# EDGAR Filing Document

**Accession Number:** 0000787623
**File Stem:** 0001410368-26-027969
**Filing Date:** 2026-3
**Character Count:** 343675
**Document Hash:** 543ff6882f386726da43d3019480c2a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-027969.hdr.sgml**: 20260320

**ACCESSION NUMBER**: 0001410368-26-027969

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260320

**DATE AS OF CHANGE**: 20260320

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04556
- **FILM NUMBER:** 26776708

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

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

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

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

## Series and Classes Contracts Data

### Transamerica Bond (Series ID: S000007796)

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

## Nport-Ex

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES - 43.6%**  | **CORPORATE DEBT SECURITIES - 43.6%**  | **CORPORATE DEBT SECURITIES - 43.6%**  |
| **Aerospace & Defense - 1.0%**  | **Aerospace & Defense - 1.0%**  | **Aerospace & Defense - 1.0%**  |
| Boeing Co. |  |  |
| 5.81%, 05/01/2050 | $2317000 | $2288401 |
| 5.93%, 05/01/2060 | 3136000 | 3085995 |
| 6.53%, 05/01/2034 | 3612000 | 3995758 |
| 6.86%, 05/01/2054 | 2005000 | 2260819 |
| General Electric Co. |  |  |
| 4.30%, 07/29/2030 | 2873000 | 2892553 |
| 4.50%, 03/11/2044 | 3922000 | 3537264 |
| 5.88%, 01/14/2038 | 1446000 | 1561154 |
| HEICO Corp. |  |  |
| 5.35%, 08/01/2033 | 4621000 | 4775895 |
|  |  | 24397839 |
| **Automobile Components - 0.2%**  | **Automobile Components - 0.2%**  | **Automobile Components - 0.2%**  |
| Aptiv Swiss Holdings Ltd. |  |  |
| 3.25%, 03/01/2032 | 1867000 | 1744428 |
| ZF North America Capital, Inc. |  |  |
| 6.88%, 04/23/2032 <sup>(A)</sup> <br>| 2236000 | 2229657 |
|  |  | 3974085 |
| **Automobiles - 0.9%**  | **Automobiles - 0.9%**  | **Automobiles - 0.9%**  |
| Ford Motor Credit Co. LLC |  |  |
| 5.75%, 04/06/2033 <sup>(B)</sup> <br>| 2768000 | 2793805 |
| General Motors Co. |  |  |
| 6.25%, 10/02/2043 | 2887000 | 2945152 |
| General Motors Financial Co., Inc. |  |  |
| 4.60%, 01/08/2031 | 3470000 | 3471103 |
| 6.15%, 07/15/2035 | 2336000 | 2471610 |
| Hyundai Capital America |  |  |
| 5.40%, 06/23/2032 <sup>(A)</sup> <br>| 6062000 | 6294461 |
| Volkswagen Group of America <br> Finance LLC |  |  |
| 4.85%, 09/11/2030 <sup>(A)</sup> <br>| 3524000 | 3553940 |
|  |  | 21530071 |
| **Banks - 6.5%**  | **Banks - 6.5%**  | **Banks - 6.5%**  |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/14/2027, <br>5.55% <sup>(C)</sup>, 03/14/2028<br>| 2800000 | 2844707 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/11/2031, <br>2.65% <sup>(C)</sup>, 03/11/2032<br>| 3181000 | 2920277 |
| &nbsp;&nbsp;&nbsp; Fixed until 05/09/2035, <br>5.46% <sup>(C)</sup>, 05/09/2036<br>| 7396000 | 7651000 |
| &nbsp;&nbsp;&nbsp; Fixed until 09/15/2028, <br>5.82% <sup>(C)</sup>, 09/15/2029<br>| 8985000 | 9370529 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 02/25/2035, <br>5.79% <sup>(C)</sup>, 02/25/2036<br>| 1516000 | 1579761 |
| BBVA Mexico SA Institucion De Banca <br> Multiple Grupo Financiero |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2029, <br>5.88% <sup>(C)</sup>, 09/13/2034 <sup>(A)</sup> <br>| 4265000 | 4269359 |
| BNP Paribas SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/17/2027 <sup>(D)</sup>, <br>9.25% <sup>(A)</sup><sup>(C)</sup> <br>| 6095000 | 6509948 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| CaixaBank SA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/13/2033, <br>6.84% <sup>(C)</sup>, 09/13/2034 <sup>(A)</sup> <br>| $1754000 | $1955230 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/13/2030, <br>5.25% <sup>(C)</sup>, 01/13/2031<br>| 3080000 | 3178334 |
| Citigroup, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/25/2033, <br>6.17% <sup>(C)</sup>, 05/25/2034<br>| 1849000 | 1957688 |
| Deutsche Bank AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2030, <br>4.47% <sup>(C)</sup>, 12/10/2031<br>| 3701000 | 3696884 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/29/2036, <br>5.14% <sup>(C)</sup>, 01/29/2037<br>| 5636000 | 5597299 |
| First Citizens BancShares, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/12/2030, <br>5.23% <sup>(C)</sup>, 03/12/2031<br>| 5295000 | 5372644 |
| Goldman Sachs Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/21/2031, <br>2.65% <sup>(C)</sup>, 10/21/2032<br>| 5960000 | 5385932 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/21/2036, <br>5.07% <sup>(C)</sup>, 01/21/2037<br>| 3750000 | 3733922 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/02/2036, <br>5.39% <sup>(C)</sup>, 02/02/2041<br>| 5477000 | 5425931 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/21/2032, <br>8.25% <sup>(C)</sup>, 11/21/2033 <sup>(A)</sup> <br>| 3791000 | 4500112 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/22/2036, <br>4.90% <sup>(C)</sup>, 01/22/2037<br>| 5383000 | 5342042 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2029, <br>5.01% <sup>(C)</sup>, 01/23/2030<br>| 4857000 | 4980170 |
| &nbsp;&nbsp;&nbsp; Fixed until 02/05/2036, <br>5.19% <sup>(C)</sup>, 02/05/2037 <sup>(E)</sup> <br>| 5047000 | 5026335 |
| &nbsp;&nbsp;&nbsp; Fixed until 10/23/2028, <br>6.09% <sup>(C)</sup>, 10/23/2029<br>| 1722000 | 1809967 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 10/30/2028, <br>7.41% <sup>(C)</sup>, 10/30/2029<br>| 1872000 | 2029215 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.07% <sup>(C)</sup>, 01/30/2037 <sup>(E)</sup> <br>| 9486000 | 9441902 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/18/2036, <br>5.31% <sup>(C)</sup>, 01/18/2041<br>| 2353000 | 2324160 |
| &nbsp;&nbsp;&nbsp; Fixed until 04/18/2029, <br>5.66% <sup>(C)</sup>, 04/18/2030<br>| 8830000 | 9194915 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 03/01/2034, <br>5.78% <sup>(C)</sup>, 03/01/2035<br>| 6487000 | 6848790 |
| PNC Financial Services Group, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/25/2036, <br>5.42% <sup>(C)</sup>, 01/25/2041<br>| 3054000 | 3051164 |
| &nbsp;&nbsp;&nbsp; Fixed until 08/18/2033, <br>5.94% <sup>(C)</sup>, 08/18/2034<br>| 2000000 | 2137732 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/23/2030, <br>4.40% <sup>(C)</sup>, 09/23/2031 <sup>(A)</sup> <br>| 3042000 | 3026875 |

---

**Transamerica Funds**

**Page 1**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| UBS Group AG (continued) |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/09/2035, <br>5.58% <sup>(C)</sup>, 05/09/2036 <sup>(A)</sup> <br>| $7015000 | $7272165 |
| &nbsp;&nbsp;&nbsp; Fixed until 11/13/2028 <sup>(D)</sup>, <br>9.25% <sup>(A)</sup><sup>(C)</sup> <br>| 3524000 | 3847438 |
| Uzbek Industrial & Construction Bank ATB |  |  |
| 8.95%, 07/24/2029 <sup>(A)</sup> <br>| 5250000 | 5709964 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 01/23/2036, <br>4.96% <sup>(C)</sup>, 01/23/2037<br>| 4979000 | 4938339 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/24/2030, <br>5.24% <sup>(C)</sup>, 01/24/2031<br>| 4306000 | 4448786 |
|  |  | 157379516 |
| **Beverages - 0.4%**  | **Beverages - 0.4%**  | **Beverages - 0.4%**  |
| Constellation Brands, Inc. |  |  |
| 4.95%, 11/01/2035 | 2934000 | 2898905 |
| Primo Water Holdings, Inc./Triton Water <br> Holdings, Inc. |  |  |
| 4.38%, 04/30/2029 <sup>(A)</sup> <br>| 6397000 | 6254019 |
|  |  | 9152924 |
| **Biotechnology - 0.8%**  | **Biotechnology - 0.8%**  | **Biotechnology - 0.8%**  |
| Amgen, Inc. |  |  |
| 2.80%, 08/15/2041 | 2919000 | 2132460 |
| 5.60%, 03/02/2043 | 2264000 | 2280902 |
| CSL Finance PLC |  |  |
| 4.63%, 04/27/2042 <sup>(A)</sup> <br>| 4446000 | 4014430 |
| Gilead Sciences, Inc. |  |  |
| 5.10%, 06/15/2035 | 4043000 | 4133236 |
| Royalty Pharma PLC |  |  |
| 2.20%, 09/02/2030 | 4009000 | 3646740 |
| 5.20%, 09/25/2035 | 2403000 | 2415510 |
|  |  | 18623278 |
| **Building Products - 0.6%**  | **Building Products - 0.6%**  | **Building Products - 0.6%**  |
| Amrize Finance U.S. LLC |  |  |
| 4.75%, 09/22/2046 | 1003000 | 889988 |
| 5.40%, 04/07/2035 | 2567000 | 2655112 |
| Builders FirstSource, Inc. |  |  |
| 6.38%, 06/15/2032 <sup>(A)</sup> <br>| 2260000 | 2329143 |
| Carlisle Cos., Inc. |  |  |
| 5.25%, 09/15/2035 | 1546000 | 1574388 |
| Owens Corning |  |  |
| 4.30%, 07/15/2047 | 3797000 | 3112019 |
| Vulcan Materials Co. |  |  |
| 5.35%, 12/01/2034 | 3112000 | 3216161 |
|  |  | 13776811 |
| **Capital Markets - 0.3%**  | **Capital Markets - 0.3%**  | **Capital Markets - 0.3%**  |
| Ares Capital Corp. |  |  |
| 5.25%, 04/12/2031 | 3508000 | 3454497 |
| HAT Holdings I LLC/HAT Holdings II LLC |  |  |
| 3.38%, 06/15/2026 <sup>(A)</sup> <br>| 3511000 | 3495109 |
|  |  | 6949606 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Chemicals - 1.0%**  | **Chemicals - 1.0%**  | **Chemicals - 1.0%**  |
| ASP Unifrax Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; PIK Rate 1.50%, Cash Rate 5.85%, <br>09/30/2029 <sup>(A)</sup><sup>(F)</sup> <br>| $516495 | $41320 |
| LYB International Finance III LLC |  |  |
| 5.13%, 01/15/2031 | 835000 | 839350 |
| Mosaic Co. |  |  |
| 4.05%, 11/15/2027 | 1464000 | 1464806 |
| 4.60%, 11/15/2030 | 2416000 | 2422583 |
| Nutrien Ltd. |  |  |
| 4.20%, 04/01/2029 | 3845000 | 3843737 |
| OCP SA |  |  |
| 6.75%, 05/02/2034 <sup>(A)</sup> <br>| 2141000 | 2291174 |
| Olympus Water U.S. Holding Corp. |  |  |
| 7.25%, 02/15/2033 <sup>(A)</sup> <br>| 7101000 | 7073366 |
| Orbia Advance Corp. SAB de CV |  |  |
| 6.80%, 05/13/2030 <sup>(A)</sup> <br>| 3687000 | 3721105 |
| Westlake Corp. |  |  |
| 5.55%, 11/15/2035 | 2883000 | 2872497 |
|  |  | 24569938 |
| **Commercial Services & Supplies - 1.4%**  | **Commercial Services & Supplies - 1.4%**  | **Commercial Services & Supplies - 1.4%**  |
| ADT Security Corp. |  |  |
| 4.13%, 08/01/2029 <sup>(A)</sup> <br>| 5252000 | 5116935 |
| Ashtead Capital, Inc. |  |  |
| 5.55%, 05/30/2033 <sup>(A)</sup> <br>| 3549000 | 3668195 |
| Element Fleet Management Corp. |  |  |
| 5.04%, 03/25/2030 <sup>(A)</sup> <br>| 6758000 | 6904683 |
| Herc Holdings, Inc. |  |  |
| 5.75%, 03/15/2031 <sup>(A)</sup> <br>| 3900000 | 3927690 |
| 7.00%, 06/15/2030 <sup>(A)</sup> <br>| 4458000 | 4678952 |
| Quanta Services, Inc. |  |  |
| 2.90%, 10/01/2030 | 2166000 | 2030400 |
| 5.25%, 08/09/2034 | 1757000 | 1798629 |
| Triton Container International Ltd./TAL <br> International Container Corp. |  |  |
| 5.15%, 02/15/2033 | 1578000 | 1570773 |
| Veralto Corp. |  |  |
| 5.45%, 09/18/2033 | 2694000 | 2800197 |
| Waste Management, Inc. |  |  |
| 3.88%, 01/15/2029 | 2587000 | 2583333 |
|  |  | 35079787 |
| **Communications Equipment - 1.0%**  | **Communications Equipment - 1.0%**  | **Communications Equipment - 1.0%**  |
| NTT Finance Corp. |  |  |
| 4.62%, 07/16/2028 <sup>(A)</sup> <br>| 2711000 | 2746605 |
| Orange SA |  |  |
| 4.75%, 01/13/2033 <sup>(A)</sup> <br>| 2495000 | 2489140 |
| T-Mobile USA, Inc. |  |  |
| 3.50%, 04/15/2031 | 2994000 | 2859682 |
| 3.88%, 04/15/2030 | 1503000 | 1477244 |
| 5.00%, 02/15/2036 | 5403000 | 5347999 |
| Verizon Communications, Inc. |  |  |
| 1.75%, 01/20/2031 | 1498000 | 1321458 |
| 2.10%, 03/22/2028 | 2450000 | 2358972 |
| 4.75%, 01/15/2033 | 3591000 | 3591978 |

---

**Transamerica Funds**

**Page 2**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Communications Equipment (continued)** | **Communications Equipment (continued)** | **Communications Equipment (continued)** |
| Vmed O2 U.K. Financing I PLC |  |  |
| 4.75%, 07/15/2031 <sup>(A)</sup> <br>| $2500000 | $2284394 |
|  |  | 24477472 |
| **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  | **Construction & Engineering - 0.4%**  |
| Century Communities, Inc. |  |  |
| 3.88%, 08/15/2029 <sup>(A)</sup> <br>| 2383000 | 2267851 |
| 6.63%, 09/15/2033 <sup>(A)</sup> <br>| 1056000 | 1069486 |
| IHS Netherlands Holdco BV |  |  |
| 8.00%, 09/18/2027 <sup>(A)</sup> <br>| 1357764 | 1357281 |
| Sitios Latinoamerica SAB de CV |  |  |
| 6.00%, 11/25/2029 <sup>(A)</sup> <br>| 5297000 | 5467034 |
|  |  | 10161652 |
| **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  | **Consumer Staples Distribution & Retail - 0.5%**  |
| 7-Eleven, Inc. |  |  |
| 1.80%, 02/10/2031 <sup>(A)</sup> <br>| 6064000 | 5326292 |
| InRetail Consumer |  |  |
| 3.25%, 03/22/2028 <sup>(A)</sup> <br>| 3042000 | 2968933 |
| Lowe's Cos., Inc. |  |  |
| 3.75%, 04/01/2032 | 5027000 | 4821760 |
|  |  | 13116985 |
| **Containers & Packaging - 0.4%**  | **Containers & Packaging - 0.4%**  | **Containers & Packaging - 0.4%**  |
| Clydesdale Acquisition Holdings, Inc. |  |  |
| 6.63%, 04/15/2029 <sup>(A)</sup> <br>| 3895000 | 3929315 |
| Mauser Packaging Solutions Holding Co. |  |  |
| 7.88%, 04/15/2030 <sup>(A)</sup> <br>| 2309000 | 2352294 |
| WRKCo, Inc. |  |  |
| 3.90%, 06/01/2028 | 3383000 | 3371394 |
|  |  | 9653003 |
| **Distributors - 0.1%**  | **Distributors - 0.1%**  | **Distributors - 0.1%**  |
| LKQ Corp. |  |  |
| 6.25%, 06/15/2033 | 1703000 | 1782204 |
| **Diversified REITs - 0.9%**  | **Diversified REITs - 0.9%**  | **Diversified REITs - 0.9%**  |
| GLP Capital LP/GLP Financing II, Inc. |  |  |
| 5.25%, 02/15/2033 | 4376000 | 4384139 |
| Safehold GL Holdings LLC |  |  |
| 6.10%, 04/01/2034 <sup>(B)</sup> <br>| 4090000 | 4347826 |
| SBA Tower Trust |  |  |
| 1.63%, 05/15/2051 <sup>(A)</sup> <br>| 3250000 | 3188078 |
| VICI Properties LP |  |  |
| 4.95%, 02/15/2030 | 4032000 | 4080985 |
| Weyerhaeuser Co. |  |  |
| 4.00%, 04/15/2030 | 3472000 | 3420783 |
| WP Carey, Inc. |  |  |
| 5.38%, 06/30/2034 | 3127000 | 3217383 |
|  |  | 22639194 |
| **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  | **Electric Utilities - 1.8%**  |
| Black Hills Corp. |  |  |
| 3.15%, 01/15/2027 | 2146000 | 2127941 |
| 4.55%, 01/31/2031 | 1854000 | 1852905 |
| Chile Electricity Lux MPC II SARL |  |  |
| 5.58%, 10/20/2035 <sup>(A)</sup> <br>| 3930548 | 4032454 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Electric Utilities (continued)** | **Electric Utilities (continued)** | **Electric Utilities (continued)** |
| Constellation Energy Generation LLC |  |  |
| 3.75%, 03/01/2031 <sup>(A)</sup> <br>| $6168000 | $5944452 |
| 5.88%, 01/15/2066 | 2500000 | 2438907 |
| Duke Energy Corp. |  |  |
| 4.95%, 09/15/2035 | 5622000 | 5572980 |
| 5.00%, 12/08/2027 | 1288000 | 1312925 |
| Investment Energy Resources Ltd. |  |  |
| 6.25%, 04/26/2029 <sup>(A)</sup> <br>| 1200000 | 1207805 |
| NRG Energy, Inc. |  |  |
| 3.38%, 02/15/2029 <sup>(A)</sup> <br>| 598000 | 573041 |
| 3.63%, 02/15/2031 <sup>(A)</sup> <br>| 854000 | 797808 |
| 6.00%, 02/01/2033 <sup>(A)</sup> <br>| 617000 | 628839 |
| Pacific Gas & Electric Co. |  |  |
| 2.50%, 02/01/2031 | 2244000 | 2028991 |
| Southern Power Co. |  |  |
| 4.25%, 10/01/2030 | 1781000 | 1776443 |
| Vistra Operations Co. LLC |  |  |
| 5.25%, 10/15/2035 <sup>(A)</sup> <br>| 6115000 | 6054427 |
| 5.35%, 01/31/2036 <sup>(A)</sup> <br>| 4468000 | 4443960 |
| 6.88%, 04/15/2032 <sup>(A)</sup> <br>| 2201000 | 2312679 |
| VoltaGrid LLC |  |  |
| 7.38%, 11/01/2030 <sup>(A)</sup> <br>| 1113000 | 1127259 |
|  |  | 44233816 |
| **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  | **Electronic Equipment, Instruments & Components - 0.5%**  |
| Arrow Electronics, Inc. |  |  |
| 5.88%, 04/10/2034 | 1674000 | 1743376 |
| Keysight Technologies, Inc. |  |  |
| 4.95%, 10/15/2034 | 1680000 | 1689789 |
| Sensata Technologies, Inc. |  |  |
| 4.38%, 02/15/2030 <sup>(A)</sup> <br>| 2676000 | 2616683 |
| Tyco Electronics Group SA |  |  |
| 5.00%, 05/09/2035 | 4750000 | 4795558 |
|  |  | 10845406 |
| **Financial Services - 2.4%**  | **Financial Services - 2.4%**  | **Financial Services - 2.4%**  |
| AerCap Ireland Capital DAC/AerCap <br> Global Aviation Trust |  |  |
| 4.75%, 01/15/2033 | 5230000 | 5179347 |
| 4.95%, 09/10/2034 | 2097000 | 2083117 |
| Ally Financial, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 05/15/2028, <br>5.74% <sup>(C)</sup>, 05/15/2029<br>| 1129000 | 1159281 |
| Aviation Capital Group LLC |  |  |
| 3.50%, 11/01/2027 <sup>(A)</sup> <br>| 1598000 | 1577818 |
| Avolon Holdings Funding Ltd. |  |  |
| 5.75%, 11/15/2029 <sup>(A)</sup> <br>| 5581000 | 5799050 |
| Blackstone Reg Finance Co. LLC |  |  |
| 4.95%, 02/15/2036 | 1836000 | 1815916 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 09/11/2035, <br>5.20% <sup>(C)</sup>, 09/11/2036<br>| 5581000 | 5503260 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2036, <br>5.40% <sup>(C)</sup>, 01/30/2037 <sup>(E)</sup> <br>| 2626000 | 2621206 |
| &nbsp;&nbsp;&nbsp; Fixed until 07/26/2034, <br>5.88% <sup>(C)</sup>, 07/26/2035<br>| 6106000 | 6369009 |
| &nbsp;&nbsp;&nbsp; Fixed until 01/30/2035, <br>6.18% <sup>(C)</sup>, 01/30/2036<br>| 1067000 | 1104701 |

---

**Transamerica Funds**

**Page 3**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Financial Services (continued)** | **Financial Services (continued)** | **Financial Services (continued)** |
| Citadel Finance LLC |  |  |
| 5.90%, 02/10/2030 <sup>(A)</sup> <br>| $4657000 | $4767266 |
| LPL Holdings, Inc. |  |  |
| 4.00%, 03/15/2029 <sup>(A)</sup> <br>| 2937000 | 2896381 |
| 5.70%, 05/20/2027 | 1901000 | 1936149 |
| Mexico Remittances Funding Fiduciary <br> Estate Management SARL |  |  |
| 12.50%, 10/15/2031 <sup>(A)</sup> <br>| 6194000 | 6441760 |
| Rocket Cos., Inc. |  |  |
| 6.38%, 08/01/2033 <sup>(A)</sup> <br>| 3180000 | 3299126 |
| UWM Holdings LLC |  |  |
| 6.25%, 03/15/2031 <sup>(A)</sup> <br>| 5243000 | 5209877 |
|  |  | 57763264 |
| **Food Products - 2.3%**  | **Food Products - 2.3%**  | **Food Products - 2.3%**  |
| Albertsons Cos., Inc./Safeway, Inc./New <br> Albertsons LP |  |  |
| 4.63%, 01/15/2027 <sup>(A)</sup> <br>| 4995000 | 4991270 |
| 5.75%, 03/31/2034 <sup>(A)</sup><sup>(E)</sup> <br>| 4509000 | 4434483 |
| 6.25%, 03/15/2033 <sup>(A)</sup> <br>| 561000 | 572838 |
| BAT Capital Corp. |  |  |
| 4.63%, 03/22/2033 | 3355000 | 3324272 |
| 5.63%, 08/15/2035 <sup>(B)</sup> <br>| 5675000 | 5893201 |
| Bunge Ltd. Finance Corp. |  |  |
| 5.15%, 08/04/2035 | 5475000 | 5554748 |
| Cargill, Inc. |  |  |
| 5.13%, 02/11/2035 <sup>(A)</sup> <br>| 3579000 | 3675319 |
| Imperial Brands Finance PLC |  |  |
| 5.63%, 07/01/2035 <sup>(A)</sup> <br>| 4775000 | 4883033 |
| J.M. Smucker Co. |  |  |
| 6.50%, 11/15/2043 | 2566000 | 2761763 |
| JBS NV/JBS USA Foods Group Holdings, <br> Inc./JBS USA Food Co. Holdings |  |  |
| 5.50%, 01/15/2036 | 6061000 | 6151491 |
| Kroger Co. |  |  |
| 5.00%, 09/15/2034 | 3165000 | 3167880 |
| Philip Morris International, Inc. |  |  |
| 4.25%, 11/10/2044 | 4025000 | 3420591 |
| 4.63%, 10/29/2035 | 2234000 | 2181726 |
| Pilgrim's Pride Corp. |  |  |
| 6.88%, 05/15/2034 | 2899000 | 3206967 |
| Sysco Corp. |  |  |
| 5.40%, 03/23/2035 | 2545000 | 2633424 |
|  |  | 56853006 |
| **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  | **Health Care Equipment & Supplies - 0.4%**  |
| Alcon Finance Corp. |  |  |
| 5.75%, 12/06/2052 <sup>(A)</sup> <br>| 739000 | 744048 |
| Baxter International, Inc. |  |  |
| 5.65%, 12/15/2035 | 2891000 | 2915560 |
| GE HealthCare Technologies, Inc. |  |  |
| 4.80%, 08/14/2029 | 2774000 | 2830621 |
| 4.95%, 12/15/2035 | 1485000 | 1472888 |
| Medline Borrower LP |  |  |
| 3.88%, 04/01/2029 <sup>(A)</sup> <br>| 1483000 | 1449959 |
| 5.25%, 10/01/2029 <sup>(A)</sup> <br>| 489000 | 489845 |
|  |  | 9902921 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Health Care Providers & Services - 1.6%**  | **Health Care Providers & Services - 1.6%**  | **Health Care Providers & Services - 1.6%**  |
| Centene Corp. |  |  |
| 3.38%, 02/15/2030 | $4221000 | $3894006 |
| CHS/Community Health Systems, Inc. |  |  |
| 5.25%, 05/15/2030 <sup>(A)</sup> <br>| 1927000 | 1816996 |
| Cigna Group |  |  |
| 2.40%, 03/15/2030 | 2791000 | 2597335 |
| 5.25%, 01/15/2036 | 3989000 | 4044609 |
| Elevance Health, Inc. |  |  |
| 5.70%, 09/15/2055 | 2650000 | 2581588 |
| HCA, Inc. |  |  |
| 4.90%, 11/15/2035 | 4587000 | 4504879 |
| 6.00%, 04/01/2054 | 3003000 | 2979147 |
| Health Care Service Corp. A Mutual Legal <br> Reserve Co. |  |  |
| 5.88%, 06/15/2054 <sup>(A)</sup> <br>| 1457000 | 1407357 |
| Laboratory Corp. of America Holdings |  |  |
| 2.95%, 12/01/2029 | 1797000 | 1717151 |
| 4.80%, 10/01/2034 | 4308000 | 4253737 |
| Tenet Healthcare Corp. |  |  |
| 5.13%, 11/01/2027 | 2510000 | 2510685 |
| 5.50%, 11/15/2032 <sup>(A)</sup> <br>| 4179000 | 4222024 |
| UnitedHealth Group, Inc. |  |  |
| 5.15%, 07/15/2034 | 2890000 | 2948452 |
|  |  | 39477966 |
| **Health Care REITs - 0.2%**  | **Health Care REITs - 0.2%**  | **Health Care REITs - 0.2%**  |
| Healthpeak OP LLC |  |  |
| 4.75%, 01/15/2033 | 5640000 | 5615245 |
| **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  | **Hotels, Restaurants & Leisure - 1.2%**  |
| Boyne USA, Inc. |  |  |
| 4.75%, 05/15/2029 <sup>(A)</sup> <br>| 999000 | 985780 |
| Carnival Corp. |  |  |
| 5.75%, 08/01/2032 <sup>(A)</sup> <br>| 1877000 | 1927724 |
| 6.13%, 02/15/2033 <sup>(A)</sup> <br>| 2588000 | 2662296 |
| Hilton Domestic Operating Co., Inc. |  |  |
| 3.75%, 05/01/2029 <sup>(A)</sup> <br>| 4057000 | 3949118 |
| Hyatt Hotels Corp. |  |  |
| 5.40%, 12/15/2035 | 2775000 | 2781522 |
| Light & Wonder International, Inc. |  |  |
| 7.25%, 11/15/2029 <sup>(A)</sup> <br>| 796000 | 817213 |
| Marriott International, Inc. |  |  |
| 2.75%, 10/15/2033 | 2529000 | 2208504 |
| MGM Resorts International |  |  |
| 4.75%, 10/15/2028 | 2761000 | 2755847 |
| 6.13%, 09/15/2029 | 3543000 | 3623798 |
| Royal Caribbean Cruises Ltd. |  |  |
| 5.38%, 01/15/2036 | 3723000 | 3730781 |
| Viking Cruises Ltd. |  |  |
| 5.88%, 10/15/2033 <sup>(A)</sup> <br>| 2666000 | 2702769 |
|  |  | 28145352 |
| **Household Durables - 0.1%**  | **Household Durables - 0.1%**  | **Household Durables - 0.1%**  |
| Newell Brands, Inc. |  |  |
| 6.38%, 05/15/2030 <sup>(B)</sup> <br>| 1664000 | 1644748 |

---

**Transamerica Funds**

**Page 4**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Household Durables (continued)** | **Household Durables (continued)** | **Household Durables (continued)** |
| Whirlpool Corp. |  |  |
| 6.13%, 06/15/2030 | $1471000 | $1474835 |
|  |  | 3119583 |
| **Insurance - 1.8%**  | **Insurance - 1.8%**  | **Insurance - 1.8%**  |
| American International Group, Inc. |  |  |
| 5.45%, 05/07/2035 | 1820000 | 1885863 |
| Asurion LLC & Asurion Co-Issuer, Inc. |  |  |
| 8.00%, 12/31/2032 <sup>(A)</sup> <br>| 1548000 | 1617357 |
| AXA SA |  |  |
| 8.60%, 12/15/2030 | 5184000 | 6075065 |
| Brown & Brown, Inc. |  |  |
| 5.25%, 06/23/2032 | 1245000 | 1270001 |
| 5.55%, 06/23/2035 | 4804000 | 4915147 |
| Cloverie PLC for Zurich Insurance Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 06/24/2026, <br>5.63% <sup>(C)</sup>, 06/24/2046 <sup>(G)</sup> <br>| 6682000 | 6703961 |
| Constellation Insurance, Inc. |  |  |
| 6.80%, 01/24/2030 <sup>(A)</sup> <br>| 8154000 | 8318704 |
| Corebridge Financial, Inc. |  |  |
| 5.75%, 01/15/2034 | 2219000 | 2318127 |
| Fortitude Group Holdings LLC |  |  |
| 6.25%, 04/01/2030 <sup>(A)</sup> <br>| 1778000 | 1844196 |
| Muenchener Rueckversicherungs-<br> Gesellschaft AG |  |  |
| &nbsp;&nbsp;&nbsp; Fixed until 11/23/2031, <br>5.88% <sup>(C)</sup>, 05/23/2042 <sup>(A)</sup> <br>| 2200000 | 2299643 |
| RenaissanceRe Holdings Ltd. |  |  |
| 5.80%, 04/01/2035 | 964000 | 1005253 |
| RGA Global Funding |  |  |
| 5.05%, 12/06/2031 <sup>(A)</sup> <br>| 6123000 | 6228828 |
|  |  | 44482145 |
| **Internet & Catalog Retail - 0.6%**  | **Internet & Catalog Retail - 0.6%**  | **Internet & Catalog Retail - 0.6%**  |
| AppLovin Corp. |  |  |
| 5.50%, 12/01/2034 | 3809000 | 3899646 |
| Expedia Group, Inc. |  |  |
| 5.40%, 02/15/2035 | 4986000 | 5092400 |
| Meta Platforms, Inc. |  |  |
| 4.20%, 11/15/2030 | 4532000 | 4523858 |
| Uber Technologies, Inc. |  |  |
| 4.80%, 09/15/2034 | 1767000 | 1757708 |
|  |  | 15273612 |
| **IT Services - 0.6%**  | **IT Services - 0.6%**  | **IT Services - 0.6%**  |
| Crowdstrike Holdings, Inc. |  |  |
| 3.00%, 02/15/2029 | 583000 | 557834 |
| Dell International LLC/EMC Corp. |  |  |
| 4.85%, 02/01/2035 | 4856000 | 4752273 |
| Hewlett Packard Enterprise Co. |  |  |
| 5.00%, 10/15/2034 | 4779000 | 4706065 |
| NCR Voyix Corp. |  |  |
| 5.00%, 10/01/2028 <sup>(A)</sup> <br>| 695000 | 686018 |
| 5.13%, 04/15/2029 <sup>(A)</sup> <br>| 584000 | 575543 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **IT Services (continued)** | **IT Services (continued)** | **IT Services (continued)** |
| Seagate Data Storage Technology Pte. <br> Ltd. |  |  |
| 4.09%, 06/01/2029 <sup>(A)</sup> <br>| $2798000 | $2742522 |
|  |  | 14020255 |
| **Machinery - 0.5%**  | **Machinery - 0.5%**  | **Machinery - 0.5%**  |
| Columbus McKinnon Corp. |  |  |
| 7.13%, 02/01/2033 <sup>(A)</sup> <br>| 608000 | 611162 |
| Eaton Capital ULC |  |  |
| 4.45%, 05/09/2030 | 1955000 | 1970597 |
| Huntington Ingalls Industries, Inc. |  |  |
| 2.04%, 08/16/2028 | 5843000 | 5549093 |
| Ingersoll Rand, Inc. |  |  |
| 5.45%, 06/15/2034 | 2846000 | 2947596 |
|  |  | 11078448 |
| **Media - 0.8%**  | **Media - 0.8%**  | **Media - 0.8%**  |
| &nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br>Operating Capital |  |  |
| 5.13%, 07/01/2049 | 3926000 | 3091705 |
| Clear Channel Outdoor Holdings, Inc. |  |  |
| 7.50%, 06/01/2029 <sup>(A)</sup><sup>(B)</sup> <br>| 1392000 | 1377412 |
| Comcast Corp. |  |  |
| 4.15%, 10/15/2028 | 5240000 | 5268051 |
| CSC Holdings LLC |  |  |
| 4.50%, 11/15/2031 <sup>(A)</sup> <br>| 2454000 | 1488641 |
| Virgin Media Secured Finance PLC |  |  |
| 4.50%, 08/15/2030 <sup>(A)</sup> <br>| 2800000 | 2586670 |
| 5.50%, 05/15/2029 <sup>(A)</sup> <br>| 5224000 | 5152492 |
|  |  | 18964971 |
| **Metals & Mining - 0.4%**  | **Metals & Mining - 0.4%**  | **Metals & Mining - 0.4%**  |
| ArcelorMittal SA |  |  |
| 6.55%, 11/29/2027 | 4541000 | 4726013 |
| Glencore Funding LLC |  |  |
| 2.63%, 09/23/2031 <sup>(A)</sup> <br>| 4557000 | 4127858 |
| Novelis Corp. |  |  |
| 3.88%, 08/15/2031 <sup>(A)</sup> <br>| 236000 | 215956 |
|  |  | 9069827 |
| **Mortgage Real Estate Investment Trusts - 0.5%**  | **Mortgage Real Estate Investment Trusts - 0.5%**  | **Mortgage Real Estate Investment Trusts - 0.5%**  |
| &nbsp;&nbsp; Ladder Capital Finance <br> Holdings LLLP/Ladder Capital Finance <br>Corp. |  |  |
| 4.25%, 02/01/2027 <sup>(A)</sup> <br>| 8155000 | 8110362 |
| Starwood Property Trust, Inc. |  |  |
| 6.00%, 04/15/2030 <sup>(A)</sup> <br>| 1665000 | 1711385 |
| 6.50%, 07/01/2030 <sup>(A)</sup> <br>| 3184000 | 3315706 |
|  |  | 13137453 |
| **Office REITs - 0.1%**  | **Office REITs - 0.1%**  | **Office REITs - 0.1%**  |
| Boston Properties LP |  |  |
| 5.75%, 01/15/2035 <sup>(B)</sup> <br>| 2766000 | 2830678 |
| **Oil, Gas & Consumable Fuels - 4.9%**  | **Oil, Gas & Consumable Fuels - 4.9%**  | **Oil, Gas & Consumable Fuels - 4.9%**  |
| Cheniere Energy Partners LP |  |  |
| 4.00%, 03/01/2031 | 5421000 | 5278489 |

---

**Transamerica Funds**

**Page 5**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Cheniere Energy Partners LP (continued) |  |  |
| 4.50%, 10/01/2029 | $2900000 | $2911140 |
| 5.95%, 06/30/2033 | 1891000 | 2003498 |
| Crescent Energy Finance LLC |  |  |
| 7.75%, 07/31/2029 <sup>(A)</sup> <br>| 2937000 | 2944342 |
| Diamondback Energy, Inc. |  |  |
| 5.15%, 01/30/2030 | 4729000 | 4862802 |
| Ecopetrol SA |  |  |
| 7.75%, 02/01/2032 | 2195000 | 2253931 |
| 8.38%, 01/19/2036 | 2500000 | 2586555 |
| Enbridge, Inc. |  |  |
| 4.90%, 06/20/2030 | 1751000 | 1787782 |
| 5.63%, 04/05/2034 | 5168000 | 5381420 |
| Energy Transfer LP |  |  |
| 6.00%, 06/15/2048 | 4879000 | 4756655 |
| EQT Corp. |  |  |
| 6.38%, 04/01/2029 | 1161000 | 1201434 |
| Equinor ASA |  |  |
| 4.75%, 11/14/2035 | 6817000 | 6767098 |
| Expand Energy Corp. |  |  |
| 5.38%, 03/15/2030 | 1472000 | 1498190 |
| Genesis Energy LP/Genesis Energy <br> Finance Corp. |  |  |
| 8.00%, 05/15/2033 | 4187000 | 4369813 |
| Greensaif Pipelines Bidco SARL |  |  |
| 5.85%, 02/23/2036 <sup>(A)</sup> <br>| 1920000 | 1989589 |
| Gulfstream Natural Gas System LLC |  |  |
| 5.60%, 07/23/2035 <sup>(A)</sup> <br>| 2014000 | 2060387 |
| Hess Midstream Operations LP |  |  |
| 6.50%, 06/01/2029 <sup>(A)</sup> <br>| 1934000 | 2001698 |
| Murphy Oil Corp. |  |  |
| 6.00%, 10/01/2032 <sup>(B)</sup> <br>| 2493000 | 2490912 |
| NuStar Logistics LP |  |  |
| 5.63%, 04/28/2027 | 3036000 | 3066351 |
| 6.00%, 06/01/2026 | 350000 | 350458 |
| ONEOK, Inc. |  |  |
| 6.10%, 11/15/2032 | 4665000 | 4989656 |
| Ovintiv, Inc. |  |  |
| 6.50%, 08/15/2034 | 3903000 | 4201911 |
| Petroleos Mexicanos |  |  |
| 6.50%, 01/23/2029 | 3507000 | 3574685 |
| 6.84%, 01/23/2030 | 2838000 | 2911030 |
| Repsol E&P Capital Markets U.S. LLC |  |  |
| 5.98%, 09/16/2035 <sup>(A)</sup> <br>| 4491000 | 4585318 |
| Sabine Pass Liquefaction LLC |  |  |
| 5.90%, 09/15/2037 | 2709078 | 2847809 |
| Saudi Arabian Oil Co. |  |  |
| 5.00%, 02/02/2036 <sup>(A)</sup><sup>(E)</sup> <br>| 4874000 | 4796932 |
| Sunoco LP |  |  |
| 5.63%, 03/15/2031 <sup>(A)</sup> <br>| 749000 | 753591 |
| Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp. |  |  |
| 4.00%, 01/15/2032 | 2740000 | 2630548 |
| TotalEnergies Capital USA LLC |  |  |
| 4.57%, 01/13/2033 | 5250000 | 5251059 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** | **Oil, Gas & Consumable Fuels (continued)** |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| 5.10%, 03/15/2036 <sup>(A)</sup> <br>| $3360000 | $3372644 |
| Venture Global LNG, Inc. |  |  |
| 9.50%, 02/01/2029 <sup>(A)</sup> <br>| 4963000 | 5284950 |
| Venture Global Plaquemines LNG LLC |  |  |
| 6.13%, 12/15/2030 <sup>(A)</sup> <br>| 1866000 | 1920678 |
| 6.75%, 01/15/2036 <sup>(A)</sup> <br>| 2210000 | 2316654 |
| 7.50%, 05/01/2033 <sup>(A)</sup> <br>| 2615000 | 2867002 |
| Western Midstream Operating LP |  |  |
| 6.15%, 04/01/2033 | 3673000 | 3881827 |
| YPF SA |  |  |
| 9.50%, 01/17/2031 <sup>(A)</sup> <br>| 1063000 | 1126996 |
|  |  | 117875834 |
| **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  | **Paper & Forest Products - 0.1%**  |
| Georgia-Pacific LLC |  |  |
| 4.95%, 06/30/2032 <sup>(A)</sup> <br>| 2457000 | 2527918 |
| **Passenger Airlines - 0.5%**  | **Passenger Airlines - 0.5%**  | **Passenger Airlines - 0.5%**  |
| American Airlines Pass-Through Trust |  |  |
| 3.15%, 08/15/2033 | 1280361 | 1215898 |
| Delta Air Lines, Inc./SkyMiles IP Ltd. |  |  |
| 4.75%, 10/20/2028 <sup>(A)</sup> <br>| 3923333 | 3952998 |
| Southwest Airlines Co. |  |  |
| 4.38%, 11/15/2028 | 4921000 | 4947380 |
| United Airlines Pass-Through Trust |  |  |
| 3.75%, 03/03/2028 | 975238 | 973003 |
|  |  | 11089279 |
| **Pharmaceuticals - 1.4%**  | **Pharmaceuticals - 1.4%**  | **Pharmaceuticals - 1.4%**  |
| Bausch Health Cos., Inc. |  |  |
| 5.00%, 02/15/2029 <sup>(A)</sup> <br>| 970000 | 739625 |
| 5.25%, 01/30/2030 - 02/15/2031 <sup>(A)</sup> <br>| 3724000 | 2630470 |
| 6.25%, 02/15/2029 <sup>(A)</sup> <br>| 520000 | 411398 |
| 7.00%, 01/15/2028 <sup>(A)</sup> <br>| 617000 | 557158 |
| Bayer U.S. Finance II LLC |  |  |
| 4.20%, 07/15/2034 <sup>(A)</sup> <br>| 2805000 | 2632342 |
| 5.50%, 07/30/2035 <sup>(A)</sup> <br>| 1255000 | 1273725 |
| Bristol-Myers Squibb Co. |  |  |
| 5.65%, 02/22/2064 | 1539000 | 1503446 |
| CVS Health Corp. |  |  |
| 5.45%, 09/15/2035 | 4506000 | 4584740 |
| 6.00%, 06/01/2044 | 2984000 | 2991225 |
| &nbsp;&nbsp;&nbsp; Fixed until 12/10/2029, <br>7.00% <sup>(C)</sup>, 03/10/2055<br>| 4579000 | 4792592 |
| Merck & Co., Inc. |  |  |
| 5.00%, 05/17/2053 | 1472000 | 1345006 |
| Organon & Co./Organon Foreign Debt Co-<br> Issuer BV |  |  |
| 6.75%, 05/15/2034 <sup>(A)</sup> <br>| 1876000 | 1833192 |
| Pfizer Investment Enterprises Pte. Ltd. |  |  |
| 5.11%, 05/19/2043 | 2735000 | 2628409 |
| Takeda U.S. Financing, Inc. |  |  |
| 5.20%, 07/07/2035 | 4298000 | 4351173 |
| Viatris, Inc. |  |  |
| 2.30%, 06/22/2027 | 2254000 | 2194953 |
|  |  | 34469454 |

---

**Transamerica Funds**

**Page 6**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  | **Residential REITs - 0.2%**  |
| American Homes 4 Rent LP |  |  |
| 5.50%, 02/01/2034 | $5199000 | $5322527 |
| **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  | **Retail REITs - 0.2%**  |
| NNN REIT, Inc. |  |  |
| 4.60%, 02/15/2031 | 5722000 | 5759522 |
| **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  | **Semiconductors & Semiconductor Equipment - 1.6%**  |
| Broadcom, Inc. |  |  |
| 3.14%, 11/15/2035 <sup>(A)</sup> <br>| 5567000 | 4787292 |
| 4.95%, 01/15/2036 | 2596000 | 2593405 |
| Foundry JV Holdco LLC |  |  |
| 5.88%, 01/25/2034 <sup>(A)</sup> <br>| 4081000 | 4218388 |
| 5.90%, 01/25/2033 <sup>(A)</sup> <br>| 3633000 | 3810467 |
| Intel Corp. |  |  |
| 4.80%, 10/01/2041 | 3452000 | 3098192 |
| Kioxia Holdings Corp. |  |  |
| 6.63%, 07/24/2033 <sup>(A)</sup> <br>| 5797000 | 6053273 |
| Microchip Technology, Inc. |  |  |
| 5.05%, 03/15/2029 | 3599000 | 3682735 |
| Micron Technology, Inc. |  |  |
| 5.30%, 01/15/2031 | 4668000 | 4848311 |
| NXP BV/NXP Funding LLC/NXP USA, Inc. |  |  |
| 5.25%, 08/19/2035 | 5235000 | 5295415 |
| QUALCOMM, Inc. |  |  |
| 3.25%, 05/20/2050 | 1513000 | 1043627 |
|  |  | 39431105 |
| **Software - 0.9%**  | **Software - 0.9%**  | **Software - 0.9%**  |
| Fair Isaac Corp. |  |  |
| 6.00%, 05/15/2033 <sup>(A)</sup> <br>| 1527000 | 1555914 |
| Fiserv, Inc. |  |  |
| 5.45%, 03/02/2028 | 3450000 | 3535864 |
| Intuit, Inc. |  |  |
| 5.50%, 09/15/2053 | 1261000 | 1217054 |
| Oracle Corp. |  |  |
| 5.88%, 09/26/2045 | 2955000 | 2656805 |
| 5.95%, 09/26/2055 | 2963000 | 2612695 |
| 6.90%, 11/09/2052 | 2909000 | 2853650 |
| Roper Technologies, Inc. |  |  |
| 4.90%, 10/15/2034 | 3267000 | 3243872 |
| Synopsys, Inc. |  |  |
| 5.15%, 04/01/2035 | 2408000 | 2440880 |
| 5.70%, 04/01/2055 | 1725000 | 1701186 |
|  |  | 21817920 |
| **Specialized REITs - 0.4%**  | **Specialized REITs - 0.4%**  | **Specialized REITs - 0.4%**  |
| Extra Space Storage LP |  |  |
| 5.40%, 06/15/2035 | 4629000 | 4725874 |
| Iron Mountain, Inc. |  |  |
| 5.25%, 03/15/2028 <sup>(A)</sup> <br>| 5152000 | 5150531 |
|  |  | 9876405 |
| **Transportation Infrastructure - 1.2%**  | **Transportation Infrastructure - 1.2%**  | **Transportation Infrastructure - 1.2%**  |
| Avolon Holdings Funding Ltd. |  |  |
| 4.90%, 10/10/2030 <sup>(A)</sup> <br>| 4731000 | 4758509 |
| Canadian Pacific Railway Co. |  |  |
| 2.45%, 12/02/2031 | 7926000 | 7129405 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** | **CORPORATE DEBT SECURITIES (continued)** |
| **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** | **Transportation Infrastructure (continued)** |
| Fedex Freight Holding Co., Inc. |  |  |
| 5.25%, 03/15/2036 <sup>(A)</sup> <br>| $2155000 | $2135283 |
| GXO Logistics, Inc. |  |  |
| 2.65%, 07/15/2031 | 7187000 | 6488447 |
| 6.50%, 05/06/2034 | 2249000 | 2422435 |
| MV24 Capital BV |  |  |
| 6.75%, 06/01/2034 <sup>(A)</sup> <br>| 2619963 | 2650538 |
| United Parcel Service, Inc. |  |  |
| 5.25%, 05/14/2035 | 2418000 | 2504950 |
|  |  | 28089567 |
| &nbsp;&nbsp; **Total Corporate Debt Securities** <br>**(Cost $1,048,284,784)**<br>|  | 1058337844 |
| **U.S. GOVERNMENT OBLIGATIONS - 22.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 22.2%**  | **U.S. GOVERNMENT OBLIGATIONS - 22.2%**  |
| **U.S. Treasury - 21.6%**  | **U.S. Treasury - 21.6%**  | **U.S. Treasury - 21.6%**  |
| U.S. Treasury Bonds |  |  |
| 1.25%, 05/15/2050 | 53929000 | 25746885 |
| 1.38%, 11/15/2040 | 16091000 | 10408866 |
| 1.88%, 11/15/2051 | 9652000 | 5314632 |
| 2.00%, 02/15/2050 | 9425000 | 5509575 |
| 2.25%, 05/15/2041 - 08/15/2046 | 32068000 | 22595453 |
| 2.38%, 02/15/2042 | 32416000 | 23776376 |
| 2.50%, 02/15/2045 - 05/15/2046 | 22103000 | 15495254 |
| 2.75%, 08/15/2042 - 11/15/2047 | 49414000 | 36708837 |
| 2.88%, 08/15/2045 - 05/15/2049 | 16144000 | 11812841 |
| 3.00%, 08/15/2048 | 5566000 | 4107099 |
| 3.25%, 05/15/2042 | 2636000 | 2189836 |
| 3.50%, 02/15/2039 | 24995000 | 22658553 |
| 3.63%, 05/15/2053 | 5009000 | 4032049 |
| 3.88%, 02/15/2043 | 2143000 | 1921250 |
| 4.13%, 08/15/2044 - 08/15/2053 | 11097000 | 10023834 |
| 4.25%, 05/15/2039 - 08/15/2054 | 29714000 | 27481458 |
| 4.50%, 02/15/2044 - 11/15/2054 | 33932000 | 32413062 |
| 4.63%, 05/15/2044 - 11/15/2055 | 47467000 | 45885601 |
| 4.75%, 11/15/2043 - 05/15/2055 | 44299800 | 43853285 |
| U.S. Treasury Notes |  |  |
| 0.63%, 07/31/2026 | 18344000 | 18074572 |
| 1.25%, 08/15/2031 | 12038000 | 10468828 |
| 1.38%, 11/15/2031 | 10570000 | 9189707 |
| 1.63%, 05/15/2031 | 5604000 | 5012734 |
| 1.88%, 02/15/2032 | 14399400 | 12809841 |
| 2.75%, 08/15/2032 | 10657500 | 9900235 |
| 2.88%, 05/15/2032 | 4907000 | 4610855 |
| 3.38%, 11/30/2027 - 05/15/2033 | 16333300 | 16006458 |
| 3.63%, 08/31/2029 | 1350000 | 1347469 |
| 3.63%, 12/31/2030 <sup>(B)</sup> <br>| 7116000 | 7059850 |
| 3.75%, 12/31/2030 - 08/31/2031 | 10316000 | 10256904 |
| 3.88%, 04/30/2030 - 08/15/2034 | 11476000 | 11435508 |
| 4.00%, 07/31/2032 - 11/15/2035 | 8571000 | 8505839 |
| 4.13%, 02/28/2027 - 11/15/2032 | 33999000 | 34321327 |
| 4.25%, 11/15/2034 - 08/15/2035 | 10017200 | 10047965 |
| 4.50%, 11/15/2033 | 2124000 | 2180751 |
|  |  | 523163589 |

---

**Transamerica Funds**

**Page 7**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** | **U.S. GOVERNMENT OBLIGATIONS (continued)** |
| **U.S. Treasury Inflation-Protected Securities - 0.6%**  | **U.S. Treasury Inflation-Protected Securities - 0.6%**  | **U.S. Treasury Inflation-Protected Securities - 0.6%**  |
| U.S. Treasury Inflation-Protected Indexed <br> Bonds |  |  |
| 1.50%, 02/15/2053 | $11304641 | $8793161 |
| U.S. Treasury Inflation-Protected Indexed <br> Notes |  |  |
| 0.13%, 07/15/2030 | 6039848 | 5769211 |
|  |  | 14562372 |
| &nbsp;&nbsp; **Total U.S. Government Obligations** <br>**(Cost $576,337,152)**<br>|  | 537725961 |
| **ASSET-BACKED SECURITIES - 11.8%**  | **ASSET-BACKED SECURITIES - 11.8%**  | **ASSET-BACKED SECURITIES - 11.8%**  |
| 321 Henderson Receivables VI LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-1A, Class A, <br>5.56%, 07/15/2059 <sup>(A)</sup> <br>| 274199 | 275840 |
| Accelerated LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class B, <br>1.90%, 10/20/2040 <sup>(A)</sup> <br>| 1180808 | 1108760 |
| &nbsp;&nbsp;&nbsp; Series 2021-1H, Class D, <br>3.58%, 10/20/2040 <sup>(A)</sup> <br>| 707198 | 656377 |
| Anchorage Capital CLO 25 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2022-25A, Class C, <br>3-Month Term SOFR + 2.35%, <br>6.02% <sup>(C)</sup>, 04/20/2035 <sup>(A)</sup> <br>| 4400000 | 4403181 |
| Aqua Finance Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-A, Class A, <br>1.54%, 07/17/2046 <sup>(A)</sup> <br>| 759230 | 700467 |
| Avis Budget Rental Car Funding <br> AESOP LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-7A, Class A, <br>5.90%, 08/21/2028 <sup>(A)</sup> <br>| 4255000 | 4357758 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A, <br>5.36%, 06/20/2030 <sup>(A)</sup> <br>| 6610000 | 6824149 |
| Battalion CLO X Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-10A, Class A2R3, <br>3-Month Term SOFR + 1.75%, <br>5.42% <sup>(C)</sup>, 01/24/2035 <sup>(A)</sup> <br>| 3675000 | 3678164 |
| BXG Receivables Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-A, Class A, <br>1.55%, 02/28/2036 <sup>(A)</sup> <br>| 336674 | 328259 |
| &nbsp;&nbsp;&nbsp; Series 2023-A, Class A, <br>5.77%, 11/15/2038 <sup>(A)</sup> <br>| 1447788 | 1475074 |
| Capital Automotive REIT |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A1, <br>4.40%, 10/15/2054 <sup>(A)</sup> <br>| 11047600 | 10834512 |
| CARS-DB5 LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A3, <br>1.92%, 08/15/2051 <sup>(A)</sup> <br>| 4057342 | 3992071 |
| CARS-DB7 LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A1, <br>5.75%, 09/15/2053 <sup>(A)</sup> <br>| 3743333 | 3767687 |
| DataBank Issuer |  |  |
| &nbsp;&nbsp;&nbsp; Series 2026-1A, Class A2, <br>5.81%, 02/25/2056 <sup>(A)</sup><sup>(E)</sup> <br>| 5200000 | 5203760 |
| DataBank Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A2, <br>2.06%, 02/27/2051 <sup>(A)</sup> <br>| 4727000 | 4717137 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| Diameter Capital CLO 1 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, <br>3-Month Term SOFR + 1.39%, <br>5.06% <sup>(C)</sup>, 10/15/2037 <sup>(A)</sup> <br>| $6250000 | $6268094 |
| Diamond Infrastructure Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A, <br>1.76%, 04/15/2049 <sup>(A)</sup> <br>| 3375000 | 3286603 |
| Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1, Class C, <br>5.43%, 11/17/2031<br>| 8500000 | 8611326 |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class C, <br>4.67%, 05/17/2032<br>| 5700000 | 5742653 |
| Dryden 80 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-80A, Class ARR, <br>3-Month Term SOFR + 0.95%, <br>4.62% <sup>(C)</sup>, 01/17/2033 <sup>(A)</sup> <br>| 2761997 | 2763287 |
| First National Master Note Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A, <br>5.13%, 04/15/2029<br>| 14450000 | 14483982 |
| GSAA Home Equity Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-1, Class A3, <br>1-Month Term SOFR + 0.77%, <br>4.45% <sup>(C)</sup>, 01/25/2036<br>| 818747 | 329447 |
| Hertz Vehicle Financing III LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-6A, Class A, <br>4.89%, 05/25/2032 <sup>(A)</sup> <br>| 6630000 | 6684274 |
| Hertz Vehicle Financing III LP |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-2A, Class B, <br>2.12%, 12/27/2027 <sup>(A)</sup> <br>| 6890000 | 6778203 |
| Hilton Grand Vacations Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.72%, 01/25/2038 <sup>(A)</sup> <br>| 1071281 | 1094672 |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class B, <br>5.99%, 09/15/2039 <sup>(A)</sup> <br>| 468037 | 478364 |
| &nbsp;&nbsp;&nbsp; Series 2024-1B, Class C, <br>6.62%, 09/15/2039 <sup>(A)</sup> <br>| 284287 | 291601 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>5.50%, 03/25/2038 <sup>(A)</sup> <br>| 1905755 | 1944184 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A, <br>4.98%, 08/27/2040 <sup>(A)</sup> <br>| 5283890 | 5337184 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class C, <br>5.71%, 08/27/2040 <sup>(A)</sup> <br>| 3375818 | 3417201 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.54%, 05/25/2044 <sup>(A)</sup> <br>| 4462890 | 4474865 |
| HINNT LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class A, <br>5.49%, 03/15/2043 <sup>(A)</sup> <br>| 1054992 | 1074686 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class B, <br>5.84%, 03/15/2043 <sup>(A)</sup> <br>| 1212119 | 1235818 |
| &nbsp;&nbsp;&nbsp; Series 2024-A, Class C, <br>6.32%, 03/15/2043 <sup>(A)</sup> <br>| 1351288 | 1378641 |
| ICG U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-1A, Class A1A2, <br>3-Month Term SOFR + 1.46%, <br>5.13% <sup>(C)</sup>, 10/20/2034 <sup>(A)</sup> <br>| 6500000 | 6512083 |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1R, <br>3-Month Term SOFR + 1.27%, <br>4.94% <sup>(C)</sup>, 04/17/2034 <sup>(A)</sup> <br>| 4500000 | 4499937 |
| JG Wentworth XXI LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2010-2A, Class A, <br>4.07%, 01/15/2048 <sup>(A)</sup> <br>| 75680 | 75439 |

---

**Transamerica Funds**

**Page 8**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| JGWPT XXIII LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2011-1A, Class A, <br>4.70%, 10/15/2056 <sup>(A)</sup> <br>| $787982 | $782545 |
| KKR CLO 15 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 15, Class A1R2, <br>3-Month Term SOFR + 1.10%, <br>4.77% <sup>(C)</sup>, 01/18/2032 <sup>(A)</sup> <br>| 2447443 | 2448018 |
| MetroNet Infrastructure Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A2, <br>5.40%, 08/20/2055 <sup>(A)</sup> <br>| 9400000 | 9539428 |
| MVW LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-2A, Class B, <br>2.44%, 10/20/2038 <sup>(A)</sup> <br>| 192765 | 192499 |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A, <br>1.74%, 10/20/2037 <sup>(A)</sup> <br>| 396486 | 391232 |
| &nbsp;&nbsp;&nbsp; Series 2021-1WA, Class A, <br>1.14%, 01/22/2041 <sup>(A)</sup> <br>| 1330863 | 1291386 |
| &nbsp;&nbsp;&nbsp; Series 2021-1WA, Class C, <br>1.94%, 01/22/2041 <sup>(A)</sup> <br>| 1058560 | 1028485 |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>4.93%, 10/20/2040 <sup>(A)</sup> <br>| 1977711 | 1997499 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>6.18%, 11/20/2040 <sup>(A)</sup> <br>| 1800880 | 1849578 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class B, <br>5.51%, 02/20/2043 <sup>(A)</sup> <br>| 2096872 | 2129530 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class A, <br>4.43%, 03/20/2042 <sup>(A)</sup> <br>| 1484564 | 1487010 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, <br>4.92%, 03/20/2042 <sup>(A)</sup> <br>| 4723611 | 4715595 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.48%, 10/20/2044 <sup>(A)</sup> <br>| 7207482 | 7204255 |
| Octagon 54 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-1A, Class A1, <br>3-Month Term SOFR + 1.38%, <br>5.05% <sup>(C)</sup>, 07/15/2034 <sup>(A)</sup> <br>| 2750000 | 2756207 |
| Octagon Investment Partners 40 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class CRR, <br>3-Month Term SOFR + 1.75%, <br>5.42% <sup>(C)</sup>, 01/20/2035 <sup>(A)</sup> <br>| 7250000 | 7235558 |
| OZLM XIX Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-19A, Class A1RR, <br>3-Month Term SOFR + 1.35%, <br>5.02% <sup>(C)</sup>, 01/15/2035 <sup>(A)</sup> <br>| 10000000 | 10000000 |
| Pikes Peak CLO 4 |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class ARR, <br>3-Month Term SOFR + 1.21%, <br>4.88% <sup>(C)</sup>, 07/15/2034 <sup>(A)</sup> <br>| 4395000 | 4404300 |
| QTS Issuer ABS I LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.44%, 05/25/2055 <sup>(A)</sup> <br>| 6275000 | 6313849 |
| Retained Vantage Data Centers <br> Issuer LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class A2, <br>4.99%, 09/15/2049 <sup>(A)</sup> <br>| 8500000 | 8438941 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class D, <br>5.43%, 03/17/2031<br>| 5900000 | 6016277 |
| &nbsp;&nbsp;&nbsp; Series 2025-3, Class C, <br>4.68%, 09/15/2031<br>| 4165000 | 4194897 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** | **ASSET-BACKED SECURITIES (continued)** |
| SCF Equipment Leasing LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A3, <br>5.11%, 11/21/2033 <sup>(A)</sup> <br>| $5100000 | $5216399 |
| Sierra Timeshare Receivables <br> Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-1A, Class A, <br>5.20%, 01/20/2040 <sup>(A)</sup> <br>| 1405226 | 1423455 |
| &nbsp;&nbsp;&nbsp; Series 2023-2A, Class A, <br>5.80%, 04/20/2040 <sup>(A)</sup> <br>| 912582 | 935776 |
| &nbsp;&nbsp;&nbsp; Series 2023-3A, Class A, <br>6.10%, 09/20/2040 <sup>(A)</sup> <br>| 1859903 | 1922028 |
| &nbsp;&nbsp;&nbsp; Series 2024-1A, Class C, <br>5.94%, 01/20/2043 <sup>(A)</sup> <br>| 764154 | 775028 |
| &nbsp;&nbsp;&nbsp; Series 2024-2A, Class C, <br>5.83%, 06/20/2041 <sup>(A)</sup> <br>| 1580906 | 1603103 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class A, <br>4.83%, 08/20/2041 <sup>(A)</sup> <br>| 2376861 | 2394132 |
| &nbsp;&nbsp;&nbsp; Series 2024-3A, Class C, <br>5.32%, 08/20/2041 <sup>(A)</sup> <br>| 2954764 | 2968493 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class A, <br>4.72%, 04/20/2044 <sup>(A)</sup> <br>| 1949287 | 1959866 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class B, <br>4.93%, 04/20/2044 <sup>(A)</sup> <br>| 848301 | 853854 |
| &nbsp;&nbsp;&nbsp; Series 2025-2A, Class C, <br>5.32%, 04/20/2044 <sup>(A)</sup> <br>| 924107 | 926833 |
| Symphony CLO XVIII Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-18A, Class AR4, <br>3-Month Term SOFR + 1.23%, <br>4.90% <sup>(C)</sup>, 10/23/2037 <sup>(A)</sup> <br>| 5000000 | 5007725 |
| Vantage Data Centers LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1A, Class A2, <br>5.13%, 08/15/2055 <sup>(A)</sup> <br>| 8555000 | 8486912 |
| Venture 38 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-38A, Class ARR, <br>3-Month Term SOFR + 1.00%, <br>4.67% <sup>(C)</sup>, 07/30/2032 <sup>(A)</sup> <br>| 3019367 | 3021468 |
| Venture 43 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-43A, Class A1R, <br>3-Month Term SOFR + 1.35%, <br>5.02% <sup>(C)</sup>, 04/15/2034 <sup>(A)</sup> <br>| 3000000 | 3002244 |
| Venture 44 CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-44A, Class A1NR, <br>3-Month Term SOFR + 1.14%, <br>4.81% <sup>(C)</sup>, 10/20/2034 <sup>(A)</sup> <br>| 5400000 | 5404147 |
| Wellfleet CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class BRR, <br>3-Month Term SOFR + 1.70%, <br>5.37% <sup>(C)</sup>, 07/20/2032 <sup>(A)</sup> <br>| 5000000 | 5002710 |
| Westlake Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-3A, Class C, <br>4.68%, 07/15/2031 <sup>(A)</sup> <br>| 12500000 | 12595531 |
| &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $285,369,961)** | &nbsp;&nbsp; **Total Asset-Backed Securities** <br>**(Cost $285,369,961)** | 287002533 |
| **MORTGAGE-BACKED SECURITIES - 10.6%**  | **MORTGAGE-BACKED SECURITIES - 10.6%**  | **MORTGAGE-BACKED SECURITIES - 10.6%**  |
| 20 Times Square Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-20TS, Class C, <br>3.10% <sup>(C)</sup>, 05/15/2035 <sup>(A)</sup> <br>| 2550000 | 2390625 |

---

**Transamerica Funds**

**Page 9**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| 280 Park Avenue Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-280P, Class E, <br>1-Month Term SOFR + 2.42%, <br>6.09% <sup>(C)</sup>, 09/15/2034 <sup>(A)</sup> <br>| $4630000 | $4589512 |
| Alternative Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-14, Class 4A1, <br>1-Month Term SOFR + 0.55%, <br>4.23% <sup>(C)</sup>, 05/25/2035<br>| 441467 | 421689 |
| &nbsp;&nbsp;&nbsp; Series 2006-OC1, Class 2A3A, <br>1-Month Term SOFR + 0.75%, <br>4.43% <sup>(C)</sup>, 03/25/2036<br>| 656956 | 626001 |
| American Home Mortgage Assets Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-2, Class A1, <br>1-Month Term SOFR + 0.24%, <br>3.91% <sup>(C)</sup>, 03/25/2047<br>| 201860 | 182918 |
| Angel Oak Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-1, Class A1, <br>5.69% <sup>(C)</sup>, 01/25/2070 <sup>(A)</sup> <br>| 6173252 | 6244233 |
| BAMLL Commercial Mortgage Securities <br> Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-BPR, Class BNM, <br>3.47%, 11/05/2032 <sup>(A)</sup> <br>| 5000000 | 4756032 |
| &nbsp;&nbsp;&nbsp; Series 2019-BPR, Class CNM, <br>3.72% <sup>(C)</sup>, 11/05/2032 <sup>(A)</sup> <br>| 3970000 | 3716739 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class C, <br>1-Month Term SOFR + 1.32%, <br>5.00% <sup>(C)</sup>, 03/15/2037 <sup>(A)</sup> <br>| 7065000 | 6394517 |
| &nbsp;&nbsp;&nbsp; Series 2018-TALL, Class E, <br>1-Month Term SOFR + 2.63%, <br>6.32% <sup>(C)</sup>, 03/15/2037 <sup>(A)</sup> <br>| 850000 | 714217 |
| BRAVO Residential Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM2, Class A1, <br>6.29% <sup>(C)</sup>, 02/25/2064 <sup>(A)</sup> <br>| 5455655 | 5509972 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.19% <sup>(C)</sup>, 03/25/2064 <sup>(A)</sup> <br>| 830233 | 840394 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM7, Class A1, <br>5.55% <sup>(C)</sup>, 10/27/2064 <sup>(A)</sup> <br>| 4148023 | 4186115 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM1, Class A1, <br>5.60% <sup>(C)</sup>, 12/25/2064 <sup>(A)</sup> <br>| 5263128 | 5316484 |
| BX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ARIA, Class A, <br>5.03% <sup>(C)</sup>, 12/13/2042 <sup>(A)</sup> <br>| 7222000 | 7344635 |
| BXP Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-CQHP, Class D, <br>1-Month Term SOFR + 2.05%, <br>5.73% <sup>(C)</sup>, 11/15/2034 <sup>(A)</sup> <br>| 1825000 | 1277500 |
| CHI Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-110W, Class A, <br>5.10% <sup>(C)</sup>, 12/13/2040 <sup>(A)</sup> <br>| 7420000 | 7490614 |
| CHL Mortgage Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2005-11, Class 4A1, <br>1-Month Term SOFR + 0.38%, <br>4.06% <sup>(C)</sup>, 04/25/2035<br>| 49233 | 47020 |
| &nbsp;&nbsp;&nbsp; Series 2006-3, Class 3A1, <br>1-Month Term SOFR + 0.61%, <br>4.29% <sup>(C)</sup>, 02/25/2036<br>| 1178566 | 1079500 |
| CIM Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-R6, Class A1, <br>1.43% <sup>(C)</sup>, 07/25/2061 <sup>(A)</sup> <br>| 3322061 | 3081575 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| Citigroup Mortgage Loan Trust, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2014-A, Class A, <br>4.00% <sup>(C)</sup>, 01/25/2035 <sup>(A)</sup> <br>| $22417 | $22049 |
| &nbsp;&nbsp;&nbsp; Series 2015-PS1, Class A1, <br>3.75% <sup>(C)</sup>, 09/25/2042 <sup>(A)</sup> <br>| 137100 | 133881 |
| COLT Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-2, Class A1, <br>6.13% <sup>(C)</sup>, 04/25/2069 <sup>(A)</sup> <br>| 2094308 | 2117479 |
| &nbsp;&nbsp;&nbsp; Series 2024-3, Class A1, <br>6.39% <sup>(C)</sup>, 06/25/2069 <sup>(A)</sup> <br>| 7082651 | 7192897 |
| &nbsp;&nbsp;&nbsp; Series 2024-4, Class A1, <br>5.95% <sup>(C)</sup>, 07/25/2069 <sup>(A)</sup> <br>| 3692179 | 3739012 |
| &nbsp;&nbsp;&nbsp; Series 2024-5, Class A1, <br>5.12% <sup>(C)</sup>, 08/25/2069 <sup>(A)</sup> <br>| 8717963 | 8753896 |
| Cross Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-H8, Class A1, <br>5.00% <sup>(C)</sup>, 11/25/2070 <sup>(A)</sup> <br>| 9378656 | 9423129 |
| CSMC Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-RPL4, Class A1, <br>2.00% <sup>(C)</sup>, 01/25/2060 <sup>(A)</sup> <br>| 8660675 | 7864175 |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL2, Class A1A, <br>1.11% <sup>(C)</sup>, 01/25/2060 <sup>(A)</sup> <br>| 5887268 | 5026375 |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL3, Class A1, <br>2.00% <sup>(C)</sup>, 01/25/2060 <sup>(A)</sup> <br>| 2591978 | 2303374 |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL6, Class A1, <br>2.00% <sup>(C)</sup>, 10/25/2060 <sup>(A)</sup> <br>| 2769294 | 2525409 |
| ELP Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-ELP, Class A, <br>4.76% <sup>(C)</sup>, 11/13/2042 <sup>(A)</sup> <br>| 4438000 | 4429175 |
| GCAT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM1, Class A1, <br>6.01% <sup>(C)</sup>, 01/25/2059 <sup>(A)</sup> <br>| 1584102 | 1598930 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM6, Class A1, <br>4.94% <sup>(C)</sup>, 10/25/2070 <sup>(A)</sup> <br>| 8587639 | 8607257 |
| GSR Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-OA1, Class 2A1, <br>1-Month Term SOFR + 0.24%, <br>3.91% <sup>(C)</sup>, 05/25/2037<br>| 134120 | 59525 |
| Hudson Yards Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2025-SPRL, Class A, <br>5.47% <sup>(C)</sup>, 01/13/2040 <sup>(A)</sup> <br>| 7060000 | 7317633 |
| ILPT Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-SURF, Class C, <br>4.29% <sup>(C)</sup>, 02/11/2041 <sup>(A)</sup> <br>| 1930000 | 1890398 |
| IndyMac INDX Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2007-AR15, Class 2A1, <br>3.37% <sup>(C)</sup>, 08/25/2037<br>| 500325 | 349181 |
| JPMorgan Chase Commercial Mortgage <br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-NNN, Class CFX, <br>3.27%, 01/16/2037 <sup>(A)</sup> <br>| 2675000 | 1805625 |
| Manhattan West Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020-1MW, Class A, <br>2.13%, 09/10/2039 <sup>(A)</sup> <br>| 4120000 | 3974894 |
| Merrill Lynch Mortgage Investors Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-A1, Class 1A1, <br>4.40% <sup>(C)</sup>, 03/25/2036<br>| 542456 | 287542 |

---

**Transamerica Funds**

**Page 10**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| MetLife Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A, <br>3.00% <sup>(C)</sup>, 04/25/2055 <sup>(A)</sup> <br>| $1310924 | $1264522 |
| &nbsp;&nbsp;&nbsp; Series 2019-1A, Class A1A, <br>3.75% <sup>(C)</sup>, 04/25/2058 <sup>(A)</sup> <br>| 166795 | 165247 |
| MFA Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2021-RPL1, Class A1, <br>1.13% <sup>(C)</sup>, 07/25/2060 <sup>(A)</sup> <br>| 2237478 | 2062185 |
| Mill City Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1, <br>3.25% <sup>(C)</sup>, 10/25/2069 <sup>(A)</sup> <br>| 2156306 | 2113836 |
| New Residential Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2016-2A, Class A1, <br>3.75% <sup>(C)</sup>, 11/26/2035 <sup>(A)</sup> <br>| 194729 | 190492 |
| &nbsp;&nbsp;&nbsp; Series 2017-1A, Class A1, <br>4.00% <sup>(C)</sup>, 02/25/2057 <sup>(A)</sup> <br>| 985960 | 967672 |
| &nbsp;&nbsp;&nbsp; Series 2017-2A, Class A3, <br>4.00% <sup>(C)</sup>, 03/25/2057 <sup>(A)</sup> <br>| 3447874 | 3373320 |
| &nbsp;&nbsp;&nbsp; Series 2017-3A, Class A1, <br>4.00% <sup>(C)</sup>, 04/25/2057 <sup>(A)</sup> <br>| 330526 | 322414 |
| &nbsp;&nbsp;&nbsp; Series 2018-2A, Class A1, <br>4.50% <sup>(C)</sup>, 02/25/2058 <sup>(A)</sup> <br>| 202449 | 201602 |
| &nbsp;&nbsp;&nbsp; Series 2018-RPL1, Class A1, <br>3.50% <sup>(C)</sup>, 12/25/2057 <sup>(A)</sup> <br>| 1766949 | 1727333 |
| &nbsp;&nbsp;&nbsp; Series 2019-2A, Class A1, <br>4.25% <sup>(C)</sup>, 12/25/2057 <sup>(A)</sup> <br>| 821083 | 812483 |
| &nbsp;&nbsp;&nbsp; Series 2019-3A, Class A1A, <br>3.75% <sup>(C)</sup>, 11/25/2058 <sup>(A)</sup> <br>| 2441368 | 2375859 |
| &nbsp;&nbsp;&nbsp; Series 2019-4A, Class A1B, <br>3.50% <sup>(C)</sup>, 12/25/2058 <sup>(A)</sup> <br>| 2884620 | 2727529 |
| &nbsp;&nbsp;&nbsp; Series 2019-5A, Class A1B, <br>3.50% <sup>(C)</sup>, 08/25/2059 <sup>(A)</sup> <br>| 3222009 | 3073601 |
| &nbsp;&nbsp;&nbsp; Series 2019-6A, Class A1B, <br>3.50% <sup>(C)</sup>, 09/25/2059 <sup>(A)</sup> <br>| 2293264 | 2195949 |
| &nbsp;&nbsp;&nbsp; Series 2019-RPL2, Class A1, <br>3.25% <sup>(C)</sup>, 02/25/2059 <sup>(A)</sup> <br>| 2268739 | 2220656 |
| &nbsp;&nbsp;&nbsp; Series 2020-1A, Class A1B, <br>3.50% <sup>(C)</sup>, 10/25/2059 <sup>(A)</sup> <br>| 3129404 | 2961281 |
| OBX Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2023-NQM4, Class A1, <br>6.11% <sup>(C)</sup>, 03/25/2063 <sup>(A)</sup> <br>| 6051441 | 6057682 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM14, Class A1, <br>4.94% <sup>(C)</sup>, 09/25/2064 <sup>(A)</sup> <br>| 4278113 | 4291921 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM3, Class A1, <br>6.13% <sup>(C)</sup>, 12/25/2063 <sup>(A)</sup> <br>| 5562840 | 5624668 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM4, Class A1, <br>6.07% <sup>(C)</sup>, 01/25/2064 <sup>(A)</sup> <br>| 972415 | 982342 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM5, Class A1, <br>5.99% <sup>(C)</sup>, 01/25/2064 <sup>(A)</sup> <br>| 1180076 | 1193973 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM6, Class A1, <br>6.45% <sup>(C)</sup>, 02/25/2064 <sup>(A)</sup> <br>| 2480705 | 2518410 |
| &nbsp;&nbsp;&nbsp; Series 2024-NQM8, Class A1, <br>6.23% <sup>(C)</sup>, 05/25/2064 <sup>(A)</sup> <br>| 3819469 | 3873135 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM18, Class A1, <br>5.06% <sup>(C)</sup>, 09/25/2065 <sup>(A)</sup> <br>| 7678968 | 7726963 |
| &nbsp;&nbsp;&nbsp; Series 2025-NQM2, Class A1, <br>5.60% <sup>(C)</sup>, 11/25/2064 <sup>(A)</sup> <br>| 3783791 | 3828338 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** | **MORTGAGE-BACKED SECURITIES (continued)** |
| RALI Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2006-QO1, Class 3A1, <br>1-Month Term SOFR + 0.65%, <br>4.33% <sup>(C)</sup>, 02/25/2046<br>| $2033992 | $716295 |
| &nbsp;&nbsp;&nbsp; Series 2007-QH5, Class AI1, <br>1-Month Term SOFR + 0.53%, <br>4.21% <sup>(C)</sup>, 06/25/2037<br>| 88457 | 55059 |
| Residential Asset Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2004-A4, Class A11, <br>5.50%, 08/25/2034<br>| 986731 | 956625 |
| Towd Point Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017-4, Class A1, <br>2.75% <sup>(C)</sup>, 06/25/2057 <sup>(A)</sup> <br>| 693836 | 682930 |
| &nbsp;&nbsp;&nbsp; Series 2017-6, Class A1, <br>2.75% <sup>(C)</sup>, 10/25/2057 <sup>(A)</sup> <br>| 2724034 | 2689980 |
| &nbsp;&nbsp;&nbsp; Series 2018-2, Class A1, <br>3.25% <sup>(C)</sup>, 03/25/2058 <sup>(A)</sup> <br>| 352098 | 349109 |
| &nbsp;&nbsp;&nbsp; Series 2018-4, Class A1, <br>3.00% <sup>(C)</sup>, 06/25/2058 <sup>(A)</sup> <br>| 2265426 | 2164652 |
| &nbsp;&nbsp;&nbsp; Series 2018-5, Class A1A, <br>3.25% <sup>(C)</sup>, 07/25/2058 <sup>(A)</sup> <br>| 218136 | 216414 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class A1, <br>3.75% <sup>(C)</sup>, 03/25/2058 <sup>(A)</sup> <br>| 4289336 | 4189335 |
| &nbsp;&nbsp;&nbsp; Series 2019-4, Class A1, <br>2.90% <sup>(C)</sup>, 10/25/2059 <sup>(A)</sup> <br>| 1432931 | 1385196 |
| &nbsp;&nbsp;&nbsp; Series 2020-4, Class A1, <br>1.75%, 10/25/2060 <sup>(A)</sup> <br>| 7240334 | 6635164 |
| &nbsp;&nbsp;&nbsp; Series 2022-1, Class A1, <br>3.75% <sup>(C)</sup>, 07/25/2062 <sup>(A)</sup> <br>| 2976950 | 2856137 |
| &nbsp;&nbsp;&nbsp; Series 2023-1, Class A1, <br>3.75%, 01/25/2063 <sup>(A)</sup> <br>| 5771643 | 5607181 |
| VEGAS Trust |  |  |
| 5.52%, 11/10/2039 <sup>(A)</sup> <br>| 11850000 | 11983527 |
| Verus Securitization Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2024-7, Class A1, <br>5.10% <sup>(C)</sup>, 09/25/2069 <sup>(A)</sup> <br>| 7470430 | 7503254 |
| &nbsp;&nbsp; **Total Mortgage-Backed Securities** <br>**(Cost $263,638,207)**<br>|  | 258476399 |
| **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.7%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.7%**  | **U.S. GOVERNMENT AGENCY OBLIGATIONS - 8.7%**  |
| Federal Home Loan Mortgage Corp. |  |  |
| 5.50%, 04/01/2053 - 07/01/2053 | 17857718 | 18159208 |
| &nbsp;&nbsp; Federal Home Loan Mortgage Corp. <br> Multifamily Structured Pass-Through <br>Certificates |  |  |
| 3.19%, 07/25/2027 | 5857000 | 5806942 |
| Federal Home Loan Mortgage Corp., <br> Interest Only STRIPS |  |  |
| 5.00%, 08/01/2035 | 234628 | 29909 |
| Federal National Mortgage Association |  |  |
| 4.50%, 08/01/2052 | 6071416 | 5972392 |
| 5.00%, 03/01/2053 - 02/01/2054 | 28266597 | 28407975 |
| 5.50%, 03/01/2053 | 6373390 | 6494198 |
| 6.00%, 06/01/2054 | 8385541 | 8609058 |
| Uniform Mortgage-Backed Security, TBA |  |  |
| 2.00%, 02/01/2056 <sup>(E)</sup> <br>| 61000000 | 49473254 |
| 2.50%, 02/01/2056 <sup>(E)</sup> <br>| 31316000 | 26577035 |
| 5.50%, 02/01/2056 <sup>(E)</sup> <br>| 61224000 | 62075657 |
| &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $209,837,380)** | &nbsp;&nbsp; **Total U.S. Government Agency Obligations** <br>**(Cost $209,837,380)** | 211605628 |

---

**Transamerica Funds**

**Page 11**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **FOREIGN GOVERNMENT OBLIGATIONS - 1.1%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 1.1%**  | **FOREIGN GOVERNMENT OBLIGATIONS - 1.1%**  |
| **Colombia - 0.2%**  | **Colombia - 0.2%**  | **Colombia - 0.2%**  |
| Colombia Government International Bonds |  |  |
| 7.75%, 11/07/2036 | $4518000 | $4719955 |
| **Cote d'Ivoire - 0.3%**  | **Cote d'Ivoire - 0.3%**  | **Cote d'Ivoire - 0.3%**  |
| Ivory Coast Government International Bonds |  |  |
| 8.25%, 01/30/2037 <sup>(A)</sup> <br>| 5813000 | 6271897 |
| **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  | **Dominican Republic - 0.2%**  |
| Dominican Republic International Bonds |  |  |
| 4.88%, 09/23/2032 <sup>(A)</sup> <br>| 782000 | 747772 |
| 6.60%, 06/01/2036 <sup>(A)</sup> <br>| 5006000 | 5228767 |
|  |  | 5976539 |
| **Ecuador - 0.1%**  | **Ecuador - 0.1%**  | **Ecuador - 0.1%**  |
| Ecuador Government International Bonds |  |  |
| Zero Coupon, 07/31/2030 <sup>(A)</sup> <br>| 119808 | 100639 |
| 5.00% <sup>(H)</sup>, 07/31/2040 <sup>(A)</sup> <br>| 435840 | 359568 |
| 6.90%, 07/31/2035 <sup>(A)</sup> <br>| 740626 | 674710 |
|  |  | 1134917 |
| **Israel - 0.1%**  | **Israel - 0.1%**  | **Israel - 0.1%**  |
| Israel Government International Bonds |  |  |
| 5.00%, 01/13/2036 | 3380000 | 3328479 |
| **Peru - 0.1%**  | **Peru - 0.1%**  | **Peru - 0.1%**  |
| Corporacion Financiera de Desarrollo SA |  |  |
| 5.50%, 05/06/2030 <sup>(A)</sup> <br>| 2400000 | 2475468 |
| **Uzbekistan - 0.1%**  | **Uzbekistan - 0.1%**  | **Uzbekistan - 0.1%**  |
| Republic of Uzbekistan International Bonds |  |  |
| 3.90%, 10/19/2031 <sup>(A)</sup> <br>| 3049000 | 2830518 |
| &nbsp;&nbsp; **Total Foreign Government Obligations** <br>**(Cost $25,959,788)**<br>|  | 26737773 |
| **LOAN ASSIGNMENT - 0.0% \*** | **LOAN ASSIGNMENT - 0.0% \*** | **LOAN ASSIGNMENT - 0.0% \*** |
| **Software - 0.0% \*** | **Software - 0.0% \*** | **Software - 0.0% \*** |
| &nbsp;&nbsp; Rackspace Finance LLC <br>1st Lien Term Loan, <br>1-Month Term SOFR + 6.25%, <br>10.11% <sup>(C)</sup>, 05/15/2028<br>| 300662 | 297204 |
| &nbsp;&nbsp; **Total Loan Assignment** <br>**(Cost $286,685)**<br>|  | 297204 |
| **COMMERCIAL PAPER - 5.4%**  | **COMMERCIAL PAPER - 5.4%**  | **COMMERCIAL PAPER - 5.4%**  |
| **Banks - 1.0%**  | **Banks - 1.0%**  | **Banks - 1.0%**  |
| Credit Agricole Corporate & Investment <br> Bank SA |  |  |
| 3.89% <sup>(I)</sup>, 03/12/2026 | 2950000 | 2937840 |
| Sheffield Receivables Co. LLC |  |  |
| 4.10% <sup>(I)</sup>, 02/19/2026 <sup>(A)</sup> <br>| 21000000 | 20956503 |
|  |  | 23894343 |
| **Capital Markets - 0.5%**  | **Capital Markets - 0.5%**  | **Capital Markets - 0.5%**  |
| Lexington Parker Capital Co. LLC |  |  |
| 3.88% <sup>(I)</sup>, 04/22/2026 <sup>(A)</sup> <br>| 10550000 | 10459165 |
| Verto Capital I Compartment A |  |  |
| 4.06% <sup>(I)</sup>, 03/04/2026 <sup>(A)</sup> <br>| 1000000 | 996460 |
|  |  | 11455625 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** | **COMMERCIAL PAPER (continued)** |
| **Financial Services - 3.9%**  | **Financial Services - 3.9%**  | **Financial Services - 3.9%**  |
| Alinghi Funding Co. LLC |  |  |
| 3.84% <sup>(I)</sup>, 04/28/2026 <sup>(A)</sup> <br>| $10000000 | $9909507 |
| Anglesea Funding LLC |  |  |
| 4.02% <sup>(I)</sup>, 02/10/2026 <sup>(A)</sup> <br>| 21000000 | 20976266 |
| Columbia Funding Co. LLC |  |  |
| 4.11% <sup>(I)</sup>, 03/17/2026 <sup>(A)</sup> <br>| 5000000 | 4976110 |
| Liberty Street Funding LLC |  |  |
| 4.02% <sup>(I)</sup>, 03/02/2026 <sup>(A)</sup> <br>| 4700000 | 4684901 |
| LMA-Americas LLC |  |  |
| 4.08% <sup>(I)</sup>, 02/05/2026 <sup>(A)</sup> <br>| 1200000 | 1199263 |
| Mainbeach Funding LLC |  |  |
| 4.08% <sup>(I)</sup>, 03/02/2026 <sup>(A)</sup> <br>| 300000 | 299031 |
| Manhattan Asset Funding Co. LLC |  |  |
| 3.82% <sup>(I)</sup>, 05/15/2026 <sup>(A)</sup> <br>| 2850000 | 2818994 |
| MUFG Securities Canada Ltd. |  |  |
| 3.88% <sup>(I)</sup>, 04/22/2026 <sup>(A)</sup> <br>| 24000000 | 23793562 |
| Versailles Commercial Paper LLC |  |  |
| 3.85% <sup>(I)</sup>, 04/06/2026 | 740000 | 734888 |
| 3.87% <sup>(I)</sup>, 04/06/2026 | 19000000 | 18868748 |
| Verto Capital I Compartment A |  |  |
| 3.89% <sup>(I)</sup>, 04/29/2026 <sup>(A)</sup> <br>| 500000 | 495240 |
| Victory Receivables Corp. |  |  |
| 3.91% <sup>(I)</sup>, 03/13/2026 <sup>(A)</sup> <br>| 6000000 | 5973750 |
|  |  | 94730260 |
| &nbsp;&nbsp; **Total Commercial Paper** <br>**(Cost $130,084,055)**<br>|  | 130080228 |
| **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  | **SHORT-TERM U.S. GOVERNMENT OBLIGATION - 0.4%**  |
| &nbsp;&nbsp; U.S. Treasury Bills <br>3.64% <sup>(I)</sup>, 04/16/2026<br>| 11133000 | 11051932 |
| &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $11,050,384)** | &nbsp;&nbsp; **Total Short-Term U.S. Government Obligation** <br>**(Cost $11,050,384)** | 11051932 |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **OTHER INVESTMENT COMPANY - 1.6%**  | **OTHER INVESTMENT COMPANY - 1.6%**  | **OTHER INVESTMENT COMPANY - 1.6%**  |
| **Securities Lending Collateral - 1.6%**  | **Securities Lending Collateral - 1.6%**  | **Securities Lending Collateral - 1.6%**  |
| &nbsp;&nbsp; State Street Navigator Securities Lending <br> Trust - Government Money Market Portfolio, <br> 3.67% <sup>(I)</sup> <br>| 38544325 | 38544325 |
| &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $38,544,325)** | &nbsp;&nbsp; **Total Other Investment Company** <br>**(Cost $38,544,325)** | 38544325 |

---

**Transamerica Funds**

**Page 12**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal** | **Value** |
| **REPURCHASE AGREEMENT - 2.7%**  | **REPURCHASE AGREEMENT - 2.7%**  | **REPURCHASE AGREEMENT - 2.7%**  |
| &nbsp;&nbsp; Fixed Income Clearing Corp., <br>1.35% <sup>(I)</sup>, dated 01/30/2026, to be <br> repurchased at $65,077,107 on 02/02/2026. <br> Collateralized by a U.S. Government <br> Obligation, 2.50%, due 03/31/2027, and <br> with a value of $66,371,375.<br>| $65069787 | $65069787 |
| &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $65,069,787)** | &nbsp;&nbsp; **Total Repurchase Agreement** <br>**(Cost $65,069,787)** | 65069787 |
| &nbsp;&nbsp; **Total Investments** <br>**(Cost $2,654,462,508)** | &nbsp;&nbsp; **Total Investments** <br>**(Cost $2,654,462,508)** | 2624929614 |
| **Net Other Assets (Liabilities) - (8.1)%** | **Net Other Assets (Liabilities) - (8.1)%** | (197673149) |
| **Net Assets - 100.0%** | **Net Assets - 100.0%** | **$2427256465** |

---

**INVESTMENT VALUATION:**

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** <sup>(J)</sup> <br>|  |  |  |  |
|  | **Level 1 -** <br>**Unadjusted** <br>**Quoted Prices**<br>| **Level 2 -** <br>**Other Significant** <br>**Observable Inputs**<br>| **Level 3 -** <br>**Significant** <br>**Unobservable Inputs**<br>| **Value** |
| **ASSETS** |  |  |  |  |
| **Investments** |  |  |  |  |
| Corporate Debt Securities | $— | &nbsp;&nbsp; $1058337844 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $1058337844 |
| U.S. Government Obligations |  | &nbsp;&nbsp; 537725961 | &nbsp;&nbsp; — | &nbsp;&nbsp; 537725961 |
| Asset-Backed Securities |  | &nbsp;&nbsp; 287002533 | &nbsp;&nbsp; — | &nbsp;&nbsp; 287002533 |
| Mortgage-Backed Securities |  | &nbsp;&nbsp; 258476399 | &nbsp;&nbsp; — | &nbsp;&nbsp; 258476399 |
| U.S. Government Agency Obligations |  | &nbsp;&nbsp; 211605628 | &nbsp;&nbsp; — | &nbsp;&nbsp; 211605628 |
| Foreign Government Obligations |  | &nbsp;&nbsp; 26737773 | &nbsp;&nbsp; — | &nbsp;&nbsp; 26737773 |
| Loan Assignment |  | &nbsp;&nbsp; 297204 | &nbsp;&nbsp; — | &nbsp;&nbsp; 297204 |
| Commercial Paper |  | &nbsp;&nbsp; 130080228 | &nbsp;&nbsp; — | &nbsp;&nbsp; 130080228 |
| Short-Term U.S. Government Obligation |  | &nbsp;&nbsp; 11051932 | &nbsp;&nbsp; — | &nbsp;&nbsp; 11051932 |
| Other Investment Company | 38544325 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 38544325 |
| Repurchase Agreement |  | &nbsp;&nbsp; 65069787 | &nbsp;&nbsp; — | &nbsp;&nbsp; 65069787 |
| **Total Investments** | **$38544325** | &nbsp;&nbsp; **$2586385289** | &nbsp;&nbsp; **$—** | &nbsp;&nbsp; **$2624929614** |

---

**FOOTNOTES TO SCHEDULE OF INVESTMENTS:** 

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

<sup>(A)</sup> *Security is exempt from registration pursuant to Rule 144A of the Securities Act of 1933. Security may be resold as transactions exempt from* *registration, normally to qualified institutional buyers. At January 31, 2026, the total value of 144A securities is $1,007,852,073, representing 41.5% of* *the Fund's net assets.* 

<sup>(B)</sup> *All or a portion of the security is on loan. The total value of the securities on loan is $38,038,963, collateralized by cash collateral of $38,544,325 and* *non-cash collateral, such as U.S. government securities of $294,320. The amount on loan indicated may not correspond with the securities on loan* *identified because a security with pending sales are in the process of recall from the brokers.* 

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

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

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

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

<sup>(G)</sup> *Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts from registration securities offered and sold outside* *the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the* *registration requirements of the Securities Act of 1933. At January 31, 2026, the total value of the Regulation S securities is $6,703,961, representing* *0.3% of the Fund's net assets.* 

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

**Transamerica Funds**

**Page 13**

------

**Transamerica Bond**

------

**SCHEDULE OF INVESTMENTS (continued)**

**At January 31, 2026**

**(unaudited)**

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

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

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

**PORTFOLIO ABBREVIATION(S):** 

---

| | |
|:---|:---|
| *REIT* | *Real Estate Investment Trust* |
| *SOFR* | *Secured Overnight Financing Rate* |
| *STRIPS* | *Separate Trading of Registered Interest and Principal of Securities* |
| *TBA* | *To Be Announced* |

---

**Transamerica Funds**

**Page 14**

------

**Transamerica Bond**

------

**NOTES TO SCHEDULE OF INVESTMENTS**

**At January 31, 2026**

**(unaudited)**

**INVESTMENT VALUATION**

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

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

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

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

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

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

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

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

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

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

*Commercial paper:* Commercial paper is valued using amortized cost, which approximates fair value. The values are generally categorized in Level 2 of the fair value hierarchy, or Level 3 if inputs are unobservable.

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

**Transamerica Funds**

**Page 15**

------

**Transamerica Bond**

------

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

**At January 31, 2026**

**(unaudited)**

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

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

*Mortgage-backed securities:* The fair value of mortgage-backed securities is estimated based on models that consider issuer type, coupon, cash flows, mortgage prepayment projection tables and adjustable rate mortgage evaluations that incorporate index data, periodic life caps and the next coupon reset date. To the extent the inputs are observable and timely, the values would generally be categorized in Level 2 of the fair value hierarchy; otherwise they are categorized in Level 3.

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

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

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

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

*Repurchase agreements:* Repurchase agreements are valued at cost, which approximates fair value. To the extent the inputs are observable and timely, the values are generally categorized in Level 2 of the fair value hierarchy.

**Transamerica Funds**

**Page 16**

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** TRANSAMERICA FUNDS

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

**Item A.2. Information about the Series.**

- **a. Name of Series:** Transamerica Bond

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2676275673.50

**Total Liabilities:** $253927417.18

**Net Assets:** $2422348256.32

**Delayed Delivery Securities:** $165216457.80

**Cash Not Reported:** $87.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3148.22000000 | **1-Year:** -70970.76000000 | **5-Year:** -234064.74000000 | **10-Year:** -276362.16000000 | **30-Year:** -48987.90000000

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

- **3-Month:** -1135.32000000 | **1-Year:** -22888.16000000 | **5-Year:** -52086.41000000 | **10-Year:** -28200.92000000 | **30-Year:** -4091.96000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021244 | 0.59%                | -0.27%               | 0.33%                |
| Class ID C000021246 | 0.53%                | -0.34%               | 0.27%                |
| Class ID C000021247 | 0.61%                | -0.24%               | 0.37%                |
| Class ID C000081828 | 0.61%                | -0.24%               | 0.36%                |
| Class ID C000156745 | 0.61%                | -0.24%               | 0.24%                |
| Class ID C000234684 | 0.57%                | -0.29%               | 0.32%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-770624.44              | $6559189.66                                |
| Month 2  | $-841159.79              | $-13940067.88                              |
| Month 3  | $-3255881.38             | $2289537.52                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                     | ADT Security Corp.                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   5252000 | PA      | $5116935.37   | 0.21%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                         | Aptiv Swiss Holdings Ltd.                                                         | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |   1867000 | PA      | $1744428.11   | 0.07%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ASP UNIFRAX HOLDINGS INC                         | ASP Unifrax Holdings, Inc.                                                        | CUSIP: 00218LAH4<br>LEI: 549300RRU6BWJLD0YT71 | Long             | DBT              | CORP              | US        |    516495 | PA      | $41319.60     | 0.00%             | 2029-09-30      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1180808 | PA      | $1108759.95   | 0.05%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Accelerated Assets                               | Accelerated LLC                                                                   | CUSIP: 00439KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    707198 | PA      | $656377.09    | 0.03%             | 2040-10-20      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2097000 | PA      | $2083117.55   | 0.09%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                           | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5230000 | PA      | $5179347.61   | 0.21%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 013092AC5<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   4995000 | PA      | $4991270.28   | 0.21%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 01309QAB4<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |    561000 | PA      | $572837.89    | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                           | Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC              | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |   4509000 | PA      | $4434482.78   | 0.18%             | 2034-03-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                               | Alcon Finance Corp.                                                               | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    739000 | PA      | $744047.62    | 0.03%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALINGHI FUNDING CO LLC                           | Alinghi Funding Co. LLC                                                           | CUSIP: 01626GDU7<br>LEI: 549300VRDDZC1N8S3N22 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9909507.00   | 0.41%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61000000 | PA      | $49473253.95  | 2.04%             | 2056-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31316000 | PA      | $26577035.21  | 1.10%             | 2056-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                             | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  61224000 | PA      | $62075657.06  | 2.56%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                               | Ally Financial, Inc.                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $1159280.72   | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                          | American Airlines Pass-Through Trust                                              | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1280361 | PA      | $1215898.64   | 0.05%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                            | American Homes 4 Rent LP                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |   5199000 | PA      | $5322527.10   | 0.22%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group, Inc.                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1885862.92   | 0.08%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Home Mortgage Assets                    | American Home Mortgage Assets Trust                                               | CUSIP: 026930AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201860 | PA      | $182917.63    | 0.01%             | 2047-03-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2919000 | PA      | $2132460.53   | 0.09%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen, Inc.                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2264000 | PA      | $2280902.16   | 0.09%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 25 Ltd.                                                     | CUSIP: 03329WAG2<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4403181.20   | 0.18%             | 2035-04-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| ANGLESEA FUNDING LLC                             | Anglesea Funding LLC                                                              | CUSIP: 0347M3BA1<br>LEI: 549300JC7SH8MD7E2Z33 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20976265.80  | 0.87%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                         | Angel Oak Mortgage Trust                                                          | CUSIP: 034934AA7<br>LEI: 254900HC0S1X9R2JZB30 | Long             | ABS-MBS          | CORP              | US        |   6173252 | PA      | $6244232.91   | 0.26%             | 2070-01-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                              | Elevance Health, Inc.                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2581588.42   | 0.11%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                    | AppLovin Corp.                                                                    | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3899645.82   | 0.16%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                               | Aqua Finance Trust                                                                | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759230 | PA      | $700466.80    | 0.03%             | 2046-07-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                 | ArcelorMittal SA                                                                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   4541000 | PA      | $4726012.83   | 0.20%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | ARES Capital Corp.                                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3508000 | PA      | $3454497.25   | 0.14%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                            | Arrow Electronics, Inc.                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   1674000 | PA      | $1743375.85   | 0.07%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                              | Ashtead Capital, Inc.                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   3549000 | PA      | $3668194.66   | 0.15%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                           | Asurion LLC & Asurion Co-Issuer, Inc.                                             | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1617357.35   | 0.07%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                           | Aviation Capital Group LLC                                                        | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1577817.80   | 0.07%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4255000 | PA      | $4357757.82   | 0.18%             | 2028-08-21      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC         | Avis Budget Rental Car Funding AESOP LLC                                          | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   6610000 | PA      | $6824148.80   | 0.28%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5581000 | PA      | $5799050.06   | 0.24%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                         | Avolon Holdings Funding Ltd.                                                      | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4731000 | PA      | $4758508.54   | 0.20%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXA SA                                           | AXA SA                                                                            | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |   5184000 | PA      | $6075064.64   | 0.25%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust                                        | CUSIP: 05492PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4756032.00   | 0.20%             | 2032-11-05      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc     | BAMLL Commercial Mortgage Securities Trust                                        | CUSIP: 05492PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3970000 | PA      | $3716739.41   | 0.15%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp.                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3324271.82   | 0.14%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp.                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5893200.57   | 0.24%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BBVA MEX BANCA GRUPO TX                          | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico         | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   4265000 | PA      | $4269358.83   | 0.18%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7065000 | PA      | $6394517.37   | 0.26%             | 2037-03-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC      | BBCMS Mortgage Trust                                                              | CUSIP: 05548WAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $714217.35    | 0.03%             | 2037-03-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                      | BNP Paribas SA                                                                    | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6095000 | PA      | $6509947.60   | 0.27%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 05608TAA9<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |    336674 | PA      | $328259.02    | 0.01%             | 2036-02-28      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BX Trust                                                                          | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7222000 | PA      | $7344635.34   | 0.30%             | 2042-12-13      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2800000 | PA      | $2844707.49   | 0.12%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $2920277.00   | 0.12%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   8985000 | PA      | $9370529.46   | 0.39%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp.                                                             | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7396000 | PA      | $7650999.81   | 0.32%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                     | Barclays PLC                                                                      | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1516000 | PA      | $1579761.14   | 0.07%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO X Ltd.                                                              | CUSIP: 07132JBN3<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3678164.18   | 0.15%             | 2035-01-24      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AD9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $557158.11    | 0.02%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AJ6<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   3400000 | PA      | $2418250.00   | 0.10%             | 2030-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AK3<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    520000 | PA      | $411398.00    | 0.02%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AL1<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $212220.00    | 0.01%             | 2031-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH COS INC                            | Bausch Health Cos., Inc.                                                          | CUSIP: 071734AM9<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |    970000 | PA      | $739625.00    | 0.03%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                         | Baxter International, Inc.                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2891000 | PA      | $2915559.91   | 0.12%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                          | Bayer U.S. Finance II LLC                                                         | CUSIP: 07274NAZ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2805000 | PA      | $2632342.07   | 0.11%             | 2034-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                          | Bayer U.S. Finance II LLC                                                         | CUSIP: 07274NBA0<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1273725.44   | 0.05%             | 2035-07-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp.                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2127941.39   | 0.09%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp.                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1854000 | PA      | $1852905.32   | 0.08%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                           | Blackstone Reg Finance Co. LLC                                                    | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |   1836000 | PA      | $1815916.11   | 0.07%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co.                                                                        | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2288401.48   | 0.09%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                        | Boeing Co.                                                                        | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3136000 | PA      | $3085994.85   | 0.13%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3612000 | PA      | $3995758.49   | 0.16%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                    | Boeing Co.                                                                        | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2260819.45   | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                             | Boston Properties LP                                                              | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |   2766000 | PA      | $2830678.10   | 0.12%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BOYNE USA INC                                    | Boyne USA, Inc.                                                                   | CUSIP: 103557AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $985779.83    | 0.04%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 105698AC8<br>LEI: 254900T3YTF92WA96N66 | Long             | ABS-MBS          | CORP              | US        |   4148022 | PA      | $4186115.45   | 0.17%             | 2064-10-27      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569KAA5<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   5455655 | PA      | $5509972.33   | 0.23%             | 2064-02-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569LAA3<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |    830233 | PA      | $840393.87    | 0.03%             | 2064-03-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                  | BRAVO Residential Funding Trust                                                   | CUSIP: 10569MAC7<br>LEI: 2549000KHGUZMZ31N203 | Long             | ABS-MBS          | CORP              | US        |   5263128 | PA      | $5316484.09   | 0.22%             | 2064-12-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                          | Bristol-Myers Squibb Co.                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1539000 | PA      | $1503445.91   | 0.06%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom, Inc.                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   5567000 | PA      | $4787292.49   | 0.20%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom, Inc.                                                                    | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2593404.60   | 0.11%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown, Inc.                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1270001.43   | 0.05%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown, Inc.                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4804000 | PA      | $4915147.22   | 0.20%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource, Inc.                                                        | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2329142.44   | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                           | Bunge Ltd. Finance Corp.                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5554748.52   | 0.23%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BXG Receivables Note Trust                       | BXG Receivables Note Trust                                                        | CUSIP: 123919AA0<br>LEI: 549300MVRSYZ837KPY83 | Long             | ABS-O            | CORP              | US        |   1447788 | PA      | $1475074.07   | 0.06%             | 2038-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BX Trust                                         | BXP Trust                                                                         | CUSIP: 12433QAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1825000 | PA      | $1277500.00   | 0.05%             | 2034-11-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB5 LP                                                                       | CUSIP: 12510HAM2<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   4057342 | PA      | $3992071.29   | 0.16%             | 2051-08-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | CARS-DB7 LP                                                                       | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            |  | US        |   3743333 | PA      | $3767686.71   | 0.16%             | 2053-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital Automotive Reit                          | Capital Automotive REIT                                                           | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-O            |  | US        |  11047600 | PA      | $10834512.05  | 0.45%             | 2054-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                         | CHS/Community Health Systems, Inc.                                                | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1927000 | PA      | $1816995.47   | 0.08%             | 2030-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group                                                                       | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2791000 | PA      | $2597334.97   | 0.11%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                  | Cigna Group                                                                       | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   3989000 | PA      | $4044608.61   | 0.17%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                        | CIM Trust                                                                         | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3322061 | PA      | $3081574.60   | 0.13%             | 2061-07-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                    | CHI Commercial Mortgage Trust                                                     | CUSIP: 12577HAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7420000 | PA      | $7490613.91   | 0.31%             | 2040-12-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                  | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   2454000 | PA      | $1488641.06   | 0.06%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 126405AA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   8660675 | PA      | $7864174.47   | 0.32%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12656TAB4<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   5887268 | PA      | $5026374.79   | 0.21%             | 2060-01-25      | Variable      | 1.11%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12657GAA3<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2769294 | PA      | $2525408.61   | 0.10%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                     | CSMC Trust                                                                        | CUSIP: 12661GAA7<br>LEI: 549300818AKCJ4Q9TD76 | Long             | ABS-MBS          | CORP              | US        |   2591978 | PA      | $2303374.34   | 0.10%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                  | CSL Finance PLC                                                                   | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   4446000 | PA      | $4014429.54   | 0.17%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2984000 | PA      | $2991225.40   | 0.12%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4579000 | PA      | $4792592.03   | 0.20%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp.                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4506000 | PA      | $4584739.65   | 0.19%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 12665LAA2<br>LEI: 213800Z2Q6LED8DB8K38 | Long             | ABS-MBS          | CORP              | US        |   2094308 | PA      | $2117478.50   | 0.09%             | 2069-04-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust               | Alternative Loan Trust                                                            | CUSIP: 12667GCH4<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    441467 | PA      | $421689.27    | 0.02%             | 2035-05-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust               | Alternative Loan Trust                                                            | CUSIP: 12668BJU8<br>LEI: 5493004SLAYUFMHIS127 | Long             | ABS-MBS          | CORP              | US        |    656956 | PA      | $626001.15    | 0.03%             | 2036-03-25      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust                                                   | CUSIP: 126694YQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1178566 | PA      | $1079499.79   | 0.04%             | 2036-02-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                           | CHL Mortgage Pass-Through Trust                                                   | CUSIP: 12669GUR0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     49233 | PA      | $47019.61     | 0.00%             | 2035-04-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                     | CaixaBank SA                                                                      | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1754000 | PA      | $1955229.90   | 0.08%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                           | Canadian Imperial Bank of Commerce                                                | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3080000 | PA      | $3178334.51   | 0.13%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                         | Canadian Pacific Railway Co.                                                      | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   7926000 | PA      | $7129404.74   | 0.29%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6106000 | PA      | $6369008.74   | 0.26%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1104701.00   | 0.05%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5581000 | PA      | $5503259.80   | 0.23%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp.                                                       | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2626000 | PA      | $2621205.87   | 0.11%             | 2037-01-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                      | Cargill, Inc.                                                                     | CUSIP: 141781CD4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   3579000 | PA      | $3675318.84   | 0.15%             | 2035-02-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos., Inc.                                                               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   1546000 | PA      | $1574388.13   | 0.06%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   2588000 | PA      | $2662296.30   | 0.11%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                    | Carnival Corp.                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1877000 | PA      | $1927724.05   | 0.08%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                     | Centene Corp.                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   4221000 | PA      | $3894005.46   | 0.16%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities, Inc.                                                         | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   2383000 | PA      | $2267850.56   | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities, Inc.                                                         | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1069486.18   | 0.04%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                         | Charter Communications Operating LLC/Charter Communications Operating Capital     | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3926000 | PA      | $3091704.55   | 0.13%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2911139.57   | 0.12%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   5421000 | PA      | $5278488.74   | 0.22%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $2003497.93   | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                            | Chile Electricity Lux MPC II SARL                                                 | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3930548 | PA      | $4032453.70   | 0.17%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                              | Citadel Finance LLC                                                               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   4657000 | PA      | $4767265.88   | 0.20%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17322GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22417 | PA      | $22048.89     | 0.00%             | 2035-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust Inc                | Citigroup Mortgage Loan Trust, Inc.                                               | CUSIP: 17324VAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    137100 | PA      | $133881.12    | 0.01%             | 2042-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup, Inc.                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1849000 | PA      | $1957688.10   | 0.08%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings, Inc.                                              | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   1392000 | PA      | $1377412.40   | 0.06%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| CLYDESDALE ACQUISITION                           | Clydesdale Acquisition Holdings, Inc.                                             | CUSIP: 18972EAA3<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   3895000 | PA      | $3929314.95   | 0.16%             | 2029-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds          | Colombia Government International Bonds                                           | CUSIP: 195325EP6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4518000 | PA      | $4719954.60   | 0.19%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19685AAA7<br>LEI: 213800AWBXHFGYDU9Q16 | Long             | ABS-MBS          | CORP              | US        |   8717963 | PA      | $8753895.78   | 0.36%             | 2069-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |   7082651 | PA      | $7192897.06   | 0.30%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                 | COLT Mortgage Loan Trust                                                          | CUSIP: 19688WAA6<br>LEI: 213800KKXAZ8LJ3W5A65 | Long             | ABS-MBS          | CORP              | US        |   3692179 | PA      | $3739011.50   | 0.15%             | 2069-07-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| COLUMBIA FUNDING CO                              | Columbia Funding Co. LLC                                                          | CUSIP: 19767DCH5<br>LEI: 549300O1V8MCLCRCFD82 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4976110.00   | 0.21%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBUS MCKINNON CORP                           | Columbus McKinnon Corp.                                                           | CUSIP: 199333AK1<br>LEI: 549300W3HQB0HO1F3G69 | Long             | DBT              | CORP              | US        |    608000 | PA      | $611161.60    | 0.03%             | 2033-02-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                     | Comcast Corp.                                                                     | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5240000 | PA      | $5268050.82   | 0.22%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands, Inc.                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2934000 | PA      | $2898904.69   | 0.12%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                               | CUSIP: 210385AL4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   6168000 | PA      | $5944452.25   | 0.25%             | 2031-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                         | Constellation Energy Generation LLC                                               | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2438906.98   | 0.10%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                         | Corebridge Financial, Inc.                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2219000 | PA      | $2318126.61   | 0.10%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORP FINANCIERA DE DESAR                         | Corp. Financiera de Desarrollo SA                                                 | CUSIP: 21987DAH7<br>LEI: 254900BOM7T4MG6T0J30 | Long             | DBT              | NUSS              | PE        |   2400000 | PA      | $2475468.00   | 0.10%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                      | Ivory Coast Government International Bonds                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |   5813000 | PA      | $6271896.76   | 0.26%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB NY                           | Credit Agricole Corporate & Investment Bank SA                                    | CUSIP: 22533UCC5<br>LEI: 254900BN8XS34XZDJ223 | Long             | STIV             | CORP              | US        |   2950000 | PA      | $2937840.40   | 0.12%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3042000 | PA      | $3026874.66   | 0.12%             | 2031-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                             | Cross Mortgage Trust                                                              | CUSIP: 22757XAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9378656 | PA      | $9423128.78   | 0.39%             | 2070-11-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                         | Crowdstrike Holdings, Inc.                                                        | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    583000 | PA      | $557834.30    | 0.02%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                              | DataBank Issuer LLC                                                               | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4727000 | PA      | $4717136.64   | 0.19%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                              | DataBank Issuer                                                                   | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5200000 | PA      | $5203760.12   | 0.21%             | 2056-02-25      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                          | Dell International LLC/EMC Corp.                                                  | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   4856000 | PA      | $4752273.17   | 0.20%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG                                                                  | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3701000 | PA      | $3696883.60   | 0.15%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                             | Diameter Capital CLO 1 Ltd.                                                       | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6268093.75   | 0.26%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC               | Diamond Infrastructure Funding LLC                                                | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375000 | PA      | $3286603.35   | 0.14%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy, Inc.                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4729000 | PA      | $4862802.52   | 0.20%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bonds                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    782000 | PA      | $747771.86    | 0.03%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                               | Dominican Republic International Bonds                                            | CUSIP: 25714PEZ7<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |   5006000 | PA      | $5228767.00   | 0.22%             | 2036-06-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                      | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5700000 | PA      | $5742653.10   | 0.24%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                     | Drive Auto Receivables Trust                                                      | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8611326.20   | 0.36%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                          | Dryden 80 CLO Ltd.                                                                | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2761997 | PA      | $2763286.95   | 0.11%             | 2033-01-17      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1312924.55   | 0.05%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp.                                                                 | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   5622000 | PA      | $5572980.49   | 0.23%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                         | EQT Corp.                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1201434.50   | 0.05%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                | Eaton Capital ULC                                                                 | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1955000 | PA      | $1970597.30   | 0.08%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                      | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2500000 | PA      | $2586555.00   | 0.11%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                     | Ecopetrol SA                                                                      | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   2195000 | PA      | $2253931.36   | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT                         | Element Fleet Management Corp.                                                    | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6758000 | PA      | $6904682.39   | 0.29%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                    | ELP Commercial Mortgage Trust                                                     | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4438000 | PA      | $4429175.04   | 0.18%             | 2042-11-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv, Inc.                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3903000 | PA      | $4201911.10   | 0.17%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge, Inc.                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5168000 | PA      | $5381420.11   | 0.22%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge, Inc.                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1751000 | PA      | $1787781.59   | 0.07%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4879000 | PA      | $4756655.22   | 0.20%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                      | Equinor ASA                                                                       | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   6817000 | PA      | $6767097.58   | 0.28%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                | Expedia Group, Inc.                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   4986000 | PA      | $5092399.74   | 0.21%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                           | Extra Space Storage LP                                                            | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |   4629000 | PA      | $4725873.95   | 0.20%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms, Inc.                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   4532000 | PA      | $4523858.40   | 0.19%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp.                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1555913.75   | 0.06%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                                 | Federal Home Loan Mortgage Corp., Interest Only STRIPS                            | CUSIP: 31282YDS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234628 | PA      | $29909.58     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5059816 | PA      | $5143176.91   | 0.21%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Federal Home Loan Mortgage Corp.                                                  | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12797902 | PA      | $13016030.80  | 0.54%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs. | Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates | CUSIP: 3137FAWS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5857000 | PA      | $5806941.98   | 0.24%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QRW66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6491027 | PA      | $6536703.75   | 0.27%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140QUVB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8385541 | PA      | $8609057.69   | 0.36%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6373390 | PA      | $6494197.72   | 0.27%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKS76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6071416 | PA      | $5972392.06   | 0.25%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKTV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5546858 | PA      | $5572973.33   | 0.23%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XKUQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6074243 | PA      | $6119200.86   | 0.25%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Federal National Mortgage Association                                             | CUSIP: 3140XPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10154469 | PA      | $10179096.78  | 0.42%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDEX FREIGHT HOLDING CO                         | Fedex Freight Holding Co., Inc.                                                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   2155000 | PA      | $2135282.89   | 0.09%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                               | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5636000 | PA      | $5597298.55   | 0.23%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                         | First Citizens BancShares, Inc.                                                   | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5372644.29   | 0.22%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                 | First National Master Notes Trust                                                 | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14450000 | PA      | $14483982.07  | 0.60%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv, Inc.                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3535864.57   | 0.15%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co. LLC                                                         | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2768000 | PA      | $2793805.15   | 0.12%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FORTITUDE GROUP HOLDINGS                         | Fortitude Group Holdings LLC                                                      | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1778000 | PA      | $1844196.04   | 0.08%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AA1<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   4081000 | PA      | $4218388.01   | 0.17%             | 2034-01-25      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                            | Foundry JV Holdco LLC                                                             | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   3633000 | PA      | $3810466.71   | 0.16%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT Trust                                                                        | CUSIP: 36169HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1584102 | PA      | $1598929.50   | 0.07%             | 2059-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP/GLP Financing II, Inc.                                             | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |   4376000 | PA      | $4384139.36   | 0.18%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                          | GSR Mortgage Loan Trust                                                           | CUSIP: 3622NAAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134120 | PA      | $59525.21     | 0.00%             | 2037-05-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| GSAA Home Equity Trust                           | GSAA Home Equity Trust                                                            | CUSIP: 362341Z44<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818747 | PA      | $329446.57    | 0.01%             | 2036-01-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics, Inc.                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   7187000 | PA      | $6488447.10   | 0.27%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                | GXO Logistics, Inc.                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2249000 | PA      | $2422434.83   | 0.10%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2774000 | PA      | $2830620.64   | 0.12%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                           | GE HealthCare Technologies, Inc.                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1472888.55   | 0.06%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GCAT                                             | GCAT Trust                                                                        | CUSIP: 36831QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8587639 | PA      | $8607256.98   | 0.36%             | 2070-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co.                                                              | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3922000 | PA      | $3537263.64   | 0.15%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co.                                                              | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   2873000 | PA      | $2892552.95   | 0.12%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                              | General Electric Co.                                                              | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1446000 | PA      | $1561153.54   | 0.06%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                | General Motors Co.                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   2887000 | PA      | $2945151.57   | 0.12%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2336000 | PA      | $2471610.45   | 0.10%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co., Inc.                                                | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3471102.97   | 0.14%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP/Genesis Energy Finance Corp.                                    | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4187000 | PA      | $4369812.79   | 0.18%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                              | Georgia-Pacific LLC                                                               | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   2457000 | PA      | $2527918.21   | 0.10%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                              | Gilead Sciences, Inc.                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4043000 | PA      | $4133235.72   | 0.17%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                             | Glencore Funding LLC                                                              | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   4557000 | PA      | $4127857.88   | 0.17%             | 2031-09-23      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5960000 | PA      | $5385931.55   | 0.22%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3733921.69   | 0.15%             | 2037-01-21      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group, Inc.                                                         | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5477000 | PA      | $5425931.41   | 0.22%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                         | Greensaif Pipelines Bidco SARL                                                    | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   1920000 | PA      | $1989589.31   | 0.08%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                           | Gulfstream Natural Gas System LLC                                                 | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2060386.61   | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2979146.66   | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA, Inc.                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4504879.08   | 0.19%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1054992 | PA      | $1074685.53   | 0.04%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1212119 | PA      | $1235817.55   | 0.05%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                              | HINNT LLC                                                                         | CUSIP: 40472QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1351288 | PA      | $1378641.19   | 0.06%             | 2043-03-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                           | HAT Holdings I LLC/HAT Holdings II LLC                                            | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3511000 | PA      | $3495108.72   | 0.14%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                         | Health Care Service Corp. A Mutual Legal Reserve Co.                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1407357.21   | 0.06%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                | Healthpeak OP LLC                                                                 | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   5640000 | PA      | $5615245.31   | 0.23%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                       | HEICO Corp.                                                                       | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   4621000 | PA      | $4775894.49   | 0.20%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings, Inc.                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   4458000 | PA      | $4678951.85   | 0.19%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                | Herc Holdings, Inc.                                                               | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3927690.00   | 0.16%             | 2031-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LP                                                    | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6890000 | PA      | $6778202.86   | 0.28%             | 2027-12-27      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                      | Hertz Vehicle Financing III LLC                                                   | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   6630000 | PA      | $6684273.84   | 0.28%             | 2032-05-25      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                         | Hess Midstream Operations LP                                                      | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1934000 | PA      | $2001697.74   | 0.08%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                 | Hewlett Packard Enterprise Co.                                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4779000 | PA      | $4706065.10   | 0.19%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                         | Hilton Domestic Operating Co., Inc.                                               | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   4057000 | PA      | $3949118.28   | 0.16%             | 2029-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1905755 | PA      | $1944184.37   | 0.08%             | 2038-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5283890 | PA      | $5337183.67   | 0.22%             | 2040-08-27      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3375818 | PA      | $3417200.63   | 0.14%             | 2040-08-27      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    468037 | PA      | $478363.64    | 0.02%             | 2039-09-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43283YAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    284287 | PA      | $291601.41    | 0.01%             | 2039-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 43285JAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4462890 | PA      | $4474864.74   | 0.18%             | 2044-05-25      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                     | Hilton Grand Vacations Trust                                                      | CUSIP: 432917AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1071281 | PA      | $1094671.83   | 0.05%             | 2038-01-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance U.S. LLC                                                           | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2567000 | PA      | $2655111.81   | 0.11%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                            | Amrize Finance U.S. LLC                                                           | CUSIP: 43475RAX4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $889988.01    | 0.04%             | 2046-09-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                         | Huntington Ingalls Industries, Inc.                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   5843000 | PA      | $5549092.95   | 0.23%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                     | Hudson Yards Mortgage Trust                                                       | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7060000 | PA      | $7317632.81   | 0.30%             | 2040-01-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp.                                                                | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2775000 | PA      | $2781522.00   | 0.11%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                          | Hyundai Capital America                                                           | CUSIP: 44891ADX2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6062000 | PA      | $6294460.97   | 0.26%             | 2032-06-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US CLO Ltd.                                                                   | CUSIP: 44928XAY0<br>LEI: 25490053S2JSJU63Y978 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6512083.50   | 0.27%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US CLO Ltd.                                                                   | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4499937.00   | 0.19%             | 2034-04-17      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| IHS MAURITIUS NG HOLDCO                          | IHS Netherlands Holdco BV                                                         | CUSIP: 44963LAC0<br>LEI: 5493006Z6YQYCCN2XI74 | Long             | DBT              | CORP              | NL        |   1357764 | PA      | $1357281.11   | 0.06%             | 2027-09-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates    | ILPT Trust                                                                        | CUSIP: 44965LAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1890397.94   | 0.08%             | 2041-02-11      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                          | Imperial Brands Finance PLC                                                       | CUSIP: 45262BAK9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4775000 | PA      | $4883032.61   | 0.20%             | 2035-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE                          | Crescent Energy Finance LLC                                                       | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2944342.50   | 0.12%             | 2029-07-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securitization Trust           | Residential Asset Securitization Trust                                            | CUSIP: 45660NK46<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    986731 | PA      | $956625.03    | 0.04%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IndyMac INDX Mortgage Loan Trust                 | IndyMac INDX Mortgage Loan Trust                                                  | CUSIP: 45669JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500325 | PA      | $349181.14    | 0.01%             | 2037-08-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                               | Ingersoll Rand, Inc.                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2947596.54   | 0.12%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INRETAIL CONSUMER                                | InRetail Consumer                                                                 | CUSIP: 45790TAB1<br>LEI: 254900BI1YXHZ31NSP51 | Long             | DBT              | CORP              | PE        |   3042000 | PA      | $2968933.29   | 0.12%             | 2028-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                       | Intel Corp.                                                                       | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3452000 | PA      | $3098191.68   | 0.13%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                              | Intesa Sanpaolo SpA                                                               | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3791000 | PA      | $4500111.86   | 0.19%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit, Inc.                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1261000 | PA      | $1217054.26   | 0.05%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVEST ENERGY RES LTD                            | Investment Energy Resources Ltd.                                                  | CUSIP: 46143NAB6<br>LEI: 254900A71Y7WHN7L5K89 | Long             | DBT              | CORP              | BM        |   1200000 | PA      | $1207804.80   | 0.05%             | 2029-04-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain, Inc.                                                               | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   5152000 | PA      | $5150531.16   | 0.21%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                  | Israel Government International Bonds                                             | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   3380000 | PA      | $3328479.40   | 0.14%             | 2036-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | JG Wentworth XXI LLC                                                              | CUSIP: 466159AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75680 | PA      | $75439.08     | 0.00%             | 2048-01-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | JGWPT XXIII LLC                                                                   | CUSIP: 46616PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    787982 | PA      | $782545.30    | 0.03%             | 2056-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1722000 | PA      | $1809967.42   | 0.07%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4857000 | PA      | $4980169.73   | 0.21%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5383000 | PA      | $5342041.94   | 0.22%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co.                                                              | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5047000 | PA      | $5026334.81   | 0.21%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust    | JPMorgan Chase Commercial Mortgage Securities Trust                               | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2675000 | PA      | $1805625.00   | 0.07%             | 2037-01-16      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/FOOD CO                         | JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings               | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6061000 | PA      | $6151490.73   | 0.25%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 15 Ltd.                                                                   | CUSIP: 48251MBA3<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   2447443 | PA      | $2448017.78   | 0.10%             | 2032-01-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies, Inc.                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1689788.62   | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | Kioxia Holdings Corp.                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   5797000 | PA      | $6053273.49   | 0.25%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co.                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3167880.47   | 0.13%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                         | LKQ Corp.                                                                         | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1782203.70   | 0.07%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2937000 | PA      | $2896380.79   | 0.12%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings, Inc.                                                                | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1901000 | PA      | $1936149.01   | 0.08%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                              | LYB International Finance III LLC                                                 | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    835000 | PA      | $839349.62    | 0.03%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1797000 | PA      | $1717151.38   | 0.07%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                          | Laboratory Corp. of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   4308000 | PA      | $4253737.16   | 0.18%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                         | Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp.                 | CUSIP: 505742AM8<br>LEI: N/A                  | Long             | DBT              |  | US        |   8155000 | PA      | $8110361.24   | 0.33%             | 2027-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEXINGTON PARKER CAPITAL                         | Lexington Parker Capital Co. LLC                                                  | CUSIP: 52953BDN0<br>LEI: 5493005MSQJBO8BDMA02 | Long             | STIV             | CORP              | US        |  10550000 | PA      | $10459164.50  | 0.43%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY STREET FDG LLC                           | Liberty Street Funding LLC                                                        | CUSIP: 53127UC24<br>LEI: 549300F33VRHM10B9391 | Long             | STIV             | CORP              | US        |   4700000 | PA      | $4684901.25   | 0.19%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LMA AMERICAS LLC                                 | LMA-Americas LLC                                                                  | CUSIP: 53944RB56<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1200000 | PA      | $1199262.60   | 0.05%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos., Inc.                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5027000 | PA      | $4821760.01   | 0.20%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp.                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $2029214.66   | 0.08%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                       | MFA Trust                                                                         | CUSIP: 55283QAA2<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |   2237478 | PA      | $2062185.17   | 0.09%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                         | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2761000 | PA      | $2755846.59   | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                 | MGM Resorts International                                                         | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   3543000 | PA      | $3623798.12   | 0.15%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                  | MV24 Capital BV                                                                   | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2619963 | PA      | $2650538.22   | 0.11%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389QAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1484564 | PA      | $1487010.27   | 0.06%             | 2042-03-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4723611 | PA      | $4715595.35   | 0.19%             | 2042-03-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7207482 | PA      | $7204255.48   | 0.30%             | 2044-10-20      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1330863 | PA      | $1291385.59   | 0.05%             | 2041-01-22      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1058560 | PA      | $1028485.49   | 0.04%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    192765 | PA      | $192498.99    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                   | MVW LLC                                                                           | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    396486 | PA      | $391232.42    | 0.02%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800880 | PA      | $1849577.71   | 0.08%             | 2040-11-20      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| MAINBEACH FUNDING LLC                            | Mainbeach Funding LLC                                                             | CUSIP: 56037CC26<br>LEI: 635400CWJW29VERCBI90 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299030.91    | 0.01%             | 2026-03-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSET FDG CO                           | Manhattan Asset Funding Co. LLC                                                   | CUSIP: 56274MEF5<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   2850000 | PA      | $2818994.28   | 0.12%             | 2026-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                   | Manhattan West Mortgage Trust                                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4120000 | PA      | $3974894.42   | 0.16%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International, Inc.                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2529000 | PA      | $2208503.50   | 0.09%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co.                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   2309000 | PA      | $2352293.75   | 0.10%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co., Inc.                                                                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1345005.88   | 0.06%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust           | Merrill Lynch Mortgage Investors Trust                                            | CUSIP: 59020U5U5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |    542456 | PA      | $287542.16    | 0.01%             | 2036-03-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                     | MetLife Securitization Trust                                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1310924 | PA      | $1264522.02   | 0.05%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust                     | MetLife Securitization Trust                                                      | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166795 | PA      | $165247.37    | 0.01%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC               | MetroNet Infrastructure Issuer LLC                                                | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   9400000 | PA      | $9539428.32   | 0.39%             | 2055-08-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MX REMIT FUND FIDUC EST                          | Mexico Remittances Funding Fiduciary Estate Management SARL                       | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |   6194000 | PA      | $6441760.00   | 0.27%             | 2031-10-15      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                         | Microchip Technology, Inc.                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3599000 | PA      | $3682735.05   | 0.15%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                            | Micron Technology, Inc.                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   4668000 | PA      | $4848311.21   | 0.20%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                         | Mill City Mortgage Loan Trust                                                     | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2156306 | PA      | $2113835.61   | 0.09%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8830000 | PA      | $9194915.47   | 0.38%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2353000 | PA      | $2324159.87   | 0.10%             | 2041-01-18      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                    | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9486000 | PA      | $9441902.24   | 0.39%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                        | Mosaic Co.                                                                        | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1464806.22   | 0.06%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                        | Mosaic Co.                                                                        | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2416000 | PA      | $2422583.31   | 0.10%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MUFG SECURITIES CA                               | MUFG Securities Canada Ltd.                                                       | CUSIP: 62479VDN0<br>LEI: 549300Y1PMK3RWXMWR72 | Long             | STIV             | CORP              | CA        |  24000000 | PA      | $23793561.60  | 0.98%             | 2026-04-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1449959.15   | 0.06%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                              | Medline Borrower LP                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |    489000 | PA      | $489844.99    | 0.02%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MUNICH RE                                        | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                         | CUSIP: 62582PAA8<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |   2200000 | PA      | $2299643.24   | 0.09%             | 2042-05-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                  | Murphy Oil Corp.                                                                  | CUSIP: 626717AP7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |   2493000 | PA      | $2490912.11   | 0.10%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2096872 | PA      | $2129529.82   | 0.09%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                  | MVW LLC                                                                           | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1977711 | PA      | $1997498.81   | 0.08%             | 2040-10-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                   | NCR Voyix Corp.                                                                   | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    695000 | PA      | $686017.61    | 0.03%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                   | NCR Voyix Corp.                                                                   | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    584000 | PA      | $575542.47    | 0.02%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    598000 | PA      | $573040.62    | 0.02%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    854000 | PA      | $797807.98    | 0.03%             | 2031-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy, Inc.                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    617000 | PA      | $628839.00    | 0.03%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                           | NXP BV/NXP Funding LLC/NXP USA, Inc.                                              | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   5235000 | PA      | $5295414.67   | 0.22%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                 | NTT Finance Corp.                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2711000 | PA      | $2746605.22   | 0.11%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                     | NNN REIT, Inc.                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |   5722000 | PA      | $5759522.42   | 0.24%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                | NatWest Group PLC                                                                 | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6487000 | PA      | $6848789.72   | 0.28%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828CAA7<br>LEI: 549300U1MV4J7YQZG974 | Long             | ABS-MBS          | CORP              | US        |    202449 | PA      | $201602.14    | 0.01%             | 2058-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64828GAD2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2293264 | PA      | $2195949.37   | 0.09%             | 2059-09-25      | Variable      | 3.50%                 | 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        |    330526 | PA      | $322414.16    | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | 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        |    194729 | PA      | $190492.28    | 0.01%             | 2035-11-26      | Variable      | 3.75%                 | 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        |    985960 | PA      | $967672.28    | 0.04%             | 2057-02-25      | Variable      | 4.00%                 | 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        |   3447874 | PA      | $3373319.79   | 0.14%             | 2057-03-25      | Variable      | 4.00%                 | 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        |   1766949 | PA      | $1727332.95   | 0.07%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830DAB9<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |    821083 | PA      | $812482.70    | 0.03%             | 2057-12-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830EAC5<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2441368 | PA      | $2375859.02   | 0.10%             | 2058-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830HAA2<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2268739 | PA      | $2220655.76   | 0.09%             | 2059-02-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830MAG8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3222009 | PA      | $3073601.14   | 0.13%             | 2059-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830TAD0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   3129404 | PA      | $2961281.32   | 0.12%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust              | New Residential Mortgage Loan Trust                                               | CUSIP: 64830WAD3<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-MBS          | CORP              | US        |   2884620 | PA      | $2727528.47   | 0.11%             | 2058-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                | Newell Brands, Inc.                                                               | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1644747.85   | 0.07%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                     | Novelis Corp.                                                                     | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    236000 | PA      | $215955.93    | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                              | NuStar Logistics LP                                                               | CUSIP: 67059TAE5<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3066350.89   | 0.13%             | 2027-04-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS LP                              | NuStar Logistics LP                                                               | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350457.80    | 0.01%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                      | Nutrien Ltd.                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3845000 | PA      | $3843737.53   | 0.16%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                         | OCP SA                                                                            | CUSIP: 67091TAF2<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |   2141000 | PA      | $2291173.64   | 0.09%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM XIX Ltd.                                                                     | CUSIP: 67112CBE6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10000000.00  | 0.41%             | 2035-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118KAA1<br>LEI: 2549001QDCO9VU0HH514 | Long             | ABS-MBS          | CORP              | US        |   5562840 | PA      | $5624668.27   | 0.23%             | 2063-12-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118TAA2<br>LEI: 254900LSNFNEGAD7J679 | Long             | ABS-MBS          | CORP              | US        |    972415 | PA      | $982341.60    | 0.04%             | 2064-01-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67118XAA3<br>LEI: 254900LMIQVUH9BFZJ05 | Long             | ABS-MBS          | CORP              | US        |   2480705 | PA      | $2518410.17   | 0.10%             | 2064-02-25      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |   3819469 | PA      | $3873135.15   | 0.16%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67119XAC8<br>LEI: 254900C7ZCEHM7Y5MX79 | Long             | ABS-MBS          | CORP              | US        |   4278113 | PA      | $4291920.73   | 0.18%             | 2064-09-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67120VAA3<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-MBS          | CORP              | US        |   3783791 | PA      | $3828337.92   | 0.16%             | 2064-11-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-MBS          | CORP              | US        |   7678968 | PA      | $7726962.77   | 0.32%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67448GAA1<br>LEI: 25490010LUJWFEUCIH44 | Long             | ABS-MBS          | CORP              | US        |   6051441 | PA      | $6057682.13   | 0.25%             | 2063-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                         | OBX Trust                                                                         | CUSIP: 67448NAA6<br>LEI: 254900RDM4XSF0B1E373 | Long             | ABS-MBS          | CORP              | US        |   1180076 | PA      | $1193973.33   | 0.05%             | 2064-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 Ltd               | Octagon 54 Ltd.                                                                   | CUSIP: 67577FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2756206.75   | 0.11%             | 2034-07-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.             | Octagon Investment Partners 40 Ltd.                                               | CUSIP: 67592BBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7235558.00   | 0.30%             | 2035-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION INSURC INC                         | Constellation Insurance, Inc.                                                     | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |   8154000 | PA      | $8318704.52   | 0.34%             | 2030-01-24      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                         | Olympus Water U.S. Holding Corp.                                                  | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   7101000 | PA      | $7073366.03   | 0.29%             | 2033-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK, Inc.                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4989655.73   | 0.21%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2909000 | PA      | $2853649.73   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $2656804.74   | 0.11%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp.                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2963000 | PA      | $2612695.18   | 0.11%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                        | Orange SA                                                                         | CUSIP: 685218AE9<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2495000 | PA      | $2489140.09   | 0.10%             | 2033-01-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                           | Orbia Advance Corp. SAB de CV                                                     | CUSIP: 68560EAC2<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |   3687000 | PA      | $3721104.75   | 0.15%             | 2030-05-13      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                         | Organon & Co./Organon Foreign Debt Co-Issuer BV                                   | CUSIP: 68622FAA9<br>LEI: 549300SH15FO4Y2G3V63 | Long             | DBT              | CORP              | US        |   1876000 | PA      | $1833191.74   | 0.08%             | 2034-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                    | Owens Corning                                                                     | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   3797000 | PA      | $3112018.92   | 0.13%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2137732.38   | 0.09%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group, Inc.                                                | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $3051164.06   | 0.13%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas & Electric Co.                                                        | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2244000 | PA      | $2028991.14   | 0.08%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                               | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   3507000 | PA      | $3574685.10   | 0.15%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                              | Petroleos Mexicanos                                                               | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2838000 | PA      | $2911030.25   | 0.12%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte. Ltd.                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2735000 | PA      | $2628409.42   | 0.11%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4025000 | PA      | $3420591.39   | 0.14%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International, Inc.                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2234000 | PA      | $2181726.16   | 0.09%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak CLO 4                                                                  | CUSIP: 72132WAN9<br>LEI: 2549002NRPBIF0UZPU88 | Long             | ABS-CBDO         | CORP              | KY        |   4395000 | PA      | $4404299.82   | 0.18%             | 2034-07-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                             | Pilgrim's Pride Corp.                                                             | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2899000 | PA      | $3206966.57   | 0.13%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                         | Primo Water Holdings, Inc./Triton Water Holdings, Inc.                            | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6397000 | PA      | $6254019.37   | 0.26%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS I LLC                             | QTS Issuer ABS I LLC                                                              | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6275000 | PA      | $6313849.15   | 0.26%             | 2055-05-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                     | QUALCOMM, Inc.                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1043626.53   | 0.04%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2166000 | PA      | $2030399.84   | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services, Inc.                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1798629.13   | 0.07%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rackspace Finance, LLC                           | Rackspace Finance LLC                                                             | CUSIP: 75008UAC1<br>LEI: 549300QTYCKLMFSE8I97 | Long             | LON              | CORP              | US        |    300662 | PA      | $297204.42    | 0.01%             | 2028-05-15      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                 | RALI Trust                                                                        | CUSIP: 75116EAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88457 | PA      | $55058.79     | 0.00%             | 2037-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd.                                                       | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    964000 | PA      | $1005252.66   | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                           | Repsol E&P Capital Markets U.S. LLC                                               | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   4491000 | PA      | $4585317.65   | 0.19%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                 | RALI Trust                                                                        | CUSIP: 761118RM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033992 | PA      | $716294.94    | 0.03%             | 2046-02-25      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC        | Retained Vantage Data Centers Issuer LLC                                          | CUSIP: 76134KAH7<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8438941.10   | 0.35%             | 2049-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                               | RGA Global Funding                                                                | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   6123000 | PA      | $6228827.73   | 0.26%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos., Inc.                                                                 | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3299125.98   | 0.14%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies, Inc.                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3267000 | PA      | $3243872.61   | 0.13%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd.                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   3723000 | PA      | $3730780.85   | 0.15%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   4009000 | PA      | $3646740.15   | 0.15%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                               | Royalty Pharma PLC                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2403000 | PA      | $2415510.33   | 0.10%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                  | SBA Tower Trust                                                                   | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | DBT              |  | US        |   3250000 | PA      | $3188078.08   | 0.13%             | 2026-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                          | SCF Equipment Trust LLC                                                           | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $5216398.83   | 0.22%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                         | Sabine Pass Liquefaction LLC                                                      | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2709079 | PA      | $2847809.34   | 0.12%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                         | Safehold GL Holdings LLC                                                          | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   4090000 | PA      | $4347825.79   | 0.18%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5900000 | PA      | $6016277.20   | 0.25%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust           | Santander Drive Auto Receivables Trust                                            | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165000 | PA      | $4194896.79   | 0.17%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                             | Saudi Arabian Oil Co.                                                             | CUSIP: 80415RAC5<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   4874000 | PA      | $4796932.31   | 0.20%             | 2036-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International, Inc.                                                | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    796000 | PA      | $817213.40    | 0.03%             | 2029-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA STOR                                | Seagate Data Storage Technology Pte. Ltd.                                         | CUSIP: 81180LAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |   2798000 | PA      | $2742521.82   | 0.11%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH INC                                 | Sensata Technologies, Inc.                                                        | CUSIP: 81728UAA2<br>LEI: 5493002MMDDCUNV7NY90 | Long             | DBT              | CORP              | US        |   2676000 | PA      | $2616683.25   | 0.11%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                     | 7-Eleven, Inc.                                                                    | CUSIP: 817826AE0<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   6064000 | PA      | $5326291.78   | 0.22%             | 2031-02-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SHEFFIELD RECEIVABLES                            | Sheffield Receivables Co. LLC                                                     | CUSIP: 82124MBK5<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |  21000000 | PA      | $20956502.70  | 0.87%             | 2026-02-19      | None          | 0.00%                 | 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        |    912582 | PA      | $935775.54    | 0.04%             | 2040-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82650DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1580906 | PA      | $1603103.43   | 0.07%             | 2041-06-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2376861 | PA      | $2394131.56   | 0.10%             | 2041-08-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653BAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2954764 | PA      | $2968493.53   | 0.12%             | 2041-08-20      | Fixed         | 5.32%                 | 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        |   1949287 | PA      | $1959865.62   | 0.08%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    848301 | PA      | $853854.50    | 0.04%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 82653HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    924106 | PA      | $926832.71    | 0.04%             | 2044-04-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                | Sierra Timeshare Receivables Funding LLC                                          | CUSIP: 826935AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    764154 | PA      | $775028.51    | 0.03%             | 2043-01-20      | Fixed         | 5.94%                 | 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        |   1405226 | PA      | $1423455.29   | 0.06%             | 2040-01-20      | Fixed         | 5.20%                 | 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        |   1859903 | PA      | $1922028.02   | 0.08%             | 2040-09-20      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                             | Sitios Latinoamerica SAB de CV                                                    | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |   5297000 | PA      | $5467033.70   | 0.23%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                         | Delta Air Lines, Inc./SkyMiles IP Ltd.                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   3923333 | PA      | $3952997.77   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                    | J.M. Smucker Co.                                                                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2566000 | PA      | $2761762.78   | 0.11%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                | Southern Power Co.                                                                | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |   1781000 | PA      | $1776442.78   | 0.07%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                            | Southwest Airlines Co.                                                            | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   4921000 | PA      | $4947379.81   | 0.20%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                               | Expand Energy Corp.                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1498190.32   | 0.06%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   1665000 | PA      | $1711385.24   | 0.07%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust, Inc.                                                     | CUSIP: 85571BBD6<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |   3184000 | PA      | $3315706.16   | 0.14%             | 2030-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fixed Income Clearing Corp                       | FIXED INC CLEARING CORP.REPO                                                      | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  65069787 | PA      | $65069786.92  | 2.69%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                         | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    749000 | PA      | $753590.62    | 0.03%             | 2031-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XVIII Ltd.                                                           | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007725.00   | 0.21%             | 2037-10-23      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys, Inc.                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2440879.63   | 0.10%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                     | Synopsys, Inc.                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1701185.74   | 0.07%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                | Sysco Corp.                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2545000 | PA      | $2633424.19   | 0.11%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1503000 | PA      | $1477244.02   | 0.06%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2859682.21   | 0.12%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA, Inc.                                                                | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5403000 | PA      | $5347998.59   | 0.22%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                    | Takeda U.S. Financing, Inc.                                                       | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |   4298000 | PA      | $4351173.05   | 0.18%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP/Targa Resources Partners Finance Corp.                | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2630547.88   | 0.11%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDB3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2510685.23   | 0.10%             | 2027-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp.                                                            | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   4179000 | PA      | $4222024.39   | 0.17%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 321 Henderson Receivables LLC                    | 321 Henderson Receivables VI LLC                                                  | CUSIP: 88576XAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274199 | PA      | $275839.63    | 0.01%             | 2059-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| TOTALENERGI CAP USA LLC                          | TotalEnergies Capital USA LLC                                                     | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5251058.93   | 0.22%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89170VAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2976950 | PA      | $2856137.00   | 0.12%             | 2062-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89173UAA5<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    693836 | PA      | $682930.04    | 0.03%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175JAA8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2724034 | PA      | $2689980.28   | 0.11%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175TAA6<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2265426 | PA      | $2164652.40   | 0.09%             | 2058-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89175VAA1<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    352098 | PA      | $349109.29    | 0.01%             | 2058-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89176VAK8<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |    218136 | PA      | $216413.47    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89177BAA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   4289336 | PA      | $4189334.65   | 0.17%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89178BAA2<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1432931 | PA      | $1385195.74   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89179JAA4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   7240334 | PA      | $6635164.39   | 0.27%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                        | Towd Point Mortgage Trust                                                         | CUSIP: 89181JAA0<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   5771643 | PA      | $5607180.69   | 0.23%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                          | Transcontinental Gas Pipe Line Co. LLC                                            | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3372644.22   | 0.14%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                         | Triton Container International Ltd./TAL International Container Corp.             | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1578000 | PA      | $1570773.39   | 0.06%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                              | 20 Times Square Trust                                                             | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2550000 | PA      | $2390625.00   | 0.10%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| 280 Park Avenue Mortgage Trust                   | 280 Park Avenue Mortgage Trust                                                    | CUSIP: 90205FAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4630000 | PA      | $4589512.04   | 0.19%             | 2034-09-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                         | Tyco Electronics Group SA                                                         | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   4750000 | PA      | $4795558.34   | 0.20%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3524000 | PA      | $3847437.83   | 0.16%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                     | UBS Group AG                                                                      | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7015000 | PA      | $7272164.78   | 0.30%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                  | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5243000 | PA      | $5209876.98   | 0.22%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies, Inc.                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1767000 | PA      | $1757708.16   | 0.07%             | 2034-09-15      | Fixed         | 4.80%                 | 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        |    975238 | PA      | $973003.01    | 0.04%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service, Inc.                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2504950.12   | 0.10%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                               | CUSIP: 912797QD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  11133000 | PA      | $11051932.28  | 0.46%             | 2026-04-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24995000 | PA      | $22658553.38  | 0.94%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9849000 | PA      | $9612777.84   | 0.40%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26674000 | PA      | $20536896.23  | 0.85%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14038000 | PA      | $9914337.50   | 0.41%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4798000 | PA      | $3590253.44   | 0.15%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8065000 | PA      | $5580917.01   | 0.23%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11931000 | PA      | $7832515.14   | 0.32%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5220000 | PA      | $3844652.36   | 0.16%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10424000 | PA      | $7427100.00   | 0.31%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12316000 | PA      | $8744841.06   | 0.36%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5566000 | PA      | $4107099.19   | 0.17%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6126000 | PA      | $4377936.34   | 0.18%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9425000 | PA      | $5509575.17   | 0.23%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53929000 | PA      | $25746884.57  | 1.06%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16091000 | PA      | $10408865.63  | 0.43%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20137000 | PA      | $14762938.13  | 0.61%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9652000 | PA      | $5314632.50   | 0.22%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  32416000 | PA      | $23776376.17  | 0.98%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2636000 | PA      | $2189836.41   | 0.09%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Protected Indexed Bonds                                   | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11306300 | PA      | $8794451.47   | 0.36%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2143000 | PA      | $1921249.73   | 0.08%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5009000 | PA      | $4032049.35   | 0.17%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3704000 | PA      | $3263281.86   | 0.13%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4585000 | PA      | $4478792.78   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25980000 | PA      | $25874456.25  | 1.07%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3423000 | PA      | $3079229.17   | 0.13%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22469000 | PA      | $21658887.17  | 0.89%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2432843.75   | 0.10%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12164000 | PA      | $11896487.00  | 0.49%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16442000 | PA      | $14789450.59  | 0.61%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7393000 | PA      | $6760551.92   | 0.28%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11463000 | PA      | $10754174.62  | 0.44%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6526000 | PA      | $6367438.56   | 0.26%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6115000 | PA      | $5857978.91   | 0.24%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5528000 | PA      | $5476606.85   | 0.23%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8206800 | PA      | $8023429.31   | 0.33%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bonds                                                               | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16945000 | PA      | $16240723.44  | 0.67%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 9128286A3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14401000 | PA      | $14401000.00  | 0.59%             | 2026-01-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                           | U.S. Treasury Inflation-Protected Indexed Notes                                   | CUSIP: 912828ZZ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6040708 | PA      | $5770031.81   | 0.24%             | 2030-07-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5604000 | PA      | $5012734.23   | 0.21%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18344000 | PA      | $18074572.50  | 0.75%             | 2026-07-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12038000 | PA      | $10468827.92  | 0.43%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10570000 | PA      | $9189706.61   | 0.38%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14399400 | PA      | $12809841.31  | 0.53%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4907000 | PA      | $4610854.90   | 0.19%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10657500 | PA      | $9900234.64   | 0.41%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6995300 | PA      | $6694720.70   | 0.28%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2124000 | PA      | $2180750.63   | 0.09%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2471000 | PA      | $2464919.02   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3455000 | PA      | $3502236.35   | 0.14%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4797000 | PA      | $4857524.66   | 0.20%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3802000 | PA      | $3723138.19   | 0.15%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7845000 | PA      | $7791984.98   | 0.32%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1347468.75   | 0.06%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4294000 | PA      | $4313792.68   | 0.18%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10581000 | PA      | $10696316.39  | 0.44%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2840000 | PA      | $2856915.58   | 0.12%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7674000 | PA      | $7712370.00   | 0.32%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4485200 | PA      | $4495011.38   | 0.19%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5161000 | PA      | $5165636.85   | 0.21%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1238000 | PA      | $1239160.63   | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3410000 | PA      | $3340201.56   | 0.14%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9338000 | PA      | $9311736.88   | 0.38%             | 2027-11-30      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Notes                                                               | CUSIP: 91282CPR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7116000 | PA      | $7059850.35   | 0.29%             | 2030-12-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group, Inc.                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2948452.07   | 0.12%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UZBEK INDUSTRIAL AND CON                         | Uzbek Industrial & Construction Bank ATB                                          | CUSIP: 917935AA6<br>LEI: 213800C2NIFPFTXYIU69 | Long             | DBT              | CORP              | UZ        |   5250000 | PA      | $5709964.31   | 0.24%             | 2029-07-24      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBEKISTAN                           | Republic of Uzbekistan International Bonds                                        | CUSIP: 91822Q2E6<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |   3049000 | PA      | $2830518.08   | 0.12%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                         | Vantage Data Centers LLC                                                          | CUSIP: 92212KAH9<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   8555000 | PA      | $8486911.61   | 0.35%             | 2055-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VEGAS Trust                                      | VEGAS Trust                                                                       | CUSIP: 92254AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11850000 | PA      | $11983526.99  | 0.49%             | 2039-11-10      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Venture CLO 43 Limited                           | Venture 43 CLO Ltd.                                                               | CUSIP: 92290CAR0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002244.00   | 0.12%             | 2034-04-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2867002.32   | 0.12%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2316654.40   | 0.10%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   1866000 | PA      | $1920677.53   | 0.08%             | 2030-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 44 CLO Ltd.                                                               | CUSIP: 92332KAQ4<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5404147.20   | 0.22%             | 2034-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 38 CLO Ltd.                                                               | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   3019367 | PA      | $3021468.38   | 0.12%             | 2032-07-30      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG, Inc.                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   4963000 | PA      | $5284949.81   | 0.22%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                     | Veralto Corp.                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   2694000 | PA      | $2800197.10   | 0.12%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1321458.50   | 0.05%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2358971.82   | 0.10%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications, Inc.                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3591000 | PA      | $3591978.04   | 0.15%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                       | Verus Securitization Trust                                                        | CUSIP: 924925AA8<br>LEI: 213800HQOHEFNJCQYJ07 | Long             | ABS-MBS          | CORP              | US        |   7470430 | PA      | $7503254.31   | 0.31%             | 2069-09-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Versailles Commercial Paper LLC                  | Versailles Commercial Paper LLC                                                   | CUSIP: 92512MD63<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  19740000 | PA      | $19603636.08  | 0.81%             | 2026-04-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERTO CAPITAL COMP A                             | Verto Capital I Compartment A                                                     | CUSIP: 92544LC43<br>LEI: 635400H24DGVN77S6U37 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996459.80    | 0.04%             | 2026-03-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verto Capital I Compartment A                    | Verto Capital I Compartment A                                                     | CUSIP: 92544LDV2<br>LEI: 635400H24DGVN77S6U37 | Long             | STIV             | CORP              | LU        |    500000 | PA      | $495240.55    | 0.02%             | 2026-04-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                      | Viatris, Inc.                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2194952.71   | 0.09%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                                | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   4032000 | PA      | $4080984.69   | 0.17%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICTORY RECEIVABLES CORP                         | Victory Receivables Corp.                                                         | CUSIP: 92646LCD0<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5973750.00   | 0.25%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                               | Viking Cruises Ltd.                                                               | CUSIP: 92676XAH0<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |   2666000 | PA      | $2702768.54   | 0.11%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                  | CUSIP: 92769XAP0<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   5224000 | PA      | $5152492.32   | 0.21%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FIN                         | Virgin Media Secured Finance PLC                                                  | CUSIP: 92769XAR6<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2586669.68   | 0.11%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2312678.74   | 0.10%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6054427.26   | 0.25%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                         | Vistra Operations Co. LLC                                                         | CUSIP: 92840VAZ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4468000 | PA      | $4443960.37   | 0.18%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                 | Vmed O2 U.K. Financing I PLC                                                      | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2284393.75   | 0.09%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                         | Volkswagen Group of America Finance LLC                                           | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3524000 | PA      | $3553939.76   | 0.15%             | 2030-09-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                    | VoltaGrid LLC                                                                     | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1127259.03   | 0.05%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                              | Vulcan Materials Co.                                                              | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   3112000 | PA      | $3216161.35   | 0.13%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                     | WP Carey, Inc.                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |   3127000 | PA      | $3217382.78   | 0.13%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                        | WRKCo, Inc.                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   3383000 | PA      | $3371394.58   | 0.14%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management, Inc.                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   2587000 | PA      | $2583333.24   | 0.11%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO Ltd.                                                                | CUSIP: 94950NAY8<br>LEI: 254900IGQ7EODCWHCM84 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002710.00   | 0.21%             | 2032-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4306000 | PA      | $4448786.18   | 0.18%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co.                                                                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4979000 | PA      | $4938339.49   | 0.20%             | 2037-01-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                    | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3881826.69   | 0.16%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                    | Westlake Corp.                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2872497.58   | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust            | Westlake Automobile Receivables Trust                                             | CUSIP: 96043QAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12595531.25  | 0.52%             | 2031-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                  | Weyerhaeuser Co.                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |   3472000 | PA      | $3420783.45   | 0.14%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp.                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1474834.90   | 0.06%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                             | YPF SA                                                                            | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1063000 | PA      | $1126996.20   | 0.05%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                    | ZF North America Capital, Inc.                                                    | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2229657.14   | 0.09%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    740626 | PA      | $674710.29    | 0.03%             | 2035-07-31      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    435840 | PA      | $359568.00    | 0.01%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                              | Ecuador Government International Bonds                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    119808 | PA      | $100638.72    | 0.00%             | 2030-07-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CLOVERIE PLC ZURICH INS                          | Cloverie PLC for Zurich Insurance Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |   6682000 | PA      | $6703960.53   | 0.28%             | 2046-06-24      | Fixed         | 5.63%                 | 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        |  38733972 | NS      | $38733972.50  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** TRANSAMERICA FUNDS

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer