUTURES CONTRACTS:**

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  | **Long Futures Contracts**  |
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Notional** <br>**Amount**<br>| **Value** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| 10-Year U.S. Treasury Ultra Notes | 120 | &nbsp;&nbsp;&nbsp;&nbsp; 03/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; $13912796 | &nbsp;&nbsp;&nbsp;&nbsp; $13698750 | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $(214046)<br>|

---

**FORWARD FOREIGN CURRENCY CONTRACTS:**

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Settlement** <br>**Date**<br>| &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Purchased** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Currency** <br>**Sold** | &nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| JPMS | 02/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; USD | &nbsp;&nbsp; 2521821 | &nbsp;&nbsp;&nbsp;&nbsp; JPY | &nbsp;&nbsp; 383000000 | &nbsp;&nbsp;&nbsp;&nbsp; $43031 | &nbsp;&nbsp;&nbsp;&nbsp; $— |

---

**Transamerica Funds**

**Page 24**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(S)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs** <sup>(T)</sup> <br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Corporate Debt Securities | $— | &nbsp;&nbsp; $137133844 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $137133844 |
| Loan Assignments |  | &nbsp;&nbsp; 44849616 | &nbsp;&nbsp; 120028 | &nbsp;&nbsp; 44969644 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 33752965 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33752965 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 20618172 | &nbsp;&nbsp; — | &nbsp;&nbsp; 20618172 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 17983100 | &nbsp;&nbsp; — | &nbsp;&nbsp; 17983100 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 9752521 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9752521 |
| Preferred Stocks | 4591401 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4591401 |
| Common Stocks |  | &nbsp;&nbsp; 63215 | &nbsp;&nbsp; 0 | &nbsp;&nbsp; 63215 |
| Short-Term Investment Company | 10380074 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 10380074 |
| Short-Term U.S. Government Obligations |  | &nbsp;&nbsp; 698147 | &nbsp;&nbsp; — | &nbsp;&nbsp; 698147 |
| Other Investment Company | 4196665 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4196665 |
| **Total Investments** | **$19168140** | &nbsp;&nbsp; **$264851580** | &nbsp;&nbsp; **$120028** | &nbsp;&nbsp; **$284139748** |
| **Other Financial Instruments** |  |  |  |  |
| Forward Foreign Currency Contracts <sup>(U)</sup> <br>| $— | &nbsp;&nbsp; $43031 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $43031 |
| **Total Other Financial Instruments** | **$—** | &nbsp;&nbsp; **$43031** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$43031** |
| **LIABILITIES** |  |  |  |  |
| **Other Financial Instruments** |  |  |  |  |
| Futures Contracts <sup>(U)</sup> <br>| $(214046)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(214046)<br>|
| **Total Other Financial Instruments** | **$(214046)**<br>| &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$(214046)**<br>|

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

\* *Percentage rounds to less than 0.1% or (0.1)%.*

<sup>(A)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At January 31, 2026, the total value of 144A securities is $86,052,189, representing 30.3% of the* *Fund's net assets.* 

<sup>(B)</sup> *Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside* *the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the* *registration requirements of the Securities Act of 1933. At January 31, 2026, the total value of the Regulation S securities is $23,311,467, representing* *8.2% of the Fund's net assets.* 

<sup>(C)</sup> *Floating or variable rate security. The rate disclosed is as of January 31, 2026. For securities based on a published reference rate and spread, the* *reference rate and spread are indicated within the description. Variable rate securities with a floor or ceiling feature are disclosed at the inherent rate,* *where applicable. Certain variable rate securities are not based on a published reference rate and spread, but are determined by the issuer or agent and* *are based on current market conditions; these securities do not indicate a reference rate and spread in the description.* 

<sup>(D)</sup> *Perpetual maturity. The date displayed is the next call date.*

<sup>(E)</sup> *Security in default; partial receipt of interest payments and/or dividends declared at last payment date. At January 31, 2026, the value of this security is* *$640,080, representing 0.2% of the Fund's net assets.* 

<sup>(F)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $4,374,981, collateralized by cash collateral of $4,196,665 and* *non-cash collateral, such as U.S. government securities of $268,840. The amount on loan indicated may not correspond with the securities on loan* *identified because a security with pending sales are in the process of recall from the brokers.* 

<sup>(G)</sup> *When-issued, delayed-delivery and/or forward commitment (including TBAs) security. Security to be settled and delivered after January 31, 2026.* *Security may display a coupon rate of 0.00%, as the rate is to be determined at time of settlement.* 

<sup>(H)</sup> *Payment in-kind. Security pays interest or dividends in the form of additional bonds or preferred stock. If the security makes a cash payment in addition* *to in-kind, the cash rate is disclosed separately.* 

<sup>(I)</sup> *Step bond. Coupon rate changes in increments to maturity. The rate disclosed is as of January 31, 2026; the maturity date disclosed is the ultimate* *maturity date.* 

<sup>(J)</sup> *All or a portion of the security represents an unsettled loan commitment at January 31, 2026 where the rate will be determined at time of settlement.*

<sup>(K)</sup> *Security in default; no interest payments received and/or dividends declared during the last 12 months. At January 31, 2026, the value of this security* *is $2,565, representing 0.0% of the Fund's net assets.* 

<sup>(L)</sup> *Non-income producing security.*

<sup>(M)</sup> *Fixed rate loan commitment at January 31, 2026.*

**Transamerica Funds**

**Page 25**

------

**Transamerica Strategic Income**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

**FOOTNOTES TO SCHEDULE OF INVESTMENTS (continued):**

<sup>(N)</sup> *Fair valued as determined in good faith in accordance with TAM's procedures. At January 31, 2026, the total value of the securities is $120,028,* *representing 0.0% of the Fund's net assets.* 

<sup>(O)</sup> *Security is Level 3 of the fair value hierarchy and is valued based on unobservable inputs (see Notes to Schedule of Investments). At January 31, 2026,* *the total value of the securities is $120,028, representing 0.0% of the Fund's net assets.* 

<sup>(P)</sup> *Restricted security. At January 31, 2026, the total value of such securities held by the Fund is as follows:*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments** | **Description** | &nbsp;&nbsp; **Acquisition** <br>**Date**<br>| **Acquisition** <br>**Cost**<br>| **Value** | **Value as** <br>**Percentage of** <br>**Net Assets**<br>|
| Common Stocks | Hi Crush Remainco <br>| 10/08/2020 - 11/02/2021 | &nbsp;&nbsp; $473091 | &nbsp;&nbsp; $0 | 0.0<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(Q)</sup> *Security deemed worthless.*

<sup>(R)</sup> *Rate disclosed reflects the yield at January 31, 2026.*

<sup>(S)</sup> *There were no transfers in or out of Level 3 during the period ended January 31, 2026. Please reference the Investment Valuation section of the Notes* *to Schedule of Investments for more information regarding investment valuation and pricing inputs.* 

<sup>(T)</sup> *Level 3 security was not considered significant to the Fund.*

<sup>(U)</sup> *Derivative instruments are valued at unrealized appreciation (depreciation).*

**CURRENCY ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *BRL* | *Brazilian Real* |
| *CLP* | *Chile Peso* |
| *COP* | *Colombian Peso* |
| *HUF* | *Hungary Forint* |
| *JPY* | *Japanese Yen* |
| *MXN* | *Mexico Peso* |
| *USD* | *United States Dollar* |

---

**COUNTERPARTY ABBREVIATION(S):** 

*JPMS* *JPMorgan Securities LLC*

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *CLO* | *Collateralized Loan Obligation* |
| *LIBOR* | *London Interbank Offered Rate* |
| *PJSC* | *Private Joint Stock Co.* |
| *Prime Rate* | *Interest rate charged by banks to their most credit worthy customers* |
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *TBD* | *To Be Determined* |

---

**Transamerica Funds**

**Page 26**

------

**Transamerica Strategic Income**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

Transamerica Strategic Income (the "Fund") is a series of the Transamerica Funds.

Transamerica Asset Management, Inc. ("TAM") has been designated as the Fund's valuation designee pursuant to Rule 2a-5 under the Investment Company Act of 1940, as amended, with responsibility for fair valuation subject to oversight by the Fund's Board of Trustees. The net asset value of the Fund is computed as of the official close of the New York Stock Exchange ("NYSE") each day the NYSE is open for business.

TAM utilizes various methods to measure the fair value of its investments on a recurring basis. Generally Accepted Accounting Principles in the United States of America establishes a hierarchy that prioritizes inputs to valuation methods. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The three levels ("Levels") of inputs of the fair value hierarchy are defined as follows:

Level 1—Unadjusted quoted prices in active markets for identical securities.

Level 2—Inputs, other than quoted prices included in Level 1, which are observable, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates, and similar data.

Level 3—Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available, which may include TAM's own assumptions used in determining the fair value of the Fund's investments and derivative instruments.

The inputs used to measure fair value may fall into different Levels of the fair value hierarchy. In such cases, for disclosure purposes, the Level in the fair value hierarchy that is assigned to the fair value measurement of a security is determined based on the lowest Level input that is significant to the fair value measurement in its entirety. Certain investments that are measured at fair value using Net Asset Value ("NAV") per share, or its equivalent, using the "practical expedient" have not been classified in the fair value Levels. The hierarchy classification of inputs used to value the Fund's investments at January 31, 2026, is disclosed within the Investment Valuation section of the Schedule of Investments.

The availability of observable inputs can vary from security to security and is affected by a wide variety of factors, including, but not limited to, the type of security, whether the security is new and not yet established in the marketplace, the liquidity of markets, and other characteristics particular to the security. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised in determining fair value is generally greatest for instruments categorized in Level 3. Due to the inherent uncertainty of valuation, the determination of values may differ significantly from values that would have been realized had a ready market for investments existed, and the differences could be material.

**Fair value measurements:** Descriptions of the valuation techniques applied to the Fund's significant categories of assets and liabilities measured at fair value on a recurring basis are as follows:

*Asset-backed securities:* The fair value of asset-backed securities is estimated based on models that consider the estimated cash flows of each tranche of the entity, establish a benchmark yield, and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

*Corporate debt securities:* The fair value of corporate debt securities is estimated using various techniques, which consider recently executed transactions in securities of the issuer or comparable issuers, market price quotations (where observable), bond spreads, fundamental data relating to the issuer, and credit default swap spreads adjusted for any basis difference between cash and derivative instruments. While most corporate debt securities are categorized in Level 2 of the fair value hierarchy, in instances where lower relative weight is placed on transaction prices, quotations, or similar observable inputs, they are categorized in Level 3.

*Equity securities:* Securities are stated at the last reported sales price or closing price on the day of valuation taken from the primary exchange where the security is principally traded. To the extent these securities are actively traded and valuation adjustments are not applied, they are categorized in Level 1 of the fair value hierarchy. Equities traded on inactive markets or valued by reference to similar instruments are generally categorized in Level 2 or Level 3 if inputs are unobservable.

**Transamerica Funds**

**Page 27**

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**Transamerica Strategic Income**

------

**NOTES TO SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

*Foreign government obligations:* Foreign government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. Foreign government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Loan assignments:* Loan assignments are normally valued using an income approach, which projects future cash flows and converts those future cash flows to a present value using a discount rate. The resulting present value reflects the likely fair value of the loan. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise are categorized in Level 3.

*U.S. government agency obligations:* U.S. government agency obligations are comprised of two main categories consisting of agency issued debt and mortgage pass-throughs. Generally, agency issued debt securities are valued in a manner similar to U.S. government obligations. Mortgage pass-throughs include to be announced ("TBA") securities and mortgage pass-through certificates. Generally, TBA securities and mortgage pass-throughs are valued using dealer quotations. Depending on market activity levels and whether quotations or other observable data are used, these securities are typically categorized in Level 2 of the fair value hierarchy; otherwise they would be categorized in Level 3.

*U.S. government obligations:* U.S. government obligations are normally valued using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers, and reference data. Certain securities are valued by principally using dealer quotations. U.S. government obligations generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Short-term notes:* The Fund normally values short-term government and U.S. government agency securities using a model that incorporates market observable data such as reported sales of similar securities, broker quotes, yields, bids, offers and reference data. Certain securities are valued by principally using dealer quotations. Short-term government and U.S. government agency securities generally are categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

*Securities lending collateral:* Securities lending collateral is invested in a money market fund which is valued at the actively traded NAV and no valuation adjustments are applied. Securities lending collateral is categorized in Level 1 of the fair value hierarchy.

*Restricted securities:* Restricted securities for which quotations are not readily available are valued at fair value. Restricted securities issued by publicly traded companies are generally valued at a discount to similar publicly traded securities. Restricted securities issued by nonpublic entities may be valued by reference to comparable public entities and/or fundamental data relating to the issuer. Depending on the relative significance of observable valuation inputs, these instruments may be classified in either Level 2 or Level 3 of the fair value hierarchy.

*Derivative instruments:* Centrally cleared or listed derivatives that are actively traded are valued based on quoted prices from the exchange and are categorized in Level 1 of the fair value hierarchy. Over-the-counter ("OTC") derivative contracts include forward, swap, swaption, and option contracts related to interest rates, foreign currencies, credit standing of reference entities, equity prices, or commodity prices. Depending on the product and the terms of the transaction, the fair value of the OTC derivative products are modeled taking into account the counterparties' creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments and the pricing inputs are observed from actively quoted markets, as is the case of interest rate swap and option contracts. The majority of OTC derivative products valued by the Fund using pricing models fall into this category and are categorized within Level 2 of the fair value hierarchy or Level 3 if inputs are unobservable.

**Transamerica Funds**

**Page 28**

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## 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 FUNDS

- **b. Investment Company Act file number:** 811-04556

- **c. CIK number of Registrant:** 0000787623

- **d. LEI of Registrant:** 54930088ZHZE1VMYEY52

- **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 Strategic Income

- **b. EDGAR series identifier (if any):** S000047479

- **c. LEI of Series:** 54930000WQFBEX4N7U31

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $300151658.37

**Total Liabilities:** $17548760.61

**Net Assets:** $282602897.76

**Delayed Delivery Securities:** $3805657.45

**Cash Not Reported:** $823721.11

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -140.21000000 | **1-Year:** -4845.41000000 | **5-Year:** -16201.83000000 | **10-Year:** -9737.99000000 | **30-Year:** -1944.82000000

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

- **3-Month:** -392.09000000 | **1-Year:** -9334.76000000 | **5-Year:** -32919.94000000 | **10-Year:** -13443.97000000 | **30-Year:** -2870.19000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000149082 | 0.36%                | 0.54%                | 0.40%                |
| Class ID C000149084 | 0.39%                | 0.47%                | 0.54%                |
| Class ID C000149085 | 0.39%                | 0.53%                | 0.54%                |
| Class ID C000263010 | 0.39%                | 0.45%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $491163.13               | $-1656932.10                               |
| Month 2  | $138157.45               | $35463.05                                  |
| Month 3  | $145896.77               | $150944.15                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund's Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABG Intermediate Holdings 2 LLC                   | ABG Intermediate Holdings 2 LLC                                                 | CUSIP: 00076VBL3<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |     244029 | PA      | $243655.79    | 0.09%             | 2028-12-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                         | AGCO Corp.                                                                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |      86000 | PA      | $87141.39     | 0.03%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                      | AES Andes SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     500000 | PA      | $531455.19    | 0.19%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                      | AGL CLO 23 Ltd.                                                                 | CUSIP: 00119EAY3<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | KY        |    2000000 | PA      | $1986412.00   | 0.70%             | 2038-04-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                      | AES Corp.                                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      55000 | PA      | $56857.81     | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AI Aqua Merger Sub Inc                            | AI Aqua Merger Sub, Inc.                                                        | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |     315759 | PA      | $315508.26    | 0.11%             | 2028-07-31      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| RelaDyne Inc                                      | RelaDyne, Inc.                                                                  | CUSIP: 00149HAC8<br>LEI: 5493000EBDLH9PYWBS30 | Long             | LON              | CORP              | US        |     424483 | PA      | $420237.72    | 0.15%             | 2030-12-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                      | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     343000 | PA      | $343819.20    | 0.12%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                      | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20640.03     | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                          | AT&T, Inc.                                                                      | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22946.00     | 0.01%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VM Consolidated Inc                               | VM Consolidated, Inc.                                                           | CUSIP: 00215NAP5<br>LEI: 549300GCTGJLEBXJUK89 | Long             | LON              | CORP              | US        |     124490 | PA      | $124905.03    | 0.04%             | 2032-10-01      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Trident TPI Holdings Inc                          | Trident TPI Holdings, Inc.                                                      | CUSIP: 00216EAL3<br>LEI: 549300TPLK304J3RNC85 | Long             | LON              | CORP              | US        |     263008 | PA      | $247263.63    | 0.09%             | 2028-09-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie, Inc.                                                                    | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     312000 | PA      | $302689.95    | 0.11%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                        | AbbVie, Inc.                                                                    | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59925.40     | 0.02%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                             | Accenture Capital, Inc.                                                         | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42290.28     | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                      | Acrisure LLC                                                                    | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |     134566 | PA      | $134398.26    | 0.05%             | 2032-06-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                            | Acrisure LLC/Acrisure Finance, Inc.                                             | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     293000 | PA      | $300384.19    | 0.11%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| The Action Environmental Group Inc                | Action Environmental Group, Inc.                                                | CUSIP: 00507JAF3<br>LEI: 549300BB30QUQC86W666 | Long             | LON              | CORP              | US        |     408736 | PA      | $407203.47    | 0.14%             | 2030-10-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                         | Adobe, Inc.                                                                     | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66260.55     | 0.02%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                               | Africa Finance Corp.                                                            | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |     200000 | PA      | $204710.12    | 0.07%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |      94000 | PA      | $89845.42     | 0.03%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                          | Agilent Technologies, Inc.                                                      | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     122000 | PA      | $110652.72    | 0.04%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                             | Ahead DB Holdings LLC                                                           | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |     192746 | PA      | $189373.15    | 0.07%             | 2031-02-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                        | Air Canada                                                                      | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     165000 | PA      | $164374.29    | 0.06%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                      | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAG1<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      27359 | PA      | $27085.32     | 0.01%             | 2030-03-11      | Floating      | 9.29%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co Inc                      | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 00900YAH9<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | LON              | CORP              | US        |      15181 | PA      | $15029.05     | 0.01%             | 2030-03-11      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp.                                                                 | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     129000 | PA      | $128362.89    | 0.05%             | 2026-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                    | Air Lease Corp.                                                                 | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     110000 | PA      | $108975.93    | 0.04%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                     | Aircastle Ltd.                                                                  | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     180000 | PA      | $179756.86    | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66371.59     | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAC2<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |      64000 | PA      | $64113.22     | 0.02%             | 2031-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                            | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC            | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |     311000 | PA      | $305860.31    | 0.11%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                           | Algonquin Power & Utilities Corp.                                               | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      10513 | NS      | $271866.18    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING                             | Alibaba Group Holding Ltd.                                                      | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $183670.84    | 0.06%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI, Inc.                                                                       | CUSIP: 01741RAM4<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50078.95     | 0.02%             | 2031-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ATI INC                                           | ATI, Inc.                                                                       | CUSIP: 01741RAN2<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | DBT              | CORP              | US        |     200000 | PA      | $209660.60    | 0.07%             | 2030-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |      94000 | PA      | $98258.44     | 0.03%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                            | Allegion U.S. Holding Co., Inc.                                                 | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     122000 | PA      | $126562.20    | 0.04%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                   | Allegro CLO XV Ltd.                                                             | CUSIP: 01749WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $1998392.00   | 0.71%             | 2038-04-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| BREAD FINANCIAL HLDGS                             | Bread Financial Holdings, Inc.                                                  | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |     205000 | PA      | $211124.58    | 0.07%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                | Alliant Holdings Intermediate LLC                                               | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |     204631 | PA      | $203838.27    | 0.07%             | 2031-09-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                          | Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer                    | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $251823.25    | 0.09%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                       | Allied Universal Holdco LLC                                                     | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |     360609 | PA      | $360568.22    | 0.13%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                | Ally Financial, Inc.                                                            | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     325000 | PA      | $338792.37    | 0.12%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Alpha Generation LLC                              | Alpha Generation LLC                                                            | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |     196021 | PA      | $195629.38    | 0.07%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet, Inc.                                                                  | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     331000 | PA      | $317626.55    | 0.11%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                      | Alphabet, Inc.                                                                  | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      90000 | PA      | $88790.28     | 0.03%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                       | AltaGas Ltd.                                                                    | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1040041.00   | 0.37%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                               | Altice Financing SA                                                             | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |     790000 | PA      | $573522.54    | 0.20%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                                | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115411.74    | 0.04%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                    | Amazon.com, Inc.                                                                | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76006.91     | 0.03%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                          | Amcor Flexibles North America, Inc.                                             | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     190000 | PA      | $173679.81    | 0.06%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings LLC          | Amentum Government Services Holdings LLC                                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |     146195 | PA      | $146231.52    | 0.05%             | 2031-09-29      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                       | Ameren Corp.                                                                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     366000 | PA      | $370786.26    | 0.13%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                             | American Airlines, Inc.                                                         | CUSIP: 02376CBM6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |      55409 | PA      | $55305.08     | 0.02%             | 2029-06-04      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                             | American Airlines, Inc.                                                         | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     156768 | PA      | $156326.85    | 0.06%             | 2028-02-15      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines, Inc.                                                         | CUSIP: 02376CBS3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |      73147 | PA      | $73000.30     | 0.03%             | 2028-04-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                           | American Airlines, Inc.                                                         | CUSIP: 02376CBT1<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | KY        |     182733 | PA      | $182999.52    | 0.06%             | 2032-05-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                             | American Airlines, Inc.                                                         | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     345000 | PA      | $351235.88    | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE AND MANUFAC INC                     | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406MBB2<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | LON              | CORP              | US        |     262003 | PA      | $262439.38    | 0.09%             | 2032-02-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBC3<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     212000 | PA      | $216302.54    | 0.08%             | 2032-10-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                           | American Axle & Manufacturing, Inc.                                             | CUSIP: 02406PBD1<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113160.01    | 0.04%             | 2033-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                            | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     175000 | PA      | $177029.54    | 0.06%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                            | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55478.44     | 0.02%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      39000 | PA      | $40853.40     | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                               | American Express Co.                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33430.11     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      58000 | PA      | $51640.71     | 0.02%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                            | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     119000 | PA      | $122376.42    | 0.04%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                               | American Tower Corp.                                                            | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      25000 | PA      | $25022.37     | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                       | Cencora, Inc.                                                                   | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23546.93     | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                         | Amgen, Inc.                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     278000 | PA      | $284580.46    | 0.10%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMKOR TECHNOLOGY INC                              | Amkor Technology, Inc.                                                          | CUSIP: 031652BL3<br>LEI: 529900VHLRTKPWZJBM84 | Long             | DBT              | CORP              | US        |     135000 | PA      | $137579.04    | 0.05%             | 2033-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals LLC                        | Amneal Pharmaceuticals LLC                                                      | CUSIP: 03167DAR5<br>LEI: 54930037VIXE7LRZ1M66 | Long             | LON              | CORP              | US        |     145902 | PA      | $146267.23    | 0.05%             | 2032-08-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp.                                                                  | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46991.42     | 0.02%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                     | Amphenol Corp.                                                                  | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48693.29     | 0.02%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                                  | AmWINS Group, Inc.                                                              | CUSIP: 03234TBB3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |     230003 | PA      | $229417.01    | 0.08%             | 2032-01-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                            | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $192268.93    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                          | Anheuser-Busch InBev Worldwide, Inc.                                            | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     273000 | PA      | $266814.69    | 0.09%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                               | Elevance Health, Inc.                                                           | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     152000 | PA      | $145236.27    | 0.05%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ANTERO MIDSTREAM PART/FI                          | Antero Midstream Partners LP/Antero Midstream Finance Corp.                     | CUSIP: 03690AAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $150059.55    | 0.05%             | 2028-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                   | Antofagasta PLC                                                                 | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205226.00    | 0.07%             | 2035-09-09      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                             | Aon North America, Inc.                                                         | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     303000 | PA      | $315411.22    | 0.11%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc        | Apollo Commercial Real Estate Finance, Inc.                                     | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              |  | US        |     233130 | PA      | $233421.13    | 0.08%             | 2030-06-13      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                         | Apple, Inc.                                                                     | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     361000 | PA      | $341780.02    | 0.12%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                             | Applied Materials, Inc.                                                         | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |      39000 | PA      | $38361.21     | 0.01%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                    | AptarGroup, Inc.                                                                | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |      78000 | PA      | $78474.79     | 0.03%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ascensus Group Holdings Inc.                      | Ascensus Group Holdings, Inc.                                                   | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272872 | PA      | $271507.98    | 0.10%             | 2032-11-24      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ARBOR REALTY SR INC                               | Arbor Realty SR, Inc.                                                           | CUSIP: 03881NAJ6<br>LEI: 549300TW7RTL2CI3CN08 | Long             | DBT              |  | US        |     360000 | PA      | $330245.07    | 0.12%             | 2030-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARCHROCK SERVICES/PARTNE                          | Archrock Services LP/Archrock Partners Finance Corp.                            | CUSIP: 03958CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $44966.05     | 0.02%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP/Archrock Partners Finance Corp.                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $170428.06    | 0.06%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                          | Archrock Partners LP/Archrock Partners Finance Corp.                            | CUSIP: 03959KAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $98476.72     | 0.03%             | 2032-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                            | Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC       | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     200000 | PA      | $205534.20    | 0.07%             | 2031-01-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds | Argentina Republic Government International Bonds                               | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    1300000 | PA      | $1005550.00   | 0.36%             | 2035-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                           | Arthur J Gallagher & Co.                                                        | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196284.31    | 0.07%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                          | Ashton Woods USA LLC/Ashton Woods Finance Co.                                   | CUSIP: 045086AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     265000 | PA      | $267363.27    | 0.09%             | 2033-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                            | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |      89000 | PA      | $82925.67     | 0.03%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC & Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     445000 | PA      | $464938.00    | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                            | Asurion LLC & Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     185000 | PA      | $187027.61    | 0.07%             | 2034-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                      | Assurant, Inc.                                                                  | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      60000 | PA      | $60858.18     | 0.02%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      76000 | PA      | $77613.20     | 0.03%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      76000 | PA      | $78313.78     | 0.03%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                           | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |      94000 | PA      | $96450.35     | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     139561 | PA      | $139357.43    | 0.05%             | 2029-01-20      | Floating      | 9.04%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                     | CUSIP: 04649VBC3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     303753 | PA      | $303847.89    | 0.11%             | 2028-08-19      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                       | Asurion LLC                                                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     174125 | PA      | $174487.70    | 0.06%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                             | Athene Global Funding                                                           | CUSIP: 04685A4D0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     115000 | PA      | $117005.70    | 0.04%             | 2031-11-13      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Athenahealth Group Inc                            | Athenahealth Group, Inc.                                                        | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     458033 | PA      | $451277.10    | 0.16%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                    | AutoNation, Inc.                                                                | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      27000 | PA      | $27059.67     | 0.01%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                      | AutoZone, Inc.                                                                  | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23668.38     | 0.01%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                               | Avantor Funding, Inc.                                                           | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     250000 | PA      | $240059.70    | 0.08%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                            | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     154000 | PA      | $150176.63    | 0.05%             | 2029-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                           | Avis Budget Car Rental LLC/Avis Budget Finance, Inc.                            | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $66867.39     | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                        | Avis Budget Car Rental LLC                                                      | CUSIP: 05377JAU6<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |     321458 | PA      | $320654.82    | 0.11%             | 2032-07-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                             | CUSIP: 05552BAA4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     232000 | PA      | $214223.58    | 0.08%             | 2029-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BCPE Grill Parent                                 | BCPE Grill Parent                                                               | CUSIP: 05553QAB8<br>LEI: 254900GQZ43I22BGT628 | Long             | LON              | CORP              | US        |     280370 | PA      | $262379.74    | 0.09%             | 2030-09-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                       | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1062113.00   | 0.38%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                | BMW U.S. Capital LLC                                                            | CUSIP: 05565EDC6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24095.62     | 0.01%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                           | BPCE SA                                                                         | CUSIP: 05578QAG8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $187806.93    | 0.07%             | 2042-10-19      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                  | Bain Capital Credit CLO Ltd.                                                    | CUSIP: 05682GBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     800000 | PA      | $802333.60    | 0.28%             | 2035-04-22      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                             | Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance   | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $132653.80    | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                          | Banco de Credito e Inversiones SA                                               | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     755000 | PA      | $814882.83    | 0.29%             | 2029-05-08      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                | Banco Santander SA                                                              | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $965502.40    | 0.34%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                          | Banco Mercantil del Norte SA                                                    | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    1500000 | PA      | $1623198.00   | 0.57%             | 2035-05-20      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT COMPANY INC                          | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAN7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |      75000 | PA      | $69875.03     | 0.02%             | 2032-07-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Boxer Parent Company Inc                          | Boxer Parent Co., Inc.                                                          | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |     199267 | PA      | $189801.63    | 0.07%             | 2031-07-30      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                               | Bangkok Bank PCL                                                                | CUSIP: 059895AZ5<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     300000 | PA      | $298866.74    | 0.11%             | 2035-11-26      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BANIJAY ENTERTAINMENT                             | Banijay Entertainment SAS                                                       | CUSIP: 060335AB2<br>LEI: 969500CE0IE2EZ5VBG13 | Long             | DBT              | CORP              | FR        |     200000 | PA      | $207812.00    | 0.07%             | 2029-05-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     423000 | PA      | $397111.75    | 0.14%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     257000 | PA      | $255812.00    | 0.09%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     312000 | PA      | $315689.18    | 0.11%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53826.05     | 0.02%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     174000 | PA      | $177584.60    | 0.06%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                              | Bank of America Corp.                                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     335000 | PA      | $345431.40    | 0.12%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                            | Bank of New York Mellon Corp.                                                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      97000 | PA      | $99680.60     | 0.04%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                               | Bank of Nova Scotia                                                             | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      94000 | PA      | $92038.57     | 0.03%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                    | BankUnited, Inc.                                                                | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |      82000 | PA      | $82431.07     | 0.03%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203718.14    | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                      | Barclays PLC                                                                    | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1077780.00   | 0.38%             | 2035-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                          | Baxter International, Inc.                                                      | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30254.86     | 0.01%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                       | Beach Acquisition Bidco LLC                                                     | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |     160207 | PA      | $160607.22    | 0.06%             | 2032-09-12      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| QXO INC                                           | QXO, Inc.                                                                       | CUSIP: 07368RAM3<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |     150568 | PA      | $150738.65    | 0.05%             | 2032-04-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co.                                                          | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      58000 | PA      | $57132.23     | 0.02%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                             | Becton Dickinson & Co.                                                          | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      71000 | PA      | $71939.48     | 0.03%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     185000 | PA      | $191672.58    | 0.07%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                       | Bell Telephone Co. of Canada or Bell Canada                                     | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     316000 | PA      | $331430.28    | 0.12%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BELO CORP                                         | Belo Corp.                                                                      | CUSIP: 080555AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $207983.60    | 0.07%             | 2027-06-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                           | Belron Finance LLC                                                              | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     113241 | PA      | $113382.59    | 0.04%             | 2031-10-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                          | Berkshire Hathaway Energy Co.                                                   | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167925.95    | 0.06%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging LLC                              | Berlin Packaging LLC                                                            | CUSIP: 08511LBD9<br>LEI: 549300L1HNHO6QOXHH42 | Long             | LON              | CORP              | US        |     163765 | PA      | $163488.13    | 0.06%             | 2031-06-07      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                            | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     217000 | PA      | $232606.64    | 0.08%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                     | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09259GAK9<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |      92827 | PA      | $92652.95     | 0.03%             | 2032-12-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                     | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09259GAL7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | LON              |  | US        |     177013 | PA      | $176570.54    | 0.06%             | 2030-12-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      46000 | PA      | $41870.66     | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                         | Boeing Co.                                                                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     264000 | PA      | $271328.03    | 0.10%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boots Group Bidco Ltd                             | Boots Group Bidco Ltd.                                                          | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | US        |     200000 | PA      | $200500.00    | 0.07%             | 2032-08-30      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      51000 | PA      | $50085.18     | 0.02%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                           | Booz Allen Hamilton, Inc.                                                       | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |      74000 | PA      | $76138.53     | 0.03%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BP CAP MARKETS AMERICA                            | BP Capital Markets America, Inc.                                                | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     211000 | PA      | $210412.49    | 0.07%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                          | Brighthouse Financial, Inc.                                                     | CUSIP: 10922N202<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EP               | CORP              | US        |      40000 | NS      | $713600.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRINKER INTERNATIONAL IN                          | Brinker International, Inc.                                                     | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     185000 | PA      | $195307.46    | 0.07%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                           | Bristol-Myers Squibb Co.                                                        | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     181000 | PA      | $193266.50    | 0.07%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 21-1 A PPT                            | British Airways Pass-Through Trust                                              | CUSIP: 11042CAA8<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |      15174 | PA      | $13874.15     | 0.00%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                          | Province of British Columbia                                                    | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      61000 | PA      | $60425.63     | 0.02%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners Inc                          | Broadstreet Partners, Inc.                                                      | CUSIP: 11132VAY5<br>LEI: 549300BS9N54G8DD0R75 | Long             | LON              | CORP              | US        |     314652 | PA      | $313079.11    | 0.11%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                  | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      39000 | PA      | $33051.50     | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                  | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46939.81     | 0.02%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                      | Broadcom, Inc.                                                                  | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     195000 | PA      | $178455.66    | 0.06%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brown Group Holding LLC                           | Brown Group Holding LLC                                                         | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |     130143 | PA      | $130077.89    | 0.05%             | 2031-07-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                          | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $119849.86    | 0.04%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $329578.85    | 0.12%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     290000 | PA      | $244960.27    | 0.09%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                            | CCO Holdings LLC/CCO Holdings Capital Corp.                                     | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $151448.65    | 0.05%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                 | CBRE Services, Inc.                                                             | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36141.29     | 0.01%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CD&R Hydra Buyer Inc                              | CD&R Hydra Buyer, Inc.                                                          | CUSIP: 12508KAJ6<br>LEI: 549300HW5C2VGPZCHL57 | Long             | LON              | CORP              | US        |     334022 | PA      | $332853.10    | 0.12%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                 | CF Industries, Inc.                                                             | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65253.19     | 0.02%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CFC Bidco 2022 Ltd                                | CFC Bidco Ltd.                                                                  | CUSIP: 12531JAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248075 | PA      | $235670.84    | 0.08%             | 2032-07-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41336.84     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                   | Cigna Group                                                                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      40000 | PA      | $36251.12     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Charlotte Buyer Inc                               | Charlotte Buyer, Inc.                                                           | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     272250 | PA      | $265395.02    | 0.09%             | 2028-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     295000 | PA      | $302272.04    | 0.11%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                            | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51057.65     | 0.02%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307AZ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     445000 | PA      | $284932.17    | 0.10%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                  | CSC Holdings LLC                                                                | CUSIP: 126307BB2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     235000 | PA      | $142504.94    | 0.05%             | 2030-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                          | CSX Corp.                                                                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      66000 | PA      | $65505.89     | 0.02%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNT Holdings I Corp                               | CNT Holdings I Corp.                                                            | CUSIP: 12656AAF6<br>LEI: 254900SYIEHMSB69WT08 | Long             | LON              | CORP              | US        |     264534 | PA      | $263762.23    | 0.09%             | 2032-11-08      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     164000 | PA      | $147318.22    | 0.05%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      97000 | PA      | $101421.37    | 0.04%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                   | CVS Health Corp.                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     262000 | PA      | $274221.25    | 0.10%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CABLE ONE INC                                     | Cable One, Inc.                                                                 | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     262000 | PA      | $190698.09    | 0.07%             | 2030-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| CRH SMW FINANCE DAC                               | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |     200000 | PA      | $206502.38    | 0.07%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                            | Canyon Capital CLO Ltd.                                                         | CUSIP: 13877LBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    2000000 | PA      | $2004974.00   | 0.71%             | 2038-04-15      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                          | Capital One Financial Corp.                                                     | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      83000 | PA      | $82870.93     | 0.03%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                              | Capstone Copper Corp.                                                           | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |     237000 | PA      | $245586.04    | 0.09%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CAPSTONE BORROWER INC                             | Capstone Borrower, Inc.                                                         | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |     166000 | PA      | $154330.65    | 0.05%             | 2030-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                               | Cardinal Health, Inc.                                                           | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34261.71     | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                  | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     385000 | PA      | $396052.58    | 0.14%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                     | Carnival Corp.                                                                  | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      30000 | PA      | $30810.72     | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                               | Carrier Global Corp.                                                            | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      90000 | PA      | $72473.92     | 0.03%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                   | Caterpillar, Inc.                                                               | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     385000 | PA      | $347319.62    | 0.12%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52641.56     | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59471.98     | 0.02%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                          | Caterpillar Financial Services Corp.                                            | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     131000 | PA      | $131436.35    | 0.05%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHAMPIONS FINANCING INC                           | Champions Financing, Inc.                                                       | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     270000 | PA      | $261917.55    | 0.09%             | 2029-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| Crash Champions LLC                               | Crash Champions LLC                                                             | CUSIP: 15870MAC0<br>LEI: 391200ZDD75EGEUJ7625 | Long             | LON              | CORP              | US        |     357089 | PA      | $331893.94    | 0.12%             | 2029-02-23      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| Chamberlain Group Inc                             | Chamberlain Group, Inc.                                                         | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |      99669 | PA      | $99509.20     | 0.04%             | 2032-09-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     166000 | PA      | $149640.05    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                          | Charter Communications Operating LLC/Charter Communications Operating Capital   | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      76000 | PA      | $54391.03     | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter NEX US Inc                                | Charter NEX U.S., Inc.                                                          | CUSIP: 16125TAP7<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |     156910 | PA      | $156909.66    | 0.06%             | 2030-11-29      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                          | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38866.38     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                      | Chevron Corp.                                                                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     324000 | PA      | $300803.98    | 0.11%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                            | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     119000 | PA      | $121714.52    | 0.04%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                 | Cisco Systems, Inc.                                                             | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     151000 | PA      | $154803.83    | 0.05%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      73000 | PA      | $73470.99     | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     312000 | PA      | $315268.66    | 0.11%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      46000 | PA      | $46195.53     | 0.02%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1018274.05   | 0.36%             | 2031-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      88000 | PA      | $88727.95     | 0.03%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                     | Citigroup, Inc.                                                                 | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     133000 | PA      | $132953.09    | 0.05%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                          | Citizens Financial Group, Inc.                                                  | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     104000 | PA      | $108925.51    | 0.04%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co.                                                                   | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     133000 | PA      | $140664.26    | 0.05%             | 2030-11-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                      | SM Energy Co.                                                                   | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      80000 | PA      | $87494.96     | 0.03%             | 2033-06-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| Claros Mortgage Trust Inc                         | Claros Mortgage Trust, Inc.                                                     | CUSIP: 18269PAC6<br>LEI: 549300Z9LU2CZ3K30C16 | Long             | LON              |  | US        |          0 | PA      | $0.01         | 0.00%             | 2026-08-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS INC                                 | Clean Harbors, Inc.                                                             | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     245000 | PA      | $250304.25    | 0.09%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics LLC                          | Clearwater Analytics LLC                                                        | CUSIP: 18512EAF9<br>LEI: 894500N8DN2JO5ZDRQ11 | Long             | LON              | CORP              | US        |      54864 | PA      | $54692.64     | 0.02%             | 2032-04-21      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                            | Clearway Energy Operating LLC                                                   | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |     295000 | PA      | $271516.96    | 0.10%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     405000 | PA      | $415625.58    | 0.15%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                          | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10435.41     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                              | Cleveland-Cliffs, Inc.                                                          | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      90000 | PA      | $94259.43     | 0.03%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group, Inc.                                                      | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      85000 | PA      | $81479.85     | 0.03%             | 2033-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| Forward Air Corporation                           | Forward Air Corp.                                                               | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     210116 | PA      | $209065.90    | 0.07%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     299000 | PA      | $299214.16    | 0.11%             | 2030-04-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                            | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25195.11     | 0.01%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |     198538 | PA      | $197435.11    | 0.07%             | 2029-04-13      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc               | Clydesdale Acquisition Holdings, Inc.                                           | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |      90692 | PA      | $90114.83     | 0.03%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| COBRA ACQUISITIONCO LLC                           | Cobra AcquisitionCo LLC                                                         | CUSIP: 19106CAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     331000 | PA      | $289211.15    | 0.10%             | 2029-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                      | Comcast Corp.                                                                   | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     123000 | PA      | $120977.14    | 0.04%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                           | CUSIP: 201723AP8<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189842.22    | 0.07%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                           | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25417.43     | 0.01%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS CO                              | Commercial Metals Co.                                                           | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51085.46     | 0.02%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                            | Commonwealth Edison Co.                                                         | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13427.79     | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                            | Comstock Resources, Inc.                                                        | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     245000 | PA      | $239046.08    | 0.08%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONCENTRA HEALTH SERVICE                          | Concentra Health Services, Inc.                                                 | CUSIP: 20600DAA1<br>LEI: 984500GB84105F75DE32 | Long             | DBT              | CORP              | US        |     283000 | PA      | $296302.42    | 0.10%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                          | Connect Finco SARL/Connect U.S. Finco LLC                                       | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     400000 | PA      | $424546.80    | 0.15%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                           | Consolidated Edison Co. of New York, Inc.                                       | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      68000 | PA      | $59102.48     | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED ENERGY FIN                           | Consolidated Energy Finance SA                                                  | CUSIP: 20914UAF3<br>LEI: 549300PUNIS0USNSL750 | Long             | DBT              | CORP              | LU        |     355000 | PA      | $292875.00    | 0.10%             | 2028-10-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                          | Constellation Brands, Inc.                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24092.87     | 0.01%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Construction Partners Inc                         | Construction Partners, Inc.                                                     | CUSIP: 21043XAH5<br>LEI: 549300MHLFL4E8JLZU44 | Long             | LON              | CORP              | US        |     183269 | PA      | $183498.58    | 0.06%             | 2031-11-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                           | Cooperatieve Rabobank UA                                                        | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     250000 | PA      | $255517.49    | 0.09%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CoreLogic Inc                                     | CoreLogic, Inc.                                                                 | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |     246909 | PA      | $245674.64    | 0.09%             | 2028-06-02      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| Corel Corporation                                 | Corel Corp.                                                                     | CUSIP: 21871LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     154075 | PA      | $141749.33    | 0.05%             | 2026-07-02      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                          | Corebridge Financial, Inc.                                                      | CUSIP: 21871X208<br>LEI: 549300XY1661QCIA7J65 | Long             | EP               | CORP              | US        |        872 | NS      | $20849.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CODELCO INC                                       | Corp. Nacional del Cobre de Chile                                               | CUSIP: 21987BBQ0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $201000.00    | 0.07%             | 2037-01-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| CORPORACION INMOBILIARIA                          | Corp. Inmobiliaria Vesta SAB de CV                                              | CUSIP: 21989DAB8<br>LEI: 4469000001BIRIFZJ959 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $199380.00    | 0.07%             | 2033-01-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cotiviti Corporation                              | Cotiviti Corp.                                                                  | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     236456 | PA      | $217933.74    | 0.08%             | 2031-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Reworld Holding Corp                              | Reworld Holding Corp.                                                           | CUSIP: 22282GAR8<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     146225 | PA      | $146407.49    | 0.05%             | 2031-01-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp.                                                           | CUSIP: 22282GAS6<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |     128871 | PA      | $128790.63    | 0.05%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REWORLD HOLDING CORP                              | Reworld Holding Corp.                                                           | CUSIP: 22282GAT4<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |      20942 | PA      | $20880.47     | 0.01%             | 2031-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Covetrus Inc                                      | Covetrus, Inc.                                                                  | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |     267399 | PA      | $255867.63    | 0.09%             | 2029-10-13      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                        | CUSIP: 224044CS4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40368.92     | 0.01%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                            | Cox Communications, Inc.                                                        | CUSIP: 224044CU9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |      62000 | PA      | $60738.62     | 0.02%             | 2034-09-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                       | Creative Artists Agency LLC                                                     | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |     406078 | PA      | $404555.33    | 0.14%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                  | Credit Acceptance Corp.                                                         | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $350343.48    | 0.12%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                | Credit Agricole SA                                                              | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $256798.90    | 0.09%             | 2031-05-27      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AR9<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1667000 | PA      | $400080.00    | 0.14%             | 2099-12-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                            | Credit Suisse Group AG                                                          | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $240000.00    | 0.08%             | 2099-12-31      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                              | CUSIP: 228180AB1<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     180000 | PA      | $183645.72    | 0.06%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                | Crown Americas LLC                                                              | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71597.68     | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                              | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     113000 | PA      | $114761.97    | 0.04%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                  | Crown Castle, Inc.                                                              | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |      50000 | PA      | $51907.90     | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                            | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     275000 | PA      | $276722.33    | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CUSTOMERS BANCORP INC                             | Customers Bancorp, Inc.                                                         | CUSIP: 23204G803<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EP               | CORP              | US        |      48886 | NS      | $1094841.08   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                     | DTE Energy Co.                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     158000 | PA      | $160704.57    | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DXP Enterprises, Inc.                             | DXP Enterprises, Inc.                                                           | CUSIP: 23338DAS5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      46322 | PA      | $46572.53     | 0.02%             | 2030-10-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC            | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAW2<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |     137219 | PA      | $137819.67    | 0.05%             | 2030-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC               | Cushman & Wakefield U.S. Borrower LLC                                           | CUSIP: 23340DAX0<br>LEI: 549300870CMN3WI5IF97 | Long             | LON              | CORP              | US        |      86644 | PA      | $86860.72     | 0.03%             | 2030-01-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                            | Darden Restaurants, Inc.                                                        | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33174.73     | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's Inc                               | Dave & Buster's, Inc.                                                           | CUSIP: 23833EAX2<br>LEI: 549300JAVWTAY1FT5Z45 | Long             | LON              | CORP              | US        |     294898 | PA      | $273763.80    | 0.10%             | 2029-06-29      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| DBR LAND HOLDINGS LLC                             | DBR Land Holdings LLC                                                           | CUSIP: 24024BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     205000 | PA      | $209997.90    | 0.07%             | 2030-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Deep Blue Operating I LLC                         | Deep Blue Operating I LLC                                                       | CUSIP: 24369TAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     119181 | PA      | $119329.58    | 0.04%             | 2032-10-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                   | Deere & Co.                                                                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     264000 | PA      | $277983.63    | 0.10%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                        | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     190000 | PA      | $167811.13    | 0.06%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                        | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42285.16     | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                        | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75726.95     | 0.03%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                           | John Deere Capital Corp.                                                        | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |       9000 | PA      | $9152.54      | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                          | Deere Funding Canada Corp.                                                      | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      48000 | PA      | $47910.62     | 0.02%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP/Delek Logistics Finance Corp.                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      79000 | PA      | $82620.16     | 0.03%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                            | Delek Logistics Partners LP/Delek Logistics Finance Corp.                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     280000 | PA      | $287930.44    | 0.10%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                                | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99909.66     | 0.04%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                           | Dell International LLC/EMC Corp.                                                | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |      83000 | PA      | $84172.96     | 0.03%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DHAFRAH PV2 ENERGY COMPA                          | Dhafrah Pv2 Energy Co. LLC                                                      | CUSIP: 25241MAA5<br>LEI: 529900AHXZA1YRZN9C67 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $202737.42    | 0.07%             | 2053-06-30      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                            | Diamondback Energy, Inc.                                                        | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     204000 | PA      | $208909.71    | 0.07%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                            | Purchased USD / Sold JPY                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $43030.82     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                               | Dow Chemical Co.                                                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59951.29     | 0.02%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Dragon Buyer, Inc                                 | Dragon Buyer, Inc.                                                              | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |     248285 | PA      | $245305.24    | 0.09%             | 2031-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 87 CLO Ltd.                                                              | CUSIP: 26246GAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1000000 | PA      | $1004928.00   | 0.36%             | 2038-08-20      | Floating      | 8.24%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                           | Dryden 95 CLO Ltd.                                                              | CUSIP: 262487AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2125000 | PA      | $2120703.25   | 0.75%             | 2034-08-20      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                  | Duke Energy Corp.                                                               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     135000 | PA      | $125339.30    | 0.04%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                 | EOG Resources, Inc.                                                             | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75127.54     | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOC Borrower LLC                                  | EOC Borrower LLC                                                                | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     313016 | PA      | $313015.64    | 0.11%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                               | Eastman Chemical Co.                                                            | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     148000 | PA      | $155054.81    | 0.05%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab, Inc.                                                                    | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     113000 | PA      | $116025.47    | 0.04%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                        | Ecolab, Inc.                                                                    | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |      27000 | PA      | $27269.38     | 0.01%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EDGEWELL PERSONAL CARE                            | Edgewell Personal Care Co.                                                      | CUSIP: 28035QAB8<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     310000 | PA      | $297187.76    | 0.11%             | 2029-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                          | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     218000 | PA      | $214849.92    | 0.08%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     170000 | PA      | $172752.11    | 0.06%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                      | Enbridge, Inc.                                                                  | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      27000 | PA      | $27373.36     | 0.01%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1068591.00   | 0.38%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                | Energy Transfer LP                                                              | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      43000 | PA      | $42953.57     | 0.02%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERSYS                                           | EnerSys                                                                         | CUSIP: 29275YAC6<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | DBT              | CORP              | US        |     230000 | PA      | $228312.56    | 0.08%             | 2027-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                      | Entegris, Inc.                                                                  | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204078.20    | 0.07%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                              | Entergy Arkansas LLC                                                            | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24946.13     | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                          | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34427.46     | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                          | Equitable America Global Funding                                                | CUSIP: 29446Q2F9<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50214.17     | 0.02%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      56000 | PA      | $59865.51     | 0.02%             | 2032-05-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                            | EquipmentShare.com, Inc.                                                        | CUSIP: 29450YAC3<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     302000 | PA      | $318549.60    | 0.11%             | 2033-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                 | EUSHI Finance, Inc.                                                             | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     450000 | PA      | $473304.15    | 0.17%             | 2054-12-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                             | Evergy Kansas Central, Inc.                                                     | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      17000 | PA      | $17223.18     | 0.01%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                              | Excelerate Energy LP                                                            | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |     270000 | PA      | $288732.87    | 0.10%             | 2030-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BK INDIA                            | Export-Import Bank of India                                                     | CUSIP: 30218VAC0<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | NUSS              | IN        |     200000 | PA      | $202556.40    | 0.07%             | 2056-01-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                          | FMC Corp.                                                                       | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1203043.65   | 0.43%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                          | Fortescue Treasury Pty. Ltd.                                                    | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     213000 | PA      | $205800.62    | 0.07%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                          | FNB Corp.                                                                       | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     140000 | PA      | $143184.87    | 0.05%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132D6BF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     949295 | PA      | $898770.30    | 0.32%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWD67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1437370 | PA      | $1276567.15   | 0.45%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1250370 | PA      | $1067683.42   | 0.38%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWEP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2283139 | PA      | $2027708.09   | 0.72%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1661900 | PA      | $1687694.97   | 0.60%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     672888 | PA      | $690681.70    | 0.24%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1365907 | PA      | $1385497.46   | 0.49%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     857748 | PA      | $870050.48    | 0.31%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     888134 | PA      | $900872.16    | 0.32%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3133B9KZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1114462 | PA      | $904838.44    | 0.32%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 3140W3EM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1665105 | PA      | $1414647.80   | 0.50%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 3140XMV86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2120266 | PA      | $1807851.68   | 0.64%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418E3C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1426883 | PA      | $1428148.17   | 0.51%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1675403 | PA      | $1431139.77   | 0.51%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1131640 | PA      | $1069069.95   | 0.38%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1853066 | PA      | $1582902.22   | 0.56%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418ER69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     829515 | PA      | $814980.38    | 0.29%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1987949 | PA      | $1953194.45   | 0.69%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418EV80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1176469 | PA      | $1195809.58   | 0.42%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418FEC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     911695 | PA      | $912059.17    | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                        | Federal National Mortgage Association                                           | CUSIP: 31418FR74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297638 | PA      | $297720.83    | 0.11%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3142J6AN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1451885 | PA      | $1452287.00   | 0.51%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                       | Federal Home Loan Mortgage Corp.                                                | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     962979 | PA      | $976790.64    | 0.35%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                          | Fedex Freight Holding Co., Inc.                                                 | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44050.06     | 0.02%             | 2029-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                             | Federal Express Corp. Pass-Through Trusts                                       | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30771 | PA      | $26933.00     | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                    | FIBRA Prologis                                                                  | CUSIP: 31575KAB1<br>LEI: N/A                  | Long             | DBT              |  | MX        |     200000 | PA      | $196940.00    | 0.07%             | 2038-01-14      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| First Brands Group LLC                            | First Brands Group LLC                                                          | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |      81715 | PA      | $204.29       | 0.00%             | 2027-03-30      | Floating      | 10.81%                | Yes           |                  2 | On Loan: No      |
| First Brands Group, LLC                           | First Brands Group LLC                                                          | CUSIP: 31935HAM9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |          0 | PA      | $0.00         | 0.00%             | 2026-06-29      | Floating      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| FIRST BRANDS GROUP LLC                            | First Brands Group LLC                                                          | CUSIP: 31935HAN7<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |     236126 | PA      | $2361.26      | 0.00%             | 2026-06-29      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares, Inc.                                                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38653.22     | 0.01%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                          | First Citizens BancShares, Inc.                                                 | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      62000 | PA      | $62061.77     | 0.02%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                     | FirstCash, Inc.                                                                 | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     280000 | PA      | $277953.40    | 0.10%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Limited                             | Fleet Midco I Ltd.                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     108531 | PA      | $108666.82    | 0.04%             | 2031-02-21      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                          | Florida Power & Light Co.                                                       | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      82000 | PA      | $85092.46     | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                              | Flutter Treasury DAC                                                            | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     210000 | PA      | $212720.21    | 0.08%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners LLC                      | Focus Financial Partners LLC                                                    | CUSIP: 34416DBD9<br>LEI: 5493007L0E0VKRC2CP39 | Long             | LON              | CORP              | US        |     355070 | PA      | $352703.00    | 0.12%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| FOCUS FINANCIAL PARTNERS                          | Focus Financial Partners LLC                                                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |     280000 | PA      | $286644.40    | 0.10%             | 2031-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                | Ford Motor Co.                                                                  | CUSIP: 345370845<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EP               | CORP              | US        |      20778 | NS      | $456284.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                          | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206564.73    | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fortress Intermediate 3, Inc                      | Fortress Intermediate 3, Inc.                                                   | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |     298498 | PA      | $289543.17    | 0.10%             | 2031-06-27      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                             | Foundry JV Holdco LLC                                                           | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206733.06    | 0.07%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GBT US III LLC                                    | GBT U.S. III LLC                                                                | CUSIP: 36154HAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     248120 | PA      | $246466.08    | 0.09%             | 2031-07-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                        | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1129161 | PA      | $978706.08    | 0.35%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                        | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1484381 | PA      | $1341631.74   | 0.47%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                        | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1901631 | PA      | $1718214.30   | 0.61%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association          | Government National Mortgage Association                                        | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1646109 | PA      | $1667446.77   | 0.59%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                             | GFL Environmental, Inc.                                                         | CUSIP: 36257SAB8<br>LEI: 254900PGDQWC19PRP053 | Long             | LON              | CORP              | US        |     367907 | PA      | $367446.79    | 0.13%             | 2032-03-03      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                 | GXO Logistics, Inc.                                                             | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |      45000 | PA      | $47468.34     | 0.02%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                            | GE HealthCare Technologies, Inc.                                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102831.94    | 0.04%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL HOL                             | GFL Environmental Holdings U.S., Inc.                                           | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $155356.83    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                              | Garda World Security Corp.                                                      | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |     280000 | PA      | $287017.60    | 0.10%             | 2031-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                             | GC Treasury Center Co. Ltd.                                                     | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     350000 | PA      | $359138.47    | 0.13%             | 2035-03-10      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                 | General Motors Co.                                                              | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |      52000 | PA      | $53311.66     | 0.02%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27479.37     | 0.01%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                            | General Motors Financial Co., Inc.                                              | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     134000 | PA      | $139884.60    | 0.05%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     345000 | PA      | $363081.11    | 0.13%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                             | Genesis Energy LP/Genesis Energy Finance Corp.                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15654.93     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                             | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49594.80     | 0.02%             | 2026-05-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                               | Georgia-Pacific LLC                                                             | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24252.73     | 0.01%             | 2028-06-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences, Inc.                                                           | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      65000 | PA      | $66771.05     | 0.02%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                               | Gilead Sciences, Inc.                                                           | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      44000 | PA      | $44982.04     | 0.02%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                           | GlaxoSmithKline Capital, Inc.                                                   | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50801.95     | 0.02%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments, Inc.                                                           | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50062.48     | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                               | Global Payments, Inc.                                                           | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      60000 | PA      | $59497.01     | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                            | Global Atlantic Fin Co.                                                         | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     700000 | PA      | $723540.30    | 0.26%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer Inc                                  | Gloves Buyer, Inc.                                                              | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |     276781 | PA      | $274635.95    | 0.10%             | 2032-05-21      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                     | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     218000 | PA      | $215858.06    | 0.08%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                     | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      75000 | PA      | $71329.99     | 0.03%             | 2030-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                        | goeasy Ltd.                                                                     | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      85000 | PA      | $79896.88     | 0.03%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      37000 | PA      | $37502.12     | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      48000 | PA      | $47726.23     | 0.02%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      51000 | PA      | $56618.36     | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16037.94     | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     295000 | PA      | $263805.95    | 0.09%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                           | Goldman Sachs Group, Inc.                                                       | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     160000 | PA      | $160111.08    | 0.06%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Goodnight Water Solutions LLC                     | Goodnight Water Solutions LLC                                                   | CUSIP: 38238YAC3<br>LEI: 254900CZJ6KUEVU9QV27 | Long             | LON              | CORP              | US        |     197884 | PA      | $195904.76    | 0.07%             | 2029-06-04      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FINANCE SIX                            | Goodman U.S. Finance Six LLC                                                    | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              |  | US        |      27000 | PA      | $27031.26     | 0.01%             | 2034-10-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Greystar Real Estate Partners, LLC                | Greystar Real Estate Partners LLC                                               | CUSIP: 39806LAJ6<br>LEI: 254900HGC806SXAS4M46 | Long             | LON              | CORP              | US        |     297748 | PA      | $298492.15    | 0.11%             | 2030-08-21      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| GREYSTAR REAL ESTATE PAR                          | Greystar Real Estate Partners LLC                                               | CUSIP: 39807UAD8<br>LEI: 254900HGC806SXAS4M46 | Long             | DBT              | CORP              | US        |     190000 | PA      | $200524.48    | 0.07%             | 2030-09-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Groundworks LLC                                   | Groundworks LLC                                                                 | CUSIP: 39954EAB9<br>LEI: 254900K8GTHJMCG1DB32 | Long             | LON              | CORP              | US        |     177844 | PA      | $178362.38    | 0.06%             | 2031-03-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                              | GrubHub Holdings, Inc.                                                          | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     327360 | PA      | $267890.67    | 0.09%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| Gulfside Supply Inc                               | Gulfside Supply, Inc.                                                           | CUSIP: 40273UAE9<br>LEI: 5493009BEGVKVXE2HW08 | Long             | LON              | CORP              | US        |     205209 | PA      | $198710.33    | 0.07%             | 2031-06-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     355000 | PA      | $336891.77    | 0.12%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                          | HLF Financing SARL LLC/Herbalife International, Inc.                            | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     305000 | PA      | $327920.45    | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                  | HF Sinclair Corp.                                                               | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      32000 | PA      | $31994.73     | 0.01%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital, Inc.                                     | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62892.58     | 0.02%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     119000 | PA      | $114412.30    | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                       | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11727.74     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                       | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48863.91     | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                           | HCA, Inc.                                                                       | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      54000 | PA      | $56304.00     | 0.02%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $207926.95    | 0.07%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                 | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205431.01    | 0.07%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                            | HA Sustainable Infrastructure Capital, Inc.                                     | CUSIP: 41068XAG5<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $230780.00    | 0.08%             | 2056-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                            | Harvest Midstream I LP                                                          | CUSIP: 417558AB9<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     445000 | PA      | $464804.28    | 0.16%             | 2032-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                             | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      68000 | PA      | $71370.28     | 0.03%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                             | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     185000 | PA      | $195787.54    | 0.07%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC              | Herschend Entertainment Co. LLC                                                 | CUSIP: 42778EAG6<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |     139998 | PA      | $140418.03    | 0.05%             | 2032-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Herschend Entertainment Company, LLC              | Herschend Entertainment Co. LLC                                                 | CUSIP: 42778EAH4<br>LEI: 54930087KQ7RPDXK0716 | Long             | LON              | CORP              | US        |      25593 | PA      | $25593.14     | 0.01%             | 2032-05-27      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                   | Hershey Co.                                                                     | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     208000 | PA      | $211304.96    | 0.07%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                    | Hertz Corp.                                                                     | CUSIP: 428040DA4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |      52000 | PA      | $49111.70     | 0.02%             | 2026-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                                    | Hertz Corp.                                                                     | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166087.19    | 0.06%             | 2029-07-15      | Fixed         | 12.63%                | No            |                  2 | On Loan: No      |
| Hertz Corporation (The)                           | Hertz Corp.                                                                     | CUSIP: 42804VBD2<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |     359830 | PA      | $304056.75    | 0.11%             | 2028-06-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                  | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      47000 | PA      | $46769.66     | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highline Aftermarket Acquisition, LLC             | Highline Aftermarket Acquisition LLC                                            | CUSIP: 43110HAF6<br>LEI: 254900Q5W6G5KG3GHJ04 | Long             | LON              | CORP              | US        |     222438 | PA      | $222437.89    | 0.08%             | 2030-02-19      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| HighTower Holdings LLC                            | HighTower Holdings LLC                                                          | CUSIP: 43117LAP8<br>LEI: 254900MKOSB7RTMA9K12 | Long             | LON              | CORP              | US        |     235839 | PA      | $234954.98    | 0.08%             | 2032-02-03      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     483000 | PA      | $466448.07    | 0.17%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50000 | PA      | $47954.67     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                          | Hilcorp Energy I LP/Hilcorp Finance Co.                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14514.51     | 0.01%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                          | Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc.       | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     365000 | PA      | $354883.37    | 0.13%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                    | Home Depot, Inc.                                                                | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44236.98     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Homeserve USA Holding Corp                        | Homeserve USA Holding Corp.                                                     | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |     198485 | PA      | $197554.35    | 0.07%             | 2030-10-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                           | Honeywell International, Inc.                                                   | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      19000 | PA      | $16643.55     | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                 | Hormel Foods Corp.                                                              | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65660.92     | 0.02%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOWARD MIDSTREAM ENERGY                           | Howard Midstream Energy Partners LLC                                            | CUSIP: 442722AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $316891.50    | 0.11%             | 2032-07-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                          | Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     265000 | PA      | $274081.82    | 0.10%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HUB International Limited                         | HUB International Ltd.                                                          | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |     250021 | PA      | $249817.09    | 0.09%             | 2030-06-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                               | Hudbay Minerals, Inc.                                                           | CUSIP: 443628AH5<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |     180000 | PA      | $181645.38    | 0.06%             | 2029-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                    | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      87000 | PA      | $87675.77     | 0.03%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                        | Humana, Inc.                                                                    | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     442000 | PA      | $457557.16    | 0.16%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                             | Huntington Bancshares, Inc.                                                     | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     334000 | PA      | $332385.02    | 0.12%             | 2041-01-28      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66897.24     | 0.02%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35312.46     | 0.01%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      51000 | PA      | $52955.71     | 0.02%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                           | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56020.56     | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                              | IBM International Capital Pte. Ltd.                                             | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     166000 | PA      | $168873.13    | 0.06%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                   | IHS Holding Ltd.                                                                | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $208879.91    | 0.07%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| IMC Financing LLC                                 | IMC Financing LLC                                                               | CUSIP: 44967NAB4<br>LEI: 724500MHXKWDKAGMOW56 | Long             | LON              | CORP              | NL        |     114612 | PA      | $115184.61    | 0.04%             | 2032-06-18      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                 | Iliad Holding SAS                                                               | CUSIP: 449691AG9<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |     604000 | PA      | $619075.84    | 0.22%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IXS Holdings Inc                                  | IXS Holdings, Inc.                                                              | CUSIP: 45074HAC2<br>LEI: 254900I3GPHU9VH9Z454 | Long             | LON              | CORP              | US        |     208950 | PA      | $208688.81    | 0.07%             | 2029-09-05      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                  | ITT Holdings LLC                                                                | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     475000 | PA      | $457943.32    | 0.16%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Icebox Holdco III Inc                             | Icebox Holdco III, Inc.                                                         | CUSIP: 45114NAB3<br>LEI: 254900DLB65AKI8CQ466 | Long             | LON              | CORP              | US        |     142811 | PA      | $143048.88    | 0.05%             | 2031-12-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                 | Imola Merger Corp.                                                              | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     235000 | PA      | $231222.82    | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 45344LAD5<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     193000 | PA      | $191433.34    | 0.07%             | 2032-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Nielsen Consumer Inc                              | Nielsen Consumer, Inc.                                                          | CUSIP: 45674PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     283741 | PA      | $282322.38    | 0.10%             | 2030-10-31      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                      | ING Groep NV                                                                    | CUSIP: 456837AZ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $909617.26    | 0.32%             | 2031-05-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION                               | Insulet Corp.                                                                   | CUSIP: 45784PAL5<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     268000 | PA      | $278908.67    | 0.10%             | 2033-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                        | Intel Corp.                                                                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      46000 | PA      | $44603.88     | 0.02%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                           | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |      85000 | PA      | $85638.21     | 0.03%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                          | International Business Machines Corp.                                           | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99842.82     | 0.04%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INVERSIONES CMPC SA                               | Inversiones CMPC SA                                                             | CUSIP: 46128MAT8<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $205089.29    | 0.07%             | 2034-02-26      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| ION PLAT FIN US/SARL                              | ION Platform Finance U.S., Inc./ION Platform Finance SARL                       | CUSIP: 46206AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $256004.87    | 0.09%             | 2028-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ION PLAT FIN US/SARL                              | ION Platform Finance U.S., Inc./ION Platform Finance SARL                       | CUSIP: 46206AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $251949.26    | 0.09%             | 2028-05-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US Inc                       | ION Platform Finance U.S., Inc.                                                 | CUSIP: 46206RAC9<br>LEI: 213800FKHT3BRRKMCC89 | Long             | LON              | CORP              | US        |     341080 | PA      | $305053.79    | 0.11%             | 2032-10-07      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| IRIS Holdings Inc                                 | Iris Holding, Inc.                                                              | CUSIP: 46271BAB6<br>LEI: 54930013SPZ2NB3I3V40 | Long             | LON              | CORP              | US        |     281998 | PA      | $272524.21    | 0.10%             | 2028-06-28      | Floating      | 8.52%                 | No            |                  2 | On Loan: No      |
| IRIS HOLDING INC                                  | Iris Holding, Inc.                                                              | CUSIP: 462914AA0<br>LEI: 54930013SPZ2NB3I3V40 | Long             | DBT              | CORP              | US        |     290000 | PA      | $262058.24    | 0.09%             | 2028-12-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65155.07     | 0.02%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     256000 | PA      | $254651.83    | 0.09%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     346000 | PA      | $311745.21    | 0.11%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     111000 | PA      | $121112.93    | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56517.67     | 0.02%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                               | JPMorgan Chase & Co.                                                            | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      59000 | PA      | $60608.96     | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     295000 | PA      | $310166.84    | 0.11%             | 2031-04-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     129000 | PA      | $131387.40    | 0.05%             | 2032-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                           | Jane Street Group/JSG Finance, Inc.                                             | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      29000 | PA      | $30164.02     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                          | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings             | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     200000 | PA      | $201918.00    | 0.07%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Jump Financial LLC                                | Jump Financial LLC                                                              | CUSIP: 48138UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     274229 | PA      | $272857.99    | 0.10%             | 2032-02-26      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| KREF Holdings X LLC                               | KREF Holdings X LLC                                                             | CUSIP: 48266YAH6<br>LEI: N/A                  | Long             | LON              |  | US        |     178390 | PA      | $178389.76    | 0.06%             | 2032-03-05      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| KALLPA GENERACION SA                              | Kallpa Generacion SA                                                            | CUSIP: 48344FAC4<br>LEI: 549300NG1PWEI5BZG095 | Long             | DBT              | CORP              | PE        |     200000 | PA      | $200212.00    | 0.07%             | 2035-09-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                         | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     119000 | PA      | $136512.38    | 0.05%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KENNEDY-WILSON INC                                | Kennedy-Wilson, Inc.                                                            | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     286000 | PA      | $279866.36    | 0.10%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY POWER CO                                 | Kentucky Power Co.                                                              | CUSIP: 491386AP3<br>LEI: JHOZYZ5WPEXWR477VH72 | Long             | DBT              | CORP              | US        |     105000 | PA      | $114186.20    | 0.04%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                        | Kenvue, Inc.                                                                    | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51038.87     | 0.02%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      44000 | PA      | $45080.83     | 0.02%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                           | KeyCorp                                                                         | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38043.32     | 0.01%             | 2037-01-28      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                             | KeySpan Gas East Corp.                                                          | CUSIP: 49338CAD5<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68394.26     | 0.02%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                 | Kinder Morgan, Inc.                                                             | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     442000 | PA      | $457180.58    | 0.16%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |     265000 | PA      | $274861.98    | 0.10%             | 2029-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAD6<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      54000 | PA      | $55311.28     | 0.02%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                           | Kodiak Gas Services LLC                                                         | CUSIP: 50012LAE4<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |      56000 | PA      | $57863.46     | 0.02%             | 2035-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                | Kohl's Corp.                                                                    | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     120000 | PA      | $102730.43    | 0.04%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                              | Kraft Heinz Foods Co.                                                           | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      37000 | PA      | $38014.36     | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                         | Kroger Co.                                                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35031.85     | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUEHG Corp                                        | KUEHG Corp.                                                                     | CUSIP: 50118YAH2<br>LEI: 549300YNT566T1NYJX62 | Long             | LON              | CORP              | US        |     147501 | PA      | $138614.47    | 0.05%             | 2030-06-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                              | Kyndryl Holdings, Inc.                                                          | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      50000 | PA      | $45559.59     | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LBM Acquisition LLC                               | LBM Acquisition LLC                                                             | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |     316027 | PA      | $303237.87    | 0.11%             | 2031-06-06      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                               | LCM 41 Ltd.                                                                     | CUSIP: 501971AW5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |    2150000 | PA      | $2154072.10   | 0.76%             | 2036-04-15      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                           | Les Schwab Tire Centers                                                         | CUSIP: 50220KAD6<br>LEI: 549300GJM1TKHPYFPF83 | Long             | LON              | CORP              | US        |      65783 | PA      | $65742.34     | 0.02%             | 2031-04-23      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| LSF12 CROWN US CORCAL BDCO LLC                    | LSF12 Crown U.S. Commercial Bidco LLC                                           | CUSIP: 50221UAE1<br>LEI: 254900FI2OCFTJ9PAJ18 | Long             | LON              | CORP              | US        |     253196 | PA      | $252985.02    | 0.09%             | 2031-12-02      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42690.61     | 0.02%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                 | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48917.71     | 0.02%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                          | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.               | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              |  | US        |     250000 | PA      | $247913.70    | 0.09%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LAND O'LAKES INC                                  | Land O' Lakes, Inc.                                                             | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1579725.00   | 0.56%             | 2028-09-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                           | Crescent Energy Finance LLC                                                     | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     190000 | PA      | $189037.38    | 0.07%             | 2032-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                               | LBM Acquisition LLC                                                             | CUSIP: 52109SAB5<br>LEI: 549300FAEB3VWZL4NI86 | Long             | DBT              | CORP              | US        |     180000 | PA      | $189561.42    | 0.07%             | 2031-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                       | Lennar Corp.                                                                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |      38000 | PA      | $39166.08     | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                          | Liberty Mutual Group, Inc.                                                      | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    1822000 | PA      | $1217397.50   | 0.43%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY UTILITIES FIN                             | Liberty Utilities Finance GP 1                                                  | CUSIP: 531546AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      45000 | PA      | $40802.85     | 0.01%             | 2030-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                           | Light & Wonder International, Inc.                                              | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |     245000 | PA      | $248062.50    | 0.09%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co.                                                                 | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21856.19     | 0.01%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                    | Eli Lilly & Co.                                                                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54411.12     | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 539439BF5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     400000 | PA      | $396833.84    | 0.14%             | 2035-09-27      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                          | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $209305.09    | 0.07%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                              | Lockheed Martin Corp.                                                           | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      62000 | PA      | $63769.53     | 0.02%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bella Holding Company LLC                         | Bella Holding Co. LLC                                                           | CUSIP: 54317EAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     357982 | PA      | $357832.37    | 0.13%             | 2028-05-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                              | M&T Bank Corp.                                                                  | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45468.64     | 0.02%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| M6 ETX Holdings II Midco LLC                      | M6 ETX Holdings II Midco LLC                                                    | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     292313 | PA      | $292861.39    | 0.10%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                           | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      77000 | PA      | $77834.82     | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MADISON IAQ LLC                                   | Madison IAQ LLC                                                                 | CUSIP: 55759VAE8<br>LEI: 549300IXDNBXNHUPBU73 | Long             | LON              | CORP              | US        |     177254 | PA      | $177290.75    | 0.06%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                          | Madison Park Funding XXXV Ltd.                                                  | CUSIP: 55819MBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1250000.00   | 0.44%             | 2039-02-13      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                          | Warnermedia Holdings, Inc.                                                      | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     265000 | PA      | $186162.50    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                           | Manulife Financial Corp.                                                        | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $41938.43     | 0.01%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MARS INC                                          | Mars, Inc.                                                                      | CUSIP: 571676AU9<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     162000 | PA      | $165108.01    | 0.06%             | 2031-04-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                          | Marsh & McLennan Cos., Inc.                                                     | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      56000 | PA      | $56613.38     | 0.02%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     164000 | PA      | $152199.19    | 0.05%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                            | Marriott International, Inc.                                                    | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28576.34     | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                          | Martin Marietta Materials, Inc.                                                 | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |      43000 | PA      | $38801.65     | 0.01%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                        | MasTec, Inc.                                                                    | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |      58000 | PA      | $60676.25     | 0.02%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                    | Mastercard, Inc.                                                                | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75381.14     | 0.03%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     138000 | PA      | $130073.18    | 0.05%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57667JAA0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      48000 | PA      | $43467.00     | 0.02%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                            | Match Group Holdings II LLC                                                     | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130482.71    | 0.05%             | 2033-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp.                                                             | CUSIP: 57701RAM4<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |     226000 | PA      | $220676.14    | 0.08%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MATTAMY GROUP CORP                                | Mattamy Group Corp.                                                             | CUSIP: 57701RAQ5<br>LEI: 5493008TNY7A82WCXU31 | Long             | DBT              | CORP              | CA        |      70000 | PA      | $68779.81     | 0.02%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services Corp.                 | Mavis Tire Express Services Corp.                                               | CUSIP: 57777YAG1<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |     382757 | PA      | $382039.60    | 0.14%             | 2028-05-04      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                   | McDonald's Corp.                                                                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     317000 | PA      | $323507.76    | 0.11%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                     | McKesson Corp.                                                                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |      87000 | PA      | $89467.41     | 0.03%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                               | Medline Borrower LP                                                             | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     236548 | PA      | $236794.42    | 0.08%             | 2030-10-23      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                           | Meituan                                                                         | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $201396.16    | 0.07%             | 2029-10-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd.                                                      | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     225000 | PA      | $222678.66    | 0.08%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                    | Merck & Co., Inc.                                                               | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     111000 | PA      | $111958.66    | 0.04%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                     | Methanex Corp.                                                                  | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |       4000 | PA      | $4023.10      | 0.00%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METHANEX US OPERATIONS                            | Methanex U.S. Operations, Inc.                                                  | CUSIP: 59151LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $329989.12    | 0.12%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                          | FirstEnergy Pennsylvania Electric Co.                                           | CUSIP: 591894CE8<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102184.76    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO SA DE CV                            | Minera Mexico SA de CV                                                          | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $207030.00    | 0.07%             | 2032-02-12      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                          | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     476000 | PA      | $499994.84    | 0.18%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                          | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      45000 | PA      | $47293.00     | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MINERALS TECHNOLOGIES IN                          | Minerals Technologies, Inc.                                                     | CUSIP: 603158AA4<br>LEI: 549300D3I1QU67GP6403 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248125.00    | 0.09%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                            | Mitsubishi UFJ Financial Group, Inc.                                            | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $415822.14    | 0.15%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207826.66    | 0.07%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                            | Mizuho Financial Group, Inc.                                                    | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $208715.77    | 0.07%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                 | Mobius Merger Sub, Inc.                                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $185905.23    | 0.07%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Moneygram International Inc                       | Moneygram International, Inc.                                                   | CUSIP: 60935QAT3<br>LEI: 5299002DLX0Q04KC4156 | Long             | LON              | CORP              | US        |     318010 | PA      | $187625.73    | 0.07%             | 2030-06-03      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     262000 | PA      | $254386.36    | 0.09%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      56000 | PA      | $49242.48     | 0.02%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      29000 | PA      | $29475.75     | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      26000 | PA      | $27207.86     | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46143.46     | 0.02%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23281.96     | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                    | Morgan Stanley                                                                  | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52350.39     | 0.02%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                         | Mosaic Co.                                                                      | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49133.52     | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                               | Medline Borrower LP                                                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     370000 | PA      | $361756.50    | 0.13%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                   | Murphy Oil Corp.                                                                | CUSIP: 626717AQ5<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     255000 | PA      | $254078.67    | 0.09%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA INC                                | Murphy Oil USA, Inc.                                                            | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |     235000 | PA      | $233849.93    | 0.08%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                               | Muthoot Finance Ltd.                                                            | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $205156.99    | 0.07%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     535000 | PA      | $571749.15    | 0.20%             | 2029-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      10000 | PA      | $10248.06     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      12000 | PA      | $12032.85     | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                               | NCL Corp. Ltd.                                                                  | CUSIP: 62886HBZ3<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       5000 | PA      | $5027.63      | 0.00%             | 2033-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |      95000 | PA      | $98584.26     | 0.03%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                             | NGL Energy Operating LLC/NGL Energy Finance Corp.                               | CUSIP: 62922LAD0<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     250000 | PA      | $261664.50    | 0.09%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                                | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     535000 | PA      | $499797.74    | 0.18%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                                | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50331.60     | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                    | NRG Energy, Inc.                                                                | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25260.93     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NARRAGANSETT ELECTRIC                             | Narragansett Electric Co.                                                       | CUSIP: 631005BK0<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |      47000 | PA      | $48310.27     | 0.02%             | 2034-05-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                          | National Health Investors, Inc.                                                 | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |      14000 | PA      | $14020.69     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53215.28     | 0.02%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      34000 | PA      | $34516.96     | 0.01%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22105.06     | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                          | National Rural Utilities Cooperative Finance Corp.                              | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     216000 | PA      | $216482.99    | 0.08%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                 | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204190.02    | 0.07%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco U.S., Inc.                                                        | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     477000 | PA      | $489786.46    | 0.17%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neptune Bidco US Inc                              | Neptune Bidco U.S., Inc.                                                        | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     461134 | PA      | $452488.21    | 0.16%             | 2029-04-11      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                       | Netflix, Inc.                                                                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     170000 | PA      | $173528.71    | 0.06%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS                           | New York State Electric & Gas Corp.                                             | CUSIP: 649840CV5<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |      24000 | PA      | $25432.26     | 0.01%             | 2033-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33377.59     | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                            | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      83000 | PA      | $86215.54     | 0.03%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     375000 | PA      | $386956.50    | 0.14%             | 2029-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| NEXUS Buyer LLC                                   | NEXUS Buyer LLC                                                                 | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |     336155 | PA      | $327210.59    | 0.12%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                               | Nomura Holdings, Inc.                                                           | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $207782.80    | 0.07%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                   | Nordea Bank Abp                                                                 | CUSIP: 65558RAD1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     200000 | PA      | $204521.76    | 0.07%             | 2027-09-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                            | Northern Oil & Gas, Inc.                                                        | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     260000 | PA      | $262500.94    | 0.09%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                             | Northrop Grumman Corp.                                                          | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     329000 | PA      | $333389.29    | 0.12%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                          | Northwestern Mutual Global Funding                                              | CUSIP: 66815L2K4<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47376.57     | 0.02%             | 2027-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital, Inc.                                                               | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     220000 | PA      | $225482.62    | 0.08%             | 2030-09-30      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                   | Gen Digital, Inc.                                                               | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33159.03     | 0.01%             | 2033-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                             | Novartis Capital Corp.                                                          | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49819.66     | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                      | Novelis Corp.                                                                   | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     243000 | PA      | $247528.31    | 0.09%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                               | NuStar Logistics LP                                                             | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |     120000 | PA      | $125730.00    | 0.04%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                       | Nutrien Ltd.                                                                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     122000 | PA      | $124192.83    | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                       | Nutrien Ltd.                                                                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      36000 | PA      | $36569.55     | 0.01%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                | nVent Finance SARL                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     134000 | PA      | $120154.89    | 0.04%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                           | O'Reilly Automotive, Inc.                                                       | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27831.41     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp.                                                      | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      38000 | PA      | $40534.14     | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                          | Occidental Petroleum Corp.                                                      | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     290000 | PA      | $306668.04    | 0.11%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                           | Oncor Electric Delivery Co. LLC                                                 | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43941.50     | 0.02%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                         | ONEOK, Inc.                                                                     | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      94000 | PA      | $94421.70     | 0.03%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG CO-IS                          | Ontario Gaming GTA LP/OTG Co-Issuer, Inc.                                       | CUSIP: 68306MAA7<br>LEI: 894500EC9KLZLOC3V025 | Long             | DBT              | CORP              | CA        |     250000 | PA      | $240094.73    | 0.08%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                    | Open Text Corp.                                                                 | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $185635.88    | 0.07%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Openlane Inc                                      | Openlane, Inc.                                                                  | CUSIP: 68373AAD5<br>LEI: 5493004HKD20LBSG7D03 | Long             | LON              | CORP              | US        |     225000 | PA      | $224859.38    | 0.08%             | 2032-10-08      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      36000 | PA      | $36840.85     | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      86000 | PA      | $82154.42     | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      48000 | PA      | $46797.34     | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                       | Oracle Corp.                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      51000 | PA      | $49781.32     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                          | Organon & Co./Organon Foreign Debt Co-Issuer BV                                 | CUSIP: 68622TAB7<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181630.60    | 0.06%             | 2031-04-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Orion US Finco Inc.                               | Orion U.S. Finco, Inc.                                                          | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     159017 | PA      | $158937.94    | 0.06%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                              | Osaic Holdings, Inc.                                                            | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |     193226 | PA      | $191454.61    | 0.07%             | 2032-07-30      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Osmose Utilities Services Inc                     | Osmose Utilities Services, Inc.                                                 | CUSIP: 68835HAH3<br>LEI: 549300FSLVHLFZ3S0D82 | Long             | LON              | CORP              | US        |     208151 | PA      | $202079.72    | 0.07%             | 2028-06-23      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                               | Otis Worldwide Corp.                                                            | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      33000 | PA      | $33465.70     | 0.01%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings Inc                       | Outcomes Group Holdings, Inc.                                                   | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |     183188 | PA      | $183417.48    | 0.06%             | 2031-05-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                     | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41788.61     | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAI Holdco Inc                                    | PAI Holdco, Inc.                                                                | CUSIP: 69315JAG8<br>LEI: 2549001NJ55NUV372F56 | Long             | LON              | CORP              | US        |     202759 | PA      | $175386.54    | 0.06%             | 2027-10-28      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                         | PG&E Corp.                                                                      | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1032048.98   | 0.37%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP I                          | Performance Food Group, Inc.                                                    | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200108.40    | 0.07%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                            | PNC Financial Services Group, Inc.                                              | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      23000 | PA      | $22978.64     | 0.01%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                | PPG Industries, Inc.                                                            | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      72000 | PA      | $71783.62     | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                           | PPL Capital Funding, Inc.                                                       | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25494.44     | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                            | Pacific Gas & Electric Co.                                                      | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      45000 | PA      | $35786.16     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL LLC                      | Phoenix Aviation Capital LLC                                                    | CUSIP: 69450PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     218136 | PA      | $215818.60    | 0.08%             | 2030-10-28      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                        | PacifiCorp                                                                      | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1269000 | PA      | $1303268.08   | 0.46%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                          | Packaging Corp. of America                                                      | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     181000 | PA      | $190737.82    | 0.07%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW ISSUER                             | Panther Escrow Issuer LLC                                                       | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     270000 | PA      | $278080.02    | 0.10%             | 2031-06-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Park River Holdings Inc                           | Park River Holdings, Inc.                                                       | CUSIP: 70082HAE6<br>LEI: 254900PGY077KWCROT75 | Long             | LON              | CORP              | US        |     195051 | PA      | $195721.34    | 0.07%             | 2031-03-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings, Inc.                                                       | CUSIP: 70082LAC1<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |     206000 | PA      | $212276.00    | 0.08%             | 2031-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARK RIVER HOLDINGS INC                           | Park River Holdings, Inc.                                                       | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |      96973 | PA      | $96318.45     | 0.03%             | 2030-12-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| PATTERN ENERGY OP LP/PAT                          | Pattern Energy Operations LP/Pattern Energy Operations, Inc.                    | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     315000 | PA      | $311967.53    | 0.11%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     103000 | PA      | $109797.73    | 0.04%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      75000 | PA      | $78159.58     | 0.03%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      23000 | PA      | $23685.34     | 0.01%             | 2029-03-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                          | Penske Truck Leasing Co. LP/PTL Finance Corp.                                   | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      87000 | PA      | $89617.36     | 0.03%             | 2030-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                   | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     329000 | PA      | $292370.07    | 0.10%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                   | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65933.49     | 0.02%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                       | PepsiCo, Inc.                                                                   | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      48000 | PA      | $48894.97     | 0.02%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                      | Peraton Corp.                                                                   | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |     260036 | PA      | $239882.89    | 0.08%             | 2028-02-01      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITE                          | Perrigo Finance Unlimited Co.                                                   | CUSIP: 71429MAD7<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     255000 | PA      | $250799.36    | 0.09%             | 2032-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Petco Health and Wellness Company Inc             | Petco Health & Wellness Co., Inc.                                               | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     346101 | PA      | $344899.13    | 0.12%             | 2028-03-03      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH AND WELL COM INC                     | Petco Health & Wellness Co., Inc.                                               | CUSIP: 71601HAG1<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |     344309 | PA      | $336669.54    | 0.12%             | 2031-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                           | Petco Health & Wellness Co., Inc.                                               | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |     170000 | PA      | $170445.21    | 0.06%             | 2031-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                               | Petroleos Mexicanos                                                             | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     727000 | PA      | $847518.43    | 0.30%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: —       |
| PetSmart Inc                                      | PetSmart, Inc.                                                                  | CUSIP: 71677HAN5<br>LEI: 894500NGJMHSFNESGA67 | Long             | LON              | CORP              | US        |     196565 | PA      | $195746.32    | 0.07%             | 2032-08-18      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PETSMART FI                          | PetSmart LLC/PetSmart Finance Corp.                                             | CUSIP: 71677KAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     275000 | PA      | $286153.45    | 0.10%             | 2033-09-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      58000 | PA      | $58584.33     | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                           | Pfizer Investment Enterprises Pte. Ltd.                                         | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      39000 | PA      | $37480.06     | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                        | Pfizer, Inc.                                                                    | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59198.10     | 0.02%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                    | Phillips 66 Co.                                                                 | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     667000 | PA      | $670620.48    | 0.24%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHOENIX AVIATION CAPITAL                          | Phoenix Aviation Capital Ltd.                                                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     265000 | PA      | $277726.61    | 0.10%             | 2030-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                 | Parexel International Corp.                                                     | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |     308370 | PA      | $307907.48    | 0.11%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pinnacle Buyer LLC                                | Pinnacle Buyer LLC                                                              | CUSIP: 72349UAB8<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      83933 | PA      | $83881.01     | 0.03%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| PINNACLE BUYER LLC                                | Pinnacle Buyer LLC                                                              | CUSIP: 72349UAC6<br>LEI: 254900F51XXB8NHJPB58 | Long             | LON              | CORP              | US        |      16182 | PA      | $16161.27     | 0.01%             | 2032-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                          | Plains All American Pipeline LP/PAA Finance Corp.                               | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      26000 | PA      | $26378.85     | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PLANET FINANCIAL GROUP                            | Planet Financial Group LLC                                                      | CUSIP: 72702AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $337670.45    | 0.12%             | 2029-12-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Recess Holdings Inc                               | Recess Holdings, Inc.                                                           | CUSIP: 72811HAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     298677 | PA      | $299143.54    | 0.11%             | 2030-02-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                          | PODS LLC                                                                        | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |     332654 | PA      | $329795.27    | 0.12%             | 2028-03-31      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co.                                                            | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     225000 | PA      | $222714.29    | 0.08%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                           | Procter & Gamble Co.                                                            | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |      76000 | PA      | $76588.58     | 0.03%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.          | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     250980 | PA      | $230650.66    | 0.08%             | 2030-10-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Project Boost Purchaser LLC                       | Project Boost Purchaser LLC                                                     | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |     315986 | PA      | $309271.19    | 0.11%             | 2031-07-16      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                    | Proofpoint, Inc.                                                                | CUSIP: 74345HAJ0<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |     235344 | PA      | $231166.31    | 0.08%             | 2028-08-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                           | Public Service Co. of Colorado                                                  | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298340.25    | 0.11%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                          | Pertamina Hulu Energi PT                                                        | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $203393.58    | 0.07%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                           | Public Service Electric & Gas Co.                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      22000 | PA      | $22125.55     | 0.01%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUG LLC                                           | PUG LLC                                                                         | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |     202699 | PA      | $201621.83    | 0.07%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                      | QUALCOMM, Inc.                                                                  | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35680.95     | 0.01%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                           | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11248.75     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                           | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      59000 | PA      | $52233.59     | 0.02%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                               | Quanta Services, Inc.                                                           | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      67000 | PA      | $66963.15     | 0.02%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                             | QXO Building Products, Inc.                                                     | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     169000 | PA      | $174151.12    | 0.06%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                             | Quest Diagnostics, Inc.                                                         | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65570.08     | 0.02%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |      55892 | PA      | $55830.41     | 0.02%             | 2032-02-10      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                             | Quikrete Holdings, Inc.                                                         | CUSIP: 74839XAM1<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     204376 | PA      | $204347.19    | 0.07%             | 2031-04-14      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RFNA LP                                           | Rfna LP                                                                         | CUSIP: 74984AAA0<br>LEI: 2549002A4GSOTYKKHR45 | Long             | DBT              | CORP              | US        |     225000 | PA      | $226649.03    | 0.08%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                            | Rackspace Finance LLC                                                           | CUSIP: 75008UAD9<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |     248050 | PA      | $65113.24     | 0.02%             | 2028-05-15      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| RACKSPACE FINANCE LLC                             | Rackspace Finance LLC                                                           | CUSIP: 75008WAA1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | DBT              | CORP              | US        |     401300 | PA      | $104338.00    | 0.04%             | 2028-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                      | RealPage, Inc.                                                                  | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     152120 | PA      | $149695.76    | 0.05%             | 2028-04-24      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| RealPage Inc                                      | RealPage, Inc.                                                                  | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |      77655 | PA      | $76850.36     | 0.03%             | 2028-04-24      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RESILIENCE PARENT LLC                             | Resilience Parent LLC                                                           | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     179970 | PA      | $179745.04    | 0.06%             | 2033-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LifePoint Health Inc                              | LifePoint Health, Inc.                                                          | CUSIP: 75915TAK8<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | LON              | CORP              | US        |     411671 | PA      | $411092.05    | 0.15%             | 2031-05-19      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp.                                                         | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      14000 | PA      | $15981.62     | 0.01%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp.                                                         | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62646.59     | 0.02%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                            | Regions Financial Corp.                                                         | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |      45000 | PA      | $46232.00     | 0.02%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                | Roche Holdings, Inc.                                                            | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199701.79    | 0.07%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications, Inc.                                                     | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      95000 | PA      | $98540.84     | 0.03%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                          | Rogers Communications, Inc.                                                     | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     182000 | PA      | $190853.80    | 0.07%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                            | Roper Technologies, Inc.                                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38214.76     | 0.01%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                           | Royal Caribbean Cruises Ltd.                                                    | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     335000 | PA      | $345321.41    | 0.12%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     154000 | PA      | $157097.91    | 0.06%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                              | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      96000 | PA      | $96863.21     | 0.03%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     122000 | PA      | $107793.85    | 0.04%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      41000 | PA      | $42228.08     | 0.01%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Institutional U.S. Government Money Market Fund                    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   10380074 | NS      | $10380074.32  | 3.67%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global, Inc.                                                                | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     401000 | PA      | $386201.87    | 0.14%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                    | S&P Global, Inc.                                                                | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      37000 | PA      | $36937.32     | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STC SUKUK CO II LTD                               | STC Sukuk Co. II Ltd.                                                           | CUSIP: 784772AA3<br>LEI: 254900OIKUHJZUXKMR88 | Long             | DBT              | CORP              | KY        |     310000 | PA      | $309414.10    | 0.11%             | 2031-01-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| SeaWorld Parks & Entertainment Inc                | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 78488CAL4<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |     157372 | PA      | $156486.73    | 0.06%             | 2031-12-04      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                            | Sable International Finance Ltd.                                                | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $404398.00    | 0.14%             | 2032-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                   | Sands China Ltd.                                                                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $190659.30    | 0.07%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                | Santos Finance Ltd.                                                             | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |      27000 | PA      | $27076.19     | 0.01%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prometric Holdings Inc                            | Prometric Holdings, Inc.                                                        | CUSIP: 80358TAG1<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |     255834 | PA      | $255193.93    | 0.09%             | 2032-06-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                              | Saudi Arabian Oil Co.                                                           | CUSIP: 80414L2Q7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $190250.00    | 0.07%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                               | Charles Schwab Corp.                                                            | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20708.41     | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                  | Sculptor CLO XXX Ltd.                                                           | CUSIP: 81124NBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3750000 | PA      | $3715406.25   | 1.31%             | 2038-07-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                  | Sculptor CLO XXXVI Ltd.                                                         | CUSIP: 81125KAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1400000 | PA      | $1400394.80   | 0.50%             | 2039-01-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |       2000 | PA      | $1905.42      | 0.00%             | 2031-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte Ltd           | Seagate Data Storage Technology Pte. Ltd.                                       | CUSIP: 81180LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |     150000 | PA      | $158728.65    | 0.06%             | 2031-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA                          | SeaWorld Parks & Entertainment, Inc.                                            | CUSIP: 81282UAG7<br>LEI: 549300UZV72O3371JJ53 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293285.31    | 0.10%             | 2029-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sedgwick Claims Management Services Inc           | Sedgwick Claims Management Services, Inc.                                       | CUSIP: 81527CAP2<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |     236077 | PA      | $234896.92    | 0.08%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                            | Sempra                                                                          | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     408000 | PA      | $417403.61    | 0.15%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |     205000 | PA      | $203477.72    | 0.07%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                          | Service Properties Trust                                                        | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |      10000 | PA      | $9052.66      | 0.00%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                              | Shell Finance U.S., Inc.                                                        | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      39000 | PA      | $38938.46     | 0.01%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                           | Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc.                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     239000 | PA      | $243825.89    | 0.09%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Showtime Acquisition LLC                          | Showtime Acquisition LLC                                                        | CUSIP: 82540EAC8<br>LEI: 54930002EOYTEFEJFW69 | Long             | LON              | CORP              | US        |     261188 | PA      | $258576.51    | 0.09%             | 2031-08-16      | Floating      | 8.63%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                               | Silgan Holdings, Inc.                                                           | CUSIP: 827048AW9<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |     180000 | PA      | $178399.57    | 0.06%             | 2028-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                               | Sirius XM Radio LLC                                                             | CUSIP: 82967NBM9<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     405000 | PA      | $369908.48    | 0.13%             | 2031-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| SOCIETE GENERALE                                  | Societe Generale SA                                                             | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $598155.49    | 0.21%             | 2035-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                                | Sonoco Products Co.                                                             | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      66000 | PA      | $66561.02     | 0.02%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                | Sonoco Products Co.                                                             | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |      76000 | PA      | $75491.89     | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Sotera Health Holdings LLC                        | Sotera Health Holdings LLC                                                      | CUSIP: 83600VAH4<br>LEI: 549300OVT7MBXFLOFU20 | Long             | LON              | CORP              | US        |     378071 | PA      | $378780.32    | 0.13%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| SOTERA HEALTH HLDGS LLC                           | Sotera Health Holdings LLC                                                      | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |     214000 | PA      | $225174.01    | 0.08%             | 2031-06-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                               | Sound Point CLO 35 Ltd.                                                         | CUSIP: 83607PAY3<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | JE        |    2300000 | PA      | $2180556.40   | 0.77%             | 2038-04-26      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                              | South32 Treasury Ltd.                                                           | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |     192000 | PA      | $187135.30    | 0.07%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                             | Southwest Airlines Co.                                                          | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     102000 | PA      | $99842.93     | 0.04%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                | Expand Energy Corp.                                                             | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |      71000 | PA      | $70350.26     | 0.02%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Specialty Building Products Holdings LLC          | Specialty Building Products Holdings LLC                                        | CUSIP: 84748EAF7<br>LEI: 549300ICFD46O3KMJC06 | Long             | LON              | CORP              | US        |     334619 | PA      | $316005.37    | 0.11%             | 2028-10-16      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Spring Education Group Inc                        | Spring Education Group, Inc.                                                    | CUSIP: 84840EAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     235912 | PA      | $235617.37    | 0.08%             | 2030-10-04      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block, Inc.                                                                     | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155843.03    | 0.06%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                         | Block, Inc.                                                                     | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20429.66     | 0.01%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                            | Standard Chartered PLC                                                          | CUSIP: 853254DH0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $205878.00    | 0.07%             | 2035-11-14      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                          | Standard Industries, Inc.                                                       | CUSIP: 853496AH0<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |     260000 | PA      | $239938.34    | 0.08%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STAR LEASING CO LLC                               | Star Leasing Co. LLC                                                            | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     248000 | PA      | $237334.88    | 0.08%             | 2030-02-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                           | Starwood Property Trust, Inc.                                                   | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     240000 | PA      | $249927.60    | 0.09%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                               | Station Casinos LLC                                                             | CUSIP: 857691AJ8<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     252000 | PA      | $257753.41    | 0.09%             | 2032-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics, Inc.                                                            | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      41000 | PA      | $42091.97     | 0.01%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                | Steel Dynamics, Inc.                                                            | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34949.92     | 0.01%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                         | Stonepeak Nile Parent LLC                                                       | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |     165029 | PA      | $164822.47    | 0.06%             | 2032-04-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                             | Stonepeak Nile Parent LLC                                                       | CUSIP: 861932AA9<br>LEI: 254900TJV3VAFZD0GU41 | Long             | DBT              | CORP              | US        |     274000 | PA      | $289451.96    | 0.10%             | 2032-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Storable Intermediate Holdings, LLC               | Storable Intermediate Holdings LLC                                              | CUSIP: 86210LAD0<br>LEI: 2549000AWFN27KOH3F59 | Long             | LON              | CORP              | US        |     263082 | PA      | $256504.81    | 0.09%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                          | Sumitomo Mitsui Financial Group, Inc.                                           | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $203261.45    | 0.07%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                          | Sumitomo Mitsui Trust Bank Ltd.                                                 | CUSIP: 86563VBT5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $201703.90    | 0.07%             | 2027-09-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35214.52     | 0.01%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                         | Sunoco LP                                                                       | CUSIP: 86765KAG4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     335000 | PA      | $335892.11    | 0.12%             | 2034-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SupplyOne Inc                                     | SupplyOne, Inc.                                                                 | CUSIP: 86859CAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     267869 | PA      | $268070.00    | 0.09%             | 2031-04-21      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                             | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $199132.00    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                  | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     428000 | PA      | $431386.63    | 0.15%             | 2036-01-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101512.92    | 0.04%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                               | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28542.04     | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                 | Sysco Corp.                                                                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      72000 | PA      | $74300.86     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                  | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     262000 | PA      | $255755.81    | 0.09%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TTM TECHNOLOGIES INC                              | TTM Technologies, Inc.                                                          | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     310000 | PA      | $301126.96    | 0.11%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                         | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     117000 | PA      | $118574.82    | 0.04%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                           | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     187000 | PA      | $191720.53    | 0.07%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                              | Talos Production, Inc.                                                          | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     181000 | PA      | $191742.53    | 0.07%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                              | Targa Resources Corp.                                                           | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      24000 | PA      | $24041.20     | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                        | TELUS Corp.                                                                     | CUSIP: 87971MCR2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $904021.98    | 0.32%             | 2056-06-09      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     220000 | PA      | $226387.04    | 0.08%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                             | Tenet Healthcare Corp.                                                          | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     297000 | PA      | $300057.73    | 0.11%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                           | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $219195.40    | 0.08%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                          | Texas Capital Bancshares, Inc.                                                  | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     155000 | PA      | $153896.42    | 0.05%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                             | Texas Instruments, Inc.                                                         | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     159000 | PA      | $161476.20    | 0.06%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                              | Thaioil Treasury Center Co. Ltd.                                                | CUSIP: 88323RAC9<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |     200000 | PA      | $200712.05    | 0.07%             | 2031-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      43000 | PA      | $44304.79     | 0.02%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                          | Thermo Fisher Scientific, Inc.                                                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      47000 | PA      | $47094.95     | 0.02%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Third Coast Infrastructure LLC                    | Third Coast Infrastructure LLC                                                  | CUSIP: 88412KAD4<br>LEI: 5493006R4EN78GPJ4M96 | Long             | LON              | CORP              | US        |     285060 | PA      | $285773.08    | 0.10%             | 2030-09-25      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                          | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBK5<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     262820 | PA      | $254147.22    | 0.09%             | 2031-03-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                          | Cloud Software Group, Inc.                                                      | CUSIP: 88632NBL3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |      70317 | PA      | $67855.79     | 0.02%             | 2032-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                            | Cloud Software Group, Inc.                                                      | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     406000 | PA      | $403469.63    | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tidal Waste & Recycling Holdings LLC              | Tidal Waste & Recycling Holdings LLC                                            | CUSIP: 88636PAK7<br>LEI: 254900IQT82RE5KFAZ50 | Long             | LON              | CORP              | US        |     258050 | PA      | $258480.45    | 0.09%             | 2031-10-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                             | Toronto-Dominion Bank                                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      48000 | PA      | $47872.69     | 0.02%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                           | TotalEnergies Capital USA LLC                                                   | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50000.85     | 0.02%             | 2031-01-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                          | Trans-Allegheny Interstate Line Co.                                             | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      37000 | PA      | $38033.47     | 0.01%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                             | TransCanada PipeLines Ltd.                                                      | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1033205.00   | 0.37%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                     | TransDigm, Inc.                                                                 | CUSIP: 89364MCE2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |     164299 | PA      | $164177.89    | 0.06%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                            | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     155000 | PA      | $151096.56    | 0.05%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                            | CUSIP: 894164AC6<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212230.62    | 0.08%             | 2033-09-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                       | Trimble, Inc.                                                                   | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     241000 | PA      | $257697.53    | 0.09%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                  | Triton Container International Ltd.                                             | CUSIP: 89680YAC9<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |     425000 | PA      | $388733.47    | 0.14%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                          | Triton Container International Ltd./TAL International Container Corp.           | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      83000 | PA      | $82619.89     | 0.03%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TURQUOISE TOPCO LTD                               | Turquoise Topco Ltd.                                                            | CUSIP: 89776TAB7<br>LEI: 254900RI25V4FBT02P38 | Long             | LON              | CORP              | US        |     238855 | PA      | $238108.59    | 0.08%             | 2032-12-30      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                       | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249853.97    | 0.09%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings LLC                     | Truist Insurance Holdings LLC                                                   | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     216986 | PA      | $215900.78    | 0.08%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                           | UKG, Inc.                                                                       | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |     168525 | PA      | $163445.42    | 0.06%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      65000 | PA      | $65623.43     | 0.02%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                          | Tyco Electronics Group SA                                                       | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |      57000 | PA      | $56741.52     | 0.02%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     275000 | PA      | $277217.53    | 0.10%             | 2028-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                      | UBS Group AG                                                                    | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     413000 | PA      | $442860.31    | 0.16%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TKO Worldwide Holdings LLC                        | TKO Worldwide Holdings LLC                                                      | CUSIP: 90266UAL7<br>LEI: 549300JEOTH7UMZ3C491 | Long             | LON              | CORP              | US        |      87251 | PA      | $87325.33     | 0.03%             | 2031-11-21      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                                | Sunrise FinCo I BV                                                              | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |     400000 | PA      | $383128.00    | 0.14%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                             | Uber Technologies, Inc.                                                         | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20776.00     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                               | United Airlines, Inc.                                                           | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     175000 | PA      | $174836.90    | 0.06%             | 2029-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                               | United Airlines, Inc.                                                           | CUSIP: 90932RAP9<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |     208054 | PA      | $207880.63    | 0.07%             | 2031-02-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                          | United Airlines Holdings, Inc.                                                  | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49486.62     | 0.02%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                             | Mexico Government International Bonds                                           | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     200000 | PA      | $196950.00    | 0.07%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LTD                          | United Overseas Bank Ltd.                                                       | CUSIP: 91127LAH3<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $198649.74    | 0.07%             | 2032-10-07      | Fixed         | 3.86%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP                                        | U.S. Bancorp                                                                    | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     206000 | PA      | $180348.66    | 0.06%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                             | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     500000 | PA      | $498448.17    | 0.18%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bills                                                             | CUSIP: 912797SR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     200000 | PA      | $199698.75    | 0.07%             | 2026-02-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4500000 | PA      | $4115039.04   | 1.46%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1021000 | PA      | $1037591.25   | 0.37%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     437100 | PA      | $448608.02    | 0.16%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     245000 | PA      | $245860.85    | 0.09%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      52000 | PA      | $51648.59     | 0.02%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     641000 | PA      | $643579.03    | 0.23%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     396000 | PA      | $397825.31    | 0.14%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     197000 | PA      | $197176.99    | 0.07%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     142000 | PA      | $142133.13    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     342000 | PA      | $339622.03    | 0.12%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     205000 | PA      | $200803.91    | 0.07%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                            | U.S. Treasury Notes                                                             | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1950000 | PA      | $1932632.81   | 0.68%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED TALENT AGENCY LLC                          | United Talent Agency LLC                                                        | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     231150 | PA      | $231150.19    | 0.08%             | 2032-06-10      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      51000 | PA      | $52238.22     | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                            | UnitedHealth Group, Inc.                                                        | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54071.96     | 0.02%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications, Inc.                                                  | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     405000 | PA      | $422357.09    | 0.15%             | 2031-07-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                          | Univision Communications, Inc.                                                  | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     115000 | PA      | $123815.44    | 0.04%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                        | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      36000 | PA      | $35718.61     | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG INVESTMENT COMPANY 59 SA RL                    | PG Investment Co. 59 SARL                                                       | CUSIP: 91728NAD1<br>LEI: 254900XMCCB3IEZ2A005 | Long             | LON              | CORP              | LU        |     248747 | PA      | $248591.40    | 0.09%             | 2031-03-26      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                             | VFH Parent LLC/Valor Co-Issuer, Inc.                                            | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     255000 | PA      | $267136.22    | 0.09%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                      | VS Buyer LLC                                                                    | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |     129613 | PA      | $127020.85    | 0.04%             | 2031-04-12      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| VM CONSOLIDATED INC                               | VM Consolidated, Inc.                                                           | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |     290000 | PA      | $285155.26    | 0.10%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VALARIS LTD                                       | Valaris Ltd.                                                                    | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     250000 | PA      | $261227.50    | 0.09%             | 2030-04-30      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                             | Vale Overseas Ltd.                                                              | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $205646.00    | 0.07%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Varsity Brands Inc                                | Varsity Brands, Inc.                                                            | CUSIP: 92227QAG1<br>LEI: 254900PLBJA0I5NSTT38 | Long             | LON              | CORP              | US        |     404938 | PA      | $404128.01    | 0.14%             | 2031-08-26      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      28000 | PA      | $30698.30     | 0.01%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     242000 | PA      | $269854.93    | 0.10%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10293.02     | 0.00%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                             | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      53000 | PA      | $54888.38     | 0.02%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                            | Venture Global LNG, Inc.                                                        | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     511000 | PA      | $522658.47    | 0.18%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Veritiv Corporation                               | Veritiv Corp.                                                                   | CUSIP: 92338TAB2<br>LEI: 5493004G8OK5L1UTIY12 | Long             | LON              | CORP              | US        |     205980 | PA      | $200230.14    | 0.07%             | 2030-12-02      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| VERITIV OPERATING CO                              | Veritiv Operating Co.                                                           | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $224856.87    | 0.08%             | 2030-11-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                    | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98213.72     | 0.03%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                    | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     302000 | PA      | $300236.21    | 0.11%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                            | Verizon Communications, Inc.                                                    | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      87000 | PA      | $88133.37     | 0.03%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verifone Systems Inc                              | Verifone Systems, Inc.                                                          | CUSIP: 92346NAH2<br>LEI: 254900LTTVM8MM9RKV75 | Long             | LON              | CORP              | US        |     331999 | PA      | $304442.84    | 0.11%             | 2028-08-18      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                        | Viasat, Inc.                                                                    | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      92000 | PA      | $89341.41     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| PARAMOUNT GLOBAL                                  | Paramount Global                                                                | CUSIP: 92553PBC5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     323000 | PA      | $293526.25    | 0.10%             | 2057-02-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ViaSat Inc                                        | ViaSat, Inc.                                                                    | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |     327499 | PA      | $326271.08    | 0.12%             | 2029-03-02      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Victory Buyer LLC                                 | Victory Buyer LLC                                                               | CUSIP: 92643PAB0<br>LEI: 549300G9TEUHGC81N056 | Long             | LON              | CORP              | US        |     282069 | PA      | $283215.17    | 0.10%             | 2028-11-19      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA FINANCE PLC                          | Virgin Media Finance PLC                                                        | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $524262.78    | 0.19%             | 2030-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     295000 | PA      | $312145.70    | 0.11%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                          | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      59000 | PA      | $59005.55     | 0.02%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                      | Vontier Corp.                                                                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     189000 | PA      | $173345.16    | 0.06%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                              | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |     265000 | PA      | $281514.80    | 0.10%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT LLC                                | Voyager Parent LLC                                                              | CUSIP: 92921HAD7<br>LEI: 2549002DYVI4ACSV4V71 | Long             | LON              | CORP              | US        |     324116 | PA      | $323609.65    | 0.11%             | 2032-07-01      | Floating      | 7.91%                 | No            |                  2 | On Loan: No      |
| WEC US Holdings Ltd                               | WEC U.S. Holdings Ltd.                                                          | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |     291317 | PA      | $290831.85    | 0.10%             | 2031-01-27      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     125000 | PA      | $125937.50    | 0.04%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                 | WBI Operating LLC                                                               | CUSIP: 92944BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $90850.50     | 0.03%             | 2033-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexico Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20000000 | PA      | $1171015.16   | 0.41%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                       | Walmart, Inc.                                                                   | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     159000 | PA      | $159863.90    | 0.06%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALKER & DUNLOP INC                               | Walker & Dunlop, Inc.                                                           | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     245000 | PA      | $251145.34    | 0.09%             | 2033-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Wand NewCo 3 Inc                                  | Wand NewCo 3, Inc.                                                              | CUSIP: 93369PAM6<br>LEI: 549300Y3VZEWMSQW8494 | Long             | LON              | CORP              | US        |     194292 | PA      | $193968.28    | 0.07%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| WARRIOR MET COAL INC                              | Warrior Met Coal, Inc.                                                          | CUSIP: 93627CAB7<br>LEI: 549300152B1S9YKBYV79 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50875.00     | 0.02%             | 2028-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                              | Waste Management, Inc.                                                          | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      82000 | PA      | $83328.96     | 0.03%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                       | Wayfair LLC                                                                     | CUSIP: 94419NAC1<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     245000 | PA      | $253225.14    | 0.09%             | 2032-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                            | Webster Financial Corp.                                                         | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |      72000 | PA      | $72499.02     | 0.03%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                               | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      22000 | PA      | $20961.58     | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                               | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      53000 | PA      | $49530.75     | 0.02%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                               | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20749.07     | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                             | Wells Fargo & Co.                                                               | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      96000 | PA      | $95916.16     | 0.03%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                            | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     197000 | PA      | $205130.19    | 0.07%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HI CRUSH REMAINCO                                 | Hi Crush Remainco                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         78 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| AIMBRIDGE                                         | Aimbridge Acquisition Co., Inc.                                                 | CUSIP: 000000000<br>LEI: 549300SPGKLVE9WYCQ20 | Long             | EC               | CORP              | US        |       1345 | NS      | $63215.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANK                             | Western Alliance Bank                                                           | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101264.50    | 0.04%             | 2035-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                          | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24891.99     | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEX INC                                           | WEX, Inc.                                                                       | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |     236000 | PA      | $240875.76    | 0.09%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                   | Weyerhaeuser Co.                                                                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     220000 | PA      | $216754.71    | 0.08%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                   | Whatabrands LLC                                                                 | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |     204706 | PA      | $204312.43    | 0.07%             | 2028-08-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| White Cap Buyer LLC                               | White Cap Buyer LLC                                                             | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |     173246 | PA      | $172514.68    | 0.06%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| WILDFIRE INTERMEDIATE HO                          | Wildfire Intermediate Holdings LLC                                              | CUSIP: 96812HAA6<br>LEI: 5493003RHEMQJZEXIR02 | Long             | DBT              | CORP              | US        |     236000 | PA      | $239253.50    | 0.08%             | 2029-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                             | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      60000 | PA      | $62740.98     | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                            | Williams Cos., Inc.                                                             | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      85000 | PA      | $84776.27     | 0.03%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America, Inc.                                                      | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     105000 | PA      | $105815.64    | 0.04%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                          | Willis North America, Inc.                                                      | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      52000 | PA      | $51965.17     | 0.02%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                             | Windfall Mining Group, Inc./Groupe Minier Windfall, Inc.                        | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $208697.16    | 0.07%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                          | Windsor Holdings III LLC                                                        | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |     247500 | PA      | $247809.38    | 0.09%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                           | Wisconsin Power & Light Co.                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |      84000 | PA      | $80884.03     | 0.03%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                              | Woodside Finance Ltd.                                                           | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     106000 | PA      | $109073.16    | 0.04%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                               | Travel & Leisure Co.                                                            | CUSIP: 98309GAH9<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | LON              | CORP              | US        |     259774 | PA      | $259774.09    | 0.09%             | 2029-12-14      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| XPLR INFRAST OPERATING                            | XPLR Infrastructure Operating Partners LP                                       | CUSIP: 98379YAA0<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     285000 | PA      | $290513.61    | 0.10%             | 2034-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                   | Xcel Energy, Inc.                                                               | CUSIP: 98389B878<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EP               | CORP              | US        |      32250 | NS      | $803025.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| XPLOR T1 LLC                                      | XPLOR T1 LLC                                                                    | CUSIP: 98423DAF1<br>LEI: 254900GF3CVSREM2EJ05 | Long             | LON              | CORP              | US        |     320658 | PA      | $313442.97    | 0.11%             | 2032-12-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      37362 | PA      | $36482.31     | 0.01%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                           | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919VAD7<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     318298 | PA      | $292242.13    | 0.10%             | 2030-09-09      | Fixed         | 13.75%                | No            |                  2 | On Loan: No      |
| Zayo Group Holdings Inc                           | Zayo Group Holdings, Inc.                                                       | CUSIP: 98919XAH4<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | LON              | CORP              | US        |     272398 | PA      | $260820.86    | 0.09%             | 2030-03-11      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| REC LTD                                           | REC Ltd.                                                                        | CUSIP: 000000000<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $198721.85    | 0.07%             | 2027-07-07      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| POWER FINANCE CORP LTD                            | Power Finance Corp. Ltd.                                                        | CUSIP: 000000000<br>LEI: 3358003Q6D9LIJJZ1614 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $197690.14    | 0.07%             | 2027-12-06      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK                                      | Shinhan Bank Co. Ltd.                                                           | CUSIP: 000000000<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200941.23    | 0.07%             | 2028-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                      | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $200467.39    | 0.07%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BONOS TESORERIA PESOS                             | Bonos de la Tesoreria de la Republica en pesos                                  | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        | 1400000000 | PA      | $1640457.12   | 0.58%             | 2030-09-01      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                  | DP World Ltd.                                                                   | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $193264.18    | 0.07%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                      | Kookmin Bank                                                                    | CUSIP: 000000000<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $200827.98    | 0.07%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LONGFOR HOLDINGS LTD                              | Longfor Group Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $238403.69    | 0.08%             | 2027-04-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                          | Brazil Notas do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   17500000 | PA      | $3012504.89   | 1.07%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CHAMPION MTN LTD                                  | Champion MTN Ltd.                                                               | CUSIP: 000000000<br>LEI: 25490094RKSYWL8Z4255 | Long             | DBT              |  | KY        |     200000 | PA      | $176451.50    | 0.06%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                              | Elect Global Investments Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $155684.87    | 0.06%             | 2026-03-02      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                           | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     200000 | PA      | $180973.02    | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION PATH HOLDINGS                            | Champion Path Holdings Ltd.                                                     | CUSIP: 000000000<br>LEI: 549300QWJFPV5413KI88 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $194548.33    | 0.07%             | 2028-01-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                            | Galaxy Pipeline Assets Bidco Ltd.                                               | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     259914 | PA      | $220230.18    | 0.08%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GLP CHINA HOLDINGS LTD                            | GLP China Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900C6X2D3TGF2CO98 | Long             | DBT              | CORP              | HK        |     300000 | PA      | $297486.71    | 0.11%             | 2026-03-29      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MEGLOBAL BV                                       | MEGlobal BV                                                                     | CUSIP: 000000000<br>LEI: 549300WBVLU2FILR7W19 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $192134.00    | 0.07%             | 2028-04-28      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                   | CBQ Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |     400000 | PA      | $397645.92    | 0.14%             | 2026-05-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| YANLORD LAND HK CO LTD                            | Yanlord Land HK Co. Ltd.                                                        | CUSIP: 000000000<br>LEI: 549300O56H3950RDWG19 | Long             | DBT              | CORP              | HK        |     320000 | PA      | $319861.00    | 0.11%             | 2026-05-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte. Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     240000 | PA      | $168011.43    | 0.06%             | 2027-06-29      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ABQ FINANCE                                       | ABQ Finance Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300EKNBMBS9DNYE37 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $396385.16    | 0.14%             | 2026-07-06      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                          | Indofood CBP Sukses Makmur Tbk. PT                                              | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $186425.35    | 0.07%             | 2032-04-27      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                           | EIG Pearl Holdings SARL                                                         | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     196690 | PA      | $180958.92    | 0.06%             | 2036-08-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                           | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $200830.25    | 0.07%             | 2032-06-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MASHREQBANK PSC                                   | Mashreqbank PSC                                                                 | CUSIP: 000000000<br>LEI: 5493000SA3K24EQKA103 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $210094.60    | 0.07%             | 2033-02-24      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                          | First Abu Dhabi Bank PJSC                                                       | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $207501.20    | 0.07%             | 2034-04-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds        | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     900000 | PA      | $971048.87    | 0.34%             | 2037-01-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                           | Oversea-Chinese Banking Corp. Ltd.                                              | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     200000 | PA      | $206697.11    | 0.07%             | 2034-05-21      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                          | Greensaif Pipelines Bidco SARL                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $207248.89    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| NWD MTN LTD                                       | NWD MTN Ltd.                                                                    | CUSIP: 000000000<br>LEI: 254900STSWBVJ5FV9O74 | Long             | DBT              | CORP              | VG        |     350000 | PA      | $341199.80    | 0.12%             | 2028-02-08      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| ABU DHABI COMMERCIAL BNK                          | Abu Dhabi Commercial Bank PJSC                                                  | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | DBT              | CORP              | AE        |     200000 | PA      | $203177.90    | 0.07%             | 2035-03-10      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CITY OF ULAANBAATAAR MON                          | City of Ulaanbaatar Mongolia                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $205454.01    | 0.07%             | 2027-08-21      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FORTUNE STAR BVI LTD                              | Fortune Star BVI Ltd.                                                           | CUSIP: 000000000<br>LEI: 2549008CU8NYQQRSNU62 | Long             | DBT              | CORP              | VG        |     300000 | PA      | $309680.36    | 0.11%             | 2028-05-19      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     200000 | PA      | $197998.90    | 0.07%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                             | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     125000 | PA      | $102499.99    | 0.04%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| ORLEN SA                                          | ORLEN SA                                                                        | CUSIP: 000000000<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     200000 | PA      | $210164.10    | 0.07%             | 2035-01-30      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ELECT GLOBAL INV LTD                              | Elect Global Investments Ltd.                                                   | CUSIP: 000000000<br>LEI: 254900MGJD77N8VPNK65 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $211483.52    | 0.07%             | 2030-09-11      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| ALDAR INVESTMENT PROP                             | Aldar Investment Properties Sukuk Ltd.                                          | CUSIP: 000000000<br>LEI: 549300ZE234V8AG9E962 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200793.12    | 0.07%             | 2035-03-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds        | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     450000 | PA      | $480682.99    | 0.17%             | 2036-04-01      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| MONGOLIAN MINING CORP                             | Mongolian Mining Corp.                                                          | CUSIP: 000000000<br>LEI: 254900XQ2EY5O3SAYL47 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $206456.89    | 0.07%             | 2030-04-03      | Fixed         | 8.44%                 | Yes           |                  2 | On Loan: No      |
| GLP PTE LTD                                       | GLP Pte. Ltd.                                                                   | CUSIP: 000000000<br>LEI: 254900PC2NNG9BLIJO15 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $265894.60    | 0.09%             | 2028-05-20      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                           | Mexico Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   30000000 | PA      | $1631936.36   | 0.58%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                   | SNB Funding Ltd.                                                                | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $204675.35    | 0.07%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DEVT BANK OF MONGOLIA                             | Development Bank of Mongolia LLC                                                | CUSIP: 000000000<br>LEI: 254900HRWK3OKXS9UW60 | Long             | DBT              | NUSS              | MN        |     200000 | PA      | $207727.37    | 0.07%             | 2028-07-03      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                              | Colombia TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 7200000000 | PA      | $1888212.92   | 0.67%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SAUDI AWWAL BANK                                  | Saudi Awwal Bank                                                                | CUSIP: 000000000<br>LEI: 558600TQS0WENZUC5190 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $202190.94    | 0.07%             | 2035-09-04      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                                  | Bank Muscat SAOG                                                                | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |     250000 | PA      | $249791.79    | 0.09%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds                | Japan Government Thirty Year Bonds                                              | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  375000000 | PA      | $2262884.09   | 0.80%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIB SUKUK LTD                                     | KIB Sukuk Ltd.                                                                  | CUSIP: 000000000<br>LEI: 549300V0VTU1EFELEI08 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $301479.18    | 0.11%             | 2036-04-16      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SAMMAAN CAPITAL LTD                               | Sammaan Capital Ltd.                                                            | CUSIP: 000000000<br>LEI: 335800A2A3G53ZQZTQ21 | Long             | DBT              | CORP              | IN        |     200000 | PA      | $201348.42    | 0.07%             | 2030-10-16      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| SOFTBANK GROUP CORP                               | SoftBank Group Corp.                                                            | CUSIP: 000000000<br>LEI: 5493003BZYYYCDIO0R13 | Long             | DBT              | CORP              | JP        |     425000 | PA      | $395849.59    | 0.14%             | 2065-10-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF KUWAIT                           | National Bank of Kuwait SAKP                                                    | CUSIP: 000000000<br>LEI: 549300NB7FE83IH6BW96 | Long             | DBT              | CORP              | KW        |     330000 | PA      | $330970.93    | 0.12%             | 2036-02-10      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CS TREASURY MGMT SERVICE                          | CS Treasury Management Services P Ltd.                                          | CUSIP: 000000000<br>LEI: 254900MLBK4TUEESYL96 | Long             | DBT              | CORP              | VG        |     295000 | PA      | $301503.49    | 0.11%             | 2026-06-05      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                            | Future                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        120 | NC      | $-214046.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NCIG HOLDINGS PTY LTD                             | NCIG Holdings Pty. Ltd.                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | SN               | CORP              | AU        |     200000 | PA      | $214688.05    | 0.08%             | 2031-08-26      | Variable      | 12.50%                | Yes           |                  2 | On Loan: No      |
| TRANSPORT DE GAS PERU                             | Transportadora de Gas del Peru SA                                               | CUSIP: 000000000<br>LEI: 529900SKHHNI5HVI0Y66 | Long             | DBT              | CORP              | PE        |     120000 | PA      | $119976.98    | 0.04%             | 2028-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Sand Company LLC                            | Atlas Sand Co. LLC                                                              | CUSIP: 000000000<br>LEI: 254900S0WFQCB3Q3KE08 | Long             | LON              | CORP              | US        |     108713 | PA      | $108277.92    | 0.04%             | 2026-01-31      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.          | Project Alpha Intermediate Holding, Inc.                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      45004 | PA      | $34803.09     | 0.01%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Upfield BV                                        | Upfield BV                                                                      | CUSIP: 000000000<br>LEI: 254900U4MHW4MZWGFU47 | Long             | LON              | CORP              | US        |     269530 | PA      | $267284.00    | 0.09%             | 2027-12-31      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Weber-Stephen Products LLC                        | Weber-Stephen Products LLC                                                      | CUSIP: 000000000<br>LEI: 549300XU8TJBBGLK8V26 | Long             | LON              | CORP              | US        |     191155 | PA      | $190756.38    | 0.07%             | 2032-10-01      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Green Infrastructure Partners Inc                 | Green Infrastructure Partners, Inc.                                             | CUSIP: 000000000<br>LEI: 549300W1V7LSCKWMX505 | Long             | LON              | CORP              | CA        |     114653 | PA      | $114509.77    | 0.04%             | 2032-09-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                    | Trio Bidco LLC                                                                  | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |     173652 | PA      | $171481.63    | 0.06%             | 2032-10-29      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| TRIO BIDCO INC                                    | Trio Bidco LLC                                                                  | CUSIP: 000000000<br>LEI: 254900K9XN994FY4HJ57 | Long             | LON              | CORP              | US        |      18279 | PA      | $18164.95     | 0.01%             | 2032-10-29      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ryan, LLC                                         | Ryan LLC                                                                        | CUSIP: 000000000<br>LEI: 549300TG86D8HZC6TE67 | Long             | LON              | CORP              | US        |     379022 | PA      | $376020.89    | 0.13%             | 2032-11-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                 | Herc Holdings, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300TP80QLITMSBP82 | Long             | LON              | CORP              | US        |      39611 | PA      | $39700.61     | 0.01%             | 2032-06-02      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC                               | Shift4 Payments LLC                                                             | CUSIP: 000000000<br>LEI: 254900GTEMR7L40VPI74 | Long             | LON              | CORP              | US        |      37430 | PA      | $37607.36     | 0.01%             | 2032-07-03      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| POTTERS INDUSTRIES LLC                            | Potters Industries LLC                                                          | CUSIP: 000000000<br>LEI: 391200O5OFXXMCYPAR13 | Long             | LON              | CORP              | US        |      58485 | PA      | $58466.56     | 0.02%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TECTA AMERICA CORP                                | Tecta America Corp.                                                             | CUSIP: 000000000<br>LEI: 54930083ULRH07WCC129 | Long             | LON              | CORP              | US        |      54113 | PA      | $54248.68     | 0.02%             | 2032-02-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING COMPANY INC                      | Graham Packaging Co., Inc.                                                      | CUSIP: 000000000<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     133460 | PA      | $133197.43    | 0.05%             | 2033-01-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITCO FUNDING LLC                                 | Citco Funding LLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      44391 | PA      | $44335.79     | 0.02%             | 2033-01-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AZURIA WATER SOLUTIONS INC                        | Azuria Water Solutions, Inc.                                                    | CUSIP: 000000000<br>LEI: 549300AG3DVJURRIT691 | Long             | LON              | CORP              | US        |     356281 | PA      | $356281.33    | 0.13%             | 2033-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                              | Neptune Bidco U.S., Inc.                                                        | CUSIP: 000000000<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     358947 | PA      | $355357.10    | 0.13%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                       | BioMarin Pharmaceutical, Inc.                                                   | CUSIP: 000000000<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | LON              | CORP              | US        |      89184 | PA      | $89239.55     | 0.03%             | 2033-01-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMETA ENERGIA SA                                 | Cometa Energia SA de CV                                                         | CUSIP: 000000000<br>LEI: 5493007L8UH7TYXKI505 | Long             | DBT              | CORP              | MX        |     198450 | PA      | $207943.01    | 0.07%             | 2035-04-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                               | Minejesa Capital BV                                                             | CUSIP: 000000000<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     165416 | PA      | $165012.85    | 0.06%             | 2030-08-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GOHL CAPITAL LTD                                  | Gohl Capital Ltd.                                                               | CUSIP: 000000000<br>LEI: 254900TF7OK6KSDZA888 | Long             | DBT              | CORP              | IM        |     200000 | PA      | $199147.44    | 0.07%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO GENERAL SA                                  | Banco General SA                                                                | CUSIP: 000000000<br>LEI: 549300B5C08LGDFB7205 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $199000.00    | 0.07%             | 2027-08-07      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| LLPL CAPITAL PTE LTD                              | LLPL Capital Pte Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |     280920 | PA      | $290899.40    | 0.10%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                             | Melco Resorts Finance Ltd.                                                      | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197936.59    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                   | Cemex SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $303321.90    | 0.11%             | 2030-09-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GRUPO ENERGIA BOGOTA                              | Grupo Energia Bogota SA ESP                                                     | CUSIP: 000000000<br>LEI: 529900LG618OWYVHI655 | Long             | DBT              | CORP              | CO        |     250000 | PA      | $246901.25    | 0.09%             | 2030-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                           | Hungary Government Bonds                                                        | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  250000000 | PA      | $803917.57    | 0.28%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                      | SK Hynix, Inc.                                                                  | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |     400000 | PA      | $365021.84    | 0.13%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| INDIA CLEANTECH ENERGY                            | India Cleantech Energy                                                          | CUSIP: 000000000<br>LEI: 254900DGTS4HHR3Q6F66 | Long             | DBT              | CORP              | MU        |     189750 | PA      | $188526.08    | 0.07%             | 2026-08-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                           | Pakistan Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     200000 | PA      | $199802.18    | 0.07%             | 2026-04-08      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BECLE SA DE CV                                    | Becle SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $173552.74    | 0.06%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BHARTI AIRTEL LTD                                 | Bharti Airtel Ltd.                                                              | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |     250000 | PA      | $236042.25    | 0.08%             | 2031-06-03      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GCC SAB DE CV                                     | GCC SAB de CV                                                                   | CUSIP: 000000000<br>LEI: 254900WY9XL8033CKX68 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $187110.00    | 0.07%             | 2032-04-20      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| PROSUS NV                                         | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $160445.38    | 0.06%             | 2052-01-19      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GNL QUINTERO SA                                   | GNL Quintero SA                                                                 | CUSIP: 000000000<br>LEI: 549300JJJIQXE6E1QY27 | Long             | DBT              | CORP              | CL        |     188320 | PA      | $188907.56    | 0.07%             | 2029-07-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                   | Gruma SAB de CV                                                                 | CUSIP: 000000000<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $204942.21    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                          | Hyundai Capital Services, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $204744.00    | 0.07%             | 2029-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| VEDANTA RESOURCES                                 | Vedanta Resources Finance II PLC                                                | CUSIP: 000000000<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $214251.47    | 0.08%             | 2029-09-17      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| DIAMOND II LTD                                    | Diamond II Ltd.                                                                 | CUSIP: 000000000<br>LEI: 254900KL4GQ2XC50XL44 | Long             | DBT              | CORP              | MU        |     250000 | PA      | $249994.46    | 0.09%             | 2026-07-28      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ST MARYS CEMENT INC                               | St. Mary's Cement, Inc.                                                         | CUSIP: 000000000<br>LEI: 5493009981WBHS86CJ89 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $207027.20    | 0.07%             | 2034-04-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                           | Bahamas Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    1300000 | PA      | $1449903.00   | 0.51%             | 2036-06-24      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                  | Garda World Security Corp.                                                      | CUSIP: 000000000<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | CA        |     234419 | PA      | $233539.69    | 0.08%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Groupe Solmax Inc                                 | Groupe Solmax, Inc.                                                             | CUSIP: 000000000<br>LEI: 549300UUEKZ3HF9FNI46 | Long             | LON              | CORP              | CA        |     204562 | PA      | $172727.06    | 0.06%             | 2028-05-29      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| Ontario Gaming GTA LP                             | Ontario Gaming GTA LP                                                           | CUSIP: 000000000<br>LEI: 894500EC9KLZLOC3V025 | Long             | LON              | CORP              | CA        |     235412 | PA      | $219448.19    | 0.08%             | 2030-08-01      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| PointClickCare Technologies, Inc.                 | PointClickCare Technologies, Inc.                                               | CUSIP: 000000000<br>LEI: 5493001Z0LHHBZLVDX36 | Long             | LON              | CORP              | CA        |      59307 | PA      | $58886.92     | 0.02%             | 2031-11-03      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                 | Clarios Global LP                                                               | CUSIP: 000000000<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |     306151 | PA      | $306342.73    | 0.11%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                | WestJet Loyalty LP                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     414118 | PA      | $411270.70    | 0.15%             | 2031-02-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                            | TK Elevator Midco GmbH                                                          | CUSIP: 000000000<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |     313760 | PA      | $314152.57    | 0.11%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                    | Opal Bidco SAS                                                                  | CUSIP: 000000000<br>LEI: 969500R96XT7XY2UJ564 | Long             | LON              | CORP              | US        |     191325 | PA      | $191415.21    | 0.07%             | 2032-04-28      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                      | State Street Navigator Securities Lending Government Money Market Portfolio     | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    4189695 | NS      | $4189695.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                            | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184903.97    | 0.07%             | 2031-03-17      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Apex Group Treasury LLC                           | Apex Group Treasury LLC                                                         | CUSIP: 000000000<br>LEI: 254900N6HRPDDNW7HP03 | Long             | LON              | CORP              | US        |     400293 | PA      | $372072.08    | 0.13%             | 2032-02-27      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                          | Aspen Insurance Holdings Ltd.                                                   | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |      49896 | NS      | $1230934.32   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Froneri Lux Finco Sarl                            | Froneri Lux Finco SARL                                                          | CUSIP: 000000000<br>LEI: 9845005YBZ75E5AA3B94 | Long             | LON              | CORP              | US        |     171118 | PA      | $170556.93    | 0.06%             | 2032-09-30      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings Ltd                         | Howden Group Holdings Ltd.                                                      | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |     313882 | PA      | $313069.22    | 0.11%             | 2031-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| HYPERION INSURANCE GROUP LTD                      | Hyperion Insurance Group Ltd.                                                   | CUSIP: 000000000<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |      48915 | PA      | $48940.92     | 0.02%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Coral-US Co-Borrower, LLC                         | Coral-U.S. Co-Borrower LLC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     260000 | PA      | $252200.00    | 0.09%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                           | Studio City Finance Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     200000 | PA      | $200057.87    | 0.07%             | 2028-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                           | Studio City Finance Ltd.                                                        | CUSIP: 000000000<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |     250000 | PA      | $242192.57    | 0.09%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media Bristol LLC                          | Virgin Media Bristol LLC                                                        | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     426000 | PA      | $417657.64    | 0.15%             | 2031-03-31      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                 | Rakuten Group, Inc.                                                             | CUSIP: 000000000<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     350000 | PA      | $348867.77    | 0.12%             | 2026-04-22      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Altice Financing SA                               | Altice Financing SA                                                             | CUSIP: 000000000<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | LON              | CORP              | LU        |     355798 | PA      | $269516.72    | 0.10%             | 2027-10-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco Sarl                               | Chrysaor Bidco SARL                                                             | CUSIP: 000000000<br>LEI: 254900CXX37NCB7A8J31 | Long             | LON              | CORP              | LU        |      99422 | PA      | $99608.79     | 0.04%             | 2031-10-30      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Camelot US Acquisition LLC                        | Camelot U.S. Acquisition LLC                                                    | CUSIP: 000000000<br>LEI: 549300U6VBJHQP2SFL81 | Long             | LON              | CORP              | US        |     250000 | PA      | $233125.00    | 0.08%             | 2031-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                | Connect Finco SARL                                                              | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     200417 | PA      | $199498.11    | 0.07%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                              | Raizen Fuels Finance SA                                                         | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $164000.02    | 0.06%             | 2034-03-05      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| EG America LLC                                    | EG America LLC                                                                  | CUSIP: 000000000<br>LEI: 549300BY1CRYVPEG9R57 | Long             | LON              | CORP              | US        |     278256 | PA      | $278169.41    | 0.10%             | 2028-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |     171360 | PA      | $171145.71    | 0.06%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                               | Peer Holding III BV                                                             | CUSIP: 000000000<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | US        |     118721 | PA      | $118523.55    | 0.04%             | 2032-09-29      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Pegasus BidCo BV                                  | Pegasus BidCo BV                                                                | CUSIP: 000000000<br>LEI: 254900U303DPAFR7MA71 | Long             | LON              | CORP              | NL        |     314009 | PA      | $314008.59    | 0.11%             | 2029-07-12      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                | Nouryon Finance BV                                                              | CUSIP: 000000000<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |     197981 | PA      | $197568.53    | 0.07%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Sunrise Financing Partnership                     | Sunrise Financing Partnership                                                   | CUSIP: 000000000<br>LEI: 213800DXWIS9KORQ3X94 | Long             | LON              | CORP              | US        |     146624 | PA      | $146047.74    | 0.05%             | 2032-02-15      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| ARCOS DORADOS BV                                  | Arcos Dorados BV                                                                | CUSIP: 000000000<br>LEI: 549300T91OYP6I7P8G39 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $209700.00    | 0.07%             | 2032-01-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CAJA ASIGNACION LOS ANDE                          | Caja de Compensacion de Asignacion Familiar de Los Andes                        | CUSIP: 000000000<br>LEI: 549300VGDEQ1WZPVLL10 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $210909.97    | 0.07%             | 2029-07-30      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                          | Industrias Penoles SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |     200000 | PA      | $169427.45    | 0.06%             | 2050-08-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                          | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $253637.50    | 0.09%             | 2034-09-10      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SURA ASSET MANAGEMENT                             | SURA Asset Management SA                                                        | CUSIP: 000000000<br>LEI: 549300013ETMS1C0EA22 | Long             | DBT              | CORP              | CO        |     300000 | PA      | $317895.00    | 0.11%             | 2032-05-13      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                             | Mineral Resources Ltd.                                                          | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      65000 | PA      | $68276.61     | 0.02%             | 2028-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CLEAN RENEWABLE POWER                             | Clean Renewable Power Mauritius Pte. Ltd.                                       | CUSIP: 000000000<br>LEI: 2138003P9CSDW7P4MT75 | Long             | DBT              | CORP              | MU        |     231000 | PA      | $226778.34    | 0.08%             | 2027-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENKO POWER II LTD                              | Greenko Power II Ltd.                                                           | CUSIP: 000000000<br>LEI: 254900YYA4B6O2O4JM12 | Long             | DBT              | CORP              | MU        |     209000 | PA      | $200209.23    | 0.07%             | 2028-12-13      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| INDIA GREEN POWER HOLD                            | India Green Power Holdings                                                      | CUSIP: 000000000<br>LEI: 254900I7N0GT4VVL6V29 | Long             | DBT              | CORP              | MU        |     216650 | PA      | $212630.69    | 0.08%             | 2027-02-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                          | Hyundai Capital Services, Inc.                                                  | CUSIP: 000000000<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     200000 | PA      | $202033.24    | 0.07%             | 2027-02-05      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| KAWASAN INDUSTRI JABABEK                          | Kawasan Industri Jababeka Tbk. PT                                               | CUSIP: 000000000<br>LEI: 254900JFBW45600V8I61 | Long             | SN               | CORP              | ID        |     100000 | PA      | $99750.00     | 0.04%             | 2027-12-15      | Variable      | 8.50%                 | Yes           |                  2 | On Loan: No      |
| SAEL LTD GROUP ISSUERS                            | SAEL/SPREPL/SSSPL/JGPEPL/SKREPL/UBEPL                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IN        |     188480 | PA      | $194618.42    | 0.07%             | 2031-07-31      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                             | Xiaomi Best Time International Ltd.                                             | CUSIP: 000000000<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |     200000 | PA      | $184723.32    | 0.07%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer