# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-063328
**Filing Date:** 2026-6
**Character Count:** 224344
**Document Hash:** 74386596de0d579f698019cf588f0d93
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063328.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0001410368-26-063328

**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:** 261103768

**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 Core Bond (formerly Transamerica Intermediate Bond) (Series ID: S000044275)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000137931 | I2           |  |
| C000171829 | R            | TMBRX           |
| C000171830 | R4           | TMBFX           |
| C000171831 | I3           | TMBTX           |
| C000228029 | R6           | TAGMX           |
| C000240465 | I            | TABGX           |
| C000240466 | A            | TABDX           |
| C000240467 | C            | TABEX           |

## 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 Core Bond

- **b. EDGAR series identifier (if any):** S000044275

- **c. LEI of Series:** 549300ZF0O00XTDBKY49

**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:** $2097379429.51

**Total Liabilities:** $399101151.62

**Net Assets:** $1698278277.89

**Delayed Delivery Securities:** $348294941.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1810.46000000 | **1-Year:** -36563.41000000 | **5-Year:** -140072.67000000 | **10-Year:** -196330.66000000 | **30-Year:** -35615.76000000

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

- **3-Month:** -145.15000000 | **1-Year:** -7080.84000000 | **5-Year:** -19224.32000000 | **10-Year:** -14418.05000000 | **30-Year:** -3130.02000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000240465 | 1.49%                | -1.93%               | 0.35%                |
| Class ID C000240467 | 1.40%                | -1.91%               | 0.26%                |
| Class ID C000137931 | 1.48%                | -1.93%               | 0.35%                |
| Class ID C000240466 | 1.46%                | -1.95%               | 0.33%                |
| Class ID C000171829 | 1.44%                | -1.96%               | 0.31%                |
| Class ID C000171830 | 1.46%                | -1.94%               | 0.34%                |
| Class ID C000171831 | 1.60%                | -1.92%               | 0.24%                |
| Class ID C000228029 | 1.48%                | -1.92%               | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-986777.13              | $21309445.77                               |
| Month 2  | $-1199209.72             | $-38592345.04                              |
| Month 3  | $-4373543.53             | $3704034.23                                |

**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        |   2975279 | PA      | $2966066.61   | 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        |   2189000 | PA      | $2302995.79   | 0.14%             | 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        |   4335000 | PA      | $4319103.56   | 0.25%             | 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        |    507773 | PA      | $502046.97    | 0.03%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5195000 | PA      | $4408850.42   | 0.26%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1578000 | PA      | $1752902.17   | 0.10%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   1739000 | PA      | $1711917.56   | 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        |   3374670 | PA      | $3393219.15   | 0.20%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                       | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   5880000 | PA      | $5706678.77   | 0.34%             | 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        |   3563000 | PA      | $3544816.59   | 0.21%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                 | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MFF4<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14926846.50  | 0.88%             | 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        |   5698300 | PA      | $2671968.48   | 0.16%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17201000 | PA      | $16923230.68  | 1.00%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128LXG20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110667 | PA      | $112149.32    | 0.01%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC II SARL                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3244339 | PA      | $3314092.39   | 0.20%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  36424000 | PA      | $34154619.07  | 2.01%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                  | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2133408.48   | 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        |   5574000 | PA      | $3904848.31   | 0.23%             | 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        |   2373108 | PA      | $2386915.24   | 0.14%             | 2064-01-25      | Variable      | 6.07%                 | 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        |    127600 | PA      | $124653.94    | 0.01%             | 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        |   1671000 | PA      | $1547262.60   | 0.09%             | 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        |   2931000 | PA      | $2930849.93   | 0.17%             | 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        |   8594000 | PA      | $8495639.01   | 0.50%             | 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        |   3491000 | PA      | $3532479.43   | 0.21%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                       | Tyco Electronics Group SA                                                     | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   3353000 | PA      | $3343048.77   | 0.20%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15697000 | PA      | $15462961.50  | 0.91%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3109000 | PA      | $3164696.52   | 0.19%             | 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        |   2531000 | PA      | $2452505.11   | 0.14%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3708771.28   | 0.22%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138Y3DW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1156642 | PA      | $1188033.17   | 0.07%             | 2041-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $1940226.67   | 0.11%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15407000 | PA      | $15727966.79  | 0.93%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2736298.22   | 0.16%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Anglesea Funding LLC                           | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   8100000 | PA      | $8095840.65   | 0.48%             | 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        |    570000 | PA      | $543112.64    | 0.03%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829NAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    804552 | PA      | $774897.94    | 0.05%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6430000 | PA      | $5930167.94   | 0.35%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2762491.88   | 0.16%             | 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        |   3011000 | PA      | $3087952.94   | 0.18%             | 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        |   3169000 | PA      | $2582936.17   | 0.15%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                       | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1793000 | PA      | $1722463.79   | 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        |   5668000 | PA      | $5345632.50   | 0.31%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8738 | PA      | $8898.78      | 0.00%             | 2037-04-01      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verto Capital I-A LLC                          | Verto Capital I-A LLC                                                         | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |  17500000 | PA      | $17433050.25  | 1.03%             | 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        |   2280000 | PA      | $2247826.90   | 0.13%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 12667GWF6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    213783 | PA      | $208455.21    | 0.01%             | 2035-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES              | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   8951000 | PA      | $8906634.37   | 0.52%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust                                               | CUSIP: 12669FJC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3519 | PA      | $3543.28      | 0.00%             | 2034-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    886000 | PA      | $905398.08    | 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        |   2836000 | PA      | $2761222.65   | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Britannia Funding Co LLC                       | Britannia Funding Co. LLC                                                     | CUSIP: 11042MF52<br>LEI: 549300X2ZBE7GS6QP587 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9961740.00   | 0.59%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24998000 | PA      | $22751588.48  | 1.34%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26339000 | PA      | $21068395.42  | 1.24%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    641000 | PA      | $586233.09    | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                  | Takeda U.S. Financing, Inc.                                                   | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2969072.66   | 0.17%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHXK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6923 | PA      | $7029.98      | 0.00%             | 2037-05-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   3493000 | PA      | $3433819.50   | 0.20%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    799000 | PA      | $689233.11    | 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        |   3062000 | PA      | $2609825.03   | 0.15%             | 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        |   6358000 | PA      | $6379110.53   | 0.38%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   4263000 | PA      | $4161248.63   | 0.25%             | 2031-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5208000 | PA      | $5113401.58   | 0.30%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6465000 | PA      | $6477121.88   | 0.38%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                 | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2151450.20   | 0.13%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp.                    | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  31660790 | PA      | $31660790.38  | 1.86%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3408000 | PA      | $3298561.42   | 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        |   5383000 | PA      | $5104426.52   | 0.30%             | 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        |   5750000 | PA      | $3117802.72   | 0.18%             | 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        |   8415558 | PA      | $8488916.21   | 0.50%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4957000 | PA      | $4918752.28   | 0.29%             | 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        |   1098000 | PA      | $1070067.46   | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp.                                                             | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4164000 | PA      | $3067281.60   | 0.18%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2609000 | PA      | $3028699.34   | 0.18%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2047000 | PA      | $2056448.38   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1921600 | PA      | $1334611.25   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $995714.39    | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                         | Anglo American Capital PLC                                                    | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3182000 | PA      | $3182939.90   | 0.19%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                      | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1939000 | PA      | $1407791.64   | 0.08%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4455000 | PA      | $4277844.16   | 0.25%             | 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        |   3749000 | PA      | $3665789.00   | 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        |    540386 | PA      | $523604.89    | 0.03%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   4089000 | PA      | $4598955.55   | 0.27%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2565779.42   | 0.15%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6173000 | PA      | $6176858.13   | 0.36%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                    | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2888000 | PA      | $3095703.72   | 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        |    101032 | PA      | $97828.27     | 0.01%             | 2042-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   1159444 | PA      | $1097993.10   | 0.06%             | 2056-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6871000 | PA      | $3953777.40   | 0.23%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group                                                                   | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2911000 | PA      | $2920191.54   | 0.17%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos., Inc.                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    698000 | PA      | $655633.93    | 0.04%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    406936 | PA      | $400615.89    | 0.02%             | 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        |   1116000 | PA      | $1172117.57   | 0.07%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy, Inc.                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3256852.47   | 0.19%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    694000 | PA      | $606617.81    | 0.04%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2871000 | PA      | $2918663.08   | 0.17%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3501000 | PA      | $2259922.84   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                    | Hexcel Corp.                                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    888000 | PA      | $888471.14    | 0.05%             | 2031-05-15      | Fixed         | 4.90%                 | 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        |  17344402 | NS      | $17344402.50  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6559000 | PA      | $4882355.63   | 0.29%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7393000 | PA      | $6408518.10   | 0.38%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2947000 | PA      | $2937445.27   | 0.17%             | 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   | 0.35%             | 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        |  11500000 | PA      | $11399294.50  | 0.67%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                  | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2177304.46   | 0.13%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5308000 | PA      | $5158514.14   | 0.30%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                            | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2307687 | PA      | $2332116.32   | 0.14%             | 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        |   3292000 | PA      | $3145403.13   | 0.19%             | 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        |   3372000 | PA      | $3361023.43   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC/EMC Corp.                                              | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2744000 | PA      | $2672609.24   | 0.16%             | 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        |   4206000 | PA      | $3744231.63   | 0.22%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418MFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168127 | PA      | $173016.60    | 0.01%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9352117 | PA      | $9287874.45   | 0.55%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                 | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1819958.77   | 0.11%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11867000 | PA      | $11687140.78  | 0.69%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2535293.21   | 0.15%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1263063.47   | 0.07%             | 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        |   2291000 | PA      | $2255513.35   | 0.13%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829DAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    515412 | PA      | $495698.81    | 0.03%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1403000 | PA      | $1495304.02   | 0.09%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Cancara Asset Securitisation LLC               | Cancara Asset Securitisation LLC                                              | CUSIP: 13738KE45<br>LEI: N/A                  | Long             | STIV             | CORP              | JE        |  12840000 | PA      | $12834711.20  | 0.76%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4222000 | PA      | $4233874.38   | 0.25%             | 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        |    945147 | PA      | $918409.47    | 0.05%             | 2057-02-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                            | Georgia-Pacific LLC                                                           | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1719270.97   | 0.10%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust                                               | CUSIP: 12669GTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42980 | PA      | $41521.62     | 0.00%             | 2035-04-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1890721.50   | 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        |   1095000 | PA      | $1106527.21   | 0.07%             | 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        |   2006000 | PA      | $1989117.85   | 0.12%             | 2031-06-16      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1737801.99   | 0.10%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER TRUST I                         | American Tower Trust                                                          | CUSIP: 03027WAK8<br>LEI: 5493004YGM0MQZJOEJ36 | Long             | DBT              |  | US        |   2395000 | PA      | $2367280.03   | 0.14%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3638000 | PA      | $3774487.94   | 0.22%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Glencove Funding LLC                           | Glencove Funding LLC                                                          | CUSIP: 37828XF12<br>LEI: 549300XUUQZO7I38ZR06 | Long             | STIV             | CORP              | IE        |  11200000 | PA      | $11162148.48  | 0.66%             | 2026-06-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                       | American Airlines Pass-Through Trust                                          | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       131 | PA      | $127.53       | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3094916.86   | 0.18%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2993000 | PA      | $2949161.17   | 0.17%             | 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        |   8452617 | PA      | $6468057.04   | 0.38%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2739873.67   | 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        |   1688000 | PA      | $1688181.09   | 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        |   1879062 | PA      | $1890246.64   | 0.11%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Impac CMB Trust                                | Impac CMB Trust                                                               | CUSIP: 45254NJV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       719 | PA      | $718.19       | 0.00%             | 2034-10-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2190000 | PA      | $1833140.84   | 0.11%             | 2048-04-01      | Fixed         | 5.75%                 | 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        |    968448 | PA      | $985785.84    | 0.06%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                      | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1780082.56   | 0.10%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust          | MASTR Adjustable Rate Mortgages Trust                                         | CUSIP: 57645WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    127946 | PA      | $51179.12     | 0.00%             | 2035-11-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17951000 | PA      | $18004116.65  | 1.06%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |   1023971 | PA      | $1029350.96   | 0.06%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1549000 | PA      | $1555050.78   | 0.09%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1333947.73   | 0.08%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9919000 | PA      | $9873667.10   | 0.58%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4242500 | PA      | $2982344.92   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1288 | PA      | $1310.13      | 0.00%             | 2037-02-01      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   1545761 | PA      | $1563114.78   | 0.09%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55400UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2119176 | PA      | $2101194.39   | 0.12%             | 2039-11-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1414000 | PA      | $1421109.59   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nieuw Amsterdam Receivables Corp BV            | Nieuw Amsterdam Receivables Corp. BV                                          | CUSIP: 65409SF94<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | US        |  13500000 | PA      | $13443050.25  | 0.79%             | 2026-06-09      | None          | 0.00%                 | 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        |   3469000 | PA      | $3538488.58   | 0.21%             | 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        |   2594000 | PA      | $2698884.34   | 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        |   3926000 | PA      | $3821404.57   | 0.23%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | JG Wentworth XXII LLC                                                         | CUSIP: 46616MAA8<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    104845 | PA      | $104441.09    | 0.01%             | 2048-12-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                       | First Citizens BancShares, Inc.                                               | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3760073.22   | 0.22%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1831894.91   | 0.11%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                  | JGWPT XXVIII LLC                                                              | CUSIP: 46617FAA2<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |    673202 | PA      | $614892.10    | 0.04%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QSU46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38340 | PA      | $39453.67     | 0.00%             | 2038-01-01      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13298000 | PA      | $13294883.21  | 0.78%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31415MM77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184169 | PA      | $196050.57    | 0.01%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   4896116 | PA      | $4889373.14   | 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        |   3191000 | PA      | $3116390.91   | 0.18%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust                                | CUSIP: 86363GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452539 | PA      | $178236.44    | 0.01%             | 2047-04-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   4461000 | PA      | $4339012.66   | 0.26%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3739000 | PA      | $3946437.70   | 0.23%             | 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        |   3988000 | PA      | $4112647.77   | 0.24%             | 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        |   1965000 | PA      | $1905190.90   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                    | RAAC Trust                                                                    | CUSIP: 74919LAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    307398 | PA      | $285726.95    | 0.02%             | 2046-11-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1884678.34   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138ABBJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6510 | PA      | $6705.24      | 0.00%             | 2041-03-01      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1489662.56   | 0.09%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                | Philip Morris International, Inc.                                             | CUSIP: 71838ME48<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16993038.50  | 1.00%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mortgage Loan Trust | Structured Adjustable Rate Mortgage Loan Trust                                | CUSIP: 863579UL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    169465 | PA      | $84434.90     | 0.00%             | 2035-07-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                              | Eaton Capital ULC                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1379000 | PA      | $1378120.78   | 0.08%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                       | CUSIP: 466247BL6<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |      9549 | PA      | $8768.16      | 0.00%             | 2034-02-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                        | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1096435.72   | 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        |   1376000 | PA      | $1322787.49   | 0.08%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3538000 | PA      | $3443249.88   | 0.20%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand, Inc.                                                          | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2251322.99   | 0.13%             | 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        |   6202000 | PA      | $4644716.56   | 0.27%             | 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        |   9016000 | PA      | $9277034.93   | 0.55%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15141500 | PA      | $15756412.97  | 0.93%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4314000 | PA      | $4428958.57   | 0.26%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   3507716 | PA      | $3489288.82   | 0.21%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1750983.84   | 0.10%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                           | Chase Issuance Trust                                                          | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5223300.68   | 0.31%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31298T5K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     54110 | PA      | $55260.79     | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8091000 | PA      | $5001881.44   | 0.29%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2825900 | PA      | $2239194.58   | 0.13%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25431000 | PA      | $22079273.54  | 1.30%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                              | Barton Capital SA                                                             | CUSIP: 06945MEN2<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |  12000000 | PA      | $11972458.80  | 0.70%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208356 | PA      | $218427.23    | 0.01%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                       | Corporacion Financiera de Desarrollo SA                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   1705000 | PA      | $1740634.50   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1912000 | PA      | $1691074.37   | 0.10%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                        | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    920000 | PA      | $904053.55    | 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        |   8585591 | PA      | $8774648.51   | 0.52%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                                              | CUSIP: 53944RFR4<br>LEI: N/A                  | Long             | STIV             | CORP              | FR        |  10500000 | PA      | $10436822.55  | 0.61%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications, Inc.                                                  | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4629000 | PA      | $2697366.90   | 0.16%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                            | HINNT LLC                                                                     | CUSIP: 433401AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2220096 | PA      | $2204844.96   | 0.13%             | 2045-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                            | General Electric Co.                                                          | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1458969.31   | 0.09%             | 2042-10-09      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verto Capital I Compartment C                  | Verto Capital I Compartment C                                                 | CUSIP: 92544XGN1<br>LEI: 635400YWQCAXRUTWKF95 | Long             | STIV             | CORP              | LU        |   4000000 | PA      | $3963480.00   | 0.23%             | 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        |   1312000 | PA      | $1297108.24   | 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        |   3784000 | PA      | $3378700.15   | 0.20%             | 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        |   3234000 | PA      | $3158211.53   | 0.19%             | 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        |   3849000 | PA      | $4209342.19   | 0.25%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 02151BBG2<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |   4508483 | PA      | $1680337.19   | 0.10%             | 2037-09-25      | Fixed         | 6.50%                 | 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        |   3337000 | PA      | $3404461.93   | 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        |   3762000 | PA      | $3720202.11   | 0.22%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     47958 | PA      | $50275.62     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    862189 | PA      | $867296.45    | 0.05%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31416TL56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411071 | PA      | $416095.99    | 0.02%             | 2039-08-01      | Fixed         | 5.00%                 | 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        |   1177201 | PA      | $1176663.69   | 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        |   2637000 | PA      | $2766068.39   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc              | Citigroup Mortgage Loan Trust, Inc.                                           | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    261651 | PA      | $258574.15    | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                          | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   3656000 | PA      | $3629286.05   | 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        |   2121000 | PA      | $1907961.97   | 0.11%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2614000 | PA      | $2579551.48   | 0.15%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                     | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   1992099 | PA      | $2016852.38   | 0.12%             | 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        |   7344000 | PA      | $7336677.81   | 0.43%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust         | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 59020UAB1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     22413 | PA      | $21408.13     | 0.00%             | 2034-02-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4063611 | PA      | $3952924.45   | 0.23%             | 2058-03-25      | Variable      | 3.75%                 | 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        |   1563781 | PA      | $1510081.97   | 0.09%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1648921 | PA      | $1640650.80   | 0.10%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6100000 | PA      | $5576972.64   | 0.33%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31402RN21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9526 | PA      | $9810.62      | 0.00%             | 2035-08-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $1161095.25   | 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        |   2528000 | PA      | $2663248.00   | 0.16%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Merrill Lynch Mortgage Investors Trust         | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 59020UXK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |     23885 | PA      | $22201.46     | 0.00%             | 2035-07-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3536000 | PA      | $3548293.12   | 0.21%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                        | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3848243.28   | 0.23%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8513785 | PA      | $8439338.43   | 0.50%             | 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        |   1923000 | PA      | $1981889.91   | 0.12%             | 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        |   1778000 | PA      | $1821144.56   | 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        |   3727300 | PA      | $2703748.46   | 0.16%             | 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        |  13000000 | PA      | $12884976.00  | 0.76%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   7305000 | PA      | $7303465.95   | 0.43%             | 2034-10-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35259000 | PA      | $33912306.12  | 2.00%             | 2056-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                             | RGA Global Funding                                                            | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4243431.40   | 0.25%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9240530 | PA      | $9337196.30   | 0.55%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JPMorgan Mortgage Trust                                                       | CUSIP: 46629AAM3<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    150014 | PA      | $48635.15     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7463000 | PA      | $7026297.93   | 0.41%             | 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        |  13816665 | PA      | $13662132.42  | 0.80%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   2256000 | PA      | $2179314.21   | 0.13%             | 2038-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4309000 | PA      | $4414651.85   | 0.26%             | 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        |   6705000 | PA      | $6703742.14   | 0.39%             | 2056-04-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5238000 | PA      | $4145999.78   | 0.24%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                          | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1211000 | PA      | $1203813.34   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    824000 | PA      | $802122.54    | 0.05%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1803504.05   | 0.11%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89176EAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    138528 | PA      | $138017.36    | 0.01%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750109 | PA      | $761065.68    | 0.04%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68003 | PA      | $70109.71     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555559.60    | 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        |   1153000 | PA      | $1110122.81   | 0.07%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138ELMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33322 | PA      | $33010.27     | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4010000 | PA      | $4208500.17   | 0.25%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                   | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $568132.72    | 0.03%             | 2056-11-01      | Fixed         | 2.94%                 | 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        |   1100000 | PA      | $1039064.09   | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                       | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   5648000 | PA      | $5041822.02   | 0.30%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31410FRW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56746 | PA      | $58518.29     | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                         | NBCUniversal Media LLC                                                        | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   2137000 | PA      | $1768522.67   | 0.10%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1764238 | PA      | $1770251.14   | 0.10%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                       | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1254000 | PA      | $1284576.50   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  36382000 | PA      | $36113673.29  | 2.13%             | 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        |    239282 | PA      | $170242.63    | 0.01%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4992107 | PA      | $4961434.08   | 0.29%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    849000 | PA      | $711146.63    | 0.04%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                            | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2419946.64   | 0.14%             | 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        |   1268000 | PA      | $1250036.76   | 0.07%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4358000 | PA      | $4228422.76   | 0.25%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31410K3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13286 | PA      | $13854.50     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                                          | CUSIP: 26884TBB7<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   2378000 | PA      | $2372025.56   | 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        |   4233000 | PA      | $4313452.61   | 0.25%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                         | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    381000 | PA      | $380762.71    | 0.02%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4213718 | PA      | $4011052.55   | 0.24%             | 2062-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    857000 | PA      | $872270.52    | 0.05%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61431000 | PA      | $53770094.80  | 3.17%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17047000 | PA      | $16713384.93  | 0.98%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3008000 | PA      | $3062128.51   | 0.18%             | 2033-08-01      | Fixed         | 5.35%                 | 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        |   3236000 | PA      | $3150302.63   | 0.19%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3506000 | PA      | $3465020.29   | 0.20%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    629000 | PA      | $637856.45    | 0.04%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 12668ACZ6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    258679 | PA      | $233159.14    | 0.01%             | 2035-11-20      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4007000 | PA      | $3912992.33   | 0.23%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142JCB66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8536102 | PA      | $8320004.30   | 0.49%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co., Inc.                                                             | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $973644.18    | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6854000 | PA      | $6809288.34   | 0.40%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2702000 | PA      | $2557224.54   | 0.15%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1805528.55   | 0.11%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64830GAB2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    480359 | PA      | $468204.65    | 0.03%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Trust                                                                    | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2653842 | PA      | $2396965.35   | 0.14%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653CAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    834845 | PA      | $835696.55    | 0.05%             | 2042-01-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group, Inc.                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2777000 | PA      | $2714896.20   | 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        |   6400000 | PA      | $6361412.48   | 0.37%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128JM3C9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3034 | PA      | $3113.35      | 0.00%             | 2034-12-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia        | Municipal Electric Authority of Georgia                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    256000 | PA      | $270743.94    | 0.02%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2322839.93   | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38378BM71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1813169 | PA      | $26524.13     | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31413NJ63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       320 | PA      | $321.63       | 0.00%             | 2037-08-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31403V4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       390 | PA      | $398.12       | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bonds                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   2420000 | PA      | $2348263.02   | 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        |   2495000 | PA      | $2475612.55   | 0.15%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31406H3D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1898 | PA      | $1968.21      | 0.00%             | 2035-01-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    843165 | PA      | $853471.73    | 0.05%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                     | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1146000 | PA      | $1035313.11   | 0.06%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138X4FZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109693 | PA      | $108275.19    | 0.01%             | 2028-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5608000 | PA      | $5489706.25   | 0.32%             | 2036-02-15      | Fixed         | 4.13%                 | 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        |   1116771 | PA      | $1081883.14   | 0.06%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbird Funding Corp                          | Starbird Funding Corp.                                                        | CUSIP: 85520MF32<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7971258.40   | 0.47%             | 2026-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                        | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3609000 | PA      | $3448542.81   | 0.20%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6623000 | PA      | $6560650.68   | 0.39%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group, Inc.                                                           | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   3447000 | PA      | $3422433.95   | 0.20%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                            | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $932836.79    | 0.05%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                              | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1701000 | PA      | $1795413.80   | 0.11%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4369000 | PA      | $4203114.53   | 0.25%             | 2055-08-15      | Fixed         | 4.75%                 | 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        |   1582329 | PA      | $1594299.00   | 0.09%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QHTU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3528 | PA      | $3528.52      | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2982000 | PA      | $2947986.56   | 0.17%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20455000 | PA      | $20120209.13  | 1.18%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                            | Gilead Sciences, Inc.                                                         | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   2852000 | PA      | $2876499.79   | 0.17%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank5                                          | Bank5                                                                         | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4115000 | PA      | $4202504.24   | 0.25%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust               | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4185089 | PA      | $4165636.75   | 0.25%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2739219.47   | 0.16%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1889141.26   | 0.11%             | 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        |   2156000 | PA      | $2195992.27   | 0.13%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                             | Alcon Finance Corp.                                                           | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    871000 | PA      | $857145.23    | 0.05%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                    | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1609843.79   | 0.09%             | 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        |   4216000 | PA      | $4202586.37   | 0.25%             | 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        |     71592 | PA      | $71444.99     | 0.00%             | 2048-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                             | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263585 | PA      | $245901.93    | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QJG42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     92260 | PA      | $95161.48     | 0.01%             | 2035-09-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                   | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205916 | PA      | $1225021.27   | 0.07%             | 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        |   5150000 | PA      | $5271826.86   | 0.31%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                          | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1328891.85   | 0.08%             | 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        |   5800000 | PA      | $5735040.00   | 0.34%             | 2026-08-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828AAA1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    183468 | PA      | $178317.37    | 0.01%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1833062 | PA      | $1672311.41   | 0.10%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2734000 | PA      | $2690617.79   | 0.16%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31371MSG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1256 | PA      | $1258.22      | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   4856000 | PA      | $4985898.00   | 0.29%             | 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        |   1149899 | PA      | $1082125.72   | 0.06%             | 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        |   2273000 | PA      | $2209920.61   | 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        |   1531464 | PA      | $1569279.60   | 0.09%             | 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        |    854209 | PA      | $798860.89    | 0.05%             | 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        |   3989042 | PA      | $3851465.53   | 0.23%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT Trust                                                                    | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   4941517 | PA      | $4906303.29   | 0.29%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1907000 | PA      | $1922200.93   | 0.11%             | 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        |   2025000 | PA      | $1989118.74   | 0.12%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    484000 | PA      | $492917.95    | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31402CTT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114374 | PA      | $118051.12    | 0.01%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1946000 | PA      | $1974527.52   | 0.12%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC              | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 826935AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2165425 | PA      | $2180975.17   | 0.13%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138XKSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70437 | PA      | $69662.41     | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5078000 | PA      | $4835389.97   | 0.28%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1942921.11   | 0.11%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                | SBA Tower Trust                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   5961000 | PA      | $5878711.97   | 0.35%             | 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        |   4000000 | PA      | $4011940.00   | 0.24%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                               | CUSIP: 65558KHT4<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |  11200000 | PA      | $11059639.36  | 0.65%             | 2026-08-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                       | Baxter International, Inc.                                                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2151000 | PA      | $2112942.06   | 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        |   5504848 | PA      | $5282180.82   | 0.31%             | 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        |   3582000 | PA      | $3500042.19   | 0.21%             | 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        |   5027000 | PA      | $4914677.97   | 0.29%             | 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        |   4088000 | PA      | $3964261.80   | 0.23%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                      | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $2050723.68   | 0.12%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4201000 | PA      | $4053265.11   | 0.24%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    416000 | PA      | $419690.75    | 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        |   2135000 | PA      | $2319097.12   | 0.14%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3972000 | PA      | $2362719.38   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross Mortgage Trust                                                          | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4136813 | PA      | $4123776.01   | 0.24%             | 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        |  37246000 | PA      | $37431274.64  | 2.20%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                     | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2563000 | PA      | $2277418.93   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1606242 | PA      | $1524998.58   | 0.09%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV/NXP Funding LLC/NXP USA, Inc.                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1240000 | PA      | $804805.33    | 0.05%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2683000 | PA      | $2538340.18   | 0.15%             | 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        |   2770000 | PA      | $2722269.02   | 0.16%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9024100 | PA      | $6332732.65   | 0.37%             | 2052-08-15      | Fixed         | 3.00%                 | 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        |   1133000 | PA      | $1112075.30   | 0.07%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1799600 | PA      | $1514967.96   | 0.09%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown, Inc.                                                           | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    874000 | PA      | $872188.40    | 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        |   1765000 | PA      | $1742765.77   | 0.10%             | 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        |   3367000 | PA      | $3346880.15   | 0.20%             | 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        |   2021000 | PA      | $2064532.34   | 0.12%             | 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        |   1423000 | PA      | $1439630.60   | 0.08%             | 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        |   3026508 | PA      | $2788864.36   | 0.16%             | 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        |   2062000 | PA      | $2039417.51   | 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        |   2191000 | PA      | $2148750.03   | 0.13%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9675681 | PA      | $9612153.27   | 0.57%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 31402RDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    493339 | PA      | $506937.12    | 0.03%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64828YAR2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    155530 | PA      | $148522.79    | 0.01%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2145658.32   | 0.13%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| EQUINOR ASA                                    | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   5067000 | PA      | $4990770.79   | 0.29%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bills                                                           | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11065000 | PA      | $10988566.63  | 0.65%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4260000 | PA      | $3929683.60   | 0.23%             | 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        |   1485000 | PA      | $1539659.39   | 0.09%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                       | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1970257.73   | 0.12%             | 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        |   3327998 | PA      | $3357006.76   | 0.20%             | 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        |   1546000 | PA      | $1504853.89   | 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        |   4690000 | PA      | $4675612.96   | 0.28%             | 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        |   2043000 | PA      | $2050878.30   | 0.12%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2465275.11   | 0.15%             | 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        |   4590000 | PA      | $4560776.85   | 0.27%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                       | Prudential Financial, Inc.                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   3601000 | PA      | $3321279.72   | 0.20%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.               | RALI Trust                                                                    | CUSIP: 74923LAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212564 | PA      | $200138.59    | 0.01%             | 2047-05-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                      | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    557000 | PA      | $559067.03    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5240000 | PA      | $3782420.33   | 0.22%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5715000 | PA      | $3991123.86   | 0.24%             | 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        |   2582000 | PA      | $2310047.57   | 0.14%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Liberty Street Funding LLC                     | Liberty Street Funding LLC                                                    | CUSIP: 53127UGW4<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5941719.60   | 0.35%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3234000 | PA      | $3364805.02   | 0.20%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $1871513.49   | 0.11%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |   2514482 | PA      | $2535338.94   | 0.15%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark Mortgage Trust                                                      | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6300000 | PA      | $6414619.05   | 0.38%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mont Blanc Capital Corp                        | Mont Blanc Capital Corp.                                                      | CUSIP: 6117P5FG7<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   6560000 | PA      | $6527309.55   | 0.38%             | 2026-06-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   1958000 | PA      | $1883033.15   | 0.11%             | 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        |   8667000 | PA      | $8276985.00   | 0.49%             | 2046-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                            | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   3345000 | PA      | $3345632.44   | 0.20%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032450<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7700000 | PA      | $7394121.74   | 0.44%             | 2041-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   1766000 | PA      | $1743673.80   | 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        |   1810000 | PA      | $1813021.27   | 0.11%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                | CSL Finance PLC                                                               | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   1755000 | PA      | $1550567.33   | 0.09%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3368000 | PA      | $3399758.35   | 0.20%             | 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        |   1928490 | PA      | $1940774.86   | 0.11%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds          | Mexico Government International Bonds                                         | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2481000 | PA      | $2448002.70   | 0.14%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                     | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5170000 | PA      | $5143771.56   | 0.30%             | 2032-10-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CYPRIUM CORP/CYPRIUM HOL                       | Cyprium Corp./Cyprium Holdings Luxembourg SARL                                | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    590000 | PA      | $594073.36    | 0.03%             | 2031-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                        | America Movil SAB de CV                                                       | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   2100000 | PA      | $1820745.95   | 0.11%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates        | WaMu Mortgage Pass-Through Certificates Trust                                 | CUSIP: 92922FR75<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13633 | PA      | $13158.85     | 0.00%             | 2045-07-25      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   2669000 | PA      | $2252447.73   | 0.13%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829EAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    611945 | PA      | $594093.30    | 0.03%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                              | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |   2758000 | PA      | $2738206.05   | 0.16%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                           | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   4949000 | PA      | $5097150.54   | 0.30%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LMA-Americas LLC                               | LMA-Americas LLC                                                              | CUSIP: 53944RET1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   6500000 | PA      | $6481475.00   | 0.38%             | 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        |   1155000 | PA      | $1159417.41   | 0.07%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    945100 | PA      | $980393.58    | 0.06%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    641000 | PA      | $645956.21    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp.                                                         | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5171000 | PA      | $5090992.32   | 0.30%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                  | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2593000 | PA      | $2592005.82   | 0.15%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1011033.65   | 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        |   4181000 | PA      | $4090629.82   | 0.24%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan Trust           | GMACM Mortgage Loan Trust                                                     | CUSIP: 76112BKN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2186 | PA      | $1989.85      | 0.00%             | 2035-03-18      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6889800 | PA      | $6624165.90   | 0.39%             | 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        |   2961000 | PA      | $3002491.04   | 0.18%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $1894824.76   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                       | Victory Receivables Corp.                                                     | CUSIP: 92646LF21<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   9110000 | PA      | $9078091.31   | 0.53%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco SARL                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1972000 | PA      | $2012970.90   | 0.12%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5367000 | PA      | $2592722.24   | 0.15%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                   | 7-Eleven, Inc.                                                                | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $2660852.99   | 0.16%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3830000 | PA      | $3971547.72   | 0.23%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9690895 | PA      | $9364264.65   | 0.55%             | 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        |   2362000 | PA      | $2190404.72   | 0.13%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6489000 | PA      | $6052006.41   | 0.36%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Alt-A Trust                       | Bear Stearns ALT-A Trust                                                      | CUSIP: 07386HMW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     18555 | PA      | $17998.33     | 0.00%             | 2034-11-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 12668ALH6<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    318477 | PA      | $258156.71    | 0.02%             | 2035-11-25      | Fixed         | 5.50%                 | 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        |   1935000 | PA      | $1967519.22   | 0.12%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2310610 | PA      | $2173850.62   | 0.13%             | 2061-11-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust                                                     | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5412385 | PA      | $5174640.34   | 0.30%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                | BRAVO Residential Funding Trust                                               | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   2086098 | PA      | $2100408.11   | 0.12%             | 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        |   3144000 | PA      | $3185252.42   | 0.19%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5843100 | PA      | $5842415.25   | 0.34%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                | Fair Isaac Corp.                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1871244.41   | 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        |   1925000 | PA      | $1847546.09   | 0.11%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust             | Alternative Loan Trust                                                        | CUSIP: 02150EBG7<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    635521 | PA      | $275874.47    | 0.02%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    696000 | PA      | $678219.36    | 0.04%             | 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        |   4687000 | PA      | $3188441.61   | 0.19%             | 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        |   3798000 | PA      | $3823595.10   | 0.23%             | 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        |   2618000 | PA      | $2510846.88   | 0.15%             | 2038-05-01      | Fixed         | 5.10%                 | 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        |    767537 | PA      | $723996.50    | 0.04%             | 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        |   2093000 | PA      | $2198018.56   | 0.13%             | 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        |   3074600 | PA      | $2719579.78   | 0.16%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3951000 | PA      | $3496943.65   | 0.21%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                    | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   3282000 | PA      | $3202141.52   | 0.19%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                 | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5024000 | PA      | $4853813.00   | 0.29%             | 2039-09-10      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                        | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2319000 | PA      | $2183548.09   | 0.13%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3190000 | PA      | $3292003.60   | 0.19%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                          | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   2768000 | PA      | $3060003.30   | 0.18%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15724000 | PA      | $13768941.68  | 0.81%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                        | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3370000 | PA      | $3401358.15   | 0.20%             | 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        |   1518000 | PA      | $1548266.76   | 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        |   6634000 | PA      | $7249758.39   | 0.43%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   1496000 | PA      | $1532988.60   | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1516000 | PA      | $1495153.65   | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2250422.00   | 0.13%             | 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        |   2743000 | PA      | $2709112.73   | 0.16%             | 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        |   4663000 | PA      | $4712511.92   | 0.28%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Investments Inc      | Structured Asset Mortgage Investments II Trust                                | CUSIP: 86359LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      5804 | PA      | $5599.51      | 0.00%             | 2034-01-19      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128QSNS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5812 | PA      | $6013.47      | 0.00%             | 2037-09-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust               | First National Master Note Trust                                              | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5315000 | PA      | $5346533.36   | 0.31%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                      | Toronto-Dominion Bank                                                         | CUSIP: 89119BH74<br>LEI: PT3QB789TSUIDF371261 | Long             | STIV             | CORP              | CA        |  18000000 | PA      | $17812931.40  | 1.05%             | 2026-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   2217768 | PA      | $2211291.47   | 0.13%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1948000 | PA      | $1930163.88   | 0.11%             | 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        |  10650000 | PA      | $10583417.27  | 0.62%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3337000 | PA      | $3142645.81   | 0.19%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5230000 | PA      | $5143888.89   | 0.30%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    329748 | PA      | $350405.20    | 0.02%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1064000 | PA      | $680544.38    | 0.04%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3453000 | PA      | $2990486.84   | 0.18%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2406000 | PA      | $2342674.92   | 0.14%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                    | Merrill Lynch Mortgage Investors Trust                                        | CUSIP: 5899292M9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |       618 | PA      | $609.25       | 0.00%             | 2028-10-25      | Floating      | 4.41%                 | 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        |   1722929 | PA      | $1719838.85   | 0.10%             | 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        |   7182900 | PA      | $6395867.42   | 0.38%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Loan Trust                 | Nationstar Mortgage Loan Trust                                                | CUSIP: 63861HAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    470609 | PA      | $451514.98    | 0.03%             | 2052-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Inflation-Protected Indexed Notes                               | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9713172 | PA      | $9312937.56   | 0.55%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust            | New Residential Mortgage Loan Trust                                           | CUSIP: 64829VAA4<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   4340328 | PA      | $4216610.34   | 0.25%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                | GTA Funding LLC                                                               | CUSIP: 40060XH60<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17810109.00  | 1.05%             | 2026-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                            | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1832000 | PA      | $1654596.37   | 0.10%             | 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        |   1861000 | PA      | $1856095.76   | 0.11%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                   | Gabx Leasing LLC                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1642873.37   | 0.10%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1730140.30   | 0.10%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UGL47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7597 | PA      | $7816.41      | 0.00%             | 2041-02-01      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4065797.59   | 0.24%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  84321000 | PA      | $70593780.67  | 4.16%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds          | Panama Government International Bonds                                         | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    735000 | PA      | $724710.00    | 0.04%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                       | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2852627.26   | 0.17%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                           | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3982000 | PA      | $4060706.70   | 0.24%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1773000 | PA      | $1778962.62   | 0.10%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                   | Sheffield Receivables Co. LLC                                                 | CUSIP: 82124ME55<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |    260000 | PA      | $259866.49    | 0.02%             | 2026-05-05      | None          | 0.00%                 | 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