# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001752724-25-158958
**Filing Date:** 2025-6
**Character Count:** 240732
**Document Hash:** 75cc1529a763603477a998d2ed83d4f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-158958.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-158958

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**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:** 251078401

**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 Bond (Series ID: S000007796)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021244 | A            | IDITX           |
| C000021246 | C            | IFLLX           |
| C000021247 | I2           |  |
| C000081828 | I            | TFXIX           |
| C000156745 | R6           | TAFLX           |
| C000234684 | R            | TAADX           |

## 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 Bond

- **b. EDGAR series identifier (if any):** S000007796

- **c. LEI of Series:** 54930028OHE6MAPEQC05

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2505757859.22

**Total Liabilities:** $188433903.75

**Net Assets:** $2317323955.47

**Delayed Delivery Securities:** $145016292.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3118.34000000 | **1-Year:** -72188.37000000 | **5-Year:** -210078.47000000 | **10-Year:** -212285.18000000 | **30-Year:** -61260.35000000

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

- **3-Month:** -896.47000000 | **1-Year:** -18298.33000000 | **5-Year:** -47907.25000000 | **10-Year:** -15180.26000000 | **30-Year:** -346.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021247 | 2.01%                | -0.12%               | 0.12%                |
| Class ID C000156745 | 2.01%                | -0.12%               | 0.12%                |
| Class ID C000021244 | 1.98%                | -0.15%               | 0.09%                |
| Class ID C000234684 | 1.97%                | -0.17%               | 0.08%                |
| Class ID C000081828 | 2.00%                | -0.12%               | 0.12%                |
| Class ID C000021246 | 2.07%                | -0.34%               | 0.16%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-229775.17              | $39113712.82                               |
| Month 2  | $1020741.11              | $-13558803.66                              |
| Month 3  | $-1584456.48             | $-4248157.34                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SAFEHOLD GL HOLDINGS LLC                         | Safehold GL Holdings LLC                                                          | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   4090000 | PA      | $4115622.46   | 0.18%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4210312 | PA      | $4119687.76   | 0.18%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1662590.52   | 0.07%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2143214.15   | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC/Ashton Woods Finance Co.                                     | CUSIP: 045086AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1363789.02   | 0.06%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp.                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5223550.75   | 0.23%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830DAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    957275 | PA      | $937298.24    | 0.04%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    946000 | PA      | $949617.10    | 0.04%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56137000 | PA      | $27379944.89  | 1.18%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                    | American Home Mortgage Assets Trust                                               | CUSIP: 026930AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213768 | PA      | $184233.85    | 0.01%             | 2047-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| AMBIPAR LUX SARL                                 | Ambipar Lux SARL                                                                  | CUSIP: 02319WAA9<br>LEI: 9845008C0E14F9BDEK55 | Long             | DBT              | CORP              | LU        |   2309000 | PA      | $2216149.34   | 0.10%             | 2031-02-06      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux MPC II SARL                                                 | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3930548 | PA      | $3904016.41   | 0.17%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                         | Primo Water Holdings, Inc./Triton Water Holdings, Inc.                            | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6397000 | PA      | $6069455.37   | 0.26%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                    | Owens Corning                                                                     | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3004239.03   | 0.13%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10424000 | PA      | $7516274.09   | 0.32%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |   1348576 | PA      | $1356252.28   | 0.06%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                         | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2761000 | PA      | $2661752.82   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust                                                        | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   9391569 | PA      | $9337984.25   | 0.40%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     26633 | PA      | $25921.58     | 0.00%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2524170.24   | 0.11%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11159000 | PA      | $11104948.59  | 0.48%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8726000 | PA      | $8857237.12   | 0.38%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust               | Countrywide Alternative Loan Trust                                                | CUSIP: 12668BJU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    711513 | PA      | $668688.17    | 0.03%             | 2036-03-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5057599.52   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust                                                                | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1134494 | PA      | $1046558.32   | 0.05%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2838000 | PA      | $2525248.43   | 0.11%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies, Inc.                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3169947.95   | 0.14%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2443000 | PA      | $2395093.94   | 0.10%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | Capital Automotive REIT                                                           | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |  11397700 | PA      | $10933830.90  | 0.47%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                         | Embraer Netherlands Finance BV                                                    | CUSIP: 29082HAD4<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   2343000 | PA      | $2495224.17   | 0.11%             | 2030-07-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                           | CUSIP: 195325DS1<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1792000 | PA      | $1440573.60   | 0.06%             | 2031-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   4218000 | PA      | $3730547.25   | 0.16%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| GENERAL ELECTRIC CO                              | General Electric Co.                                                              | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3420962.23   | 0.15%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                   | NCR Voyix Corp.                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    695000 | PA      | $673496.98    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings, Inc.                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    583000 | PA      | $540108.63    | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13750500 | PA      | $12675168.00  | 0.55%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                   | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6741531.19   | 0.29%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2097000 | PA      | $2005601.42   | 0.09%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2263000 | PA      | $2264029.67   | 0.10%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology, Inc.                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4668000 | PA      | $4680726.84   | 0.20%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652QAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    737851 | PA      | $720647.41    | 0.03%             | 2037-11-20      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO Ltd.                                                                | CUSIP: 94950NAS1<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4988460.00   | 0.22%             | 2032-07-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                               | BMW U.S. Capital LLC                                                              | CUSIP: 05565EAH8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2036000 | PA      | $2003461.50   | 0.09%             | 2026-04-11      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bonds                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    782000 | PA      | $700984.80    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5528000 | PA      | $5566005.00   | 0.24%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  65286000 | PA      | $51715016.81  | 2.23%             | 2055-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7101300 | PA      | $6769258.76   | 0.29%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA Trust                                                                         | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2626470 | PA      | $2383846.88   | 0.10%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                         | Uzbek Industrial & Construction Bank ATB                                          | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |   5250000 | PA      | $5370750.00   | 0.23%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VITERRA FINANCE BV                               | Viterra Finance BV                                                                | CUSIP: 92852LAC3<br>LEI: 213800HBZGEIZLKJBI17 | Long             | DBT              | CORP              | NL        |   5125000 | PA      | $5148445.13   | 0.22%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9281000 | PA      | $9468070.16   | 0.41%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JP Morgan Chase Commercial Mortgage Securities Trust                              | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $1813650.00   | 0.08%             | 2037-01-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4780000 | PA      | $4813241.36   | 0.21%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BOYD GAMING CORP                                 | Boyd Gaming Corp.                                                                 | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    849000 | PA      | $831252.59    | 0.04%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom, Inc.                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5567000 | PA      | $4604126.28   | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                               | Macquarie Bank Ltd.                                                               | CUSIP: 55607KWA0<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   1400000 | PA      | $1377481.00   | 0.06%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34622000 | PA      | $31382949.52  | 1.35%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1127744 | PA      | $1141743.91   | 0.05%             | 2043-01-20      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos Inc                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $495390.53    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   4541000 | PA      | $4720769.29   | 0.20%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                            | Holcim Finance U.S. LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2563769.28   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6379000 | PA      | $6238260.00   | 0.27%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4786000 | PA      | $4708442.20   | 0.20%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $5368625.94   | 0.23%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp.                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4488000 | PA      | $4686581.43   | 0.20%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14184166 | PA      | $14167677.86  | 0.61%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826525AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374438 | PA      | $372834.03    | 0.02%             | 2037-07-20      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Mainbeach Funding LLC                            | Mainbeach Funding LLC                                                             | CUSIP: 56037BV43<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | IE        |  12250000 | PA      | $12105483.08  | 0.52%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                      | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7197000 | PA      | $7276940.46   | 0.31%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3791000 | PA      | $4324052.09   | 0.19%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                         | LKQ Corp.                                                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1761476.90   | 0.08%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp.                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1641000 | PA      | $1770233.72   | 0.08%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                   | NCR Voyix Corp.                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    584000 | PA      | $557465.90    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                                    | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6890000 | PA      | $6554723.64   | 0.28%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 44 CLO Ltd.                                                               | CUSIP: 92332KAQ4<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5347674.00   | 0.23%             | 2034-10-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7352000 | PA      | $5227961.25   | 0.23%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5220000 | PA      | $3884617.98   | 0.17%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926646 | PA      | $1945989.32   | 0.08%             | 2043-03-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4585000 | PA      | $4618492.00   | 0.20%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223164 | PA      | $215681.92    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1671243.66   | 0.07%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4081000 | PA      | $4090908.02   | 0.18%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10581000 | PA      | $10694663.11  | 0.46%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17324VAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    158101 | PA      | $152236.08    | 0.01%             | 2042-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2143000 | PA      | $1939833.55   | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 15 Ltd.                                                                   | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   4785165 | PA      | $4779351.35   | 0.21%             | 2032-01-18      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                 | Markel Group, Inc.                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    660000 | PA      | $571179.88    | 0.02%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1541260.61   | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19226000 | PA      | $11440971.94  | 0.49%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980995 | PA      | $954704.87    | 0.04%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J.M. Smucker Co.                                                                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2717647.29   | 0.12%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1532551 | PA      | $1425308.90   | 0.06%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2124000 | PA      | $2185396.88   | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $3028085.16   | 0.13%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                               | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11133000 | PA      | $10922086.21  | 0.47%             | 2025-10-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11931000 | PA      | $7894966.41   | 0.34%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417494 | PA      | $1343780.67   | 0.06%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                            | Investment Energy Resources Ltd.                                                  | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1144625.18   | 0.05%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co.                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   3472000 | PA      | $3357425.84   | 0.14%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                        | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    822000 | PA      | $734745.64    | 0.03%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| State Street Global Advisors                     | State Street Navigator Securities Lending Government Money Market Portfolio       | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  17070472 | NS      | $17070472.50  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1998000 | PA      | $1889289.16   | 0.08%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27846000 | PA      | $23728925.46  | 1.02%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6811200 | PA      | $6866008.91   | 0.30%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                             | Anglesea Funding LLC                                                              | CUSIP: 0347M2UJ3<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   5956000 | PA      | $5898243.48   | 0.25%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4721000 | PA      | $4714938.66   | 0.20%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers Issuer LLC                                                   | CUSIP: 92212KAB2<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   5085000 | PA      | $5012515.36   | 0.22%             | 2045-09-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26674000 | PA      | $20593161.56  | 0.89%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital, Inc.                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $1961181.27   | 0.08%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                     | MetLife Securitization Trust                                                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238819 | PA      | $234695.62    | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                              | NCL Corp. Ltd.                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    429000 | PA      | $426886.66    | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                          | Cloverie PLC for Zurich Insurance Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |   6682000 | PA      | $6672244.28   | 0.29%             | 2046-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1504192 | PA      | $1521581.72   | 0.07%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $2790755.13   | 0.12%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust                                                             | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2142000.00   | 0.09%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC/EMC Corp.                                                  | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $4573923.07   | 0.20%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5162084.14   | 0.22%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6682970 | PA      | $6557186.88   | 0.28%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill, Inc.                                                                     | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3587833.62   | 0.15%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1385046.92   | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Federal Home Loan Mortgage Corp., Interest Only STRIPS                            | CUSIP: 31282YDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    269678 | PA      | $35797.29     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bonds                                        | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3049000 | PA      | $2582960.35   | 0.11%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp.                                                                    | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   6194000 | PA      | $6316707.48   | 0.27%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2061498.83   | 0.09%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3167000 | PA      | $2798355.63   | 0.12%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |  10925822 | PA      | $10863087.42  | 0.47%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                              | NuStar Logistics LP                                                               | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350099.40    | 0.02%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust           | Residential Asset Securitization Trust                                            | CUSIP: 45660NK46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1091929 | PA      | $1043503.32   | 0.05%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp.                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $2011640.85   | 0.09%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $1988546.04   | 0.09%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                            | Tennessee Valley Authority                                                        | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   3882000 | PA      | $3867187.76   | 0.17%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| IVORY COAST                                      | Ivory Coast Government International Bonds                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5813000 | PA      | $5378768.90   | 0.23%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6526000 | PA      | $6463799.06   | 0.28%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64829JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134411 | PA      | $1100936.11   | 0.05%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax, Inc.                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2473000 | PA      | $2502700.58   | 0.11%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC/HAT Holdings II LLC                                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3405924.90   | 0.15%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3678000 | PA      | $3801324.30   | 0.16%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVIII Ltd.                                                           | CUSIP: 87154GEY7<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   4641849 | PA      | $4629942.94   | 0.20%             | 2033-07-23      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP/GLP Financing II, Inc.                                             | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |   2499000 | PA      | $2356534.26   | 0.10%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4630416.81   | 0.20%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4306000 | PA      | $4389004.26   | 0.19%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3338099.74   | 0.14%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                  | GTA Funding LLC                                                                   | CUSIP: 40060WUW0<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1186595.64   | 0.05%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys, Inc.                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2409937.91   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   4909112 | PA      | $4922972.54   | 0.21%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust                   | ILPT Trust                                                                        | CUSIP: 44965LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1824573.94   | 0.08%             | 2041-02-11      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                        | Mosaic Co.                                                                        | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1445876.90   | 0.06%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650BAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1281884 | PA      | $1309561.71   | 0.06%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co.                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3096326.21   | 0.13%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP Carey, Inc.                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   3127000 | PA      | $3061618.78   | 0.13%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                             | COPT Defense Properties LP                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |   1833000 | PA      | $1788157.25   | 0.08%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Note Trust                                                  | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14450000 | PA      | $14540617.40  | 0.63%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BBVA BANCOMER SA TEXAS                           | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico         | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4265000 | PA      | $4094927.92   | 0.18%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16648000 | PA      | $16781964.46  | 0.72%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | 321 Henderson Receivables VI LLC                                                  | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    401694 | PA      | $403364.14    | 0.02%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2825763.59   | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3439142.95   | 0.15%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11556000 | PA      | $8389385.13   | 0.36%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IHS NETHERLANDS HOLDCO                           | IHS Netherlands Holdco BV                                                         | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   1357764 | PA      | $1357380.65   | 0.06%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak CLO 4                                                                  | CUSIP: 72132WAN9<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |   4395000 | PA      | $4372453.65   | 0.19%             | 2034-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   3275968 | PA      | $3309774.29   | 0.14%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403708 | PA      | $398041.18    | 0.02%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $340600.00    | 0.01%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6610000 | PA      | $6744330.40   | 0.29%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp.                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2603737.26   | 0.11%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2439899 | PA      | $1908804.62   | 0.08%             | 2048-10-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3699524.59   | 0.16%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2488000 | PA      | $2292788.76   | 0.10%             | 2027-11-24      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7532000 | PA      | $7626025.87   | 0.33%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 80 CLO Ltd.                                                                | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3374437 | PA      | $3372142.45   | 0.15%             | 2033-01-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $652565.57    | 0.03%             | 2037-03-15      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates            | Countrywide Asset-Backed Certificates                                             | CUSIP: 126671RV0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3473 | PA      | $3033.08      | 0.00%             | 2032-05-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688WAA6<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   5158972 | PA      | $5188420.55   | 0.22%             | 2069-07-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK, Inc.                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4838235.47   | 0.21%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1867000 | PA      | $1620037.91   | 0.07%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2469286.49   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                     | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4705458.35   | 0.20%             | 2025-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                     | Calpine Corp.                                                                     | CUSIP: 131347CR5<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   6168000 | PA      | $5707762.34   | 0.25%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1936480.83   | 0.08%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp.                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1460601.13   | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                          | Exxon Mobil Corp.                                                                 | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2555910.15   | 0.11%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1480751.20   | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12164000 | PA      | $12068968.75  | 0.52%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue Mortgage Trust                                                    | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4630000 | PA      | $4352886.63   | 0.19%             | 2034-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                              | Emerson Electric Co.                                                              | CUSIP: 29101AVJ0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |   2950000 | PA      | $2911240.25   | 0.13%             | 2025-08-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2863981.06   | 0.12%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $9352756.32   | 0.40%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1306320.24   | 0.06%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms, Inc.                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3709000 | PA      | $3818087.29   | 0.16%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                              | NuStar Logistics LP                                                               | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3026068.64   | 0.13%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp.                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2743899.53   | 0.12%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4057000 | PA      | $3813584.46   | 0.16%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    266714 | PA      | $261284.95    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International, Inc.                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    796000 | PA      | $810445.81    | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   5679610 | PA      | $5640163.25   | 0.24%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   2893854 | PA      | $2898808.33   | 0.13%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                      | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  15353283 | PA      | $15353282.98  | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International, Inc.                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2090482.63   | 0.09%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp. Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   2400000 | PA      | $2405861.35   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3261000 | PA      | $3182268.44   | 0.14%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3423000 | PA      | $3174832.50   | 0.14%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST                          | Mexico Remittances Funding Fiduciary Estate Management SARL                       | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |   6194000 | PA      | $6085605.00   | 0.26%             | 2031-10-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9674544 | PA      | $9811855.50   | 0.42%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                         | Britannia Funding Co. LLC                                                         | CUSIP: 11042LTA8<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  18750000 | PA      | $18656311.88  | 0.81%             | 2025-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7065000 | PA      | $6123835.32   | 0.26%             | 2037-03-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics, Inc.                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   8569000 | PA      | $7229001.12   | 0.31%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3793000 | PA      | $3774933.26   | 0.16%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   4308000 | PA      | $4139028.69   | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3878265.73   | 0.17%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                | General Motors Co.                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2722860.89   | 0.12%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1747000 | PA      | $1828825.53   | 0.08%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $2000452.56   | 0.09%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                         | ASP Unifrax Holdings, Inc.                                                        | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    511683 | PA      | $204673.20    | 0.01%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                  | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $1669322.70   | 0.07%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   1570038 | PA      | $1577826.22   | 0.07%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2489409.72   | 0.11%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds, Principal Only STRIPS                                        | CUSIP: 912803GK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46411000 | PA      | $12663699.89  | 0.55%             | 2052-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3708051.03   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Nutrien Ltd                                      | Nutrien Ltd.                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3845000 | PA      | $3790946.68   | 0.16%             | 2029-04-01      | Fixed         | 4.20%                 | 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        |   4187000 | PA      | $4065789.28   | 0.18%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830TAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3519547 | PA      | $3297199.15   | 0.14%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $1933724.90   | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2889114.05   | 0.12%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                      | Gartner, Inc.                                                                     | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2439437.47   | 0.11%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10570000 | PA      | $9015466.82   | 0.39%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 123919AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2257168 | PA      | $2298259.83   | 0.10%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                         | Constellation Insurance, Inc.                                                     | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   8154000 | PA      | $7934263.81   | 0.34%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2654000 | PA      | $2644669.54   | 0.11%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4954142 | PA      | $4813649.10   | 0.21%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                                | Iron Mountain, Inc.                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   5152000 | PA      | $5072331.53   | 0.22%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW Owner Trust                                                                   | CUSIP: 55389PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    431090 | PA      | $430547.88    | 0.02%             | 2036-11-20      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374851 | PA      | $362680.29    | 0.02%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust           | Merrill Lynch Mortgage Investors Trust                                            | CUSIP: 59020U5U5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    610355 | PA      | $355128.85    | 0.02%             | 2036-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12661GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2852695 | PA      | $2510188.86   | 0.11%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2504381 | PA      | $2291483.77   | 0.10%             | 2049-07-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.             | Octagon Investment Partners 40 Ltd.                                               | CUSIP: 67592BBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7079277.00   | 0.31%             | 2035-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys, Inc.                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1670297.96   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp.                                                                     | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    236000 | PA      | $228868.29    | 0.01%             | 2026-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv, Inc.                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3529856.74   | 0.15%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6095000 | PA      | $6412866.44   | 0.28%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Endeavour Funding Co LLC                         | Endeavour Funding Co. LLC                                                         | CUSIP: 29261MU77<br>LEI: 549300ILNGZLN9GLJU21 | Long             | STIV             | CORP              | US        |    731000 | PA      | $724893.30    | 0.03%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3064000 | PA      | $3067718.65   | 0.13%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Trust LLC                                                           | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5184425.40   | 0.22%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust               | Countrywide Alternative Loan Trust                                                | CUSIP: 12667GCH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458596 | PA      | $417087.41    | 0.02%             | 2035-05-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5891663 | PA      | $5774921.49   | 0.25%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2263587.14   | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1680605.94   | 0.07%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv, Inc.                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3194000 | PA      | $3140577.16   | 0.14%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5566000 | PA      | $4164281.16   | 0.18%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs, Inc.                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   3041000 | PA      | $2944682.04   | 0.13%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2471836 | PA      | $2558936.65   | 0.11%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                                | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   6123000 | PA      | $6082220.94   | 0.26%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                  | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2517424.28   | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1890511.58   | 0.08%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd.                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   1990000 | PA      | $2041162.50   | 0.09%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6997337 | PA      | $6998177.49   | 0.30%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VITAL ENERGY INC                                 | Vital Energy, Inc.                                                                | CUSIP: 516806AH9<br>LEI: 549300X0PTWU2QSLSL14 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2491177.50   | 0.11%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust                                        | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3483701.60   | 0.15%             | 2032-11-05      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                      | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5695996.32   | 0.25%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2509043.75   | 0.11%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10652714 | PA      | $10435527.40  | 0.45%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1623492.13   | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5581000 | PA      | $5641085.16   | 0.24%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC        | Retained Vantage Data Centers Issuer LLC                                          | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8410200.05   | 0.36%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5009000 | PA      | $4151404.40   | 0.18%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29138000 | PA      | $21333341.24  | 0.92%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43284BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165018 | PA      | $164779.93    | 0.01%             | 2032-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems, Inc.                                                               | CUSIP: 17277AV12<br>LEI: 549300LKFJ962MZ46593 | Long             | STIV             | CORP              | US        |    500000 | PA      | $494459.40    | 0.02%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1631277.24   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2316465.00   | 0.10%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust                                                           | CUSIP: 3622NAAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139212 | PA      | $61423.09     | 0.00%             | 2037-05-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| ASHTON WOODS USA/FINANCE                         | Ashton Woods USA LLC/Ashton Woods Finance Co.                                     | CUSIP: 045086AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1186000 | PA      | $1087521.32   | 0.05%             | 2030-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3926000 | PA      | $3062115.38   | 0.13%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd                               | Viking Cruises Ltd.                                                               | CUSIP: 92676XAD9<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   5420000 | PA      | $5402719.41   | 0.23%             | 2027-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2735011 | PA      | $2656292.86   | 0.11%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77106 | PA      | $76698.00     | 0.00%             | 2037-07-20      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                           | Venture 43 CLO Ltd.                                                               | CUSIP: 92290CAR0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2993673.00   | 0.13%             | 2034-04-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2786000 | PA      | $2823087.82   | 0.12%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT Trust                                                                        | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2098332 | PA      | $2108273.14   | 0.09%             | 2059-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 05608TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511804 | PA      | $482107.35    | 0.02%             | 2036-02-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5857000 | PA      | $5747755.82   | 0.25%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management, Inc.                                                            | CUSIP: 94106LBZ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2546685.77   | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp. A Mutual Legal Reserve Co.                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1404231.45   | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 U.K. Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2196423.25   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $5141618.37   | 0.22%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2613241 | PA      | $2627691.00   | 0.11%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22469000 | PA      | $21956425.94  | 0.95%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                         | Fortitude Group Holdings LLC                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1802133.67   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp.                                                              | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6168000 | PA      | $6433504.21   | 0.28%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust                                                   | CUSIP: 126694YQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1232549 | PA      | $1072072.95   | 0.05%             | 2036-02-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG U.S. CLO Ltd.                                                                 | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4483134.00   | 0.19%             | 2034-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                 | IndyMac INDX Mortgage Loan Trust                                                  | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506138 | PA      | $351602.21    | 0.02%             | 2037-08-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    970000 | PA      | $611100.00    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7530566 | PA      | $7588013.39   | 0.33%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4543000 | PA      | $4489833.68   | 0.19%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2841866.50   | 0.12%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |    234045 | PA      | $230590.80    | 0.01%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2387152 | PA      | $2406732.77   | 0.10%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2636000 | PA      | $2200854.08   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                           | Boardwalk Pipelines LP                                                            | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   4707000 | PA      | $4273713.68   | 0.18%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                      | VEGAS Trust                                                                       | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11400000 | PA      | $11546861.64  | 0.50%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                 | Markel Group, Inc.                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $2500444.87   | 0.11%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CRC Funding LLC                                  | CRC Funding LLC                                                                   | CUSIP: 12619TSG0<br>LEI: 549300HKCCNTZDBBEN75 | Long             | STIV             | CORP              | US        |   8700000 | PA      | $8683110.69   | 0.37%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health, Inc.                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   2368000 | PA      | $2389048.68   | 0.10%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                  | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   5224000 | PA      | $5028406.13   | 0.22%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO Corp.                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4662196.26   | 0.20%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $4492320.66   | 0.19%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5095000 | PA      | $5157386.24   | 0.22%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC               | Diamond Infrastructure Funding LLC                                                | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3188583.90   | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2440000 | PA      | $2430974.93   | 0.10%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1730810.72   | 0.07%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co., Inc.                                                                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1340480.44   | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd               | Octagon 54 Ltd.                                                                   | CUSIP: 67577FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2748603.00   | 0.12%             | 2034-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $3142272.91   | 0.14%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12657GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3098753 | PA      | $2789427.67   | 0.12%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2275392.22   | 0.10%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1200000 | PA      | $1245627.29   | 0.05%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit, Inc.                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1234800.43   | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust                                             | CUSIP: 96043PAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1430695 | PA      | $1431983.25   | 0.06%             | 2027-12-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    783147 | PA      | $797673.43    | 0.03%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| ELLUCIAN HOLDINGS INC                            | Ellucian Holdings, Inc.                                                           | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1058050.82   | 0.05%             | 2029-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1782129 | PA      | $1697800.49   | 0.07%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3856718 | PA      | $3753643.83   | 0.16%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated Assets LLC                                                            | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    917860 | PA      | $823408.17    | 0.04%             | 2040-10-20      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    859000 | PA      | $824999.90    | 0.04%             | 2030-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89170VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3325233 | PA      | $3143000.19   | 0.14%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                         | Cleveland Electric Illuminating Co.                                               | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5099000 | PA      | $4903607.65   | 0.21%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group, Inc.                                                               | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4986000 | PA      | $4898147.78   | 0.21%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                | InRetail Consumer                                                                 | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   3042000 | PA      | $2844390.46   | 0.12%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp.                                                                    | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3842834.57   | 0.17%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2946159 | PA      | $2974514.58   | 0.13%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust                                        | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4617514.00   | 0.20%             | 2032-11-05      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 25 Ltd.                                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4402164.80   | 0.19%             | 2035-04-20      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| CRH America Inc                                  | CRH America, Inc.                                                                 | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999279.59    | 0.04%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    788000 | PA      | $801897.12    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $5915601.37   | 0.26%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| (Sunnova) Aurora I Issuer, LLC                   | Sunnova Helios V Issuer LLC                                                       | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2042599 | PA      | $1569906.91   | 0.07%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics, Inc.                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2244634.47   | 0.10%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51783700 | PA      | $53636585.52  | 2.31%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital, Inc.                                                             | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1862000 | PA      | $1862664.27   | 0.08%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826943AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1978471 | PA      | $1992550.93   | 0.09%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp.                                                                         | CUSIP: 26884LAY5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1189764.58   | 0.05%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences, Inc.                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4043000 | PA      | $4050951.81   | 0.17%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                          | American Airlines Pass-Through Trust                                              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1329898 | PA      | $1211093.58   | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                         | KLA Corp.                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   3001000 | PA      | $2975125.80   | 0.13%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC                            | Holcim Finance U.S. LLC                                                           | CUSIP: 50587KAB7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $829157.51    | 0.04%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings, Inc.                                                        | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $1957531.67   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital, Inc.                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1291000 | PA      | $1275316.18   | 0.06%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $3847254.72   | 0.17%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                              | Vulcan Materials Co.                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $3131219.28   | 0.14%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    740626 | PA      | $444162.99    | 0.02%             | 2035-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp.                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    739000 | PA      | $717686.21    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                          | Bayer U.S. Finance II LLC                                                         | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1721725.84   | 0.07%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                        | Infor LLC                                                                         | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |   2616000 | PA      | $2597100.32   | 0.11%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | JG Wentworth XXI LLC                                                              | CUSIP: 466159AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137721 | PA      | $136627.90    | 0.01%             | 2048-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2263000 | PA      | $2260119.09   | 0.10%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2531273 | PA      | $2582159.77   | 0.11%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards Mortgage Trust                                                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5710000 | PA      | $5859739.61   | 0.25%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1141807.49   | 0.05%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                            | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1711939.22   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                          | HCA, Inc.                                                                         | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2939490.78   | 0.13%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Spin Holdco Inc                                  | Spin Holdco, Inc.                                                                 | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   2905871 | PA      | $2357387.92   | 0.10%             | 2028-03-04      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8173112 | PA      | $7418100.06   | 0.32%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    489000 | PA      | $464358.56    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service, Inc.                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2383427.72   | 0.10%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bonds                                            | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5006000 | PA      | $4908883.60   | 0.21%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International, Inc.                                    | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1839000 | PA      | $1615850.96   | 0.07%             | 2031-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2654112 | PA      | $2517807.13   | 0.11%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8830000 | PA      | $9121615.43   | 0.39%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826944AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2713138 | PA      | $2795967.71   | 0.12%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3298970 | PA      | $3082435.38   | 0.13%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                           | Advanced Micro Devices, Inc.                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3339656.70   | 0.14%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities, Inc.                                                         | CUSIP: 156504AL6<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2138322.84   | 0.09%             | 2027-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 38 CLO Ltd.                                                               | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   5686315 | PA      | $5669256.19   | 0.24%             | 2032-07-30      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1051504.63   | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29834000 | PA      | $29215177.50  | 1.26%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                         | Occidental Petroleum Corp.                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3143000 | PA      | $3095794.59   | 0.13%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    511395 | PA      | $499609.07    | 0.02%             | 2037-11-20      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2588000 | PA      | $2565750.47   | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $2817011.72   | 0.12%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                  | SBA Tower Trust                                                                   | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   3250000 | PA      | $3093077.00   | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                             | Diameter Capital CLO 1 Ltd.                                                       | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3236538.50   | 0.14%             | 2037-10-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM, Inc.                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1021384.25   | 0.04%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680544 | PA      | $1607200.11   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4605634.22   | 0.20%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688TAA3<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |   4859323 | PA      | $4869658.55   | 0.21%             | 2069-02-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   7184238 | PA      | $7229969.61   | 0.31%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80286PAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138643 | PA      | $138734.09    | 0.01%             | 2027-07-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                         | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2222693.00   | 0.10%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                           | Cadence Design Systems, Inc.                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2234883.07   | 0.10%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   9285481 | PA      | $9376855.98   | 0.40%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4266000 | PA      | $4291995.94   | 0.19%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25565000 | PA      | $25752742.97  | 1.11%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    561000 | PA      | $569089.62    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61224000 | PA      | $61013525.97  | 2.63%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                              | Petroleos Mexicanos                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3507000 | PA      | $3221513.02   | 0.14%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2533805 | PA      | $2388038.30   | 0.10%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2781034.15   | 0.12%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4887087 | PA      | $4948125.31   | 0.21%             | 2040-08-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | Bravo Residential Funding Trust                                                   | CUSIP: 10569MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6459207 | PA      | $6476712.66   | 0.28%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237JAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4482628 | PA      | $3560262.27   | 0.15%             | 2049-01-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $1953738.46   | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                             | Sitios Latinoamerica SAB de CV                                                    | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   5297000 | PA      | $5314480.10   | 0.23%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7845000 | PA      | $7770840.27   | 0.34%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1665000 | PA      | $1645029.66   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust                                                                         | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4026202 | PA      | $3559128.41   | 0.15%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28113000 | PA      | $27818252.63  | 1.20%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                              | DataBank Issuer LLC                                                               | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4727000 | PA      | $4598018.61   | 0.20%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB5 LP                                                                       | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   4072792 | PA      | $3882890.81   | 0.17%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6966049 | PA      | $6825686.83   | 0.29%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    435840 | PA      | $227238.26    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4937965.09   | 0.21%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co./Organon Foreign Debt Co-Issuer BV                                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1768602.75   | 0.08%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                   | ACM Auto Trust                                                                    | CUSIP: 00161AAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62567 | PA      | $62663.74     | 0.00%             | 2030-06-20      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    598000 | PA      | $553468.73    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MUFG Securities Canada Ltd                       | MUFG Securities Canada Ltd.                                                       | CUSIP: 62479UWJ0<br>LEI: 549300Y1PMK3RWXMWR72 | Long             | STIV             | CORP              | CA        |  24000000 | PA      | $23587951.20  | 1.02%             | 2025-09-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5863000 | PA      | $5685277.81   | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB7 LP                                                                       | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   3758333 | PA      | $3792961.12   | 0.16%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG U.S. CLO Ltd.                                                                 | CUSIP: 44928XAY0<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6475222.00   | 0.28%             | 2034-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1964603.62   | 0.08%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5646730 | PA      | $5637665.28   | 0.24%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    119808 | PA      | $72847.92     | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $1957389.27   | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3080000 | PA      | $3137516.63   | 0.14%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOYNE USA INC                                    | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $950263.49    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2681859.27   | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1562469 | PA      | $1594808.82   | 0.07%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health, Inc.                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2015320.14   | 0.09%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XXI Ltd.                                                            | CUSIP: 07134WAA1<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   3680000 | PA      | $3675355.84   | 0.16%             | 2034-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12316000 | PA      | $8858860.37   | 0.38%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4557000 | PA      | $3951116.50   | 0.17%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | JGWPT XXIII LLC                                                                   | CUSIP: 46616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    881672 | PA      | $869240.97    | 0.04%             | 2056-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co.                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3701000 | PA      | $3823580.67   | 0.16%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Starbird Funding Corp                            | Starbird Funding Corp.                                                            | CUSIP: 85520LV44<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |   8300000 | PA      | $8202524.80   | 0.35%             | 2025-08-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp.                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   5252000 | PA      | $4954198.10   | 0.21%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                       | Citadel LP                                                                        | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1077242.57   | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   4032000 | PA      | $4003056.69   | 0.17%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP/PAA Finance Corp.                                 | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1813000 | PA      | $1712717.93   | 0.07%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co.                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3136000 | PA      | $2899858.89   | 0.13%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                   | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   4446000 | PA      | $3899373.37   | 0.17%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    475688 | PA      | $485054.25    | 0.02%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   2860965 | PA      | $2878268.03   | 0.12%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines, Inc./SkyMiles IP Ltd.                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4280000 | PA      | $4249820.09   | 0.18%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mainbeach Funding LLC                            | Mainbeach Funding LLC                                                             | CUSIP: 56037BVT8<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | IE        |  12250000 | PA      | $12071790.68  | 0.52%             | 2025-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris, Inc.                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2123593.77   | 0.09%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                  | Murphy Oil Corp.                                                                  | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2268080.04   | 0.10%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9736533 | PA      | $8731847.31   | 0.38%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp.                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2995965.14   | 0.13%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM XIX Ltd.                                                                     | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9980000.00   | 0.43%             | 2035-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                      | Swedbank AB                                                                       | CUSIP: 87020WW24<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  11000000 | PA      | $10835986.70  | 0.47%             | 2025-09-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                        | WRKCo, Inc.                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $3308254.81   | 0.14%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                          | Schlumberger Holdings Corp.                                                       | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1841000 | PA      | $1813801.86   | 0.08%             | 2028-05-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    617000 | PA      | $609594.88    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust                                                                         | CUSIP: 12433QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1232529.81   | 0.05%             | 2034-11-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp.                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3799833.41   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                            | Aon North America, Inc.                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3650568.10   | 0.16%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA, Inc.                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1804234.08   | 0.08%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International, Inc.                                                | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    699000 | PA      | $699157.97    | 0.03%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                         | Lloyds Banking Group PLC                                                          | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4693000 | PA      | $4744222.64   | 0.20%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                  | DR Horton, Inc.                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3172748.31   | 0.14%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   5199000 | PA      | $5175934.27   | 0.22%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW LLC                                                                           | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528986 | PA      | $511655.35    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                       | Kenvue, Inc.                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   4511000 | PA      | $4645245.56   | 0.20%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18227000 | PA      | $18335222.81  | 0.79%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                         | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1920000 | PA      | $1930099.20   | 0.08%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   5002750 | PA      | $5046980.75   | 0.22%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7649353 | PA      | $7713703.84   | 0.33%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                      | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8623140.35   | 0.37%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP/Targa Resources Partners Finance Corp.                | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2506632.50   | 0.11%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven, Inc.                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   6064000 | PA      | $5033045.96   | 0.22%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2500000 | PA      | $2340553.05   | 0.10%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust                                                     | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2652647 | PA      | $2577974.57   | 0.11%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Lexington Parker Capital Co LLC                  | Lexington Parker Capital Co. LLC                                                  | CUSIP: 52953ASM8<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20946441.60  | 0.90%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6492314 | PA      | $6208449.66   | 0.27%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp.                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    236000 | PA      | $203672.96    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7840000 | PA      | $7312331.23   | 0.32%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp.                                                                    | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1962834.67   | 0.08%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5027000 | PA      | $4678278.22   | 0.20%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4255000 | PA      | $4369999.89   | 0.19%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6472464 | PA      | $6216537.94   | 0.27%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2829555.98   | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1091439 | PA      | $1099424.94   | 0.05%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3528167.23   | 0.15%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                  | MV24 Capital BV                                                                   | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2839178 | PA      | $2706108.66   | 0.12%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4729000 | PA      | $4793449.60   | 0.21%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4469000 | PA      | $4514812.97   | 0.19%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8065000 | PA      | $5629748.09   | 0.24%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1643191.25   | 0.07%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3696269 | PA      | $3504169.50   | 0.15%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                            | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2141000 | PA      | $2160440.28   | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17961000 | PA      | $16684085.16  | 0.72%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1514861.34   | 0.07%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1063400 | PA      | $932053.49    | 0.04%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2735000 | PA      | $2563090.97   | 0.11%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge, Inc.                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5168000 | PA      | $5213115.55   | 0.22%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27635000 | PA      | $23675422.66  | 1.02%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust                                                          | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   7382444 | PA      | $7407600.46   | 0.32%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2815595 | PA      | $2707146.12   | 0.12%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International, Inc.                                                      | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    323000 | PA      | $323000.00    | 0.01%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2195000 | PA      | $2092186.20   | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GoodLeap Sustainable Home Improvement Loan Trust | GoodLeap Sustainable Home Solutions Trust                                         | CUSIP: 38237GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2201602 | PA      | $1747311.43   | 0.08%             | 2048-07-20      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2203894.04   | 0.10%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2859944.92   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp.                                                     | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1453000 | PA      | $1452740.48   | 0.06%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7393000 | PA      | $6852386.88   | 0.30%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust                                                   | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61463 | PA      | $57306.83     | 0.00%             | 2035-04-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                           | Rackspace Finance LLC                                                             | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    924223 | PA      | $913247.78    | 0.04%             | 2028-05-15      | Floating      | 10.69%                | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities, Inc.                                                         | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2125005.70   | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.                 | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   8155000 | PA      | $7943176.32   | 0.34%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1728221 | PA      | $1748096.75   | 0.08%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5491000 | PA      | $5314977.15   | 0.23%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                 | Black Hills Corp.                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2088248.99   | 0.09%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67448GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7314899 | PA      | $7343636.80   | 0.32%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    854000 | PA      | $767520.66    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1918284 | PA      | $1895964.06   | 0.08%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1404132 | PA      | $1397043.60   | 0.06%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5385000 | PA      | $5337039.84   | 0.23%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19625000 | PA      | $12603696.24  | 0.54%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3754289 | PA      | $3755087.61   | 0.16%             | 2041-08-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                           | GSAA Home Equity Trust                                                            | CUSIP: 362341Z44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    847053 | PA      | $343874.00    | 0.01%             | 2036-01-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA                                                                            | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   5184000 | PA      | $6080865.85   | 0.26%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613248 | PA      | $604089.67    | 0.03%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3704000 | PA      | $3361090.64   | 0.15%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6103630 | PA      | $5953665.52   | 0.26%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1447603.61   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12656TAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4662087 | PA      | $3932352.12   | 0.17%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                          | United Airlines Pass-Through Trust                                                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1034022 | PA      | $1017042.53   | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9258000 | PA      | $8138360.63   | 0.35%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Protected Indexed Notes                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5944164 | PA      | $5572351.46   | 0.24%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033671 | PA      | $1970129.30   | 0.09%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $178200.00    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4009000 | PA      | $3472581.05   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                 | RALI Trust                                                                        | CUSIP: 75116EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93009 | PA      | $56514.42     | 0.00%             | 2037-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   3184000 | PA      | $3201362.48   | 0.14%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                  | Versailles Commercial Paper LLC                                                   | CUSIP: 92512LU33<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   2820000 | PA      | $2797757.53   | 0.12%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25980000 | PA      | $26256037.50  | 1.13%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35044000 | PA      | $25698476.94  | 1.11%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4920000 | PA      | $4925733.47   | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                 | RALI Trust                                                                        | CUSIP: 761118RM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2104181 | PA      | $798134.65    | 0.03%             | 2046-02-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                     | MetLife Securitization Trust                                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637722 | PA      | $1562784.68   | 0.07%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3098000 | PA      | $2646935.54   | 0.11%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3922993.37   | 0.17%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3689000 | PA      | $3161231.81   | 0.14%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co.                                                              | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1520110.00   | 0.07%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31316000 | PA      | $25942731.82  | 1.12%             | 2054-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                                            | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1063000 | PA      | $1099771.30   | 0.05%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   4617000 | PA      | $4851258.64   | 0.21%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4667097 | PA      | $4654927.16   | 0.20%             | 2041-08-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology, Inc.                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3601142.34   | 0.16%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3524000 | PA      | $3807752.48   | 0.16%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                      | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    916000 | PA      | $908772.10    | 0.04%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp.                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2542139.65   | 0.11%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-20

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Joshua Durham

**Name of Signer:** Joshua Durham

**Title:** Chief Operating Officer and Interim Treasurer