# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-063336
**Filing Date:** 2026-6
**Character Count:** 252165
**Document Hash:** 4c8850e3022965978f0a89d9f0787d81
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063336.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0001410368-26-063336

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260618

**DATE AS OF CHANGE**: 20260618

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 261103776

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $2575855590.39

**Total Liabilities:** $226718888.47

**Net Assets:** $2349136701.92

**Delayed Delivery Securities:** $147035874.52

**Cash Not Reported:** $86.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2816.77000000 | **1-Year:** -68695.57000000 | **5-Year:** -222826.99000000 | **10-Year:** -266805.67000000 | **30-Year:** -46055.26000000

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

- **3-Month:** -1411.56000000 | **1-Year:** -25857.94000000 | **5-Year:** -66720.41000000 | **10-Year:** -30665.10000000 | **30-Year:** -5069.87000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021247 | 1.46%                | -1.93%               | 0.39%                |
| Class ID C000156745 | 1.59%                | -1.93%               | 0.39%                |
| Class ID C000021244 | 1.44%                | -1.96%               | 0.35%                |
| Class ID C000234684 | 1.42%                | -1.98%               | 0.34%                |
| Class ID C000081828 | 1.46%                | -1.93%               | 0.38%                |
| Class ID C000021246 | 1.39%                | -2.04%               | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2660542.50             | $30089373.08                               |
| Month 2  | $48809.52                | $-56181692.71                              |
| Month 3  | $-3139827.84             | $5105186.62                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3971651 | PA      | $3959354.03   | 0.17%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                       | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   4090000 | PA      | $4302993.50   | 0.18%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| QTS ISSUER ABS I LLC                           | QTS Issuer ABS I LLC                                                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6275000 | PA      | $6251989.58   | 0.27%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2301868 | PA      | $2275910.02   | 0.10%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2227229.95   | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   2392000 | PA      | $2354748.02   | 0.10%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 105927AC1<br>LEI: 254900KREJHICFBDC014 | Long             | ABS-MBS          | CORP              | US        |   4634597 | PA      | $4660070.78   | 0.20%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp.                                                                 | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5220473.40   | 0.22%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   8555000 | PA      | $8302829.40   | 0.35%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4731000 | PA      | $4706855.81   | 0.20%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830DAB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    788405 | PA      | $771660.94    | 0.03%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                 | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4975615.50   | 0.21%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53929000 | PA      | $25287645.16  | 1.08%             | 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        |    195665 | PA      | $177824.22    | 0.01%             | 2047-03-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 80 CLO Ltd.                                                            | CUSIP: 26245JBA5<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   2511099 | PA      | $2509592.55   | 0.11%             | 2033-01-17      | Floating      | 4.63%                 | 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      | $4015054.38   | 0.17%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4798000 | PA      | $3528966.47   | 0.15%             | 2045-08-15      | Fixed         | 2.88%                 | 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      | $6242802.81   | 0.27%             | 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      | $3039606.75   | 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      | $7302500.68   | 0.31%             | 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        |    897462 | PA      | $902684.21    | 0.04%             | 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      | $2734452.43   | 0.12%             | 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        |   6733444 | PA      | $6746313.43   | 0.29%             | 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: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     21065 | PA      | $20578.26     | 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      | $2584326.70   | 0.11%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   5235000 | PA      | $5234731.97   | 0.22%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5488000 | PA      | $5425188.14   | 0.23%             | 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        |   4857000 | PA      | $4914710.00   | 0.21%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 12668BJU8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    623586 | PA      | $596822.25    | 0.03%             | 2036-03-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5227228.09   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   4750000 | PA      | $4735902.67   | 0.20%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                             | Aqua Finance Trust                                                            | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    711415 | PA      | $651756.68    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XBN3<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   7175000 | PA      | $7174878.03   | 0.31%             | 2034-10-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2578110.45   | 0.11%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2838000 | PA      | $2888841.66   | 0.12%             | 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      | $3165679.25   | 0.13%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | Capital Automotive REIT                                                       | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |  10964938 | PA      | $10544504.88  | 0.45%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5047000 | PA      | $4965031.47   | 0.21%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3476276.39   | 0.15%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3772000 | PA      | $3751841.83   | 0.16%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                 | NCR Voyix Corp.                                                               | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    695000 | PA      | $680575.41    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                           | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |  21000000 | PA      | $20989216.50  | 0.89%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                       | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    583000 | PA      | $555499.42    | 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        |  10657500 | PA      | $9829045.85   | 0.42%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2570404.63   | 0.11%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4794480.24   | 0.20%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   4395000 | PA      | $3582203.99   | 0.15%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6115000 | PA      | $5934416.41   | 0.25%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2401650.58   | 0.10%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13575000 | PA      | $12802921.88  | 0.55%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Liberty Street Trust                           | LBTY Commercial Mortgage Trust                                                | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6293000 | PA      | $6214628.24   | 0.26%             | 2043-02-10      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                          | Verto Capital I-A LLC                                                         | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   1000000 | PA      | $996174.30    | 0.04%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                         | TPG Operating Group II LP                                                     | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   3142000 | PA      | $3097663.21   | 0.13%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bonds                                        | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    782000 | PA      | $736995.90    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1261017.18   | 0.05%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5528000 | PA      | $5382242.17   | 0.23%             | 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        |  61000000 | PA      | $48793504.72  | 2.08%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11536300 | PA      | $10949570.93  | 0.47%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                     | MFA Trust                                                                     | CUSIP: 55283QAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2118451 | PA      | $1946155.20   | 0.08%             | 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      | $5668120.03   | 0.24%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                  | Takeda U.S. Financing, Inc.                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   4298000 | PA      | $4303903.65   | 0.18%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   4874000 | PA      | $4791421.77   | 0.20%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust  | JPMorgan Chase Commercial Mortgage Securities Trust                           | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $1801692.75   | 0.08%             | 2037-01-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $865207.52    | 0.04%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5567000 | PA      | $4744903.96   | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4797000 | PA      | $4812927.53   | 0.20%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $5703536.41   | 0.24%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3893000 | PA      | $3491838.50   | 0.15%             | 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        |    681472 | PA      | $687222.80    | 0.03%             | 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      | $542970.21    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                    | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  42791392 | PA      | $42791392.32  | 1.82%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4439701.06   | 0.19%             | 2035-11-15      | 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      | $5540621.24   | 0.24%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9652000 | PA      | $5233570.76   | 0.22%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12109295 | PA      | $12214850.88  | 0.52%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9497000 | PA      | $9423722.10   | 0.40%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1447222.39   | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3791000 | PA      | $4400842.93   | 0.19%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2766000 | PA      | $2778767.08   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| NCR VOYIX CORP                                 | NCR Voyix Corp.                                                               | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    584000 | PA      | $566999.41    | 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: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |   6890000 | PA      | $6810568.64   | 0.29%             | 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      | $5389081.20   | 0.23%             | 2034-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6058000 | PA      | $4207470.31   | 0.18%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XVIII Ltd.                                                       | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000680.00   | 0.21%             | 2037-10-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5220000 | PA      | $3778586.73   | 0.16%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3543716.91   | 0.15%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                            | HINNT LLC                                                                     | CUSIP: 40472QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1221836 | PA      | $1237325.45   | 0.05%             | 2043-03-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2352873.01   | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4585000 | PA      | $4402674.63   | 0.19%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5230000 | PA      | $5113917.43   | 0.22%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829GAA7<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    187514 | PA      | $181690.92    | 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      | $1706878.64   | 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      | $4141988.06   | 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        |   3721000 | PA      | $3727250.13   | 0.16%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust          | Westlake Automobile Receivables Trust                                         | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12485366.25  | 0.53%             | 2031-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3903000 | PA      | $4183702.08   | 0.18%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17324VAH7<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    129226 | PA      | $125129.18    | 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      | $1888853.59   | 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        |   1691016 | PA      | $1691401.70   | 0.07%             | 2032-01-18      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                    | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1571492.62   | 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        |   9425000 | PA      | $5423424.83   | 0.23%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                              | Seagate Data Storage Technology Pte. Ltd.                                     | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2798000 | PA      | $2725495.43   | 0.12%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group                                                                   | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3989000 | PA      | $4001595.35   | 0.17%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    601065 | PA      | $591729.37    | 0.03%             | 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      | $2695030.18   | 0.11%             | 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        |   1075833 | PA      | $1004449.24   | 0.04%             | 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      | $2158266.09   | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11931000 | PA      | $7701553.68   | 0.33%             | 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        |    957973 | PA      | $929283.40    | 0.04%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                    | Hexcel Corp.                                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1226650.47   | 0.05%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                          | Investment Energy Resources Ltd.                                              | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1198836.70   | 0.05%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  32209335 | NS      | $32209335.00  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12326000 | PA      | $12286036.77  | 0.52%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                       | Victory Receivables Corp.                                                     | CUSIP: 92646LFB1<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5973232.20   | 0.25%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd/Singapore       | Sumitomo Mitsui Trust Bank Ltd.                                               | CUSIP: 86564XGM0<br>LEI: 5493006GGLR4BTEL8O61 | Long             | STIV             | CORP              | JP        |  23000000 | PA      | $22798589.00  | 0.97%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22174000 | PA      | $16814994.55  | 0.72%             | 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      | $2188068.66   | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7352000 | PA      | $7144950.26   | 0.30%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                   | MetLife Securitization Trust                                                  | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147713 | PA      | $146148.39    | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | 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      | $6689318.66   | 0.28%             | 2046-06-24      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5161000 | PA      | $5117050.89   | 0.22%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                            | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953925 | PA      | $964023.46    | 0.04%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3177000 | PA      | $3035524.22   | 0.13%             | 2045-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4804000 | PA      | $4788361.97   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | 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      | $2384275.50   | 0.10%             | 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      | $4729661.25   | 0.20%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5305663.46   | 0.23%             | 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        |   6002048 | PA      | $5960818.41   | 0.25%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $2518025.14   | 0.11%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3625175.54   | 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      | $1440827.04   | 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        |    225593 | PA      | $28590.17     | 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      | $2833541.71   | 0.12%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2101985.33   | 0.09%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3067000 | PA      | $3019493.43   | 0.13%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   7836054 | PA      | $7835777.33   | 0.33%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust         | Residential Asset Securitization Trust                                        | CUSIP: 45660NK46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974557 | PA      | $947054.54    | 0.04%             | 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      | $1995159.74   | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 7 Ltd.                                                               | CUSIP: 68252WAE1<br>LEI: 254900RBTLMX78515N36 | Long             | ABS-CBDO         | CORP              | KY        |   4275000 | PA      | $4277346.98   | 0.18%             | 2039-04-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource, Inc.                                                    | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2275749.94   | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bonds                                    | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5813000 | PA      | $6225743.87   | 0.27%             | 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      | $6258077.09   | 0.27%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3455000 | PA      | $3469035.94   | 0.15%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15936000 | PA      | $15980820.00  | 0.68%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829JAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    936073 | PA      | $909592.74    | 0.04%             | 2057-02-25      | Variable      | 4.00%                 | 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      | $3503727.74   | 0.15%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2489245.00   | 0.11%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2540776.86   | 0.11%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1453000 | PA      | $1468295.92   | 0.06%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                       | Goldman Sachs Private Credit Corp.                                            | CUSIP: 38152BAQ4<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2766519.83   | 0.12%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4750791.72   | 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      | $4389562.58   | 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      | $3334512.90   | 0.14%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6212000 | PA      | $6121012.09   | 0.26%             | 2056-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11393996 | PA      | $8718839.95   | 0.37%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3982000 | PA      | $3824106.89   | 0.16%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2408258.33   | 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        |   3445627 | PA      | $3466135.56   | 0.15%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates  | ILPT Trust                                                                    | CUSIP: 44965LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1857508.62   | 0.08%             | 2041-02-11      | Variable      | 4.44%                 | 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        |    813801 | PA      | $828369.78    | 0.04%             | 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      | $3126504.61   | 0.13%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                     | Lightpath Fiber Issuer LLC                                                    | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6135000 | PA      | $6149724.00   | 0.26%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4265000 | PA      | $4255880.24   | 0.18%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    219426 | PA      | $220578.67    | 0.01%             | 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      | $2858740.76   | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2795127.44   | 0.12%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6126000 | PA      | $4306386.56   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                        | IHS Netherlands Holdco BV                                                     | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   1357764 | PA      | $1355702.66   | 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      | $4395716.39   | 0.19%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   2220744 | PA      | $2245674.89   | 0.10%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1877000 | PA      | $1886437.56   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                              | Wellfleet CLO Ltd.                                                            | CUSIP: 94950NAY8<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003450.00   | 0.21%             | 2032-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89176VAK8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    173324 | PA      | $172215.70    | 0.01%             | 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      | $382525.00    | 0.02%             | 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      | $6742406.89   | 0.29%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3779894.69   | 0.16%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5331083.24   | 0.23%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5268480.47   | 0.22%             | 2031-03-12      | Fixed         | 5.23%                 | 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      | $688963.25    | 0.03%             | 2037-03-15      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793062 | PA      | $790272.37    | 0.03%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16351000 | PA      | $16347167.65  | 0.70%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   6772961 | PA      | $6763632.85   | 0.29%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4468000 | PA      | $4363533.25   | 0.19%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 19688WAA6<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   3463403 | PA      | $3492235.35   | 0.15%             | 2069-07-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6134000 | PA      | $5966263.99   | 0.25%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4923811.68   | 0.21%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp.                                                             | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5852376.15   | 0.25%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| SENSATA TECH INC                               | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2594550.05   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2616532.88   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1921199.82   | 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      | $1487211.49   | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                              | Eaton Capital ULC                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1955000 | PA      | $1953753.53   | 0.08%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1494609.90   | 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      | $11693595.25  | 0.50%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4897000 | PA      | $4765854.91   | 0.20%             | 2041-01-18      | Fixed         | 5.31%                 | 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      | $4572125.00   | 0.19%             | 2034-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2912393.28   | 0.12%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9800000 | PA      | $7339281.25   | 0.31%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $9245137.40   | 0.39%             | 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      | $1301312.54   | 0.06%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6106000 | PA      | $6268711.41   | 0.27%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   7870971 | PA      | $7829623.68   | 0.33%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                            | NuStar Logistics LP                                                           | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3046844.59   | 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      | $2758567.53   | 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      | $3915314.55   | 0.17%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                  | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7015000 | PA      | $7134664.68   | 0.30%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   3755943 | PA      | $3753421.88   | 0.16%             | 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        |   3719866 | PA      | $3736362.10   | 0.16%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                       | Corporacion Financiera de Desarrollo SA                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   2400000 | PA      | $2450160.00   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                        | Crescent Energy Finance LLC                                                   | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2955356.25   | 0.13%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3423000 | PA      | $3027483.03   | 0.13%             | 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      | $6503700.00   | 0.28%             | 2031-10-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1238160.29   | 0.05%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7387367 | PA      | $7550039.63   | 0.32%             | 2054-06-01      | Fixed         | 6.00%                 | 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      | $6429150.00   | 0.27%             | 2037-03-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Verto Capital I Compartment C                  | Verto Capital I Compartment C                                                 | CUSIP: 92544XGN1<br>LEI: 635400YWQCAXRUTWKF95 | Long             | STIV             | CORP              | LU        |   3000000 | PA      | $2972610.00   | 0.13%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                        | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1829000 | PA      | $1808240.06   | 0.08%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics, Inc.                                                           | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   7187000 | PA      | $6417208.77   | 0.27%             | 2031-07-15      | Fixed         | 2.65%                 | 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      | $4207042.45   | 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      | $3950154.32   | 0.17%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                         | Repsol E&P Capital Markets U.S. LLC                                           | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4581791.58   | 0.20%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                        | TotalEnergies Capital USA LLC                                                 | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5191669.61   | 0.22%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos., Inc.                                                      | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $2213434.00   | 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        |    518109 | PA      | $1295.27      | 0.00%             | 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      | $1430799.79   | 0.06%             | 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        |   1059673 | PA      | $1065950.95   | 0.05%             | 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      | $2507742.00   | 0.11%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                        | Columbia Funding Co. LLC                                                      | CUSIP: 19767DGH1<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |  11550000 | PA      | $11454004.49  | 0.49%             | 2026-07-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1672865 | PA      | $1672101.03   | 0.07%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3852775.57   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | 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      | $4407826.57   | 0.19%             | 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: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3022029 | PA      | $2828875.70   | 0.12%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4921000 | PA      | $4885042.84   | 0.21%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2018607.57   | 0.09%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2349318.40   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2944675.45   | 0.13%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10570000 | PA      | $9150894.95   | 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: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   1273420 | PA      | $1289243.13   | 0.05%             | 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      | $8145870.22   | 0.35%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4107730 | PA      | $3995841.91   | 0.17%             | 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      | $5147309.62   | 0.22%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828MAA5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    318682 | PA      | $307738.52    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                    | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6609531.20   | 0.28%             | 2032-05-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust         | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 59020U5U5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    539277 | PA      | $284037.53    | 0.01%             | 2036-03-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 12661GAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2512451 | PA      | $2223950.40   | 0.09%             | 2060-01-25      | Variable      | 2.00%                 | 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      | $7208907.00   | 0.31%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1656649.55   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds        | Colombia Government International Bonds                                       | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4518000 | PA      | $4759713.00   | 0.20%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS                                    | BNP Paribas SA                                                                | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6095000 | PA      | $6423983.72   | 0.27%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5164747.56   | 0.22%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 12667GCH4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    385342 | PA      | $366473.54    | 0.02%             | 2035-05-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5459660 | PA      | $5411919.05   | 0.23%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                          | Arrow Electronics, Inc.                                                       | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1725264.54   | 0.07%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                          | United Parcel Service, Inc.                                                   | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2476674.66   | 0.11%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5566000 | PA      | $4037524.19   | 0.17%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                        | Columbia Funding Co. LLC                                                      | CUSIP: 19767DGN8<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   7000000 | PA      | $6938064.00   | 0.30%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1636011 | PA      | $1678403.16   | 0.07%             | 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      | $6164301.41   | 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      | $2478303.24   | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6058336 | PA      | $6121713.30   | 0.26%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc   | BAMLL Commercial Mortgage Securities Trust                                    | CUSIP: 05492PAG3<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3754352.78   | 0.16%             | 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      | $5726770.05   | 0.24%             | 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      | $2391370.33   | 0.10%             | 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        |   9940301 | PA      | $9829123.45   | 0.42%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5581000 | PA      | $5717839.87   | 0.24%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                        | Iskandar Enterprise LLC                                                       | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9280000 | PA      | $9278259.07   | 0.39%             | 2056-04-17      | Fixed         | 5.05%                 | 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      | $8338925.00   | 0.35%             | 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      | $3964740.91   | 0.17%             | 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        |  18694000 | PA      | $13524670.81  | 0.58%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1670030.07   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust                                                       | CUSIP: 3622NAAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    133955 | PA      | $59019.47     | 0.00%             | 2037-05-25      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5403000 | PA      | $5287212.36   | 0.23%             | 2036-02-15      | Fixed         | 5.00%                 | 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      | $3000382.88   | 0.13%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830HAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2119098 | PA      | $2064013.64   | 0.09%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE                        | Core Scientific Finance I LLC                                                 | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    845000 | PA      | $842891.05    | 0.04%             | 2031-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    766000 | PA      | $773743.00    | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5541000 | PA      | $5334944.06   | 0.23%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    728006 | PA      | $726099.28    | 0.03%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3218780.10   | 0.14%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2629900 | PA      | $2738386.42   | 0.12%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36169HAA1<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1427267 | PA      | $1433880.49   | 0.06%             | 2059-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                     | BXG Receivables Note Trust                                                    | CUSIP: 05608TAA9<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    299100 | PA      | $292600.32    | 0.01%             | 2036-02-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1984606.94   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | 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      | $1376287.62   | 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      | $2162742.25   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   7926000 | PA      | $7075333.09   | 0.30%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG, Inc.                                                      | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $5416454.42   | 0.23%             | 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        |   1800202 | PA      | $1806337.80   | 0.08%             | 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      | $21291132.78  | 0.91%             | 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      | $1821353.28   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                         | Asurion LLC/Asurion Co-Issuer, Inc.                                           | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1617023.77   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust                                               | CUSIP: 126694YQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1164915 | PA      | $1074747.74   | 0.05%             | 2036-02-25      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG U.S. CLO Ltd.                                                             | CUSIP: 449303AL0<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4503091.50   | 0.19%             | 2034-04-17      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11133000 | PA      | $11050891.23  | 0.47%             | 2026-07-14      | None          | 0.00%                 | 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        |    499162 | PA      | $355140.94    | 0.02%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos., Inc.                                                      | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    970000 | PA      | $701195.38    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6692200 | PA      | $6651081.01   | 0.28%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4817125 | PA      | $4848088.87   | 0.21%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2481893.36   | 0.11%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave, Inc.                                                               | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1885857.26   | 0.08%             | 2031-10-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2823271.08   | 0.12%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1738000 | PA      | $1713378.47   | 0.07%             | 2029-09-04      | Fixed         | 5.25%                 | 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        |    193117 | PA      | $190564.24    | 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        |   1382657 | PA      | $1392417.39   | 0.06%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust                                | CUSIP: 617949AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5730594 | PA      | $5681734.52   | 0.24%             | 2071-01-26      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2636000 | PA      | $2157916.09   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $5933181.54   | 0.25%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3313000 | PA      | $3304676.49   | 0.14%             | 2036-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                        | Hyundai Capital America                                                       | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6062000 | PA      | $6177214.68   | 0.26%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XIX Ltd.                                                                 | CUSIP: 67112CBS5<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001980.00   | 0.13%             | 2035-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    522000 | PA      | $521674.89    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                    | VEGAS Trust                                                                   | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11850000 | PA      | $11867887.58  | 0.51%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                       | Olympus Water U.S. Holding Corp.                                              | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   7101000 | PA      | $6940821.32   | 0.30%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5288216 | PA      | $5033870.94   | 0.21%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3802000 | PA      | $3689425.14   | 0.16%             | 2034-08-15      | Fixed         | 3.88%                 | 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      | $5040456.90   | 0.21%             | 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      | $4704154.20   | 0.20%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                           | Matador Resources Co.                                                         | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    806000 | PA      | $809062.80    | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   4509000 | PA      | $4389590.41   | 0.19%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $4677384.69   | 0.20%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4532000 | PA      | $4479027.94   | 0.19%             | 2030-11-15      | Fixed         | 4.20%                 | 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      | $3306177.00   | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1781738.93   | 0.08%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5636000 | PA      | $5503774.59   | 0.23%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1318495.16   | 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      | $2751597.75   | 0.12%             | 2034-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2753133.31   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13139000 | PA      | $12504119.45  | 0.53%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2430959.47   | 0.10%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2700401 | PA      | $2439017.37   | 0.10%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3666136.39   | 0.16%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Concord Minutemen Capital Co LLC               | Concord Minutemen Capital Co. LLC                                             | CUSIP: 2063C1FR6<br>LEI: 549300B4YYZ4SNU1JB49 | Long             | STIV             | CORP              | US        |   2950000 | PA      | $2932213.57   | 0.12%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2297784.57   | 0.10%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43284KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2496993.25   | 0.11%             | 2043-02-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                             | Viking Cruises Ltd.                                                           | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2666000 | PA      | $2672774.31   | 0.11%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bonds                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3380000 | PA      | $3279805.38   | 0.14%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TRANSCONT GAS PIPE LINE                        | Transcontinental Gas Pipe Line Co. LLC                                        | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3333891.05   | 0.14%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1139205.79   | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8978000 | PA      | $8788620.31   | 0.37%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    405071 | PA      | $411799.92    | 0.02%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1204400 | PA      | $1167993.66   | 0.05%             | 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: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3278900 | PA      | $3176466.86   | 0.14%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                             | Accelerated LLC                                                               | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    644327 | PA      | $583951.95    | 0.02%             | 2040-10-20      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2889162 | PA      | $2740160.29   | 0.12%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   4905000 | PA      | $4686922.28   | 0.20%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co.                                        | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2334779.99   | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   4986000 | PA      | $4950465.83   | 0.21%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| INRETAIL CONSUMER                              | InRetail Consumer                                                             | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   3042000 | PA      | $2936964.36   | 0.13%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1865462 | PA      | $1880383.66   | 0.08%             | 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: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4803404.00   | 0.20%             | 2032-11-05      | Fixed         | 3.47%                 | 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      | $5953133.04   | 0.25%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2373830.48   | 0.10%             | 2034-05-06      | Fixed         | 6.50%                 | 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        |   1265863 | PA      | $1275439.22   | 0.05%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4132000 | PA      | $4084869.38   | 0.17%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp.                                                        | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4168341.46   | 0.18%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                       | OZLM XIX Ltd.                                                                 | CUSIP: 67112CBN6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7010178.00   | 0.30%             | 2035-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4043000 | PA      | $4077730.95   | 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        |   1230824 | PA      | $1152400.15   | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                  | PLS Group Ltd.                                                                | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |   2656000 | PA      | $2718766.17   | 0.12%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3600551.82   | 0.15%             | 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      | $3922314.44   | 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      | $3169725.39   | 0.13%             | 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      | $683227.49    | 0.03%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                             | Alcon Finance Corp.                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    739000 | PA      | $727244.92    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2244024.67   | 0.10%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                       | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings           | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6061000 | PA      | $6041716.32   | 0.26%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | JG Wentworth XXI LLC                                                          | CUSIP: 466159AA8<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     64846 | PA      | $64712.68     | 0.00%             | 2048-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1752270 | PA      | $1780030.90   | 0.08%             | 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        |   7060000 | PA      | $7227009.24   | 0.31%             | 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      | $1394561.28   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1731675.44   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Westpac Securities NZ Ltd/London               | Westpac Securities NZ Ltd.                                                    | CUSIP: 96122HHD8<br>LEI: 549300W0N3O6Q4RCKE25 | Long             | STIV             | CORP              | NZ        |    500000 | PA      | $494400.00    | 0.02%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   6921521 | PA      | $6314538.18   | 0.27%             | 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      | $486658.03    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE                                 | Azorra Finance Ltd.                                                           | CUSIP: 05480AAC9<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |   5333000 | PA      | $5124162.60   | 0.22%             | 2034-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3701000 | PA      | $3642273.75   | 0.16%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10508000 | PA      | $6578172.13   | 0.28%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5006000 | PA      | $5139910.50   | 0.22%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828GAD2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2192962 | PA      | $2063711.60   | 0.09%             | 2059-09-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                       | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   3168000 | PA      | $3080082.93   | 0.13%             | 2036-03-15      | Fixed         | 5.25%                 | 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        |   1668489 | PA      | $1709688.83   | 0.07%             | 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: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2729032 | PA      | $2552204.90   | 0.11%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                 | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4120000 | PA      | $3977906.97   | 0.17%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                           | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   5797000 | PA      | $6059961.54   | 0.26%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   9447563 | PA      | $9380239.21   | 0.40%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1751000 | PA      | $1764957.43   | 0.08%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2579469.54   | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 38 CLO Ltd.                                                           | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   2396158 | PA      | $2397825.47   | 0.10%             | 2032-07-30      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1086660.03   | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2588000 | PA      | $2625938.97   | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2924501.05   | 0.12%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $2891046.06   | 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      | $3205135.70   | 0.14%             | 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        |   6250000 | PA      | $6268656.25   | 0.27%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2839849.13   | 0.12%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1360572 | PA      | $1305538.01   | 0.06%             | 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      | $4669654.28   | 0.20%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2446000 | PA      | $2391347.19   | 0.10%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5581000 | PA      | $5412070.72   | 0.23%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   5160929 | PA      | $5191527.77   | 0.22%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2255796.05   | 0.10%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   6504489 | PA      | $6570836.26   | 0.28%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2155437.82   | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| TRANSDIGM INC                                  | TransDigm, Inc.                                                               | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    908000 | PA      | $908998.73    | 0.04%             | 2034-07-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    561000 | PA      | $565977.19    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp.                                                         | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $3148975.44   | 0.13%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust                                                          | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8864600 | PA      | $8836662.89   | 0.38%             | 2070-11-25      | Variable      | 5.00%                 | 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      | $61528549.60  | 2.62%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3067362.52   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3507000 | PA      | $3571090.43   | 0.15%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2184162 | PA      | $2073688.05   | 0.09%             | 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      | $2832571.93   | 0.12%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP/GLP Financing II, Inc.                                         | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              |  | US        |   3798000 | PA      | $3732555.14   | 0.16%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                       | Triton Container International Ltd./TAL International Container Corp.         | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1578000 | PA      | $1548856.86   | 0.07%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3018776 | PA      | $3032008.37   | 0.13%             | 2040-08-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   4973249 | PA      | $5002000.77   | 0.21%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1242419.40   | 0.05%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                  | ELP Commercial Mortgage Trust                                                 | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4438000 | PA      | $4382093.18   | 0.19%             | 2042-11-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2717000 | PA      | $2700764.29   | 0.11%             | 2037-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   5297000 | PA      | $5411097.38   | 0.23%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1665000 | PA      | $1684458.86   | 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        |   3126205 | PA      | $2880732.84   | 0.12%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp.                                                            | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2744608.92   | 0.12%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $2995108.44   | 0.13%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | CARS-DB5 LP                                                                   | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   4052192 | PA      | $4014031.07   | 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        |   6209707 | PA      | $6168935.69   | 0.26%             | 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      | $363926.40    | 0.02%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2883884.82   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Battalion CLO LTD                              | Battalion CLO X Ltd.                                                          | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3678200.93   | 0.16%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   6817000 | PA      | $6714443.35   | 0.29%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                       | Organon & Co./Organon Foreign Debt Co-Issuer BV                               | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1977947.47   | 0.08%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    598000 | PA      | $571309.35    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11463000 | PA      | $10574169.76  | 0.45%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1785382.81   | 0.08%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                        | CARS-DB7 LP                                                                   | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   3738333 | PA      | $3750344.97   | 0.16%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1934000 | PA      | $1981528.05   | 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        |   4788177 | PA      | $4829913.89   | 0.21%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                       | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2097645.62   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust                                                          | CUSIP: 22759BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6990000 | PA      | $6968557.48   | 0.30%             | 2071-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2711000 | PA      | $2721454.27   | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bonds                                        | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    107827 | PA      | $92300.08     | 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      | $2017297.28   | 0.09%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                     | Liberty Street Funding LLC                                                    | CUSIP: 53127UFV7<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4968166.50   | 0.21%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1924364.75   | 0.08%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2899938.25   | 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        |    952497 | PA      | $966161.61    | 0.04%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    749000 | PA      | $751779.54    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9494000 | PA      | $6630223.95   | 0.28%             | 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      | $4077028.19   | 0.17%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | JGWPT XXIII LLC                                                               | CUSIP: 46616PAA1<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    761781 | PA      | $752133.33    | 0.03%             | 2056-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                     | Liberty Street Funding LLC                                                    | CUSIP: 53127UGW4<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   9900000 | PA      | $9803837.34   | 0.42%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4472000 | PA      | $4652878.18   | 0.20%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                       | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    794000 | PA      | $792992.06    | 0.03%             | 2034-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   5252000 | PA      | $5050914.26   | 0.22%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13605000 | PA      | $12992775.00  | 0.55%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                         | Orbia Advance Corp. SAB de CV                                                 | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   3687000 | PA      | $3709122.00   | 0.16%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   4032000 | PA      | $4032762.33   | 0.17%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2495000 | PA      | $2463457.61   | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                              | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2504173.03   | 0.11%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3036286.96   | 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      | $3928103.91   | 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        |    246040 | PA      | $251817.22    | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6168000 | PA      | $5891188.61   | 0.25%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4506000 | PA      | $4548489.06   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT Mortgage Loan Trust                                                      | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   1880842 | PA      | $1892823.33   | 0.08%             | 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        |   3566667 | PA      | $3569483.98   | 0.15%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8343202 | PA      | $7528173.29   | 0.32%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                              | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   3821000 | PA      | $3793576.99   | 0.16%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                                              | CUSIP: 53944RET1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1196580.00   | 0.05%             | 2026-05-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos., Inc.                                                           | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1551912.83   | 0.07%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                      | WRKCo, Inc.                                                                   | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $3346433.90   | 0.14%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                   | Alphabet, Inc.                                                                | CUSIP: 02079KBN6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3577572.42   | 0.15%             | 2046-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    617000 | PA      | $621770.64    | 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      | $1274453.16   | 0.05%             | 2034-11-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7853000 | PA      | $7731495.40   | 0.33%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3807539.59   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1442512.61   | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5500483.34   | 0.23%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8206800 | PA      | $7890389.37   | 0.34%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   5199000 | PA      | $5271851.04   | 0.22%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2545094.16   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                 | MVW LLC                                                                       | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    358325 | PA      | $355532.78    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4294000 | PA      | $4272530.00   | 0.18%             | 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      | $1959890.53   | 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        |   3303600 | PA      | $3333269.84   | 0.14%             | 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        |   4725040 | PA      | $4745364.79   | 0.20%             | 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      | $8610766.90   | 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      | $2608671.85   | 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      | $5283370.18   | 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      | $2590435.15   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6487000 | PA      | $6726744.15   | 0.29%             | 2035-03-01      | Fixed         | 5.78%                 | 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        |   1999229 | PA      | $1959945.78   | 0.08%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5969371 | PA      | $5768174.37   | 0.25%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                              | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5243000 | PA      | $4862104.96   | 0.21%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp.                                                                 | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    236000 | PA      | $214531.03    | 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        |   4907000 | PA      | $4576544.22   | 0.19%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUIRECO INC                        | OAK-Eagle Acquireco, Inc.                                                     | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |   1062000 | PA      | $1094301.83   | 0.05%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                               | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5203680.04   | 0.22%             | 2056-02-25      | Fixed         | 5.81%                 | 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      | $4326508.68   | 0.18%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities, Inc.                                                     | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1050697.82   | 0.04%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5590683 | PA      | $5345106.22   | 0.23%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust         | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165000 | PA      | $4165146.61   | 0.18%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2885135.27   | 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: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    783638 | PA      | $789013.41    | 0.03%             | 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      | $3589487.70   | 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        |   2619963 | PA      | $2633911.93   | 0.11%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                | Fair Isaac Corp.                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   2632000 | PA      | $2590802.36   | 0.11%             | 2034-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                              | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2533777.49   | 0.11%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4729000 | PA      | $4837606.02   | 0.21%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2257807.83   | 0.10%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8065000 | PA      | $5486405.29   | 0.23%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                       | BX Trust                                                                      | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7222000 | PA      | $7270669.78   | 0.31%             | 2042-12-13      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International, Inc.                                                  | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   3608000 | PA      | $3460326.80   | 0.15%             | 2038-05-01      | Fixed         | 5.10%                 | 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      | $1819542.58   | 0.08%             | 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: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3083695 | PA      | $2908765.64   | 0.12%             | 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      | $2248427.01   | 0.10%             | 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        |  13656000 | PA      | $12079158.75  | 0.51%             | 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      | $1629731.08   | 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        |   7275400 | PA      | $6439297.35   | 0.27%             | 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      | $2575249.69   | 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      | $5333252.23   | 0.23%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust                                                      | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   5702684 | PA      | $5739489.78   | 0.24%             | 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: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2328078 | PA      | $2243807.76   | 0.10%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4775000 | PA      | $4819431.80   | 0.21%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                         | Gulfstream Natural Gas System LLC                                             | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2054156.30   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                   | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1754000 | PA      | $1916803.77   | 0.08%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2195000 | PA      | $2249271.38   | 0.10%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2232867.99   | 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      | $2895465.84   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer U.S. Finance II LLC                                                     | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1239495.62   | 0.05%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                       | Element Fleet Management Corp.                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6758000 | PA      | $6829756.71   | 0.29%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7393000 | PA      | $6646769.06   | 0.28%             | 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        |     48338 | PA      | $46199.43     | 0.00%             | 2035-04-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                      | Toronto-Dominion Bank                                                         | CUSIP: 89119BH74<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  21000000 | PA      | $20781753.30  | 0.88%             | 2026-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities, Inc.                                                     | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2256644.55   | 0.10%             | 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      | $8088889.05   | 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        |   1095999 | PA      | $1109751.88   | 0.05%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp.                                                             | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2129316.76   | 0.09%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   5608239 | PA      | $5591859.70   | 0.24%             | 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      | $793311.94    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3909363.90   | 0.17%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2403000 | PA      | $2380997.84   | 0.10%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co.                                                          | CUSIP: 29101BFW7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9937481.00   | 0.42%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310457 | PA      | $1303917.26   | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6115000 | PA      | $5758849.01   | 0.25%             | 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        |  20096000 | PA      | $12853590.10  | 0.55%             | 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        |   2097883 | PA      | $2101175.20   | 0.09%             | 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        |    811026 | PA      | $323923.75    | 0.01%             | 2036-01-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                        | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   5184000 | PA      | $6000277.10   | 0.26%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                         | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MEF5<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   2850000 | PA      | $2845585.64   | 0.12%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    261262 | PA      | $259469.94    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 25 Ltd.                                                 | CUSIP: 03329WAU1<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4403634.40   | 0.19%             | 2038-03-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3704000 | PA      | $3207866.57   | 0.14%             | 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        |   4169637 | PA      | $4104129.13   | 0.17%             | 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      | $1463441.57   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5745203 | PA      | $4855685.65   | 0.21%             | 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        |    916719 | PA      | $915074.61    | 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        |   5604000 | PA      | $4989967.98   | 0.21%             | 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        |   6087618 | PA      | $5836775.48   | 0.25%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                         | Venture 43 CLO Ltd.                                                           | CUSIP: 92290CAZ2<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998255.00    | 0.04%             | 2034-04-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                  | CHI Commercial Mortgage Trust                                                 | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7985000 | PA      | $7940521.15   | 0.34%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1689319 | PA      | $1641166.04   | 0.07%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67449MAF6<br>LEI: 25490008A4OQW8G7VN96 | Long             | ABS-MBS          | CORP              | US        |   5525446 | PA      | $5479267.05   | 0.23%             | 2066-01-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                          | Bausch Health Cos., Inc.                                                      | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $192780.00    | 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      | $3620784.32   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                             | Sonoco Products Co.                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2581000 | PA      | $2574198.37   | 0.11%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Trust                                                                    | CUSIP: 75116EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88457 | PA      | $54580.67     | 0.00%             | 2037-06-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust, Inc.                                                 | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   3184000 | PA      | $3262154.46   | 0.14%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LLC                           | Emera U.S. Finance LLC                                                        | CUSIP: 29103HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7008000 | PA      | $7025919.46   | 0.30%             | 2056-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                   | Gabx Leasing LLC                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2285608.09   | 0.10%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4080000 | PA      | $3994893.73   | 0.17%             | 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        |  11798000 | PA      | $8539724.16   | 0.36%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Trust                                                                    | CUSIP: 761118RM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2028857 | PA      | $692925.09    | 0.03%             | 2046-02-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                   | MetLife Securitization Trust                                                  | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1207042 | PA      | $1156904.67   | 0.05%             | 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        |   1498000 | PA      | $1317016.42   | 0.06%             | 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      | $3833738.27   | 0.16%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   4458000 | PA      | $4637982.83   | 0.20%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5462636.03   | 0.23%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC             | MetroNet Infrastructure Issuer LLC                                            | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   9400000 | PA      | $9474422.62   | 0.40%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1539766.69   | 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      | $26217844.14  | 1.12%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                        | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1063000 | PA      | $1135018.25   | 0.05%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13379000 | PA      | $6895411.10   | 0.29%             | 2050-11-15      | Fixed         | 1.63%                 | 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        |   2607956 | PA      | $2597386.46   | 0.11%             | 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      | $3645811.62   | 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      | $3813408.50   | 0.16%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2553558.86   | 0.11%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-19

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer