# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-063314
**Filing Date:** 2026-6
**Character Count:** 303356
**Document Hash:** fc0898726801612d83b50dbf363667dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-063314.hdr.sgml**: 20260618

**ACCESSION NUMBER**: 0001410368-26-063314

**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:** 261103754

**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 Multi-Managed Balanced (Series ID: S000007792)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021228 | A            | IBALX           |
| C000021230 | C            | IBLLX           |
| C000081953 | I            | TBLIX           |
| C000156741 | R6           | TAMMX           |
| C000234683 | R            | TAAHX           |

## 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 Multi-Managed Balanced

- **b. EDGAR series identifier (if any):** S000007792

- **c. LEI of Series:** 549300MJHMS7743W9J94

**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:** $1656420367.71

**Total Liabilities:** $144932147.61

**Net Assets:** $1511488220.10

**Delayed Delivery Securities:** $130984970.76

**Cash Not Reported:** $816359.52

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -520.60000000 | **1-Year:** -12707.03000000 | **5-Year:** -48016.99000000 | **10-Year:** -66383.90000000 | **30-Year:** -12274.79000000

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

- **3-Month:** -39.92000000 | **1-Year:** -2313.96000000 | **5-Year:** -6230.47000000 | **10-Year:** -3904.18000000 | **30-Year:** -792.84000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000081953 | 0.03%                | -3.87%               | 6.19%                |
| Class ID C000021228 | 0.00%                | -3.89%               | 6.17%                |
| Class ID C000021230 | -0.06%               | -3.97%               | 6.11%                |
| Class ID C000156741 | 0.03%                | -3.87%               | 6.19%                |
| Class ID C000234683 | 0.00%                | -3.93%               | 6.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6112178.64              | $-7770354.76                               |
| Month 2  | $6425859.11              | $-66721815.52                              |
| Month 3  | $5623747.79              | $80732710.05                               |

**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        |    954857 | PA      | $951900.44    | 0.06%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2472000 | PA      | $2474607.19   | 0.16%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | Safehold GL Holdings LLC                                                      | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    806000 | PA      | $847973.78    | 0.06%             | 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        |   1435000 | PA      | $1429737.86   | 0.09%             | 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        |     60473 | PA      | $59791.20     | 0.00%             | 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        |    914000 | PA      | $775686.10    | 0.05%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410K3K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2228 | PA      | $2335.50      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | Boeing Co.                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    406000 | PA      | $451000.18    | 0.03%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp.                                                                   | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    570000 | PA      | $561123.07    | 0.04%             | 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        |   1140995 | PA      | $1147266.83   | 0.08%             | 2065-03-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KN34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46583 | PA      | $48118.67     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                        | Vantage Data Centers LLC                                                      | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   1635000 | PA      | $1586806.09   | 0.10%             | 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        |   1171000 | PA      | $1165023.92   | 0.08%             | 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        |   4000000 | PA      | $3980492.40   | 0.26%             | 2026-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT Corp.                                                                     | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     26544 | NS      | $1594763.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2575000 | PA      | $1207433.59   | 0.08%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                                                           | Chile Electricity Lux MPC II SARL                                             | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    920810 | PA      | $940607.12    | 0.06%             | 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        |  13297000 | PA      | $12468536.40  | 0.82%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                   | Owens Corning                                                                 | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $906998.80    | 0.06%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    653500 | PA      | $631418.85    | 0.04%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1308900 | PA      | $916945.81    | 0.06%             | 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        |    509620 | PA      | $512584.65    | 0.03%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | Salesforce, Inc.                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      2757 | NS      | $486693.21    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      9027 | NS      | $3506989.50   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    627000 | PA      | $580570.71    | 0.04%             | 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        |    974000 | PA      | $973950.13    | 0.06%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1206163.13   | 0.08%             | 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        |   1100000 | PA      | $1096735.35   | 0.07%             | 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        |   8714000 | PA      | $8584076.35   | 0.57%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Accenture PLC                                                                   | Accenture PLC                                                                 | CUSIP: 000000000<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |     11228 | NS      | $2006555.88   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    892000 | PA      | $907979.83    | 0.06%             | 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        |    708000 | PA      | $686042.52    | 0.05%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KXL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3134 | PA      | $3285.13      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      8970 | NS      | $3897644.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1224779.91   | 0.08%             | 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        |    119458 | PA      | $122699.78    | 0.01%             | 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        |    663000 | PA      | $587652.03    | 0.04%             | 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        |   9142000 | PA      | $9332450.99   | 0.62%             | 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        |    923000 | PA      | $918067.34    | 0.06%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Vistra Corp                                                                     | Vistra Corp.                                                                  | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1848 | NS      | $291688.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                                                                   | Welltower, Inc.                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |     15741 | NS      | $3421148.94   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Anglesea Funding LLC                                                            | Anglesea Funding LLC                                                          | CUSIP: 0347M3E59<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | IE        |   1750000 | PA      | $1749101.38   | 0.12%             | 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        |    162000 | PA      | $154358.33    | 0.01%             | 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        |    226205 | PA      | $217867.16    | 0.01%             | 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        |   1625000 | PA      | $1498681.63   | 0.10%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |    100125 | NS      | $3403248.75   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    929000 | PA      | $919840.49    | 0.06%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | Hertz Vehicle Financing III LLC                                               | CUSIP: 42806MCA5<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    890000 | PA      | $898568.74    | 0.06%             | 2028-02-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp                                                                   | EchoStar Corp.                                                                | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |      2322 | NS      | $285931.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1170160.85   | 0.08%             | 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        |   1081000 | PA      | $881083.62    | 0.06%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     10444 | NS      | $2102168.32   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1512000 | PA      | $1467348.75   | 0.10%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      6712 | NS      | $2868574.56   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31417MLN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32600 | PA      | $32864.96     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    597000 | PA      | $573514.16    | 0.04%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | Mondelez International, Inc.                                                  | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     90859 | NS      | $5582376.96   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2771000 | PA      | $2613399.38   | 0.17%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     12045 | NS      | $3245886.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Verto Capital I-A LLC                                                           | Verto Capital I-A LLC                                                         | CUSIP: 92544LF40<br>LEI: 254900ANIP6J04OFNA54 | Long             | STIV             | CORP              | LU        |   3000000 | PA      | $2988522.90   | 0.20%             | 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        |    766000 | PA      | $755190.97    | 0.05%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     46356 | NS      | $10654926.60  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                               | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCQ9<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2909000 | PA      | $2894581.54   | 0.19%             | 2029-12-17      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     23140 | NS      | $6793672.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                        | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    305000 | PA      | $311677.67    | 0.02%             | 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        |    680000 | PA      | $662070.31    | 0.04%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     17125 | NS      | $6344470.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8462000 | PA      | $7701573.79   | 0.51%             | 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        |   8917000 | PA      | $7132650.52   | 0.47%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     37239 | NS      | $6147041.73   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc                                                              | United Rentals, Inc.                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |      2190 | NS      | $2102049.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     95000 | PA      | $86883.22     | 0.01%             | 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        |    987000 | PA      | $988355.72    | 0.07%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                            | Saudi Arabian Oil Co.                                                         | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1190000 | PA      | $1169838.31   | 0.08%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | International Business Machines Corp.                                         | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3923 | NS      | $906134.54    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172523.93    | 0.01%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | Amphenol Corp.                                                                | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     46142 | NS      | $6795332.34   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    105053 | NS      | $8638508.19   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    983000 | PA      | $837837.36    | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410DUT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4158 | PA      | $4346.94      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3244000 | PA      | $3254771.09   | 0.22%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     91031 | NS      | $8910114.28   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                          | CUSIP: 281020BD8<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1395868.06   | 0.09%             | 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        |    787000 | PA      | $772704.88    | 0.05%             | 2032-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                   | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |     16690 | NS      | $5408728.30   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET COS INC                                                                  | Rocket Cos., Inc.                                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    808000 | PA      | $819986.68    | 0.05%             | 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        |  17083170 | PA      | $17083170.49  | 1.13%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1120814.00   | 0.07%             | 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        |   1364000 | PA      | $1293412.18   | 0.09%             | 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        |   2575000 | PA      | $1396233.39   | 0.09%             | 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        |   1885928 | PA      | $1902367.68   | 0.13%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YGB5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1785119.10   | 0.12%             | 2032-03-12      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     44655 | NS      | $9436494.60   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                          | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    373000 | PA      | $363511.08    | 0.02%             | 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        |   1352000 | PA      | $995908.92    | 0.07%             | 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        |   1099000 | PA      | $1275791.71   | 0.08%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                            | Boston Properties LP                                                          | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    696000 | PA      | $699212.54    | 0.05%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | Ball Corp.                                                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |      5634 | NS      | $344124.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC                                                 | Seagate Technology Holdings PLC                                               | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |     10460 | NS      | $7046274.40   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2207900 | PA      | $1533455.55   | 0.10%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ventas Inc                                                                      | Ventas, Inc.                                                                  | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               |  | US        |     55549 | NS      | $4880535.14   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    546000 | PA      | $538810.76    | 0.04%             | 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        |   1293000 | PA      | $1293381.93   | 0.09%             | 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        |   1141000 | PA      | $828411.69    | 0.05%             | 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        |   2885000 | PA      | $2770276.19   | 0.18%             | 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        |   1247000 | PA      | $1219322.19   | 0.08%             | 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        |     69169 | PA      | $67021.44     | 0.00%             | 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        |   1482000 | PA      | $1666826.15   | 0.11%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                         | Laboratory Corp. of America Holdings                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    444000 | PA      | $421732.95    | 0.03%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    987000 | PA      | $1001750.11   | 0.07%             | 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        |   2352000 | PA      | $2353470.00   | 0.16%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | Costco Wholesale Corp.                                                        | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      1136 | NS      | $1152506.08   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    988000 | PA      | $1059056.54   | 0.07%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      7634 | NS      | $1896056.58   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829HAD9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     78516 | PA      | $74354.54     | 0.00%             | 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        |   3231000 | PA      | $1859213.33   | 0.12%             | 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        |    987000 | PA      | $990116.47    | 0.07%             | 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        |     80000 | PA      | $75144.29     | 0.00%             | 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        |    140093 | PA      | $137916.94    | 0.01%             | 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        |    495000 | PA      | $519890.86    | 0.03%             | 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        |   1068000 | PA      | $1089698.76   | 0.07%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp                                             | Cognizant Technology Solutions Corp.                                          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     59774 | NS      | $3162044.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                                                                      | Masco Corp.                                                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     31715 | NS      | $2277771.30   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp.                                                              | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    129000 | PA      | $112757.49    | 0.01%             | 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        |   4353000 | PA      | $4425266.59   | 0.29%             | 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        |   2031000 | PA      | $1311026.36   | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     49571 | NS      | $6968195.47   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                          | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |     12515 | NS      | $1182166.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                           | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     47809 | NS      | $7004974.68   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| HEXCEL CORP                                                                     | Hexcel Corp.                                                                  | CUSIP: 428291AQ1<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    303000 | PA      | $303160.76    | 0.02%             | 2031-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128K83G9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59190 | PA      | $59774.06     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505852 | PA      | $1494459.01   | 0.10%             | 2044-08-22      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797SW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   3025000 | PA      | $3016900.56   | 0.20%             | 2026-05-28      | None          | 0.00%                 | 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        |   4051470 | NS      | $4051470.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     19677 | NS      | $10176157.32  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    363000 | PA      | $270208.13    | 0.02%             | 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        |   1961000 | PA      | $1699865.28   | 0.11%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      9424 | NS      | $3015774.24   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1044000 | PA      | $1040615.15   | 0.07%             | 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        |   4500000 | PA      | $4479924.15   | 0.30%             | 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        |   5600000 | PA      | $5550960.80   | 0.37%             | 2026-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |     39632 | NS      | $5072103.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZF NA CAPITAL                                                                   | ZF North America Capital, Inc.                                                | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    478000 | PA      | $467753.50    | 0.03%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Chubb Ltd                                                                       | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      3644 | NS      | $1191588.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                    | Barclays PLC                                                                  | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1783000 | PA      | $1732786.49   | 0.11%             | 2037-02-24      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     12842 | NS      | $985238.24    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Metlife Securitization Trust                                                    | MetLife Securitization Trust                                                  | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22157 | PA      | $21922.26     | 0.00%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                             | HINNT LLC                                                                     | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    669777 | PA      | $676867.54    | 0.04%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    544000 | PA      | $519775.00    | 0.03%             | 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        |   1165000 | PA      | $1161207.68   | 0.08%             | 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        |    996000 | PA      | $970087.03    | 0.06%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1153714.74   | 0.08%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1620022 | PA      | $1608893.46   | 0.11%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc.                                                              | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    620000 | PA      | $618287.36    | 0.04%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52225 | PA      | $52477.12     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                     | Cargill, Inc.                                                                 | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    814000 | PA      | $824502.07    | 0.05%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128M9WN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29569 | PA      | $30477.06     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    438000 | PA      | $315405.81    | 0.02%             | 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        |    730000 | PA      | $718692.60    | 0.05%             | 2032-08-10      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | Comcast Corp.                                                                 | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     23518 | NS      | $635926.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1872000 | PA      | $1026675.00   | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG Industries, Inc.                                                          | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |     22549 | NS      | $2446566.50   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829DAG1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     50125 | PA      | $48207.50     | 0.00%             | 2054-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                           | Bank5                                                                         | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1964269.78   | 0.13%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    392000 | PA      | $417789.86    | 0.03%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1506000 | PA      | $1511294.52   | 0.10%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CQF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1245000 | PA      | $1248501.56   | 0.08%             | 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        |    204782 | PA      | $198988.72    | 0.01%             | 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        |    585000 | PA      | $592677.38    | 0.04%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    655000 | PA      | $628003.34    | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    362000 | PA      | $365810.82    | 0.02%             | 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        |    689000 | PA      | $683201.49    | 0.05%             | 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        |    571000 | PA      | $600293.37    | 0.04%             | 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        |    508000 | PA      | $502120.36    | 0.03%             | 2028-03-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     47630 | NS      | $3856601.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1582000 | PA      | $1641352.37   | 0.11%             | 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        |   6000000 | PA      | $5979722.40   | 0.40%             | 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        |    376163 | PA      | $366382.83    | 0.02%             | 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        |    933000 | PA      | $951105.87    | 0.06%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31414GDN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2562 | PA      | $2669.60      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | Advanced Micro Devices, Inc.                                                  | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |     20359 | NS      | $7217061.91   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                                                     | PepsiCo, Inc.                                                                 | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     58338 | NS      | $9245989.62   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| HUMANA INC                                                                      | Humana, Inc.                                                                  | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1012000 | PA      | $997177.11    | 0.07%             | 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        |   2760016 | PA      | $2112001.46   | 0.14%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     24345 | NS      | $6842892.60   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                                                   | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      5342 | NS      | $1537534.44   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                                                             | Vulcan Materials Co.                                                          | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |      6344 | NS      | $1914238.56   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    967000 | PA      | $928656.80    | 0.06%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    533000 | PA      | $533057.18    | 0.04%             | 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        |    822005 | PA      | $826897.48    | 0.05%             | 2064-11-25      | Variable      | 5.60%                 | 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        |    724000 | PA      | $606024.64    | 0.04%             | 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        |    349858 | PA      | $356121.59    | 0.02%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    504000 | PA      | $497869.93    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     89597 | NS      | $34476925.60  | 2.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1808 | PA      | $1895.65      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                                                   | 321 Henderson Receivables VI LLC                                              | CUSIP: 88576XAA4<br>LEI: 549300LO0ZO1XMWP1R84 | Long             | ABS-O            | CORP              | US        |     40992 | PA      | $41207.00     | 0.00%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | Visa, Inc.                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     28986 | NS      | $9560742.24   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     39639 | NS      | $3833091.30   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ELS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20749 | PA      | $21750.80     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457239.91    | 0.03%             | 2037-04-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1856600 | PA      | $1305131.78   | 0.09%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      3025 | NS      | $470629.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                                                          | Boston Scientific Corp.                                                       | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     56256 | NS      | $3240908.16   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |    515254 | PA      | $521038.26    | 0.03%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    514000 | PA      | $516584.39    | 0.03%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | Lennar Corp.                                                                  | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Long             | EC               | CORP              | US        |      7565 | NS      | $683119.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                                               | Lam Research Corp.                                                            | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     35975 | NS      | $9276513.50   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                 | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66170 | NS      | $4610063.90   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Nieuw Amsterdam Receivables Corp BV                                             | Nieuw Amsterdam Receivables Corp. BV                                          | CUSIP: 65409SF94<br>LEI: 724500BM7HQ28ZIB2058 | Long             | STIV             | CORP              | US        |   5800000 | PA      | $5775532.70   | 0.38%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                                           | NXP Semiconductors NV                                                         | CUSIP: 000000000<br>LEI: 724500M9BY5293JDF951 | Long             | EC               | CORP              | NL        |     21713 | NS      | $6374719.67   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                             | Leidos Holdings, Inc.                                                         | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |     19405 | NS      | $2895614.10   | 0.19%             |  |  |  | No            |                  1 | 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        |    930000 | PA      | $948629.11    | 0.06%             | 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        |    998000 | PA      | $1038352.57   | 0.07%             | 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        |   1333000 | PA      | $1297486.57   | 0.09%             | 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        |     56833 | PA      | $56614.28     | 0.00%             | 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        |   1277000 | PA      | $1270604.26   | 0.08%             | 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        |    750000 | PA      | $746696.30    | 0.05%             | 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        |    475686 | PA      | $434483.66    | 0.03%             | 2067-04-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      2807 | NS      | $429021.88    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CQH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9359000 | PA      | $9356806.44   | 0.62%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138XCST0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17077 | PA      | $16912.64     | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   1352144 | PA      | $1350281.89   | 0.09%             | 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        |   1060000 | PA      | $1035216.03   | 0.07%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     31934 | NS      | $7625519.86   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bedford Row Funding Corp                                                        | Bedford Row Funding Corp.                                                     | CUSIP: 07644BFV9<br>LEI: 5493000JWH1Z48FX0180 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4968166.50   | 0.33%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES Capital Corp.                                                            | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1450228.17   | 0.10%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $1136751.38   | 0.08%             | 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        |   1380000 | PA      | $1423132.88   | 0.09%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                                                | Sensata Technologies, Inc.                                                    | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |    826000 | PA      | $800858.87    | 0.05%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | Amrize Finance U.S. LLC                                                       | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    583000 | PA      | $594249.58    | 0.04%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414356.61    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                               | Eaton Capital ULC                                                             | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    448000 | PA      | $447714.36    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    307000 | PA      | $298145.05    | 0.02%             | 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        |    936000 | PA      | $899803.12    | 0.06%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    123179 | NS      | $50229932.62  | 3.32%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1165916.72   | 0.08%             | 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        |    613000 | PA      | $627300.45    | 0.04%             | 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        |   2192000 | PA      | $1641602.50   | 0.11%             | 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        |   3014000 | PA      | $3101262.56   | 0.21%             | 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        |   5820353 | PA      | $6056723.58   | 0.40%             | 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        |   1330000 | PA      | $1365441.56   | 0.09%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175MAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    302036 | PA      | $296932.91    | 0.02%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | Vertiv Holdings Co.                                                           | CUSIP: 92537N108<br>LEI: 549300KTTIRAOGXCRV69 | Long             | EC               | CORP              | US        |      7902 | NS      | $2595727.98   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GCAT                                                                            | GCAT Trust                                                                    | CUSIP: 36831QAC5<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1283311 | PA      | $1276569.08   | 0.08%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      5049 | NS      | $922502.79    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                                                         | Illinois Tool Works, Inc.                                                     | CUSIP: 4523EMFA6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | STIV             | CORP              | US        |   1800000 | PA      | $1792261.98   | 0.12%             | 2026-06-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | Veralto Corp.                                                                 | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    917000 | PA      | $938977.89    | 0.06%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings Inc                                                              | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      3256 | NS      | $515652.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Issuance Trust                                                            | Chase Issuance Trust                                                          | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    990000 | PA      | $994436.09    | 0.07%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                       | Aptiv PLC                                                                     | CUSIP: 000000000<br>LEI: 254900HTTDFIJZ32GX53 | Long             | EC               | CORP              | JE        |      7543 | NS      | $454541.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1958000 | PA      | $1210441.71   | 0.08%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5946000 | PA      | $5162335.75   | 0.34%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                                                 | BRAVO Residential Funding Trust                                               | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   1999057 | PA      | $2007921.99   | 0.13%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | Stryker Corp.                                                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     18281 | NS      | $5760891.53   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                          | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |     19349 | NS      | $9530156.46   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MY63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21587 | PA      | $22630.80     | 0.00%             | 2040-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | Newmont Corp.                                                                 | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      7366 | NS      | $818288.94    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CORP FINANCIERA DE DESAR                                                        | Corporacion Financiera de Desarrollo SA                                       | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |    533000 | PA      | $544139.70    | 0.04%             | 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        |    951000 | PA      | $841114.92    | 0.06%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |    390690 | NS      | $77970003.30  | 5.16%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    308000 | PA      | $302661.41    | 0.02%             | 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        |   1992340 | PA      | $2036212.41   | 0.13%             | 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        |   2000000 | PA      | $1987966.20   | 0.13%             | 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        |   1383000 | PA      | $805888.62    | 0.05%             | 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        |   1471730 | PA      | $1461620.19   | 0.10%             | 2045-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829LAA6<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |     95534 | PA      | $90755.93     | 0.01%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 369604BF9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    394000 | PA      | $331316.37    | 0.02%             | 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        |   6000000 | PA      | $5945220.00   | 0.39%             | 2026-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |     36005 | NS      | $4245349.55   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     58836 | NS      | $22471821.84  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    447000 | PA      | $441926.36    | 0.03%             | 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        |   1130000 | PA      | $1008967.01   | 0.07%             | 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        |   1142000 | PA      | $1115237.34   | 0.07%             | 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        |    515000 | PA      | $563214.14    | 0.04%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     11197 | NS      | $3253624.26   | 0.22%             |  |  |  | No            |                  1 | 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        |   1063000 | PA      | $1084489.97   | 0.07%             | 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        |   1251000 | PA      | $1237100.70   | 0.08%             | 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        |      4567 | PA      | $4788.04      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | Sempra                                                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     45663 | NS      | $4343464.56   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |    553920 | PA      | $557201.63    | 0.04%             | 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        |     44351 | PA      | $44893.40     | 0.00%             | 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        |    309790 | PA      | $309648.34    | 0.02%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     56483 | NS      | $5860111.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    758000 | PA      | $795100.43    | 0.05%             | 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        |     45462 | PA      | $44927.27     | 0.00%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      7825 | NS      | $3921420.50   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2864000 | PA      | $2801797.50   | 0.19%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                           | Southwest Airlines Co.                                                        | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1242000 | PA      | $1232924.86   | 0.08%             | 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        |    952000 | PA      | $856378.97    | 0.06%             | 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        |    729000 | PA      | $719392.90    | 0.05%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1880000 | PA      | $1627595.32   | 0.11%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                                                      | BXG Receivables Note Trust                                                    | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    346092 | PA      | $350392.49    | 0.02%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     54610 | NS      | $7204697.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION INSURC INC                                                        | Constellation Insurance, Inc.                                                 | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1640362.88   | 0.11%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1075115 | PA      | $1045830.87   | 0.07%             | 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        |    301339 | PA      | $290990.84    | 0.02%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | Fortinet, Inc.                                                                | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      9769 | NS      | $823624.39    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416CCW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132962 | PA      | $132295.52    | 0.01%             | 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        |   1957000 | PA      | $1789202.53   | 0.12%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364943.09    | 0.02%             | 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        |    808000 | PA      | $851228.00    | 0.06%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     85789 | NS      | $13239816.37  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                                                                     | Corning, Inc.                                                                 | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |      6480 | NS      | $1064275.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $551912.11    | 0.04%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1852900 | PA      | $1816059.14   | 0.12%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1164599.94   | 0.08%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Sandisk Corp/DE                                                                 | Sandisk Corp.                                                                 | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       284 | NS      | $311408.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1473698 | PA      | $1460811.24   | 0.10%             | 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        |    647000 | PA      | $666813.72    | 0.04%             | 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        |    524000 | PA      | $536715.27    | 0.04%             | 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        |   1736400 | PA      | $1259568.27   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                                                  | ICG U.S. CLO Ltd.                                                             | CUSIP: 44928XBL7<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599664.00   | 0.11%             | 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        |  12922000 | PA      | $12428452.87  | 0.82%             | 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        |   1311000 | PA      | $1319843.08   | 0.09%             | 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        |   1604003 | PA      | $1620782.28   | 0.11%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    307000 | PA      | $301231.76    | 0.02%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                                                       | Palantir Technologies, Inc.                                                   | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |     25643 | NS      | $3567197.73   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1015000 | PA      | $955606.65    | 0.06%             | 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        |   3095971 | PA      | $3061344.22   | 0.20%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | Abbott Laboratories                                                           | CUSIP: 002824BV1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    757000 | PA      | $731268.11    | 0.05%             | 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        |   1357000 | PA      | $1390272.12   | 0.09%             | 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        |   2290000 | PA      | $2289570.40   | 0.15%             | 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        |   1368000 | PA      | $1082804.07   | 0.07%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    628000 | PA      | $560083.88    | 0.04%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                           | Keysight Technologies, Inc.                                                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    568000 | PA      | $564629.22    | 0.04%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31419A4H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1794 | PA      | $1879.56      | 0.00%             | 2040-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    416000 | PA      | $404955.07    | 0.03%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |      2652 | NS      | $1641773.64   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1282000 | PA      | $1254526.42   | 0.08%             | 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        |     15461 | PA      | $15403.73     | 0.00%             | 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        |    159023 | PA      | $161345.93    | 0.01%             | 2039-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     24633 | NS      | $11666188.80  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                        | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    189000 | PA      | $190910.48    | 0.01%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                    | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      7819 | NS      | $1318674.35   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ELMZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3447 | PA      | $3414.86      | 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        |   1360000 | PA      | $1427321.75   | 0.09%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Columbia Funding Co LLC                                                         | Columbia Funding Co. LLC                                                      | CUSIP: 19767DET7<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3490068.75   | 0.23%             | 2026-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $440412.96    | 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        |    431000 | PA      | $407124.20    | 0.03%             | 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        |   1853000 | PA      | $1654124.68   | 0.11%             | 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        |     61356 | PA      | $63272.90     | 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        |    380000 | PA      | $314477.59    | 0.02%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                                                             | TransDigm Group, Inc.                                                         | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2478 | NS      | $2874430.44   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301366 | PA      | $302392.84    | 0.02%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     56216 | NS      | $5262379.76   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                                                      | Cadence Design Systems, Inc.                                                  | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |      8718 | NS      | $2873365.62   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                        | Fortitude Group Holdings LLC                                                  | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    398000 | PA      | $407704.50    | 0.03%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67121UAA4<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-MBS          | CORP              | US        |   1130261 | PA      | $1135676.61   | 0.08%             | 2065-05-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797UP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  12895000 | PA      | $12799896.02  | 0.85%             | 2026-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1621669 | PA      | $1611704.57   | 0.11%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    288000 | PA      | $241237.02    | 0.02%             | 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        |   1000000 | PA      | $1008311.10   | 0.07%             | 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        |    425000 | PA      | $418979.20    | 0.03%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Longship Funding LLC                                                            | Longship Funding LLC                                                          | CUSIP: 54316UED7<br>LEI: 549300HYL7N00LBQMI55 | Long             | STIV             | CORP              | IE        |   5750000 | PA      | $5742243.25   | 0.38%             | 2026-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | Ecolab, Inc.                                                                  | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     23868 | NS      | $6220000.80   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     22980 | NS      | $11557101.60  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416AWL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35953 | PA      | $36923.68     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |    262251 | NS      | $6852618.63   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1436965.15   | 0.10%             | 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        |       886 | PA      | $923.63       | 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        |    819000 | PA      | $816942.36    | 0.05%             | 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        |   1460000 | PA      | $1487748.83   | 0.10%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     76349 | NS      | $31870363.07  | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    169647 | NS      | $9069328.62   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO DISTRIBUTION INC                                                          | WESCO Distribution, Inc.                                                      | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127920.28    | 0.01%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tesla Inc                                                                       | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |     38901 | NS      | $14845788.63  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                                                      | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     73986 | NS      | $4192046.76   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89180YAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    877657 | PA      | $835444.94    | 0.06%             | 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        |    371000 | PA      | $377610.69    | 0.02%             | 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        |  20793000 | PA      | $18199957.37  | 1.20%             | 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        |   2910000 | PA      | $2853050.40   | 0.19%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2284000 | PA      | $2284802.96   | 0.15%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                      | HEICO Corp.                                                                   | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    950000 | PA      | $967095.11    | 0.06%             | 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        |   1099000 | PA      | $1069895.73   | 0.07%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138ELS87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6858 | PA      | $7189.23      | 0.00%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | Intel Corp.                                                                   | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |     15439 | NS      | $1458676.72   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1141499.84   | 0.08%             | 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        |     51000 | PA      | $51718.09     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1369000 | PA      | $1336882.08   | 0.09%             | 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        |   2919082 | PA      | $2845183.28   | 0.19%             | 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        |    346000 | PA      | $309918.02    | 0.02%             | 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        |   1613000 | PA      | $1602477.69   | 0.11%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    794000 | PA      | $751456.81    | 0.05%             | 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        |    587000 | PA      | $610861.82    | 0.04%             | 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        |    110483 | PA      | $107687.09    | 0.01%             | 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        |   1420038 | PA      | $1282586.72   | 0.08%             | 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        |    712673 | PA      | $713399.49    | 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        |    945000 | PA      | $923866.37    | 0.06%             | 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        |   5625000 | PA      | $5591085.19   | 0.37%             | 2026-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    929000 | PA      | $969850.92    | 0.06%             | 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        |    173712 | PA      | $2541.16      | 0.00%             | 2053-02-16      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bonds                                         | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    803000 | PA      | $779196.37    | 0.05%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                         | Transcontinental Gas Pipe Line Co. LLC                                        | CUSIP: 893574AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    844000 | PA      | $837441.68    | 0.06%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                                               | Barton Capital SA                                                             | CUSIP: 06945MF27<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996513.90    | 0.07%             | 2026-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31417SBN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83066 | PA      | $84081.92     | 0.01%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | Intuit, Inc.                                                                  | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    284000 | PA      | $256569.74    | 0.02%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1105000 | PA      | $1081691.41   | 0.07%             | 2036-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                 | MVW LLC                                                                       | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140148 | PA      | $135911.98    | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64829KBV1<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    478811 | PA      | $463852.45    | 0.03%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      8831 | NS      | $3561630.61   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                         | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1215000 | PA      | $1160980.75   | 0.08%             | 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        |   1890000 | PA      | $1872207.43   | 0.12%             | 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        |   1112000 | PA      | $1104075.01   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management Inc                                                    | Apollo Global Management, Inc.                                                | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Long             | EC               | CORP              | US        |     16792 | NS      | $2161466.24   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      6948 | NS      | $1536897.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                             | Arista Networks, Inc.                                                         | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |     25687 | NS      | $4436401.77   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EL6E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7652 | PA      | $7594.70      | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                               | GXO Logistics, Inc.                                                           | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    642000 | PA      | $677634.13    | 0.04%             | 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        |   1175000 | PA      | $1130386.72   | 0.07%             | 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        |    339070 | PA      | $341635.51    | 0.02%             | 2040-01-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1002000 | PA      | $990570.94    | 0.07%             | 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        |  12118000 | PA      | $11919662.39  | 0.79%             | 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        |    853000 | PA      | $860327.60    | 0.06%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                           | Bank5                                                                         | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $2011891.46   | 0.13%             | 2058-12-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                      | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |     10786 | NS      | $3305585.42   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Provident Funding Mortgage Trust                                                | Provident Funding Mortgage Trust                                              | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1372435 | PA      | $1366055.46   | 0.09%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ciena Corp                                                                      | Ciena Corp.                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1178 | NS      | $621489.24    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                             | Ashtead Capital, Inc.                                                         | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1083000 | PA      | $1098731.37   | 0.07%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                    | Centene Corp.                                                                 | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    734000 | PA      | $682060.84    | 0.05%             | 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        |    826000 | PA      | $841321.71    | 0.06%             | 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        |    459000 | PA      | $451698.81    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    556000 | PA      | $542468.57    | 0.04%             | 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        |   1453000 | PA      | $1448377.14   | 0.10%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     52280 | NS      | $4616846.80   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Accelerated Assets                                                              | Accelerated LLC                                                               | CUSIP: 00439KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     91767 | PA      | $85610.40     | 0.01%             | 2040-10-20      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                             | Affirm Holdings, Inc.                                                         | CUSIP: 00827B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14592 | NS      | $937973.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    167352 | PA      | $170002.95    | 0.01%             | 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        |   1700000 | PA      | $1740214.69   | 0.12%             | 2040-01-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     51381 | NS      | $2390757.93   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    523000 | PA      | $512544.57    | 0.03%             | 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        |   5750000 | PA      | $5685600.00   | 0.38%             | 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        |     24759 | PA      | $24063.59     | 0.00%             | 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        |   1433172 | PA      | $1307489.85   | 0.09%             | 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        |    891000 | PA      | $876861.91    | 0.06%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                                                              | Dominican Republic International Bonds                                        | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   1125000 | PA      | $1155093.75   | 0.08%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      9366 | NS      | $5524722.42   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    765000 | PA      | $743770.03    | 0.05%             | 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        |    405704 | PA      | $415721.44    | 0.03%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |     16992 | NS      | $6835201.92   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| New Residential Mortgage Loan Trust                                             | New Residential Mortgage Loan Trust                                           | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    554681 | PA      | $518740.84    | 0.03%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     71016 | NS      | $6507906.24   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan West                                                                  | Manhattan West Mortgage Trust                                                 | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1255164.82   | 0.08%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31416BMP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14541 | PA      | $14785.33     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                            | GCAT Trust                                                                    | CUSIP: 36274BAE8<br>LEI: 254900KVL1UYCCX9U836 | Long             | ABS-MBS          | CORP              | US        |   1464587 | PA      | $1454150.36   | 0.10%             | 2070-12-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    753000 | PA      | $759002.25    | 0.05%             | 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        |    687000 | PA      | $674826.95    | 0.04%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     35792 | NS      | $21901482.72  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                        | Capital One Financial Corp.                                                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235256.30    | 0.02%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | Ross Stores, Inc.                                                             | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     20336 | NS      | $4632337.44   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aimco                                                                           | AIMCO CLO                                                                     | CUSIP: 00900PBC8<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2750924.00   | 0.18%             | 2037-04-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                   | Carnival Corp.                                                                | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    973000 | PA      | $987263.76    | 0.07%             | 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        |    372899 | PA      | $375576.76    | 0.02%             | 2043-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     19555 | NS      | $939226.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     36678 | NS      | $5919462.42   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F030454<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1740000 | PA      | $1656868.56   | 0.11%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |     44762 | NS      | $7881245.34   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    694000 | PA      | $702285.03    | 0.05%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                       | Edwards Lifesciences Corp.                                                    | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     43419 | NS      | $3625486.50   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA TOWER TRUST                                                                 | SBA Tower Trust                                                               | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   1011000 | PA      | $997043.75    | 0.07%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                               | CUSIP: 65558KHT4<br>LEI: 529900ODI3047E2LIV03 | Long             | STIV             | CORP              | FI        |   1250000 | PA      | $1234334.75   | 0.08%             | 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        |    728000 | PA      | $715119.39    | 0.05%             | 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        |    791516 | PA      | $759499.98    | 0.05%             | 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        |   1299000 | PA      | $1269278.28   | 0.08%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EJCD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.85         | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    535000 | PA      | $523046.09    | 0.03%             | 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        |   1548000 | PA      | $1501144.15   | 0.10%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                    | Autodesk, Inc.                                                                | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      9027 | NS      | $2139399.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                                         | Aon PLC                                                                       | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | IE        |     19466 | NS      | $6066578.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MUNICH RE                                                                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1025361.84   | 0.07%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE Vernova, Inc.                                                              | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |      3498 | NS      | $3789943.08   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc                                                                  | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |     14851 | NS      | $1864988.58   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1426000 | PA      | $1375852.43   | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2182000 | PA      | $2176885.94   | 0.14%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Starbird Funding Corp                                                           | Starbird Funding Corp.                                                        | CUSIP: 85520MG15<br>LEI: 549300A8DDPP6QJBB522 | Long             | STIV             | CORP              | US        |   2025000 | PA      | $2011640.47   | 0.13%             | 2026-07-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX, Inc.                                                                     | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |      2093 | NS      | $314640.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                                          | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC          | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154357.42    | 0.01%             | 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        |    727000 | PA      | $789687.87    | 0.05%             | 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        |   2299000 | PA      | $1367545.78   | 0.09%             | 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        |   1591082 | PA      | $1586067.70   | 0.10%             | 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        |  16220000 | PA      | $16300683.96  | 1.08%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     15266 | NS      | $3456375.06   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    852000 | PA      | $757066.30    | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |       608 | NS      | $187270.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                                                             | Petroleos Mexicanos                                                           | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $392035.88    | 0.03%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    873778 | PA      | $829582.12    | 0.05%             | 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        |    418000 | PA      | $271297.28    | 0.02%             | 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        |    692000 | PA      | $654689.30    | 0.04%             | 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        |    929000 | PA      | $912992.03    | 0.06%             | 2036-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Warner Music Group Corp                                                         | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23614 | NS      | $667567.78    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1598900 | PA      | $1122040.56   | 0.07%             | 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        |    376000 | PA      | $369055.88    | 0.02%             | 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        |   1232000 | PA      | $1037141.88   | 0.07%             | 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        |    302000 | PA      | $301374.02    | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | Carrier Global Corp.                                                          | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |     11135 | NS      | $747937.95    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ELP Commercial Mortgage Trust                                                   | ELP Commercial Mortgage Trust                                                 | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1974805.40   | 0.13%             | 2042-11-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |      1455 | NS      | $516248.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                                             | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1299189.89   | 0.09%             | 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        |    566000 | PA      | $578191.64    | 0.04%             | 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        |    408000 | PA      | $412768.30    | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | Altria Group, Inc.                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |     25751 | NS      | $1870810.15   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CIM Trust                                                                       | CIM Trust                                                                     | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961361 | PA      | $885874.56    | 0.06%             | 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        |    698000 | PA      | $690355.69    | 0.05%             | 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        |    744000 | PA      | $729653.14    | 0.05%             | 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        |   1676071 | PA      | $1665066.72   | 0.11%             | 2053-04-01      | Fixed         | 5.00%                 | 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        |     64804 | PA      | $61884.49     | 0.00%             | 2054-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | Westlake Corp.                                                                | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    726000 | PA      | $726222.82    | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                                                             | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     16250 | NS      | $2282150.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Inc                                                                     | Medline, Inc.                                                                 | CUSIP: 58507V107<br>LEI: 984500FAN6J1P8566D43 | Long             | EC               | CORP              | US        |     13847 | NS      | $615776.09    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINOR ASA                                                                     | Equinor ASA                                                                   | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   1715000 | PA      | $1689199.11   | 0.11%             | 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        |   9000000 | PA      | $8937830.97   | 0.59%             | 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        |   1724000 | PA      | $1590322.66   | 0.11%             | 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        |    369000 | PA      | $382582.03    | 0.03%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | S+P500 EMINI FUT JUN26                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        33 | NC      | $236541.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $508189.20    | 0.03%             | 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        |    746283 | PA      | $752787.64    | 0.05%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc                                                                 | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     25618 | NS      | $4089913.70   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                                                        | Fedex Freight Holding Co., Inc.                                               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    525000 | PA      | $511027.36    | 0.03%             | 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        |   1830000 | PA      | $1824386.29   | 0.12%             | 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        |    643000 | PA      | $645479.56    | 0.04%             | 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        |    878000 | PA      | $817722.53    | 0.05%             | 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        |   6000000 | PA      | $5961799.80   | 0.39%             | 2026-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259224 | PA      | $262942.71    | 0.02%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc.                                                    | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1359000 | PA      | $1253434.92   | 0.08%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                       | Sunoco LP                                                                     | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    204000 | PA      | $204757.04    | 0.01%             | 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        |    798000 | PA      | $576025.08    | 0.04%             | 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        |   1059000 | PA      | $739562.58    | 0.05%             | 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        |    917000 | PA      | $820415.81    | 0.05%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EHAQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38473 | PA      | $40332.18     | 0.00%             | 2041-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     25868 | NS      | $4930182.12   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corp                                                                   | Carnival Corp.                                                                | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |     85720 | NS      | $2272437.20   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    901000 | PA      | $937442.58    | 0.06%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1248000 | PA      | $1007179.32   | 0.07%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | Ingersoll Rand, Inc.                                                          | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     16842 | NS      | $1345002.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67119FAA1<br>LEI: 254900FVMB3WTXJGGR91 | Long             | ABS-MBS          | CORP              | US        |    783767 | PA      | $790267.89    | 0.05%             | 2064-03-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | Caterpillar, Inc.                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |       662 | NS      | $589252.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ADT SEC CORP                                                                    | ADT Security Corp.                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    915000 | PA      | $879966.97    | 0.06%             | 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        |   2155000 | PA      | $2058025.00   | 0.14%             | 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        |   1338000 | PA      | $1338252.98   | 0.09%             | 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        |   2645000 | PA      | $2539928.83   | 0.17%             | 2041-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                       | Orange SA                                                                     | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    532000 | PA      | $525274.33    | 0.03%             | 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        |    611000 | PA      | $612019.89    | 0.04%             | 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        |    644000 | PA      | $568983.11    | 0.04%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | Textron, Inc.                                                                 | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |     17221 | NS      | $1652527.16   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                      | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      4701 | NS      | $618980.67    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Barton Capital SA                                                               | Barton Capital SA                                                             | CUSIP: 06945MF92<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | US        |   2600000 | PA      | $2588993.42   | 0.17%             | 2026-06-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1129551.54   | 0.07%             | 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        |    408770 | PA      | $411373.61    | 0.03%             | 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        |   1126000 | PA      | $1111024.20   | 0.07%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       919 | NS      | $3404003.57   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MMAF Equipment Finance LLC                                                      | Barings Equipment Finance LLC                                                 | CUSIP: 06764YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2069447.74   | 0.14%             | 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        |    198000 | PA      | $199366.99    | 0.01%             | 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        |    300000 | PA      | $260106.56    | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      1780 | NS      | $773321.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    971000 | PA      | $819455.51    | 0.05%             | 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        |    103960 | PA      | $100927.05    | 0.01%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | Otis Worldwide Corp.                                                          | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |     14957 | NS      | $1164851.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418MGR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2051 | PA      | $2118.57      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      8840 | NS      | $1817769.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STORE CAPITAL LLC                                                               | Store Capital LLC                                                             | CUSIP: 862123AC0<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    929000 | PA      | $922332.64    | 0.06%             | 2031-02-11      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    997500 | PA      | $973380.76    | 0.06%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | McKesson Corp.                                                                | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |      2637 | NS      | $2149682.40   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                            | Kioxia Holdings Corp.                                                         | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   1807000 | PA      | $1861093.36   | 0.12%             | 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        |   4000000 | PA      | $3988600.00   | 0.26%             | 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        |    384000 | PA      | $385468.65    | 0.03%             | 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        |   1554000 | PA      | $1612032.19   | 0.11%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5619 | NS      | $1328556.36   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189453.62    | 0.01%             | 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        |   1692000 | PA      | $1665820.73   | 0.11%             | 2037-02-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | AppLovin Corp.                                                                | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    804000 | PA      | $803691.74    | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | United Airlines Holdings, Inc.                                                | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Long             | EC               | CORP              | US        |      7010 | NS      | $630900.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                                                  | Whirlpool Corp.                                                               | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    394000 | PA      | $386369.80    | 0.03%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                          | Church & Dwight Co., Inc.                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     17884 | NS      | $1735821.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1357999.09   | 0.09%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2275900 | PA      | $2188153.38   | 0.14%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    216418 | NS      | $58725024.30  | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                           | American Homes 4 Rent LP                                                      | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    779000 | PA      | $789915.75    | 0.05%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $645962.99    | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     13856 | NS      | $2479531.20   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EJEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22265 | PA      | $21433.28     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                                        | Greensaif Pipelines Bidco SARL                                                | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    446000 | PA      | $455266.24    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                    | Hilton Grand Vacations Trust                                                  | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575013 | PA      | $1581788.26   | 0.10%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Ranger Funding Co LLC                                                           | Ranger Funding Co. LLC                                                        | CUSIP: 75300BFC3<br>LEI: 98450051F658C0AS7E68 | Long             | STIV             | CORP              | US        |   4525000 | PA      | $4504391.34   | 0.30%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1567000 | PA      | $756995.67    | 0.05%             | 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        |   1074000 | PA      | $935742.01    | 0.06%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |      6242 | NS      | $4413468.52   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                             | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1373000 | PA      | $1423742.83   | 0.09%             | 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        |   1674096 | PA      | $1617671.02   | 0.11%             | 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        |    867000 | PA      | $804013.92    | 0.05%             | 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        |   1053000 | PA      | $982087.03    | 0.06%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31410G4B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4708 | PA      | $4936.00      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     30166 | NS      | $7331544.64   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |      2041 | NS      | $911000.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Mont Blanc Capital Corp                                                         | Mont Blanc Capital Corp.                                                      | CUSIP: 6117P5F44<br>LEI: 549300NC8BUDZTUFIQ67 | Long             | STIV             | CORP              | US        |   4525000 | PA      | $4508260.67   | 0.30%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                       | Towd Point Mortgage Trust                                                     | CUSIP: 89179YAR4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1142002 | PA      | $1074409.79   | 0.07%             | 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        |   1506965 | PA      | $1440770.32   | 0.10%             | 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        |    421543 | PA      | $424434.80    | 0.03%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                                                | MGM Resorts International                                                     | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |    898000 | PA      | $909782.66    | 0.06%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140J6EV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181508 | PA      | $190255.09    | 0.01%             | 2041-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                                 | Fair Isaac Corp.                                                              | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |    645000 | PA      | $634904.07    | 0.04%             | 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        |    646000 | PA      | $620007.67    | 0.04%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    948000 | PA      | $923781.54    | 0.06%             | 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        |   1671000 | PA      | $1136736.92   | 0.08%             | 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        |   1264000 | PA      | $1272518.22   | 0.08%             | 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        |    879000 | PA      | $843023.07    | 0.06%             | 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        |    479097 | PA      | $451919.03    | 0.03%             | 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        |    482000 | PA      | $506184.88    | 0.03%             | 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        |   1332600 | PA      | $1178726.34   | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     70712 | NS      | $3589341.12   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                                     | Hubbell, Inc.                                                                 | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1083966.86   | 0.07%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    640000 | PA      | $602617.84    | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    887000 | PA      | $915362.76    | 0.06%             | 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        |    774000 | PA      | $855651.21    | 0.06%             | 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        |   3095000 | PA      | $2710180.27   | 0.18%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                                        | Angel Oak Mortgage Trust                                                      | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |    833615 | PA      | $838995.19    | 0.06%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                         | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1105000 | PA      | $1115282.12   | 0.07%             | 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        |    498000 | PA      | $507929.41    | 0.03%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1896000 | PA      | $2071984.01   | 0.14%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                    | Ecopetrol SA                                                                  | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    711000 | PA      | $728579.48    | 0.05%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    555000 | PA      | $547368.26    | 0.04%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    636000 | PA      | $613225.53    | 0.04%             | 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        |    935000 | PA      | $923448.93    | 0.06%             | 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        |   1610000 | PA      | $1627095.04   | 0.11%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    934000 | PA      | $839724.38    | 0.06%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | Delta Air Lines, Inc.                                                         | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | EC               | CORP              | US        |     14911 | NS      | $1013798.89   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| First National Master Note Trust                                                | First National Master Note Trust                                              | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1005000 | PA      | $1010962.56   | 0.07%             | 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        |   5500000 | PA      | $5442840.15   | 0.36%             | 2026-08-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31414KDN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       589 | PA      | $600.16       | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toast Inc                                                                       | Toast, Inc.                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |     46396 | NS      | $1323213.92   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Onslow Bay Financial LLC                                                        | OBX Trust                                                                     | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |    407345 | PA      | $406155.58    | 0.03%             | 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        |    601000 | PA      | $595497.17    | 0.04%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |     11027 | NS      | $1856505.72   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                                                             | Emerson Electric Co.                                                          | CUSIP: 29101BFW7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3974992.40   | 0.26%             | 2026-06-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     88655 | NS      | $2606457.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      6059 | NS      | $661521.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1227000 | PA      | $1155536.83   | 0.08%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |      4095 | NS      | $4434188.85   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1154000 | PA      | $1134999.57   | 0.08%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EH3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32329 | PA      | $34354.11     | 0.00%             | 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        |    695000 | PA      | $444528.52    | 0.03%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Equity LifeStyle Properties Inc                                                 | Equity LifeStyle Properties, Inc.                                             | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               |  | US        |     26722 | NS      | $1691235.38   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138EKTR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6080 | PA      | $6219.70      | 0.00%             | 2043-02-01      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                                                     | Waters Corp.                                                                  | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |      5470 | NS      | $1691488.10   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      9802 | NS      | $9160949.20   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MANHATTAN ASSET FDG CO                                                          | Manhattan Asset Funding Co. LLC                                               | CUSIP: 56274MEF5<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   2300000 | PA      | $2296437.53   | 0.15%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     21398 | NS      | $4416547.20   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1240000 | PA      | $1073907.82   | 0.07%             | 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        |    573000 | PA      | $557918.84    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    167488 | NS      | $44394369.28  | 2.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Suisse Mortgage Trust                                                    | CSMC Trust                                                                    | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   1029805 | PA      | $870362.43    | 0.06%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-2 A PTT                                                         | United Airlines Pass-Through Trust                                            | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362502 | PA      | $361851.42    | 0.02%             | 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        |   1110000 | PA      | $988376.96    | 0.07%             | 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        |     52153 | PA      | $50036.61     | 0.00%             | 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        |   3219033 | PA      | $3086392.06   | 0.20%             | 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        |    156041 | PA      | $151593.65    | 0.01%             | 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        |   4800000 | PA      | $4749362.40   | 0.31%             | 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        |    750000 | PA      | $677372.97    | 0.04%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | Motorola Solutions, Inc.                                                      | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |      1433 | NS      | $629129.99    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                           | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    633000 | PA      | $631331.87    | 0.04%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3045000 | PA      | $3033343.37   | 0.20%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GABX LEASING                                                                    | Gabx Leasing LLC                                                              | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |    565000 | PA      | $557826.60    | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    527000 | PA      | $516007.11    | 0.03%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     85160 | NS      | $5159844.40   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| HERC HOLDINGS INC                                                               | Herc Holdings, Inc.                                                           | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    625000 | PA      | $650233.13    | 0.04%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |     11972 | NS      | $3867554.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |     20337 | NS      | $3890468.10   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                          | Bunge Ltd. Finance Corp.                                                      | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1341962.64   | 0.09%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                             | General Electric Co.                                                          | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    175000 | PA      | $186347.97    | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                       | Uniform Mortgage-Backed Security, TBA                                         | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  28502000 | PA      | $23861955.35  | 1.58%             | 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        |    315000 | PA      | $310590.00    | 0.02%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |     10655 | NS      | $4613721.55   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                        | Microchip Technology, Inc.                                                    | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    911000 | PA      | $922849.23    | 0.06%             | 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        |    834000 | PA      | $850484.53    | 0.06%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     33272 | NS      | $4184952.16   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATION                                                               | Sysco Corp.                                                                   | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    573000 | PA      | $574927.00    | 0.04%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer